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      <invstOrSec>
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      <invstOrSec>
        <name>ICE FUTURES U.S.</name>
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          <ticker value="SBK3 COMDTY"/>
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      <invstOrSec>
        <name>Travelers Companies, Inc.</name>
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        <name>Softcat PLC</name>
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        <name>American Electric Power Co, Inc.</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>OPTION ISSUER</name>
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        <title>EURCHUFP DIGI 575 13/04/</title>
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        <name>Givaudan SA</name>
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        <name>Expeditors International Of Washington Inc.</name>
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                <indexIdentifier>IXRE</indexIdentifier>
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            <expDate>2023-06-16</expDate>
            <notionalAmt>225050.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>5262.50000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Analog Devices Inc.</name>
        <lei>GYVOE5EZ4GDAVTU4CQ61</lei>
        <title>ANALOG DEVICES</title>
        <cusip>032654105</cusip>
        <identifiers>
          <isin value="US0326541051"/>
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        <balance>259.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>51079.98000000</valUSD>
        <pctVal>0.020917942480</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>357737.60000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.84131329"/>
        <valUSD>-51.08000000</valUSD>
        <pctVal>-0.00002091795</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-357737.60000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>20000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-04-28</settlementDt>
            <unrealizedAppr>-51.08000000</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>B1Y4WK8 TRS 09/20/23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TRB1Y4WK8            00001"/>
        </identifiers>
        <balance>887.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="BRL" exchangeRt="5.06790000"/>
        <valUSD>-1151.65000000</valUSD>
        <pctVal>-0.00047161624</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MORGAN STANLEY PRIME</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>SLC Agricola S.A.</issuerName>
                <issueTitle>SLC Agricola S.A.</issueTitle>
                <identifiers>
                  <other otherDesc="SEDOL" value="B1Y4WK8"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Performance</otherRecDesc>
            <floatingPmntDesc curCd="BRL" fixedOrFloating="Floating" floatingRtIndex="BZDIOVRA" floatingRtSpread="0.00000000" pmntAmt="-78.58284497">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2023-09-20</terminationDt>
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            <pmntCurCd>BRL</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>BRL</rcptCurCd>
            <notionalAmt>-46274.79000000</notionalAmt>
            <curCd>BRL</curCd>
            <unrealizedAppr>-1151.65000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>EURpUSDc1.052USJPY128.45</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="FX001812  05/26/2023"/>
        </identifiers>
        <balance>45830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>143172.14000000</valUSD>
        <pctVal>0.058630927212</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CITIBANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>EURUSDJPYBarrier</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="EURUSDJPYBarrier"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>45830000.00000000</shareNo>
            <exercisePrice>1.05200000</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2023-05-26</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>4116.23000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>7305374.15000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.14174683"/>
        <valUSD>-62339.17000000</valUSD>
        <pctVal>-0.02552873302</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7305374.15000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1358456.99000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-62339.17000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mitsui O.S.K. Lines Ltd.</name>
        <lei>353800P8O843TMAZ6S09</lei>
        <title>MITSUI OSK LINES</title>
        <cusip>J45013133</cusip>
        <identifiers>
          <isin value="JP3362700001"/>
        </identifiers>
        <balance>292.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="132.76700000"/>
        <valUSD>7279.82000000</valUSD>
        <pctVal>0.002981184723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Louisiana Pacific Corporation</name>
        <lei>549300C7E2UAO5BVRR75</lei>
        <title>LOUISIANA-PACIFI</title>
        <cusip>546347105</cusip>
        <identifiers>
          <isin value="US5463471053"/>
        </identifiers>
        <balance>118.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6396.78000000</valUSD>
        <pctVal>0.002619567903</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>NAT GAS EURO OPT  May23C</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="GKK3C2.55 04/25/2023"/>
        </identifiers>
        <balance>-45.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-42750.00000000</valUSD>
        <pctVal>-0.01750670303</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>N/A</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name> NYMEX Exchange                 </name>
                    <lei>N/A</lei>
                    <title>Nat Gas Eur Opt May23</title>
                    <cusip>N/A</cusip>
                    <identifiers>
                      <ticker value="GKK23 Com"/>
                    </identifiers>
                    <balance>10000.00000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>N/A</valUSD>
                    <pctVal>N/A</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerCat>CORP</issuerCat>
                    <invCountry>US</invCountry>
                    <invOthCountry>US</invOthCountry>
                  </derivAddlInfo>
                  <payOffProf>Short</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>Nat Gas Eur</issueTitle>
                      <identifiers>
                        <other otherDesc="OTHER" value="N/A"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2023-05-31</expDate>
                  <notionalAmt>221600000.00000000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>-45.00000000</shareNo>
            <exercisePrice>2.55000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-04-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>13500.00000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Computacenter PLC</name>
        <lei>549300XSXUZ1I19DB105</lei>
        <title>COMPUTACENTER PLC</title>
        <cusip>G23356150</cusip>
        <identifiers>
          <isin value="GB00BV9FP302"/>
        </identifiers>
        <balance>282.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81059000"/>
        <valUSD>7437.99000000</valUSD>
        <pctVal>0.003045957476</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__00028305"/>
        </identifiers>
        <balance>31543.12000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-45.14000000</valUSD>
        <pctVal>-0.00001848544</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-31543.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4181892.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2023-04-03</settlementDt>
            <unrealizedAppr>-45.14000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>21674107.50000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="18.10686800"/>
        <valUSD>-20976.26000000</valUSD>
        <pctVal>-0.00859006209</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-21674107.50000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>1176034.04000000</amtCurPur>
            <curPur>USD</curPur>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Broadcom Inc</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>BROADCOM INC</title>
        <cusip>11135F101</cusip>
        <identifiers>
          <isin value="US11135F1012"/>
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        <balance>209.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>134081.86000000</valUSD>
        <pctVal>0.054908334639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPFCUOIL  TRS 03/05/</title>
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        <identifiers>
          <other otherDesc="Internal ID" value="TRJPFCUOI            00001"/>
        </identifiers>
        <balance>8853.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-37854.02000000</valUSD>
        <pctVal>-0.01550173302</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>Basket of US Oil Company stocks</narrativeDesc>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR" floatingRtSpread="0.00000000" pmntAmt="1540.93000000">
              <rtResetTenors>
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            <otherPmntDesc fixedOrFloating="Other">Performance</otherPmntDesc>
            <terminationDt>2024-03-05</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <curCd>USD</curCd>
            <unrealizedAppr>-37854.02000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Svenska Cellulosa Aktiebolaget SCA (publ)</name>
        <lei>549300FW5JDRV1IJ0M67</lei>
        <title>Svenska Cellulosa AB SCA</title>
        <cusip>W90152120</cusip>
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          <isin value="SE0000112724"/>
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        <balance>507.00000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="10.37961000"/>
        <valUSD>6665.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <balance>10000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>31.61000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES U.S.</name>
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          <ticker value="MESM3 INDEX"/>
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        <curCd>USD</curCd>
        <valUSD>16335.00000000</valUSD>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>ICE US MSCI Emerging Markets E</indexName>
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            <curCd>USD</curCd>
            <unrealizedAppr>16335.00000000</unrealizedAppr>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Axa SA</name>
        <lei>F5WCUMTUM4RKZ1MAIE39</lei>
        <title>AXA</title>
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          <isin value="FR0000120628"/>
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        <balance>1980.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>60491.05000000</valUSD>
        <pctVal>0.024771902896</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United Internet AG</name>
        <lei>3VEKWPJHTD4NKMBVG947</lei>
        <title>United Internet AG</title>
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          <isin value="DE0005089031"/>
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        <balance>2320.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>39937.52000000</valUSD>
        <pctVal>0.016354954449</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="HYB000215 08/10/2023"/>
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        <balance>27000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>488300.53000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY INTERNATIONAL</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <other otherDesc="Internal ID" value="USDSEKCADDouble"/>
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            <shareNo>27000.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-58503.47000000</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>IRS PAY FIXED 4.251</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="IR002777S            00001"/>
        </identifiers>
        <balance>1300000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81059000"/>
        <valUSD>-10302.35000000</valUSD>
        <pctVal>-0.00421895162</pctVal>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                  <isin value="N/A"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="SONIA" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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            <terminationDt>2026-06-21</terminationDt>
            <upfrontPmnt>-222.35000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>1300000.00000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-9731.92000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Amazon.com, Inc.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMAZON.COM INC</title>
        <cusip>023135106</cusip>
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          <isin value="US0231351067"/>
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        <balance>8019.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>828282.51000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BN12D39 TR 11/13/24</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="TRBN12D39            00001"/>
        </identifiers>
        <balance>81402.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11320.69000000</valUSD>
        <pctVal>0.004635975626</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MORGAN STANLEY PRIME</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>ADNOC Drilling Company</issuerName>
                <issueTitle>ADNOC Drilling Company</issueTitle>
                <identifiers>
                  <other otherDesc="SEDOL" value="BN12D39"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Performance</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="1.50000000" pmntAmt="-261.94000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="18" resetDt="Month" resetDtUnit="1"/>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-76227.17000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>11320.69000000</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>BCIIOSVC TR 3/17/24</title>
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          <other otherDesc="Internal ID" value="TRBCIIOSV            00001"/>
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        <balance>6321.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-38285.98000000</valUSD>
        <pctVal>-0.01567862648</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BARCLAYS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>Basket of service stocks</narrativeDesc>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="-0.25000000" pmntAmt="0.00000000">
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            <otherPmntDesc fixedOrFloating="Other">Performance</otherPmntDesc>
            <terminationDt>2024-03-17</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>575735.96000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-38285.98000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>1784035.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.14174686"/>
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        <pctVal>-0.00613067950</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1784035.20000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>332000.00000000</amtCurPur>
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            <unrealizedAppr>-14970.64000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WEX Inc</name>
        <lei>T9M5IGROL1TL1G5OV478</lei>
        <title>WEX INC</title>
        <cusip>96208T104</cusip>
        <identifiers>
          <isin value="US96208T1043"/>
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        <balance>28.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5148.92000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <balance>30000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-181.54000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurPur>128848.08000000</amtCurPur>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Tomra Systems ASA</name>
        <lei>549300J726JCFJU3VT89</lei>
        <title>TOMRA SYSTEMS AS</title>
        <cusip>R91733155</cusip>
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          <isin value="NO0012470089"/>
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        <balance>470.00000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="10.46544000"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
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        <title>EURpAUDc 1.5430</title>
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          <other otherDesc="Internal ID" value="FX001805  04/13/2023"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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                <identifiers>
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            <delta>XXXX</delta>
            <unrealizedAppr>-43614.27000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Berkshire Hathaway Inc.</name>
        <lei>5493000C01ZX7D35SD85</lei>
        <title>BERKSHIRE HATH-B</title>
        <cusip>084670702</cusip>
        <identifiers>
          <isin value="US0846707026"/>
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        <balance>1984.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>612599.68000000</valUSD>
        <pctVal>0.250867852142</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Life Storage Inc</name>
        <lei>W9EE01AFDDF9DQCQZC68</lei>
        <title>LIFE STORAGE INC</title>
        <cusip>53223X107</cusip>
        <identifiers>
          <isin value="US53223X1072"/>
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        <balance>58.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7603.22000000</valUSD>
        <pctVal>0.003113621395</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sampo PLC</name>
        <lei>743700UF3RL386WIDA22</lei>
        <title>SAMPO OYJ-A SHS</title>
        <cusip>X75653109</cusip>
        <identifiers>
          <isin value="FI0009003305"/>
        </identifiers>
        <balance>479.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>22591.30000000</valUSD>
        <pctVal>0.009251442815</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FI</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>GSMBLUXU TRS 11/13/2</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TRSGSMBLU            00001"/>
        </identifiers>
        <balance>24945.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>155351.05000000</valUSD>
        <pctVal>0.063618355532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>Basket of luxury retail company stocks.</narrativeDesc>
                <components>
                  <component>
                    <othIndName>CIE FINANCIERE RICHEMO-A REG</othIndName>
                    <identifiers>
                      <ticker value="CFR SE"/>
                    </identifiers>
                    <othIndNotAmt>279.79000000</othIndNotAmt>
                    <othIndCurCd>CHF</othIndCurCd>
                    <othIndValue>48327.99000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>BURBERRY GROUP PLC</othIndName>
                    <identifiers>
                      <ticker value="BRBY LN"/>
                    </identifiers>
                    <othIndNotAmt>6118.43000000</othIndNotAmt>
                    <othIndCurCd>GBP</othIndCurCd>
                    <othIndValue>2376.94000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>MONCLER SPA</othIndName>
                    <identifiers>
                      <ticker value="MONC IM"/>
                    </identifiers>
                    <othIndNotAmt>5964.34000000</othIndNotAmt>
                    <othIndCurCd>EUR</othIndCurCd>
                    <othIndValue>439978.73000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>SWATCH GROUP AG/THE-BR</othIndName>
                    <identifiers>
                      <ticker value="UHR SE"/>
                    </identifiers>
                    <othIndNotAmt>119.16000000</othIndNotAmt>
                    <othIndCurCd>CHF</othIndCurCd>
                    <othIndValue>43925.72000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>BRUNELLO CUCINELLI SPA</othIndName>
                    <identifiers>
                      <ticker value="BC IM"/>
                    </identifiers>
                    <othIndNotAmt>1822.28000000</othIndNotAmt>
                    <othIndCurCd>EUR</othIndCurCd>
                    <othIndValue>194899.10000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>PRADA S.P.A.</othIndName>
                    <identifiers>
                      <ticker value="1913 HK"/>
                    </identifiers>
                    <othIndNotAmt>23917.68000000</othIndNotAmt>
                    <othIndCurCd>HKD</othIndCurCd>
                    <othIndValue>21639.19000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>HERMES INTERNATIONAL</othIndName>
                    <identifiers>
                      <ticker value="RMS FP"/>
                    </identifiers>
                    <othIndNotAmt>255.66000000</othIndNotAmt>
                    <othIndCurCd>EUR</othIndCurCd>
                    <othIndValue>556234.37000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>ERMENEGILDO ZEGNA NV</othIndName>
                    <identifiers>
                      <ticker value="ZGN UN"/>
                    </identifiers>
                    <othIndNotAmt>3297.91000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>45049.40000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>LVMH MOET HENNESSY LOUIS VUI</othIndName>
                    <identifiers>
                      <ticker value="MC FP"/>
                    </identifiers>
                    <othIndNotAmt>770.24000000</othIndNotAmt>
                    <othIndCurCd>EUR</othIndCurCd>
                    <othIndValue>752796.15000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                </components>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Performance</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FED FUNDS" floatingRtSpread="0.40000000" pmntAmt="-570.01000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="20" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2024-11-13</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-2538958.40000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>155351.05000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HOYA Corp.</name>
        <lei>353800X4VR3BHEUCJB42</lei>
        <title>HOYA CORP</title>
        <cusip>J22848105</cusip>
        <identifiers>
          <isin value="JP3837800006"/>
        </identifiers>
        <balance>3142.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="132.76700000"/>
        <valUSD>344569.96000000</valUSD>
        <pctVal>0.141106057675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</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>IRS PAY FIXED 8.376</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="IR002795S            00001"/>
        </identifiers>
        <balance>89800000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="HUF" exchangeRt="350.36000000"/>
        <valUSD>-3794.80000000</valUSD>
        <pctVal>-0.00155402191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="HUF" fixedOrFloating="Floating" floatingRtIndex="6M BUBOR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Year" rateTenorUnit="10" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="HUF" fixedOrFloating="Fixed" fixedRt="8.37600000"/>
            <terminationDt>2033-06-21</terminationDt>
            <upfrontPmnt>-69.34000000</upfrontPmnt>
            <pmntCurCd>HUF</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>HUF</rcptCurCd>
            <notionalAmt>89800000.00000000</notionalAmt>
            <curCd>HUF</curCd>
            <unrealizedAppr>-3660.58000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>AUDUSD Crncy Fut  Jun23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ADM3 CURNCY"/>
        </identifiers>
        <balance>-36.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2164.89000000</valUSD>
        <pctVal>0.000886551727</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CME Australian Dollar Currency</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-06-16</expDate>
            <notionalAmt>-2414524.89000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2164.89000000</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>B1P3R43 TRS 09/20/23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TRB1P3R43            00001"/>
        </identifiers>
        <balance>6171.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="BRL" exchangeRt="5.06790000"/>
        <valUSD>1439.37000000</valUSD>
        <pctVal>0.000589441477</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MORGAN STANLEY PRIME</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Sao Martinho S.A.</issuerName>
                <issueTitle>Sao Martinho S.A.</issueTitle>
                <identifiers>
                  <other otherDesc="SEDOL" value="B1P3R43"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Performance</otherRecDesc>
            <floatingPmntDesc curCd="BRL" fixedOrFloating="Floating" floatingRtIndex="BZDIOVRA" floatingRtSpread="1.50000000" pmntAmt="-153.05353302">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2023-09-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>BRL</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>BRL</rcptCurCd>
            <notionalAmt>-160124.66000000</notionalAmt>
            <curCd>BRL</curCd>
            <unrealizedAppr>1439.37000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Waste Connections Inc (CA) Inc</name>
        <lei>549300HDLRTPBQU69P29</lei>
        <title>WASTE CONNECTION</title>
        <cusip>94106B101</cusip>
        <identifiers>
          <isin value="CA94106B1013"/>
        </identifiers>
        <balance>231.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.35152000"/>
        <valUSD>32149.80000000</valUSD>
        <pctVal>0.013165777809</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <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>IRS PAY FIXED 4.19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="IR002346S            00001"/>
        </identifiers>
        <balance>1360600.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-10568.24000000</valUSD>
        <pctVal>-0.00432783717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USCPI" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Year" rateTenorUnit="2" resetDt="Year" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="4.19000000"/>
            <terminationDt>2024-06-22</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1360600.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-10568.24000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Trainline PLC</name>
        <lei>213800HO26VXTFJ4MO71</lei>
        <title>TRAINLINE PLC</title>
        <cusip>G8992Y119</cusip>
        <identifiers>
          <isin value="GB00BKDTK925"/>
        </identifiers>
        <balance>1924.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81059000"/>
        <valUSD>5905.46000000</valUSD>
        <pctVal>0.002418365719</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Eversource Energy</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
        <title>EVERSOURCE ENERG</title>
        <cusip>30040W108</cusip>
        <identifiers>
          <isin value="US30040W1080"/>
        </identifiers>
        <balance>1266.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>99077.16000000</valUSD>
        <pctVal>0.040573436678</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Church &amp; Dwight Co., Inc.</name>
        <lei>POOXSI30AWAQGYJZC921</lei>
        <title>CHURCH &amp; DWIGHT</title>
        <cusip>171340102</cusip>
        <identifiers>
          <isin value="US1713401024"/>
        </identifiers>
        <balance>3281.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>290073.21000000</valUSD>
        <pctVal>0.118788901679</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Zijin Mining Group Co Ltd.</name>
        <lei>529900ABI5CBFXD01Q05</lei>
        <title>Zijin Mining Group Co Ltd</title>
        <cusip>Y9892H107</cusip>
        <identifiers>
          <isin value="CNE100000502"/>
        </identifiers>
        <balance>22268.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.84996000"/>
        <valUSD>37217.53000000</valUSD>
        <pctVal>0.015241081766</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Neoen SA</name>
        <lei>969500C0AIAGQWZGJO13</lei>
        <title>NEOEN SA</title>
        <cusip>F6517R107</cusip>
        <identifiers>
          <isin value="FR0011675362"/>
        </identifiers>
        <balance>234.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>7348.19000000</valUSD>
        <pctVal>0.003009183162</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - HKD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTHKD__00028329"/>
        </identifiers>
        <balance>110827.39000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-0.85000000</valUSD>
        <pctVal>-0.00000034808</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-110827.39000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>869983.91000000</amtCurPur>
            <curPur>HKD</curPur>
            <settlementDt>2023-04-03</settlementDt>
            <unrealizedAppr>-0.85000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dick's Sporting Goods, Inc.</name>
        <lei>529900SSBV5I4LWSK313</lei>
        <title>DICK'S SPORTING</title>
        <cusip>253393102</cusip>
        <identifiers>
          <isin value="US2533931026"/>
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        <balance>57.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8087.73000000</valUSD>
        <pctVal>0.003312034792</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AvalonBay Communities, Inc.</name>
        <lei>K9G90K85RBWD2LAGQX17</lei>
        <title>AVALONBAY COMMUN</title>
        <cusip>053484101</cusip>
        <identifiers>
          <isin value="US0534841012"/>
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        <balance>110.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>18486.60000000</valUSD>
        <pctVal>0.007570512664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HONG KONG FUTURES EXCHANGE LTD.</name>
        <lei>N/A</lei>
        <title>HSCEI Futures     Apr23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HCJ3 INDEX"/>
        </identifiers>
        <balance>11.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HKD" exchangeRt="7.84996000"/>
        <valUSD>10070.21000000</valUSD>
        <pctVal>0.004123887157</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>HKG Hang Seng China Enterprise</indexName>
                <indexIdentifier>HSCEI</indexIdentifier>
              </indexBasketInfo>
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            <expDate>2023-04-27</expDate>
            <notionalAmt>481220.86000000</notionalAmt>
            <curCd>HKD</curCd>
            <unrealizedAppr>10070.21000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <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</title>
        <cusip>075887109</cusip>
        <identifiers>
          <isin value="US0758871091"/>
        </identifiers>
        <balance>252.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>62380.08000000</valUSD>
        <pctVal>0.025545486223</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Texas Instruments Incorporated</name>
        <lei>WDJNR2L6D8RWOEB8T652</lei>
        <title>TEXAS INSTRUMENT</title>
        <cusip>882508104</cusip>
        <identifiers>
          <isin value="US8825081040"/>
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        <balance>498.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>92632.98000000</valUSD>
        <pctVal>0.037934457834</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__00028302"/>
        </identifiers>
        <balance>4997.96000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7.15000000</valUSD>
        <pctVal>-0.00000292802</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4997.96000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>662615.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2023-04-03</settlementDt>
            <unrealizedAppr>-7.15000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>39486300.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1300.39000000"/>
        <valUSD>-364.89000000</valUSD>
        <pctVal>-0.00014942738</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-39486300.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>30000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-364.89000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Consolidated Edison, Inc.</name>
        <lei>54930033SBW53OO8T749</lei>
        <title>CONS EDISON INC</title>
        <cusip>209115104</cusip>
        <identifiers>
          <isin value="US2091151041"/>
        </identifiers>
        <balance>444.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42477.48000000</valUSD>
        <pctVal>0.017395102413</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES U.S.</name>
        <lei>5493004R83R1LVX2IL36</lei>
        <title>CANOLA FUTR (WCE) Jul23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="RSN3 COMDTY"/>
        </identifiers>
        <balance>44.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.35152000"/>
        <valUSD>128.18000000</valUSD>
        <pctVal>0.000052491443</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>WCE Canola Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-07-14</expDate>
            <notionalAmt>485145.23000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>128.18000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>SX5E DIVIDEND OPT Dec23C</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="DEDZ3C120 12/15/2023"/>
        </identifiers>
        <balance>75.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>160022.78000000</valUSD>
        <pctVal>0.065531492135</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>N/A</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
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                  <derivAddlInfo>
                    <name> Eurex                          </name>
                    <lei>N/A</lei>
                    <title>SX5E DIVIDEND FUT DEC23</title>
                    <cusip>N/A</cusip>
                    <identifiers>
                      <ticker value="DEDZ3 Ind"/>
                    </identifiers>
                    <balance>100.00000000</balance>
                    <units>NC</units>
                    <currencyConditional curCd="EUR" exchangeRt="1.08471634"/>
                    <valUSD>N/A</valUSD>
                    <pctVal>N/A</pctVal>
                    <assetCat>DE</assetCat>
                    <issuerCat>CORP</issuerCat>
                    <invCountry>DE</invCountry>
                    <invOthCountry>DE</invOthCountry>
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                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <indexBasketInfo>
                      <indexName>Eurex Dow Jones EURO STOXX 50</indexName>
                      <indexIdentifier>SX5ED</indexIdentifier>
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                  <expDate>2023-12-15</expDate>
                  <notionalAmt>1518602.88580000</notionalAmt>
                  <curCd>EUR</curCd>
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            <shareNo>75.00000000</shareNo>
            <exercisePrice>120.00000000</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2023-12-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>121375.67000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO &amp; CO</title>
        <cusip>949746101</cusip>
        <identifiers>
          <isin value="US9497461015"/>
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        <balance>3794.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>141819.72000000</valUSD>
        <pctVal>0.058077092935</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>65081000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1300.39000000"/>
        <valUSD>-47.16000000</valUSD>
        <pctVal>-0.00001931265</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-65081000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>50000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-47.16000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>350901.68000000</balance>
        <units>NC</units>
        <currencyConditional curCd="DKK" exchangeRt="6.85815492"/>
        <valUSD>-46.98000000</valUSD>
        <pctVal>-0.00001923894</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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            <amtCurSold>-350901.68000000</amtCurSold>
            <curSold>DKK</curSold>
            <amtCurPur>51118.63000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-04-28</settlementDt>
            <unrealizedAppr>-46.98000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Adyen NV</name>
        <lei>724500973ODKK3IFQ447</lei>
        <title>ADYEN NV</title>
        <cusip>N3501V104</cusip>
        <identifiers>
          <isin value="NL0012969182"/>
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        <balance>29.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>45901.72000000</valUSD>
        <pctVal>0.018797374993</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>CORN FUTURE       May23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="C K3 COMDTY"/>
        </identifiers>
        <balance>8.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>120.84000000</valUSD>
        <pctVal>0.000049485613</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CBOT Corn Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
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            </descRefInstrmnt>
            <expDate>2023-05-12</expDate>
            <notionalAmt>264079.16000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>120.84000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME COPPER FUTURE May23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LPK23"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1771.25000000</valUSD>
        <pctVal>-0.00072535082</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Copper Future</issueTitle>
                <identifiers>
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      </invstOrSec>
      <invstOrSec>
        <name>MSCI Inc.</name>
        <lei>549300HTIN2PD78UB763</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Boston Scientific Corporation</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>EURONEXT PARIS MATIF</name>
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          <isin value="FRENX8907664"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Applied Materials Inc.</name>
        <lei>41BNNE1AFPNAZELZ6K07</lei>
        <title>APPLIED MATERIAL</title>
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          <isin value="US0382221051"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>UNITE Group PLC</name>
        <lei>213800BBUUWVDH9YI827</lei>
        <title>UNITE GROUP/THE</title>
        <cusip>G9283N101</cusip>
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          <isin value="GB0006928617"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - HKD</title>
        <cusip>N/A</cusip>
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        <balance>103580.83000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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        <name>N/A</name>
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          <other otherDesc="Internal ID" value="CCTCHF__00026852"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

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              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="Internal ID" value="HYB000214 04/05/2023"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>OPTION ISSUER</name>
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        <title>C$ Curr 9am       Apr23C</title>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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                      <ticker value="UCDM3 Cur"/>
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      <invstOrSec>
        <name>ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION</name>
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        <assetCat>DE</assetCat>
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        <derivativeInfo>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>OPTION ISSUER</name>
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        <title>AUDUSD Euro 9am   Apr23C</title>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Archer-Daniels-Midland Company</name>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <optionSwaptionWarrantDeriv derivCat="OPT">
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        <name>N/A</name>
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          <ticker value="LLK3"/>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>MORGAN STANLEY</counterpartyName>
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        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="CCTKRW__00018888"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>USDBRLCADBRLCORRELATIONP1</title>
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          <other otherDesc="Internal ID" value="HYB000187 06/15/2023"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIBANK</counterpartyName>
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            <putOrCall>Put</putOrCall>
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            <delta>XXXX</delta>
            <unrealizedAppr>3497.53000000</unrealizedAppr>
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      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
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        <identifiers>
          <ticker value="S K3 COMDTY"/>
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        <balance>7.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>MORGAN STANLEY</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>CBOT Soybean Future</issueTitle>
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                  <isin value="N/A"/>
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        <securityLending>
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      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>EURCUSDP 1.1550 01/06/20</title>
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        <identifiers>
          <other otherDesc="Internal ID" value="FX001730  06/01/2023"/>
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        <balance>10873000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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                  <other otherDesc="Internal ID" value="EURUSDCurOp"/>
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            <shareNo>10873000.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-30399.77000000</unrealizedAppr>
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      <invstOrSec>
        <name>OPTION ISSUER</name>
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        <title>USDPJPYC DIGI 120 WKO (0</title>
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        <derivativeInfo>
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            <putOrCall>Put</putOrCall>
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            <descRefInstrmnt>
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            <shareNo>677000.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-5458.10000000</unrealizedAppr>
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      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>USDCINRP 83.7 26/04/2023</title>
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          <other otherDesc="Internal ID" value="FX001775  04/26/2023"/>
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        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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            <putOrCall>Call</putOrCall>
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            <descRefInstrmnt>
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            </descRefInstrmnt>
            <shareNo>19823000.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-79564.01000000</unrealizedAppr>
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      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>NAT GAS EURO OPT  May23C</title>
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          <other otherDesc="Internal ID" value="GKK3C2.75 04/25/2023"/>
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        <fairValLevel>2</fairValLevel>
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                    <name> NYMEX Exchange                 </name>
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                      <ticker value="GKK23 Com"/>
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                    <invOthCountry>US</invOthCountry>
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      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>SPX3866.22ANDUS1YRSOFR4.5</title>
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          <other otherDesc="Internal ID" value="HYB000210 12/15/2023"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS</counterpartyName>
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                <issuerName>N/A</issuerName>
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            <delta>XXXX</delta>
            <unrealizedAppr>-13693.67000000</unrealizedAppr>
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      <invstOrSec>
        <name>Emera Inc</name>
        <lei>NQZVQT2P5IUF2PGA1Q48</lei>
        <title>EMERA INC</title>
        <cusip>290876101</cusip>
        <identifiers>
          <isin value="CA2908761018"/>
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        <balance>184.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.35152000"/>
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        <pctVal>0.003095373473</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Broadridge Financial Solutions Inc.</name>
        <lei>549300KZDJZQ2YIHRC28</lei>
        <title>BROADRIDGE FINL</title>
        <cusip>11133T103</cusip>
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          <isin value="US11133T1034"/>
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        <balance>168.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CSX Corporation</name>
        <lei>549300JVQR4N1MMP3Q88</lei>
        <title>CSX CORP</title>
        <cusip>126408103</cusip>
        <identifiers>
          <isin value="US1264081035"/>
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        <balance>1729.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Toronto-Dominion Bank</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO-DOM BANK</title>
        <cusip>891160509</cusip>
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          <isin value="CA8911605092"/>
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        <balance>1441.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.35152000"/>
        <valUSD>86309.45000000</valUSD>
        <pctVal>0.035344886796</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <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>Advanced Micro Devices, Inc.</name>
        <lei>R2I72C950HOYXII45366</lei>
        <title>ADV MICRO DEVICE</title>
        <cusip>007903107</cusip>
        <identifiers>
          <isin value="US0079031078"/>
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        <balance>894.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>87620.94000000</valUSD>
        <pctVal>0.035881959684</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>D.R. Horton, Inc.</name>
        <lei>529900ZIUEYVSB8QDD25</lei>
        <title>DR HORTON INC</title>
        <cusip>23331A109</cusip>
        <identifiers>
          <isin value="US23331A1097"/>
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        <balance>739.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72192.91000000</valUSD>
        <pctVal>0.029563972791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wesdome Gold Mines Ltd.</name>
        <lei>529900DCBALMLHZPLR10</lei>
        <title>WESDOME GOLD MIN</title>
        <cusip>95083R100</cusip>
        <identifiers>
          <isin value="CA95083R1001"/>
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        <balance>1024.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.35152000"/>
        <valUSD>5864.33000000</valUSD>
        <pctVal>0.002401522428</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <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>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__00028350"/>
        </identifiers>
        <balance>10000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-0.20000000</valUSD>
        <pctVal>-0.00000008190</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9123.98000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2023-04-28</settlementDt>
            <unrealizedAppr>-0.20000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>GASOLINE RBOB FUT May23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="XBK3 COMDTY"/>
        </identifiers>
        <balance>6.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3914.40000000</valUSD>
        <pctVal>0.001602999728</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Reformulated Gasoline Bl</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-04-28</expDate>
            <notionalAmt>671697.60000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3914.40000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>AUDNZD1.1131ANDNZDUSD0.65</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="HYB000195 04/05/2023"/>
        </identifiers>
        <balance>1078000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.59880000"/>
        <valUSD>0.68000000</valUSD>
        <pctVal>0.000000278469</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY INTERNATIONAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>AUDNZDBinary</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="AUDNZDBinary"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1078000.00000000</shareNo>
            <exercisePrice>1.11310000</exercisePrice>
            <exercisePriceCurCd>NZD</exercisePriceCurCd>
            <expDt>2023-04-05</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-41903.68000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Deutsche Post AG</name>
        <lei>8ER8GIG7CSMVD8VUFE78</lei>
        <title>DEUTSCHE POST-RG</title>
        <cusip>D19225107</cusip>
        <identifiers>
          <isin value="DE0005552004"/>
        </identifiers>
        <balance>7815.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>365276.44000000</valUSD>
        <pctVal>0.149585641214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Auckland International Airport Ltd.</name>
        <lei>549300HFZIZDJWB7AK60</lei>
        <title>Auckland International Ai</title>
        <cusip>Q06213146</cusip>
        <identifiers>
          <isin value="NZAIAE0002S6"/>
        </identifiers>
        <balance>6609.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="NZD" exchangeRt="1.59880000"/>
        <valUSD>35963.41000000</valUSD>
        <pctVal>0.014727502669</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Marfrig Global Foods SA</name>
        <lei>391200219USWMOBN3F92</lei>
        <title>Marfrig Global Foods SA</title>
        <cusip>P64386116</cusip>
        <identifiers>
          <isin value="BRMRFGACNOR0"/>
        </identifiers>
        <balance>31213.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="BRL" exchangeRt="5.06790000"/>
        <valUSD>40957.09000000</valUSD>
        <pctVal>0.016772482150</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>NAT GAS EURO OPT  May23P</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="GKK3P 2.1 04/25/2023"/>
        </identifiers>
        <balance>-45.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-68895.00000000</valUSD>
        <pctVal>-0.02821343405</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>N/A</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name> NYMEX Exchange                 </name>
                    <lei>N/A</lei>
                    <title>Nat Gas Eur Opt May23</title>
                    <cusip>N/A</cusip>
                    <identifiers>
                      <ticker value="GKK23 Com"/>
                    </identifiers>
                    <balance>10000.00000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>N/A</valUSD>
                    <pctVal>N/A</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerCat>CORP</issuerCat>
                    <invCountry>US</invCountry>
                    <invOthCountry>US</invOthCountry>
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                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>Nat Gas Eur</issueTitle>
                      <identifiers>
                        <other otherDesc="N/A" value="N/A"/>
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                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2023-05-31</expDate>
                  <notionalAmt>221600000.00000000</notionalAmt>
                  <curCd>USD</curCd>
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              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>-45.00000000</shareNo>
            <exercisePrice>2.10000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-04-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>4905.00000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>SPX3893.10ANDUS1YRSOFR4.8</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="HYB000186 12/15/2023"/>
        </identifiers>
        <balance>921000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>49552.94000000</valUSD>
        <pctVal>0.020292598953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>SPXSOFRBinary</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="SPXSOFRBinary"/>
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            </descRefInstrmnt>
            <shareNo>921000.00000000</shareNo>
            <exercisePrice>3893.10000000</exercisePrice>
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            <expDt>2023-12-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-25969.06000000</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>LME NICKEL FUTURE May23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LNK3"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4962.00000000</valUSD>
        <pctVal>-0.00203200609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>MORGAN STANLEY</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>LME Nickel Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
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            </descRefInstrmnt>
            <expDate>2023-05-15</expDate>
            <notionalAmt>147462.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-4962.00000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>EURO-BUND FUTURE  Jun23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C671E22"/>
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        <balance>240.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>-669675.86000000</valUSD>
        <pctVal>-0.27424131959</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Eurex 10 Year Euro BUND Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
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            </descRefInstrmnt>
            <expDate>2023-06-08</expDate>
            <notionalAmt>35654716.04000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-669675.86000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BCIIEXCH  TRS 01/16/</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TRBCIIEXC            00001"/>
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        <balance>20455.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>127174.82000000</valUSD>
        <pctVal>0.052079808366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BARCLAYS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <descRefInstrmnt>
              <indexBasketInfo>
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                <narrativeDesc>basket of financial exchange stocks</narrativeDesc>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Performance</otherRecDesc>
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            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-1976826.49000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>127174.82000000</unrealizedAppr>
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      <invstOrSec>
        <name>Pets At Home Group PLC</name>
        <lei>2138003Y9ULD24PD3J93</lei>
        <title>Pets at Home Group Plc</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>529900UT4DG0LG5R9O07</lei>
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          <isin value="DE000C671E55"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>COMMODITIES EXCHANGE CENTER</name>
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          <ticker value="GCM3 COMDTY"/>
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        <isRestrictedSec>N</isRestrictedSec>

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                <issuerName>N/A</issuerName>
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      <invstOrSec>
        <name>Watches of Switzerland Group PLC</name>
        <lei>2138008ZOT5K9PJW7168</lei>
        <title>WATCHES OF SWITZ</title>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Masonite International Corporation</name>
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        <title>MASONITE INTERNA</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Wise PLC</name>
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        <title>WISE PLC - A</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <name>OPTION ISSUER</name>
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      <invstOrSec>
        <name>OPTION ISSUER</name>
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        <title>EURCCHFP 1.03 13/04/2023</title>
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        <name>Lennar Corporation</name>
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        <name>Chicago Board of Trade</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>OPTION ISSUER</name>
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        <title>USDCNH7.1853USDJPY140.33</title>
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        <curCd>USD</curCd>
        <valUSD>42781.73000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIBANK</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <other otherDesc="Internal ID" value="USDCNHBinary"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>648000.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-19426.27000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__00028659"/>
        </identifiers>
        <balance>120000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>296.51000000</valUSD>
        <pctVal>0.000121424854</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-120000.00000000</amtCurSold>
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            <amtCurPur>109760.47000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>SPX4148.80ANDEURUSD1.0432</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="HYB000212 04/21/2023"/>
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        <balance>787000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>18026.97000000</valUSD>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <other otherDesc="Internal ID" value="SPXEURBinOpt"/>
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            <shareNo>787000.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-44539.53000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2584992420.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1300.39000000"/>
        <valUSD>10146.00000000</valUSD>
        <pctVal>0.004154924187</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2584992420.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>1998000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>10146.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>A-Living Smart City Services Co Ltd</name>
        <lei>N/A</lei>
        <title>A-LIVING SMART C</title>
        <cusip>Y0038M100</cusip>
        <identifiers>
          <isin value="CNE100002RY5"/>
        </identifiers>
        <balance>36087.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.84996000"/>
        <valUSD>31306.21000000</valUSD>
        <pctVal>0.012820316297</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>

        <isRestrictedSec>Y</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>278865100 TRS 06/07/</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TRS278865            00001"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7.34000000</valUSD>
        <pctVal>0.000003005829</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Ecolab Inc.</issuerName>
                <issueTitle>Ecolab Inc.</issueTitle>
                <identifiers>
                  <cusip value="278865100"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Performance</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="1M LIBOR" floatingRtSpread="0.00000000" pmntAmt="-0.32000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="2" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2023-06-07</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-158.19000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>7.34000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>KC HRW WHEAT FUT  May23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="KWK3 COMDTY"/>
        </identifiers>
        <balance>3.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3432.50000000</valUSD>
        <pctVal>0.001405655162</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>KCBT Hard Red Winter Wheat Fut</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-05-12</expDate>
            <notionalAmt>128230.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3432.50000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>BP CURRENCY FUT   Jun23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BPM3 CURNCY"/>
        </identifiers>
        <balance>-11.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-818.53000000</valUSD>
        <pctVal>-0.00033519910</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CME British Pound Currency Fut</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-06-16</expDate>
            <notionalAmt>-848587.72000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-818.53000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME Group Inc.</name>
        <lei>LCZ7XYGSLJUHFXXNXD88</lei>
        <title>CME GROUP INC</title>
        <cusip>12572Q105</cusip>
        <identifiers>
          <isin value="US12572Q1058"/>
        </identifiers>
        <balance>324.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>62052.48000000</valUSD>
        <pctVal>0.025411329594</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS PAY FIXED 6.248</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="IR002784S            00001"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="PLN" exchangeRt="4.31470000"/>
        <valUSD>-3444.75000000</valUSD>
        <pctVal>-0.00141067170</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="PLN" fixedOrFloating="Floating" floatingRtIndex="6M WIBOR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Year" rateTenorUnit="3" resetDt="Month" resetDtUnit="6"/>
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            <fixedPmntDesc amount="0.00000000" curCd="AUD" fixedOrFloating="Fixed" fixedRt="6.24800000"/>
            <terminationDt>2026-06-21</terminationDt>
            <upfrontPmnt>-4.63000000</upfrontPmnt>
            <pmntCurCd>PLN</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>PLN</rcptCurCd>
            <notionalAmt>1000000.00000000</notionalAmt>
            <curCd>PLN</curCd>
            <unrealizedAppr>-3336.55000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__00016931"/>
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        <balance>20000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-27.15000000</valUSD>
        <pctVal>-0.00001111829</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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            <amtCurSold>-20000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1649596.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-27.15000000</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>BCIIDDHI TR 3/27/24</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TRBCIIDDH            00001"/>
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        <balance>8531.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>23468.38000000</valUSD>
        <pctVal>0.009610618934</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BARCLAYS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>basket of payment processor stocks</narrativeDesc>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Performance</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="0.25000000" pmntAmt="0.00000000">
              <rtResetTenors>
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            <terminationDt>2024-03-27</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-866826.78000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>23468.38000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Qinetiq Group PLC</name>
        <lei>213800S8OBDOZMCMUW34</lei>
        <title>QINETIQ GROUP PL</title>
        <cusip>G7303P106</cusip>
        <identifiers>
          <isin value="GB00B0WMWD03"/>
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        <balance>1750.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81059000"/>
        <valUSD>7012.18000000</valUSD>
        <pctVal>0.002871582524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Brunello Cucinelli S.p.A.</name>
        <lei>5493003CX2RZ0FOBH256</lei>
        <title>BRUNELLO CUCINEL</title>
        <cusip>T2R05S109</cusip>
        <identifiers>
          <isin value="IT0004764699"/>
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        <balance>95.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>9423.74000000</valUSD>
        <pctVal>0.003859148951</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>15490323.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="33.92092984"/>
        <valUSD>-6659.74000000</valUSD>
        <pctVal>-0.00272725357</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15490323.00000000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>450000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-6659.74000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Landis &amp; Gyr Group AG</name>
        <lei>529900PZYVAKCYSLFL19</lei>
        <title>LANDIS+GYR GROUP AG</title>
        <cusip>H893NZ107</cusip>
        <identifiers>
          <isin value="CH0371153492"/>
        </identifiers>
        <balance>94.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.91478000"/>
        <valUSD>7198.12000000</valUSD>
        <pctVal>0.002947727468</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Solaria Energia Y Medio Ambiente, S.A.</name>
        <lei>959800PM2YJU406K2789</lei>
        <title>SOLARIA ENERGIA</title>
        <cusip>E8935P110</cusip>
        <identifiers>
          <isin value="ES0165386014"/>
        </identifiers>
        <balance>422.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>7600.94000000</valUSD>
        <pctVal>0.003112687705</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Honeywell International Inc.</name>
        <lei>ISRPG12PN4EIEOEMW547</lei>
        <title>HONEYWELL INTL</title>
        <cusip>438516106</cusip>
        <identifiers>
          <isin value="US4385161066"/>
        </identifiers>
        <balance>609.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>116392.08000000</valUSD>
        <pctVal>0.047664130539</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>L'Oreal S.A.</name>
        <lei>529900JI1GG6F7RKVI53</lei>
        <title>L'OREAL</title>
        <cusip>F58149133</cusip>
        <identifiers>
          <isin value="FR0000120321"/>
        </identifiers>
        <balance>415.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>185127.18000000</valUSD>
        <pctVal>0.075812083381</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Moneysupermarket.Com Group PLC</name>
        <lei>54930016B7VO33FBE722</lei>
        <title>Moneysupermarket.com Grou</title>
        <cusip>G6258H101</cusip>
        <identifiers>
          <isin value="GB00B1ZBKY84"/>
        </identifiers>
        <balance>3521.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81059000"/>
        <valUSD>10815.94000000</valUSD>
        <pctVal>0.004429273676</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AstraZeneca PLC</name>
        <lei>PY6ZZQWO2IZFZC3IOL08</lei>
        <title>ASTRAZENECA PLC</title>
        <cusip>G0593M107</cusip>
        <identifiers>
          <isin value="GB0009895292"/>
        </identifiers>
        <balance>1310.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81059000"/>
        <valUSD>181521.11000000</valUSD>
        <pctVal>0.074335348957</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - TWD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTTWD__00017683"/>
        </identifiers>
        <balance>439000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-441.04000000</valUSD>
        <pctVal>-0.00018061184</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-439000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13271101.70000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-441.04000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS PAY FIXED 3.746</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="IR002801S            00001"/>
        </identifiers>
        <balance>1697500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-84438.17000000</valUSD>
        <pctVal>-0.03457857233</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Year" rateTenorUnit="10" resetDt="Year" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.74600000"/>
            <terminationDt>2033-06-21</terminationDt>
            <upfrontPmnt>-334.29000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1697500.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-84101.55000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - HUF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTHUF__00026850"/>
        </identifiers>
        <balance>338284.97000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-802.37000000</valUSD>
        <pctVal>-0.00032858136</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-338284.97000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>119180671.65000000</amtCurPur>
            <curPur>HUF</curPur>
            <settlementDt>2023-04-28</settlementDt>
            <unrealizedAppr>-802.37000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__00028276"/>
        </identifiers>
        <balance>10309.19000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-40.58000000</valUSD>
        <pctVal>-0.00001661805</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10309.19000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>107465.55000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2023-04-03</settlementDt>
            <unrealizedAppr>-40.58000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MS US EQUITY TR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TR6174464            00001"/>
        </identifiers>
        <balance>547.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-342.41000000</valUSD>
        <pctVal>-0.00014022152</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Morgan Stanley</issuerName>
                <issueTitle>Morgan Stanley</issueTitle>
                <identifiers>
                  <cusip value="617446448"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="1M LIBOR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Year" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">Performance</otherPmntDesc>
            <terminationDt>2023-03-24</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>47684.19000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-342.41000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KB Home</name>
        <lei>549300LGUCWQURMWLG09</lei>
        <title>KB HOME</title>
        <cusip>48666K109</cusip>
        <identifiers>
          <isin value="US48666K1097"/>
        </identifiers>
        <balance>144.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5785.92000000</valUSD>
        <pctVal>0.002369412473</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>China Tower Corp Ltd</name>
        <lei>300300T6BNNP0L7O7H91</lei>
        <title>CHINA TOWER CO-H</title>
        <cusip>Y15076105</cusip>
        <identifiers>
          <isin value="CNE100003688"/>
        </identifiers>
        <balance>1896217.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.84996000"/>
        <valUSD>229479.66000000</valUSD>
        <pctVal>0.093975023647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CN</invCountry>

        <isRestrictedSec>Y</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>BL66B27 TRS 09/20/23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TRBL66B27            00001"/>
        </identifiers>
        <balance>41520.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="BRL" exchangeRt="5.06790000"/>
        <valUSD>338.96000000</valUSD>
        <pctVal>0.000138808703</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MORGAN STANLEY PRIME</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Raizen S.A.</issuerName>
                <issueTitle>Raizen S.A.</issueTitle>
                <identifiers>
                  <other otherDesc="SEDOL" value="BL66B27"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Performance</otherRecDesc>
            <floatingPmntDesc curCd="BRL" fixedOrFloating="Floating" floatingRtIndex="BZDIOVRA" floatingRtSpread="0.00000000" pmntAmt="-117.14122220">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
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            <terminationDt>2023-09-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>BRL</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>BRL</rcptCurCd>
            <notionalAmt>-116614.21000000</notionalAmt>
            <curCd>BRL</curCd>
            <unrealizedAppr>338.96000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Union Pacific Corporation</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>UNION PAC CORP</title>
        <cusip>907818108</cusip>
        <identifiers>
          <isin value="US9078181081"/>
        </identifiers>
        <balance>514.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>103447.64000000</valUSD>
        <pctVal>0.042363207332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Liberty Energy Inc</name>
        <lei>N/A</lei>
        <title>LIBERTY OILFIELD SERVICES</title>
        <cusip>53115L104</cusip>
        <identifiers>
          <isin value="US53115L1044"/>
        </identifiers>
        <balance>458.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5866.98000000</valUSD>
        <pctVal>0.002402607639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>T-Mobile US Inc</name>
        <lei>549300QHIJYOHPACPG31</lei>
        <title>T-MOBILE US INC</title>
        <cusip>872590104</cusip>
        <identifiers>
          <isin value="US8725901040"/>
        </identifiers>
        <balance>285.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41279.40000000</valUSD>
        <pctVal>0.016904472453</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__00012241"/>
        </identifiers>
        <balance>2069350.51000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1851.72000000</valUSD>
        <pctVal>-0.00075830437</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2069350.51000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>170758665.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-1851.72000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>SOYBEAN MEAL FUTR May23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SMK3 COMDTY"/>
        </identifiers>
        <balance>14.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9340.00000000</valUSD>
        <pctVal>-0.00382485628</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CBOT Soybean Meal Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-05-12</expDate>
            <notionalAmt>661740.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-9340.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Booz Allen Hamilton Holding Corp.</name>
        <lei>529900JPV47PIUWMA015</lei>
        <title>BOOZ ALLEN HAMIL</title>
        <cusip>099502106</cusip>
        <identifiers>
          <isin value="US0995021062"/>
        </identifiers>
        <balance>80.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7415.20000000</valUSD>
        <pctVal>0.003036624663</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Iberdrola, S.A.</name>
        <lei>5QK37QC7NWOJ8D7WVQ45</lei>
        <title>IBERDROLA SA</title>
        <cusip>E6165F166</cusip>
        <identifiers>
          <isin value="ES0144580Y14"/>
        </identifiers>
        <balance>4782.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>59574.00000000</valUSD>
        <pctVal>0.024396358521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</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>IRS PAY FIXED 9.943</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="IR002796S            00001"/>
        </identifiers>
        <balance>164050000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="HUF" exchangeRt="350.36000000"/>
        <valUSD>4506.33000000</valUSD>
        <pctVal>0.001845403066</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="HUF" fixedOrFloating="Floating" floatingRtIndex="6M BUBOR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Year" rateTenorUnit="3" resetDt="Year" resetDtUnit="1"/>
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            <fixedPmntDesc amount="0.00000000" curCd="AUD" fixedOrFloating="Fixed" fixedRt="9.94300000"/>
            <terminationDt>2026-06-21</terminationDt>
            <upfrontPmnt>-385.33000000</upfrontPmnt>
            <pmntCurCd>HUF</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>HUF</rcptCurCd>
            <notionalAmt>164050000.00000000</notionalAmt>
            <curCd>HUF</curCd>
            <unrealizedAppr>4862.04000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1141648.26000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="10.36536325"/>
        <valUSD>244.65000000</valUSD>
        <pctVal>0.000100187483</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1141648.26000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>110385.34000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-04-28</settlementDt>
            <unrealizedAppr>244.65000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bills</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>B 04/27/23</title>
        <cusip>912796YV5</cusip>
        <identifiers>
          <isin value="US912796YV58"/>
        </identifiers>
        <balance>12800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12760917.38000000</valUSD>
        <pctVal>5.225768212093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1433581.74000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.14174681"/>
        <valUSD>-11812.20000000</valUSD>
        <pctVal>-0.00483725561</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1433581.74000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>267000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-11812.20000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tronox Holdings PLC</name>
        <lei>549300NRVC84SGJSXV06</lei>
        <title>TRONOX HOLDINGS PLC-CL A</title>
        <cusip>G9087Q102</cusip>
        <identifiers>
          <isin value="GB00BJT16S69"/>
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        <balance>502.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7218.76000000</valUSD>
        <pctVal>0.002956179827</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PHP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPHP__00024413"/>
        </identifiers>
        <balance>20000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>12.96000000</valUSD>
        <pctVal>0.000005307295</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-20000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1087400.00000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>12.96000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS PAY FIXED 3.47</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="IR002378S            00001"/>
        </identifiers>
        <balance>16984200.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-58238.18000000</valUSD>
        <pctVal>-0.02384932216</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USCPI" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>69375.93000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>16984200.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-128039.73000000</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>IRS PAY FIXED 4.2833</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="IR002341S            00001"/>
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        <balance>7551200.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-72541.14000000</valUSD>
        <pctVal>-0.02970657768</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
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            </counterparties>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                  <isin value="N/A"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USCPI" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <curCd>USD</curCd>
            <unrealizedAppr>-72541.14000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>C$ Curr 9am       Apr23P</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="UCDJ3P71* 04/06/2023"/>
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        <balance>33.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1.65000000</valUSD>
        <pctVal>0.000000675697</pctVal>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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                    <counterpartyName>N/A</counterpartyName>
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                    <name> Chicago Mercantile Exchange    </name>
                    <lei>N/A</lei>
                    <title>C$ Currency Futur Jun23</title>
                    <cusip>N/A</cusip>
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                      <ticker value="UCDM3 Cur"/>
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                    <balance>1000.00000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>N/A</valUSD>
                    <pctVal>N/A</pctVal>
                    <assetCat>DFE</assetCat>
                    <issuerCat>CORP</issuerCat>
                    <invCountry>US</invCountry>
                    <invOthCountry>US</invOthCountry>
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                  <payOffProf>Short</payOffProf>
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                      <issuerName>N/A</issuerName>
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                        <other otherDesc="N/A" value="N/A"/>
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                  <expDate>2023-06-20</expDate>
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            <shareNo>33.00000000</shareNo>
            <exercisePrice>71.75000000</exercisePrice>
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            <expDt>2023-04-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-9536.41000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Republic Services, Inc.</name>
        <lei>NKNQHM6BLECKVOQP7O46</lei>
        <title>REPUBLIC SVCS</title>
        <cusip>760759100</cusip>
        <identifiers>
          <isin value="US7607591002"/>
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        <balance>294.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1610430.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.14174677"/>
        <valUSD>-13206.79000000</valUSD>
        <pctVal>-0.00540835907</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1610430.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>300000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-13206.79000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fiserv Inc.</name>
        <lei>GI7UBEJLXYLGR2C7GV83</lei>
        <title>FISERV INC</title>
        <cusip>337738108</cusip>
        <identifiers>
          <isin value="US3377381088"/>
        </identifiers>
        <balance>580.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>65557.40000000</valUSD>
        <pctVal>0.026846641725</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Evergy Inc</name>
        <lei>549300PGTHDQY6PSUI61</lei>
        <title>EVERGY INC</title>
        <cusip>30034W106</cusip>
        <identifiers>
          <isin value="US30034W1062"/>
        </identifiers>
        <balance>555.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33921.60000000</valUSD>
        <pctVal>0.013891353866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BHP Group Ltd.</name>
        <lei>WZE1WSENV6JSZFK0JC28</lei>
        <title>BHP GROUP LTD</title>
        <cusip>Q1498M100</cusip>
        <identifiers>
          <isin value="AU000000BHP4"/>
        </identifiers>
        <balance>3893.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.49580000"/>
        <valUSD>122921.77000000</valUSD>
        <pctVal>0.050338126884</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__00016934"/>
        </identifiers>
        <balance>462000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2026.00000000</valUSD>
        <pctVal>-0.00082967439</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-462000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>598147196.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-2026.00000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__00028279"/>
        </identifiers>
        <balance>36083.81000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-63.55000000</valUSD>
        <pctVal>-0.00002602458</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-36083.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>33207.08000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2023-04-03</settlementDt>
            <unrealizedAppr>-63.55000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>2645517 TRS 09/20/23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TR2645517            00001"/>
        </identifiers>
        <balance>1722.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="BRL" exchangeRt="5.06790000"/>
        <valUSD>-639.12000000</valUSD>
        <pctVal>-0.00026172828</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MORGAN STANLEY PRIME</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Gerdau S.A.</issuerName>
                <issueTitle>Gerdau S.A.</issueTitle>
                <identifiers>
                  <other otherDesc="SEDOL" value="2645517"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Performance</otherRecDesc>
            <floatingPmntDesc curCd="BRL" fixedOrFloating="Floating" floatingRtIndex="BZDIOVRA" floatingRtSpread="1.50000000" pmntAmt="-12.86331617">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2023-09-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>BRL</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>BRL</rcptCurCd>
            <notionalAmt>-46805.60000000</notionalAmt>
            <curCd>BRL</curCd>
            <unrealizedAppr>-639.12000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Automatic Data Processing, Inc.</name>
        <lei>HGBOLILQXWER4SAL2I23</lei>
        <title>AUTOMATIC DATA</title>
        <cusip>053015103</cusip>
        <identifiers>
          <isin value="US0530151036"/>
        </identifiers>
        <balance>1084.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>241330.92000000</valUSD>
        <pctVal>0.098828274862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BP PLC</name>
        <lei>213800LH1BZH3DI6G760</lei>
        <title>BP PLC</title>
        <cusip>G12793108</cusip>
        <identifiers>
          <isin value="GB0007980591"/>
        </identifiers>
        <balance>9890.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81059000"/>
        <valUSD>62322.65000000</valUSD>
        <pctVal>0.025521967862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>182130.50000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.84130850"/>
        <valUSD>-208.36000000</valUSD>
        <pctVal>-0.00008532623</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-182130.50000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>10000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-04-28</settlementDt>
            <unrealizedAppr>-208.36000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>NAT GAS EURO OPT  May23P</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="GKK3P 2.2 04/25/2023"/>
        </identifiers>
        <balance>-45.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-89730.00000000</valUSD>
        <pctVal>-0.03674564827</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>N/A</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name> NYMEX Exchange                 </name>
                    <lei>N/A</lei>
                    <title>Nat Gas Eur Opt May23</title>
                    <cusip>N/A</cusip>
                    <identifiers>
                      <ticker value="GKK23 Com"/>
                    </identifiers>
                    <balance>10000.00000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>N/A</valUSD>
                    <pctVal>N/A</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerCat>CORP</issuerCat>
                    <invCountry>US</invCountry>
                    <invOthCountry>US</invOthCountry>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>Nat Gas Eur</issueTitle>
                      <identifiers>
                        <other otherDesc="N/A" value="N/A"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2023-05-31</expDate>
                  <notionalAmt>221600000.00000000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>-45.00000000</shareNo>
            <exercisePrice>2.20000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-04-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>3870.00000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1793877.26000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.14174682"/>
        <valUSD>-14884.79000000</valUSD>
        <pctVal>-0.00609552276</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1793877.26000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>334000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-14884.79000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS REC FIXED 4.646</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="IR002823L            00001"/>
        </identifiers>
        <balance>1345000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="NZD" exchangeRt="1.59880000"/>
        <valUSD>25572.25000000</valUSD>
        <pctVal>0.010472182146</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="NZD" fixedOrFloating="Fixed" fixedRt="4.64600000"/>
            <floatingPmntDesc curCd="NZD" fixedOrFloating="Floating" floatingRtIndex="3M BBR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Year" rateTenorUnit="10" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2033-06-21</terminationDt>
            <upfrontPmnt>-97.20000000</upfrontPmnt>
            <pmntCurCd>NZD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>NZD</rcptCurCd>
            <notionalAmt>1345000.00000000</notionalAmt>
            <curCd>NZD</curCd>
            <unrealizedAppr>25494.88000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>45168D104 TRS 06/07/</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TR45168D1            00001"/>
        </identifiers>
        <balance>2.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43.82000000</valUSD>
        <pctVal>0.000017944882</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>IDEXX Laboratories, Inc.</issuerName>
                <issueTitle>IDEXX Laboratories, Inc.</issueTitle>
                <identifiers>
                  <cusip value="45168D104"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Performance</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="1M LIBOR" floatingRtSpread="0.00000000" pmntAmt="-1.95000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="2" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2023-06-07</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-956.34000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>43.82000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Quebecor Inc</name>
        <lei>N/A</lei>
        <title>QUEBECOR INC-B</title>
        <cusip>748193208</cusip>
        <identifiers>
          <isin value="CA7481932084"/>
        </identifiers>
        <balance>315.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.35152000"/>
        <valUSD>7786.90000000</valUSD>
        <pctVal>0.003188840839</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>S&amp;P 500 Annl Div  Dec23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ASDZ23 INDEX"/>
        </identifiers>
        <balance>34.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>24225.00000000</valUSD>
        <pctVal>0.009920465054</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>S&amp;P 500 Dividend Points Index (Annual)</indexName>
                <indexIdentifier>SPXDIVAN</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2023-12-15</expDate>
            <notionalAmt>554200.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>24225.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American International Group, Inc.</name>
        <lei>ODVCVCQG2BP6VHV36M30</lei>
        <title>AMERICAN INTERNA</title>
        <cusip>026874784</cusip>
        <identifiers>
          <isin value="US0268747849"/>
        </identifiers>
        <balance>643.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32381.48000000</valUSD>
        <pctVal>0.013260653901</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SGD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSGD__00024504"/>
        </identifiers>
        <balance>1202569.78000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1815.49000000</valUSD>
        <pctVal>-0.00074346770</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1202569.78000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1596809.91000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2023-04-28</settlementDt>
            <unrealizedAppr>-1815.49000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tokyo Electron Ltd</name>
        <lei>549300H5LSF8DP3RIJ34</lei>
        <title>TOKYO ELECTRON</title>
        <cusip>J86957115</cusip>
        <identifiers>
          <isin value="JP3571400005"/>
        </identifiers>
        <balance>201.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="132.76700000"/>
        <valUSD>24283.44000000</valUSD>
        <pctVal>0.009944397025</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Prudential PLC</name>
        <lei>5493001Z3ZE83NGK8Y12</lei>
        <title>Prudential PLC</title>
        <cusip>G72899100</cusip>
        <identifiers>
          <isin value="GB0007099541"/>
        </identifiers>
        <balance>2332.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81059000"/>
        <valUSD>31703.62000000</valUSD>
        <pctVal>0.012983061066</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>M.D.C. Holdings Inc.</name>
        <lei>5299005FV4VNV75R8R35</lei>
        <title>MDC HOLDINGS INC</title>
        <cusip>552676108</cusip>
        <identifiers>
          <isin value="US5526761086"/>
        </identifiers>
        <balance>290.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11272.30000000</valUSD>
        <pctVal>0.004616159266</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS PAY FIXED 1.205</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="IR002817S            00001"/>
        </identifiers>
        <balance>13000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="132.76700000"/>
        <valUSD>-4421.60000000</valUSD>
        <pctVal>-0.00181070498</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="JPY" fixedOrFloating="Floating" floatingRtIndex="1D TONA" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Year" rateTenorUnit="40" resetDt="Year" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="JPY" fixedOrFloating="Fixed" fixedRt="1.20500000"/>
            <terminationDt>2063-06-21</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>JPY</pmntCurCd>
            <upfrontRcpt>20.73000000</upfrontRcpt>
            <rcptCurCd>JPY</rcptCurCd>
            <notionalAmt>13000000.00000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>-4454.50000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>SPX3948.48ANDUS1YRSOFR4.0</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="HYB000209 12/15/2023"/>
        </identifiers>
        <balance>679000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>77440.71000000</valUSD>
        <pctVal>0.031713017848</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>SPXSOFRBinOpt</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="SPXSOFRBinOpt"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>679000.00000000</shareNo>
            <exercisePrice>3948.48000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-12-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-24409.29000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chicago Board of Trade</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US 10YR NOTE (CBT)Jun23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TYM3 COMDTY"/>
        </identifiers>
        <balance>19.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5612.56000000</valUSD>
        <pctVal>0.002298419209</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CBOT 10 Year US Treasury Note</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-06-21</expDate>
            <notionalAmt>2177905.44000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>5612.56000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - HKD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTHKD__00028317"/>
        </identifiers>
        <balance>8477.04000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-0.07000000</valUSD>
        <pctVal>-0.00000002866</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8477.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>66543.88000000</amtCurPur>
            <curPur>HKD</curPur>
            <settlementDt>2023-04-03</settlementDt>
            <unrealizedAppr>-0.07000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>AUDUSD Euro 9am   Apr23P</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="AUAJ3P65+ 04/06/2023"/>
        </identifiers>
        <balance>30.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10.50000000</valUSD>
        <pctVal>0.000004299891</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>N/A</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name> Chicago Mercantile Exchange    </name>
                    <lei>N/A</lei>
                    <title>AUDUSD Curncy Fut Jun23</title>
                    <cusip>N/A</cusip>
                    <identifiers>
                      <ticker value="AUAM3 Cur"/>
                    </identifiers>
                    <balance>1000.00000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>N/A</valUSD>
                    <pctVal>N/A</pctVal>
                    <assetCat>DFE</assetCat>
                    <issuerCat>CORP</issuerCat>
                    <invCountry>US</invCountry>
                    <invOthCountry>US</invOthCountry>
                  </derivAddlInfo>
                  <payOffProf>Short</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>AUDUSD</issueTitle>
                      <identifiers>
                        <other otherDesc="N/A" value="N/A"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2023-06-21</expDate>
                  <notionalAmt>67010000.00000000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>30.00000000</shareNo>
            <exercisePrice>65.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-04-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-18687.24000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES U.S.</name>
        <lei>5493004R83R1LVX2IL36</lei>
        <title>COTTON NO.2 FUTR  May23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CTK3 COMDTY"/>
        </identifiers>
        <balance>-3.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7415.00000000</valUSD>
        <pctVal>-0.00303654276</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYBOT CTN Number 2 Cotton Futu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-05-08</expDate>
            <notionalAmt>-116755.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-7415.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPFUOMED  TRS 03/13/</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TRJPFUOME            00001"/>
        </identifiers>
        <balance>12702.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-58313.62000000</valUSD>
        <pctVal>-0.02388021586</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>Basket of media company stocks</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR" floatingRtSpread="0.00000000" pmntAmt="1623.75000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="11" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">Performance</otherPmntDesc>
            <terminationDt>2024-03-13</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1110397.41000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-58313.62000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>USDPJPYC DIGI 117.50 03/</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="FX001752  04/03/2023"/>
        </identifiers>
        <balance>762000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>0.76000000</valUSD>
        <pctVal>0.000000311230</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <other otherDesc="Internal ID" value="USDJPYDigital"/>
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            <delta>XXXX</delta>
            <unrealizedAppr>-50291.24000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>AeroVironment, Inc.</name>
        <lei>529900PGHVI29YLZ6221</lei>
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        <cusip>008073108</cusip>
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          <isin value="US0080731088"/>
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        <balance>604.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>55362.64000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Amazon.com, Inc.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMAZON.COM INC</title>
        <cusip>023135106</cusip>
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          <isin value="US0231351067"/>
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        <balance>8019.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>828282.51000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>53070.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.14174932"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-53070.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>10000.00000000</amtCurPur>
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            <unrealizedAppr>-321.39000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sunstone Hotel Investors Inc.</name>
        <lei>529900ZQ2V52V96ATF67</lei>
        <title>SUNSTONE HOTEL</title>
        <cusip>867892101</cusip>
        <identifiers>
          <isin value="US8678921011"/>
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        <balance>576.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5690.88000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Moodys Corp</name>
        <lei>549300GCEDD8YCF5WU84</lei>
        <title>MOODY'S CORP</title>
        <cusip>615369105</cusip>
        <identifiers>
          <isin value="US6153691059"/>
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        <balance>171.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>52329.42000000</valUSD>
        <pctVal>0.021429605055</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>AUDUSD0.655 USDJPY133.51</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="HYB000221 06/20/2023"/>
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        <balance>648000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>50889.78000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CITIBANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <other otherDesc="Internal ID" value="AUDJPYBinary"/>
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            </descRefInstrmnt>
            <shareNo>648000.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-16178.22000000</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>6346913 TR 11/13/24</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="TR6346913            00001"/>
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        <balance>23.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>463.65000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MORGAN STANLEY PRIME</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>LG Chem, Ltd.</issuerName>
                <issueTitle>LG Chem, Ltd.</issueTitle>
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                  <other otherDesc="SEDOL" value="6346913"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Performance</otherRecDesc>
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                <rtResetTenor rateTenor="Month" rateTenorUnit="18" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2024-11-13</terminationDt>
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            <unrealizedAppr>463.65000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>Euro-BTP Future   Jun23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C671E06"/>
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        <balance>-155.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>163325.77000000</valUSD>
        <pctVal>0.066884111201</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Euro-BTP Italian Bond Futures</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-06-08</expDate>
            <notionalAmt>-19295673.53000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>163325.77000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__00016950"/>
        </identifiers>
        <balance>469000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2244.57000000</valUSD>
        <pctVal>-0.00091918176</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-469000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>606965730.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-2244.57000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Alliant Energy Corporation</name>
        <lei>5493009ML300G373MZ12</lei>
        <title>ALLIANT ENERGY</title>
        <cusip>018802108</cusip>
        <identifiers>
          <isin value="US0188021085"/>
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        <balance>1602.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>85546.80000000</valUSD>
        <pctVal>0.035032571309</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Willis Towers Watson Public Limited Company</name>
        <lei>549300WHC56FF48KL350</lei>
        <title>WILLIS TOWERS WA</title>
        <cusip>G96629103</cusip>
        <identifiers>
          <isin value="IE00BDB6Q211"/>
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        <balance>93.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21611.34000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AP Moller-Maersk</name>
        <lei>549300D2K6PKKKXVNN73</lei>
        <title>AP Moller - Maersk A/S</title>
        <cusip>K0514G135</cusip>
        <identifiers>
          <isin value="DK0010244425"/>
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        <balance>4.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.86909000"/>
        <valUSD>7081.00000000</valUSD>
        <pctVal>0.002899765244</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Rightmove PLC</name>
        <lei>2138001JXGCFKBXYB828</lei>
        <title>RIGHTMOVE</title>
        <cusip>G7565D106</cusip>
        <identifiers>
          <isin value="GB00BGDT3G23"/>
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        <balance>1280.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81059000"/>
        <valUSD>8890.31000000</valUSD>
        <pctVal>0.003640702154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</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>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>GBPPUSDC DIGI 1.1700</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="FX001797  04/05/2023"/>
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        <balance>339000.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.81059000"/>
        <valUSD>24.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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            <shareNo>339000.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-60689.96000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>Arkema SA</name>
        <lei>9695000EHMS84KKP2785</lei>
        <title>ARKEMA</title>
        <cusip>F0392W125</cusip>
        <identifiers>
          <isin value="FR0010313833"/>
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        <balance>75.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>7386.92000000</valUSD>
        <pctVal>0.003025043621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <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>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>604400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="IDR" exchangeRt="14974.99000000"/>
        <valUSD>-360.62000000</valUSD>
        <pctVal>-0.00014767876</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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            <amtCurSold>-604400000.00000000</amtCurSold>
            <curSold>IDR</curSold>
            <amtCurPur>40000.00000000</amtCurPur>
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            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-360.62000000</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>JPFUPGM TR 04/23/24</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TRJPFUPGM            00001"/>
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        <balance>2229.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-7065.93000000</valUSD>
        <pctVal>-0.00289359387</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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            <descRefInstrmnt>
              <indexBasketInfo>
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            <swapFlag>Y</swapFlag>
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            <rcptCurCd>USD</rcptCurCd>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Taylor Morrison Home Corp</name>
        <lei>5299009UDLLGLKOOJE30</lei>
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          <isin value="US87724P1066"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Stolt-Nielsen Ltd</name>
        <lei>213800VZX4LWJSGRLR94</lei>
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          <isin value="BMG850801025"/>
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        <assetCat>EC</assetCat>
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        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Wihlborgs Fastigheter AB</name>
        <lei>549300RC1YDJPITF8X06</lei>
        <title>WIHLBORGS FASTIG</title>
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          <isin value="SE0018012635"/>
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        <balance>886.00000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="10.37961000"/>
        <valUSD>6773.29000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
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        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>7408092.60000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.14174681"/>
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        <pctVal>-0.02120195239</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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            <counterparties>
              <counterpartyName>US BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>DnB Bank ASA</name>
        <lei>549300GKFG0RYRRQ1414</lei>
        <title>DNB BANK ASA</title>
        <cusip>R1R15X100</cusip>
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          <isin value="NO0010161896"/>
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        <balance>1265.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="NOK" exchangeRt="10.46544000"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Halma PLC</name>
        <lei>2138007FRGLUR9KGBT40</lei>
        <title>HALMA PLC</title>
        <cusip>G42504103</cusip>
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          <isin value="GB0004052071"/>
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        <balance>2098.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81059000"/>
        <valUSD>57691.83000000</valUSD>
        <pctVal>0.023625584457</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>38907600.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1300.39000000"/>
        <valUSD>80.13000000</valUSD>
        <pctVal>0.000032814318</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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            <amtCurSold>-38907600.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>30000.00000000</amtCurPur>
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            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>80.13000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cosco Shipping Engy Tpt Co Ltd</name>
        <lei>529900IGB8FVHRCR1W95</lei>
        <title>COSCO SHIPPING ENERGY TRA</title>
        <cusip>Y1765K101</cusip>
        <identifiers>
          <isin value="CNE1000002S8"/>
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        <balance>250608.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.84996000"/>
        <valUSD>258590.46000000</valUSD>
        <pctVal>0.105896289865</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sacyr SA</name>
        <lei>959800XKAB9VNAVN9425</lei>
        <title>SACYR SA</title>
        <cusip>E35471114</cusip>
        <identifiers>
          <isin value="ES0182870214"/>
        </identifiers>
        <balance>2565.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>8235.60000000</valUSD>
        <pctVal>0.003372589556</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>EURHUFUSDHUFCORRELATIONP1</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="HYB000203 07/13/2023"/>
        </identifiers>
        <balance>27000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>241099.49000000</valUSD>
        <pctVal>0.098733501148</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY INTERNATIONAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <other otherDesc="Internal ID" value="HUFUSDCorrel"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>27000.00000000</shareNo>
            <exercisePrice>100.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-07-13</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-142179.01000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NKY 04/14/23 C26625</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="NKYC26625 04/14/2023"/>
        </identifiers>
        <balance>17.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="132.76700000"/>
        <valUSD>102050.96000000</valUSD>
        <pctVal>0.041791247987</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY OPTIONS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Japan NIKKEI AVERAGE INDEX(225)</indexName>
                <indexIdentifier>N/A</indexIdentifier>
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            </descRefInstrmnt>
            <shareNo>17.00000000</shareNo>
            <exercisePrice>26625.00000000</exercisePrice>
            <exercisePriceCurCd>JPY</exercisePriceCurCd>
            <expDt>2023-04-14</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>27903.76000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Hartford Financial Services Group, Inc.</name>
        <lei>IU7C3FTM7Y3BQM112U94</lei>
        <title>HARTFORD FINL SV</title>
        <cusip>416515104</cusip>
        <identifiers>
          <isin value="US4165151048"/>
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        <balance>270.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>18816.30000000</valUSD>
        <pctVal>0.007705529272</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GEA Group AG</name>
        <lei>549300PHUU0ZZWO8EO07</lei>
        <title>GEA GROUP AG</title>
        <cusip>D28304109</cusip>
        <identifiers>
          <isin value="DE0006602006"/>
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        <balance>203.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>9237.28000000</valUSD>
        <pctVal>0.003782791060</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Royal Gold, Inc.</name>
        <lei>5493001NGRU6SFL04184</lei>
        <title>ROYAL GOLD INC</title>
        <cusip>780287108</cusip>
        <identifiers>
          <isin value="US7802871084"/>
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        <balance>64.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8301.44000000</valUSD>
        <pctVal>0.003399551926</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Siemens Healthineers AG</name>
        <lei>529900QBVWXMWANH7H45</lei>
        <title>SIEMENS HEALTHIN</title>
        <cusip>D6T479107</cusip>
        <identifiers>
          <isin value="DE000SHL1006"/>
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        <balance>1001.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>57569.17000000</valUSD>
        <pctVal>0.023575353528</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AvalonBay Communities, Inc.</name>
        <lei>K9G90K85RBWD2LAGQX17</lei>
        <title>AVALONBAY COMMUN</title>
        <cusip>053484101</cusip>
        <identifiers>
          <isin value="US0534841012"/>
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        <balance>110.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>18486.60000000</valUSD>
        <pctVal>0.007570512664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>VSTOXX Future     Apr23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C6501Y4"/>
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        <balance>-10.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>5344.10000000</valUSD>
        <pctVal>0.002188481209</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FVSA index - Mini-Futures on V</indexName>
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            <expDate>2023-04-19</expDate>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Glanbia PLC</name>
        <lei>635400SRMCBHVMSKJS84</lei>
        <title>GLANBIA PLC</title>
        <cusip>G39021103</cusip>
        <identifiers>
          <isin value="IE0000669501"/>
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        <balance>628.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>9179.20000000</valUSD>
        <pctVal>0.003759006515</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</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>IRS PAY FIXED 4.44</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="IR002279S            00001"/>
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        <balance>6826900.00000000</balance>
        <units>PA</units>
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        <name>EURONEXT PARIS MONEP</name>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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              <counterpartyName>MORGAN STANLEY</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <indexName>Euronext CAC 40 Index</indexName>
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        <name>United States Treasury Bills</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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        <name>SCOR SE</name>
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        <title>SCOR SE</title>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
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        <securityLending>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>JP MORGAN</counterpartyName>
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                  <isin value="N/A"/>
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            <swapFlag>Y</swapFlag>
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        <name>iTraxx Europe Series 39</name>
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          <other otherDesc="Internal ID" value="ITXEB539             00001"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <descRefInstrmnt>
              <indexBasketInfo>
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            <swapFlag>Y</swapFlag>
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            <otherPmntDesc fixedOrFloating="Other">N/A</otherPmntDesc>
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      <invstOrSec>
        <name>Royal  DSM N V</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>Travelers Companies, Inc.</name>
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        <title>TRAVELERS COS IN</title>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The TJX Companies Inc.</name>
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        <title>TJX COS INC</title>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <assetCat>DO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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                <issuerName>Cosan S.A.</issuerName>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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        <name>OPTION ISSUER</name>
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          <other otherDesc="Internal ID" value="UCDJ3P 72 04/06/2023"/>
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        <balance>33.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1.65000000</valUSD>
        <pctVal>0.000000675697</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>N/A</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
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                  <derivAddlInfo>
                    <name> Chicago Mercantile Exchange    </name>
                    <lei>N/A</lei>
                    <title>C$ Currency Futur Jun23</title>
                    <cusip>N/A</cusip>
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                      <ticker value="UCDM3 Cur"/>
                    </identifiers>
                    <balance>1000.00000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>N/A</valUSD>
                    <pctVal>N/A</pctVal>
                    <assetCat>DFE</assetCat>
                    <issuerCat>CORP</issuerCat>
                    <invCountry>US</invCountry>
                    <invOthCountry>US</invOthCountry>
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                  <payOffProf>Short</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>C$ Currency</issueTitle>
                      <identifiers>
                        <other otherDesc="N/A" value="N/A"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2023-06-20</expDate>
                  <notionalAmt>73990000.00000000</notionalAmt>
                  <curCd>USD</curCd>
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              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>33.00000000</shareNo>
            <exercisePrice>72.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-04-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-11548.35000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - HKD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTHKD__00028332"/>
        </identifiers>
        <balance>191106.15000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1.46000000</valUSD>
        <pctVal>-0.00000059788</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-191106.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1500164.17000000</amtCurPur>
            <curPur>HKD</curPur>
            <settlementDt>2023-04-03</settlementDt>
            <unrealizedAppr>-1.46000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__00018089"/>
        </identifiers>
        <balance>172392.86000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2272.12000000</valUSD>
        <pctVal>0.000930463862</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-172392.86000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>139751995.00000000</amtCurPur>
            <curPur>CLP</curPur>
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            <unrealizedAppr>2272.12000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>EURO-SCHATZ FUT   Jun23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C671E48"/>
        </identifiers>
        <balance>-65.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>-1360.49000000</valUSD>
        <pctVal>-0.00055713905</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Eurex 2 Year Euro SCHATZ Futur</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-06-08</expDate>
            <notionalAmt>-7450830.63000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-1360.49000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CBOE FUTURES EXCHANGE</name>
        <lei>254900O9GJPIWCP8RH13</lei>
        <title>CBOE VIX FUTURE   May23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="UXK3 INDEX"/>
        </identifiers>
        <balance>-4.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>186.00000000</valUSD>
        <pctVal>0.000076169514</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CBOE Volatility Index</indexName>
                <indexIdentifier>VIX</indexIdentifier>
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            <expDate>2023-05-17</expDate>
            <notionalAmt>-88700.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>186.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tri Pointe Homes Inc</name>
        <lei>N/A</lei>
        <title>TRI POINTE HOMES</title>
        <cusip>87265H109</cusip>
        <identifiers>
          <isin value="US87265H1095"/>
        </identifiers>
        <balance>217.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5494.44000000</valUSD>
        <pctVal>0.002250047472</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>VIX US 04/19/23 C24</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="VIX C24   04/19/2023"/>
        </identifiers>
        <balance>-630.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-51975.00000000</valUSD>
        <pctVal>-0.02128446527</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY OPTIONS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <shareNo>-630.00000000</shareNo>
            <exercisePrice>24.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-04-19</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>53865.00000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freehold Royalties Ltd</name>
        <lei>529900KRYLKJ2WW87P48</lei>
        <title>FREEHOLD ROYALTI</title>
        <cusip>356500108</cusip>
        <identifiers>
          <isin value="CA3565001086"/>
        </identifiers>
        <balance>620.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.35152000"/>
        <valUSD>6665.53000000</valUSD>
        <pctVal>0.002729624662</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>CRUDE OIL OPT IPE Dec23C</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="COZ3C 100 10/26/2023"/>
        </identifiers>
        <balance>59.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>134520.00000000</valUSD>
        <pctVal>0.055087758893</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
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                    <counterpartyName>N/A</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
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                  <derivAddlInfo>
                    <name> Intercontinental Exchange - ICE Futures Europe - Commodities </name>
                    <lei>N/A</lei>
                    <title>BRENT CRUDE FUTR  Dec23</title>
                    <cusip>N/A</cusip>
                    <identifiers>
                      <ticker value="COZ3 Com"/>
                    </identifiers>
                    <balance>1000.00000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>N/A</valUSD>
                    <pctVal>N/A</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerCat>CORP</issuerCat>
                    <invCountry>GB</invCountry>
                    <invOthCountry>GB</invOthCountry>
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                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>ICE Brent Crude Oil Future</issueTitle>
                      <identifiers>
                        <other otherDesc="BB ID" value="134944"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2023-10-31</expDate>
                  <notionalAmt>77910000.00000000</notionalAmt>
                  <curCd>USD</curCd>
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            <shareNo>59.00000000</shareNo>
            <exercisePrice>100.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-10-26</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-154678.53000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Holcim Ltd</name>
        <lei>529900EHPFPYHV6IQO98</lei>
        <title>HOLCIM LTD</title>
        <cusip>H3816Q102</cusip>
        <identifiers>
          <isin value="CH0012214059"/>
        </identifiers>
        <balance>476.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.91478000"/>
        <valUSD>30648.24000000</valUSD>
        <pctVal>0.012550868685</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES EUROPE</name>
        <lei>549300UF4R84F48NCH34</lei>
        <title>BRENT CRUDE FUTR  Jun23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1JWPR98"/>
        </identifiers>
        <balance>5.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11970.00000000</valUSD>
        <pctVal>-0.00490187685</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>ICE Brent Crude Oil Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-04-28</expDate>
            <notionalAmt>411420.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-11970.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__00028651"/>
        </identifiers>
        <balance>10000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-20.80000000</valUSD>
        <pctVal>-0.00000851788</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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            <amtCurSold>-10000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7984500.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2023-06-22</settlementDt>
            <unrealizedAppr>-20.80000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Nasdaq Inc</name>
        <lei>549300L8X1Q78ERXFD06</lei>
        <title>NASDAQ INC</title>
        <cusip>631103108</cusip>
        <identifiers>
          <isin value="US6311031081"/>
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        <balance>449.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24546.83000000</valUSD>
        <pctVal>0.010052258791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Aptiv PLC</name>
        <lei>N/A</lei>
        <title>APTIV PLC</title>
        <cusip>G6095L109</cusip>
        <identifiers>
          <isin value="JE00B783TY65"/>
        </identifiers>
        <balance>136.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15257.84000000</valUSD>
        <pctVal>0.006248291786</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>108276.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.14174757"/>
        <valUSD>-1058.21000000</valUSD>
        <pctVal>-0.00043335130</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-108276.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>20000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-1058.21000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>MEXICAN PESO FUT  Jun23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="PEM3 CURNCY"/>
        </identifiers>
        <balance>40.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4264.80000000</valUSD>
        <pctVal>-0.00174649326</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CME Mexican Peso Currency Futu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-06-16</expDate>
            <notionalAmt>1097664.80000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-4264.80000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEGRO PLC</name>
        <lei>213800XC35KGM9NFC641</lei>
        <title>SEGRO PLC</title>
        <cusip>G80277141</cusip>
        <identifiers>
          <isin value="GB00B5ZN1N88"/>
        </identifiers>
        <balance>784.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81059000"/>
        <valUSD>7424.20000000</valUSD>
        <pctVal>0.003040310285</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nippon Yusen Kabushiki Kaisha</name>
        <lei>353800YPW4XM0ZN5I149</lei>
        <title>NIPPON YUSEN KK</title>
        <cusip>J56515232</cusip>
        <identifiers>
          <isin value="JP3753000003"/>
        </identifiers>
        <balance>8536.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="132.76700000"/>
        <valUSD>198601.34000000</valUSD>
        <pctVal>0.081329934090</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Outokumpu Oyj</name>
        <lei>5493009YRUJJDCFF0R80</lei>
        <title>OUTOKUMPU OYJ</title>
        <cusip>X61161273</cusip>
        <identifiers>
          <isin value="FI0009002422"/>
        </identifiers>
        <balance>9377.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>51080.69000000</valUSD>
        <pctVal>0.020918233235</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FI</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>32990000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="800.11466940"/>
        <valUSD>-1231.59000000</valUSD>
        <pctVal>-0.00050435275</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-32990000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>40000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-06-22</settlementDt>
            <unrealizedAppr>-1231.59000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>EURO STOXX 50     Jun23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C6EV128"/>
        </identifiers>
        <balance>86.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>158176.60000000</valUSD>
        <pctVal>0.064775456463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Eurex EURO STOXX 50 Future</indexName>
                <indexIdentifier>SX5E</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2023-06-16</expDate>
            <notionalAmt>3772284.24000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>158176.60000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Daiseki Co Ltd</name>
        <lei>N/A</lei>
        <title>DAISEKI CO LTD</title>
        <cusip>J10773109</cusip>
        <identifiers>
          <isin value="JP3485600005"/>
        </identifiers>
        <balance>173.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="132.76700000"/>
        <valUSD>5466.23000000</valUSD>
        <pctVal>0.002238495095</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__00019752"/>
        </identifiers>
        <balance>20000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-63.83000000</valUSD>
        <pctVal>-0.00002613924</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-20000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>25924860.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-63.83000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sitio Royalties Corp</name>
        <lei>N/A</lei>
        <title>SITIO ROYALTIE-A</title>
        <cusip>82983N108</cusip>
        <identifiers>
          <isin value="US82983N1081"/>
        </identifiers>
        <balance>1876.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42397.60000000</valUSD>
        <pctVal>0.017362390473</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Analog Devices Inc.</name>
        <lei>GYVOE5EZ4GDAVTU4CQ61</lei>
        <title>ANALOG DEVICES</title>
        <cusip>032654105</cusip>
        <identifiers>
          <isin value="US0326541051"/>
        </identifiers>
        <balance>259.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>51079.98000000</valUSD>
        <pctVal>0.020917942480</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE ENDEX FUTURES</name>
        <lei>N/A</lei>
        <title>TTF NAT GAS F     May23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NLICE0058715"/>
        </identifiers>
        <balance>-5.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>-23138.33000000</valUSD>
        <pctVal>-0.00947545899</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>TTF Natural Gas Base Load Mont</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-04-27</expDate>
            <notionalAmt>-169933.34000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-23138.33000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>625003.80000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="10.36536272"/>
        <valUSD>-297.34000000</valUSD>
        <pctVal>-0.00012176475</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-625003.80000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>60000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-04-28</settlementDt>
            <unrealizedAppr>-297.34000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Prudential PLC</name>
        <lei>5493001Z3ZE83NGK8Y12</lei>
        <title>Prudential PLC</title>
        <cusip>G72899100</cusip>
        <identifiers>
          <isin value="GB0007099541"/>
        </identifiers>
        <balance>2332.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81059000"/>
        <valUSD>31703.62000000</valUSD>
        <pctVal>0.012983061066</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Equinix, Inc.</name>
        <lei>549300EVUN2BTLJ3GT74</lei>
        <title>EQUINIX INC</title>
        <cusip>29444U700</cusip>
        <identifiers>
          <isin value="US29444U7000"/>
        </identifiers>
        <balance>276.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>199007.04000000</valUSD>
        <pctVal>0.081496073726</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>WHEAT FUTURE(CBT) May23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="W K3 COMDTY"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-787.50000000</valUSD>
        <pctVal>-0.00032249189</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CBOT Wheat Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-05-12</expDate>
            <notionalAmt>35400.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-787.50000000</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>JPFUAIR I TRS 12/29/</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TRJPFUAIR            00001"/>
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        <balance>25370.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-31773.53000000</valUSD>
        <pctVal>-0.01301169015</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>basket of airline company stocks</narrativeDesc>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="2.77000000" pmntAmt="0.00000000">
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            <otherPmntDesc fixedOrFloating="Other">Performance</otherPmntDesc>
            <terminationDt>2023-12-29</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1814908.77000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-31773.53000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>UKX 12/15/23 C8000</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="UKXC8000  12/15/2023"/>
        </identifiers>
        <balance>194.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81059000"/>
        <valUSD>486441.97000000</valUSD>
        <pctVal>0.199204564072</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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                <indexName>Ftse Uk FTSE 100(GBP)</indexName>
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      </invstOrSec>
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        <cusip>N/A</cusip>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="CCTCLP__00023838"/>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>310833.90000000</balance>
        <units>NC</units>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PHP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPHP__00028208"/>
        </identifiers>
        <balance>20000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>16.27000000</valUSD>
        <pctVal>0.000006662784</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-20000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1087580.00000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>16.27000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__00024953"/>
        </identifiers>
        <balance>70000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>91.27000000</valUSD>
        <pctVal>0.000037376299</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-70000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>302870.33000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2023-04-28</settlementDt>
            <unrealizedAppr>91.27000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>SOYBEAN OIL FUTR  May23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BOK3 COMDTY"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-24.00000000</valUSD>
        <pctVal>-0.00000982832</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CBOT Soybean Oil Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-05-12</expDate>
            <notionalAmt>33318.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-24.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>PLATINUM FUTURE   JUL23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="PLN3 COMDTY"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1990.00000000</valUSD>
        <pctVal>0.000814931907</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Platinum Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
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            </descRefInstrmnt>
            <expDate>2023-07-27</expDate>
            <notionalAmt>48165.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1990.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VERIZON COMMUNIC</title>
        <cusip>92343V104</cusip>
        <identifiers>
          <isin value="US92343V1044"/>
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        <balance>1932.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>75135.48000000</valUSD>
        <pctVal>0.030768994994</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AstraZeneca PLC</name>
        <lei>PY6ZZQWO2IZFZC3IOL08</lei>
        <title>ASTRAZENECA PLC</title>
        <cusip>G0593M107</cusip>
        <identifiers>
          <isin value="GB0009895292"/>
        </identifiers>
        <balance>1310.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81059000"/>
        <valUSD>181521.11000000</valUSD>
        <pctVal>0.074335348957</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</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>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>EURpCADc 1.4390</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="FX001813  04/26/2023"/>
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        <balance>12034000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>16387.99000000</valUSD>
        <pctVal>0.006711103492</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <other otherDesc="Internal ID" value="EURCADCurOpt"/>
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            <shareNo>12034000.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-11062.06000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTCLP__00017687"/>
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        <balance>10000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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            <amtCurSold>-10000.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>China Longyuan Power Group Corp Ltd.</name>
        <lei>5299008UYLF3O6V9T464</lei>
        <title>China Longyuan Power Grou</title>
        <cusip>Y1501T101</cusip>
        <identifiers>
          <isin value="CNE100000HD4"/>
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        <balance>188864.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.84996000"/>
        <valUSD>215811.30000000</valUSD>
        <pctVal>0.088377645412</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CN</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>Ametek, Inc.</name>
        <lei>549300WZDEF9KKE40E98</lei>
        <title>AMETEK INC</title>
        <cusip>031100100</cusip>
        <identifiers>
          <isin value="US0311001004"/>
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        <balance>194.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>28194.02000000</valUSD>
        <pctVal>0.011545832411</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MINNEAPOLIS GRAIN EXCHANGE</name>
        <lei>549300RGCVWZUN04IA69</lei>
        <title>RED WHEAT FUT MGE May23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="MWK3 COMDTY"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>850.00000000</valUSD>
        <pctVal>0.000348086493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
                <issueTitle>MGE Red Wheat Future</issueTitle>
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                  <isin value="N/A"/>
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            <expDate>2023-05-12</expDate>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTAUD__00028347"/>
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        <balance>3503.53000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-7.75000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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            <amtCurSold>-3503.53000000</amtCurSold>
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            <amtCurPur>5228.99000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Becton, Dickinson and Company</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
        <title>BECTON DICKINSON</title>
        <cusip>075887109</cusip>
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        <fairValLevel>1</fairValLevel>
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        <name>United States Treasury Bills</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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        <cusip>N/A</cusip>
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        <name>EURONEXT EQF, EQUITIES AND INDICES DERIVATIVES</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>UNITE Group PLC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>iTraxx Europe Crossover Series 39</name>
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        <name>NGK Spark Plug Co Ltd.</name>
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        <name>China Modern Dairy Holdings Ltd.</name>
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        <name>Capgemini SE</name>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>Devon Energy Corporation</name>
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        <securityLending>
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      <invstOrSec>
        <name>THE MONTREAL EXCHANGE / BOURSE DE MONTREAL</name>
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        <name>Chipotle Mexican Grill Inc</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Standard Chartered PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>STANDARD CHARTER</title>
        <cusip>G84228157</cusip>
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          <isin value="GB0004082847"/>
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        <balance>1613.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.81059000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Angang Steel Co Ltd</name>
        <lei>213800QMMVMR3ABCKL62</lei>
        <title>Angang Steel Co Ltd</title>
        <cusip>Y0132D105</cusip>
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          <isin value="CNE1000001V4"/>
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        <balance>213027.00000000</balance>
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        <currencyConditional curCd="HKD" exchangeRt="7.84996000"/>
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        <pctVal>0.027893894748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</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>Berkshire Hathaway Inc.</name>
        <lei>5493000C01ZX7D35SD85</lei>
        <title>BERKSHIRE HATH-B</title>
        <cusip>084670702</cusip>
        <identifiers>
          <isin value="US0846707026"/>
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        <balance>1984.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>612599.68000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTKRW__00018903"/>
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        <balance>30000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-102.97000000</valUSD>
        <pctVal>-0.00004216760</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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            <amtCurSold>-30000.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CDX.EM Series 39</name>
        <lei>N/A</lei>
        <title>MARKIT CDX.EM 6/28 V1</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CXPEM539             00001"/>
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        <balance>-1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-57549.28000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
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            <descRefInstrmnt>
              <indexBasketInfo>
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            <swapFlag>Y</swapFlag>
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            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
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            <upfrontRcpt>-73547.98000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-1000000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>15998.70000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Fidelity National Financial, Inc.</name>
        <lei>549300CAZYIH39SYQ287</lei>
        <title>FIDELITY NATIONA</title>
        <cusip>31620R303</cusip>
        <identifiers>
          <isin value="US31620R3030"/>
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        <balance>192.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6706.56000000</valUSD>
        <pctVal>0.002746427001</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>VIX US 04/19/23 P21</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="VIX P21   04/19/2023"/>
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        <balance>-630.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-105210.00000000</valUSD>
        <pctVal>-0.04308491758</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY OPTIONS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
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            <shareNo>-630.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-25830.00000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>EURUSD1.0404 USDILS3.5403</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="HYB000217 04/25/2023"/>
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        <balance>1025000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2349.03000000</valUSD>
        <pctVal>0.000961959547</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY INTERNATIONAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>EURUSDBin</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="EURUSDBin"/>
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            </descRefInstrmnt>
            <shareNo>1025000.00000000</shareNo>
            <exercisePrice>1.04040000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
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            <delta>XXXX</delta>
            <unrealizedAppr>-37113.47000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Yara International ASA</name>
        <lei>213800WKOUWXWFJ5Z514</lei>
        <title>Yara International ASA</title>
        <cusip>R9900C106</cusip>
        <identifiers>
          <isin value="NO0010208051"/>
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        <balance>358.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="NOK" exchangeRt="10.46544000"/>
        <valUSD>15526.93000000</valUSD>
        <pctVal>0.006358487780</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KOREA EXCHANGE (FUTURES MARKET)</name>
        <lei>N/A</lei>
        <title>KOSPI2 INX FUT    Jun23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="KR4101T60006"/>
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        <balance>-2.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1305.90000000"/>
        <valUSD>-2385.22000000</valUSD>
        <pctVal>-0.00097677984</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JP MORGAN FUTURES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>KFE KOSPI 200 Index</indexName>
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            <expDate>2023-06-08</expDate>
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            <curCd>KRW</curCd>
            <unrealizedAppr>-2385.22000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>70680.06000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.91241613"/>
        <valUSD>-201.72000000</valUSD>
        <pctVal>-0.00008260706</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-70680.06000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>77263.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-04-28</settlementDt>
            <unrealizedAppr>-201.72000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>SPX3550.95US10YRSOFR3.962</title>
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        <identifiers>
          <other otherDesc="Internal ID" value="HYB000178 05/19/2023"/>
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        <balance>684000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1051.95000000</valUSD>
        <pctVal>0.000430787748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIBANK</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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                  <other otherDesc="Internal ID" value="SPXSOFRBinOpt"/>
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            </descRefInstrmnt>
            <shareNo>684000.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-63244.05000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>AUDUSD Euro 9am   Apr23P</title>
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        <identifiers>
          <other otherDesc="Internal ID" value="AUAJ3P 65 04/06/2023"/>
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        <balance>30.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4.50000000</valUSD>
        <pctVal>0.000001842810</pctVal>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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                    <counterpartyName>N/A</counterpartyName>
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                  <derivAddlInfo>
                    <name> Chicago Mercantile Exchange    </name>
                    <lei>N/A</lei>
                    <title>AUDUSD Curncy Fut Jun23</title>
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                      <ticker value="AUAM3 Cur"/>
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                    <balance>1000.00000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>N/A</valUSD>
                    <pctVal>N/A</pctVal>
                    <assetCat>DFE</assetCat>
                    <issuerCat>CORP</issuerCat>
                    <invCountry>US</invCountry>
                    <invOthCountry>US</invOthCountry>
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                  <payOffProf>Short</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
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                        <other otherDesc="N/A" value="N/A"/>
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                  <expDate>2023-06-21</expDate>
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            <shareNo>30.00000000</shareNo>
            <exercisePrice>65.00000000</exercisePrice>
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            <expDt>2023-04-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-14189.88000000</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>CURRENCY CONTRACT - PHP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPHP__00021113"/>
        </identifiers>
        <balance>10000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>25.25000000</valUSD>
        <pctVal>0.000010340216</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-10000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>544720.00000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>25.25000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>SPX3861.57 US1YRSOFR4.5</title>
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        <identifiers>
          <other otherDesc="Internal ID" value="HYB000220 09/15/2023"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>25032.46000000</valUSD>
        <pctVal>0.010251130842</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>SPXSOFRBinary</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="SPXSOFRBinary"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>660000.00000000</shareNo>
            <exercisePrice>3861.57000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-09-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-54167.54000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chicago Board of Trade</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US 2YR NOTE (CBT) Jun23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TUM3 COMDTY"/>
        </identifiers>
        <balance>-19.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3646.34000000</valUSD>
        <pctVal>-0.00149322553</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CBOT 2 Year US Treasury Note F</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-06-30</expDate>
            <notionalAmt>-3918979.66000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3646.34000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>39044700.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1300.39000000"/>
        <valUSD>-25.30000000</valUSD>
        <pctVal>-0.00001036069</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-39044700.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>30000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-25.30000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES EUROPE</name>
        <lei>549300UF4R84F48NCH34</lei>
        <title>BRENT CRUDE FUTR  Dec24</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1TWHG24"/>
        </identifiers>
        <balance>18.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>54930.01000000</valUSD>
        <pctVal>0.022494581823</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>ICE Brent Crude Oil Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2024-10-31</expDate>
            <notionalAmt>1279049.99000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>54930.01000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1509705.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.26070381"/>
        <valUSD>110.05000000</valUSD>
        <pctVal>0.000045066963</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1509705.00000000</amtCurSold>
            <curSold>TWD</curSold>
            <amtCurPur>50000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>110.05000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - HKD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTHKD__00028206"/>
        </identifiers>
        <balance>12537.75000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-0.27000000</valUSD>
        <pctVal>-0.00000011056</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12537.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>98418.71000000</amtCurPur>
            <curPur>HKD</curPur>
            <settlementDt>2023-04-04</settlementDt>
            <unrealizedAppr>-0.27000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__00022214"/>
        </identifiers>
        <balance>1303000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8883.58000000</valUSD>
        <pctVal>0.003637946128</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1303000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>108350965.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>8883.58000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>USDpMXNc18.65RKO17.95</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="FX001809  04/20/2023"/>
        </identifiers>
        <balance>12737000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>15896.03000000</valUSD>
        <pctVal>0.006509639220</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>USDMXNCurOpt</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="USDMXNCurOpt"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>12737000.00000000</shareNo>
            <exercisePrice>18.65000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-04-20</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-26288.91000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Toll Brothers, Inc.</name>
        <lei>529900JB6IS9MSZGVR44</lei>
        <title>TOLL BROTHERS</title>
        <cusip>889478103</cusip>
        <identifiers>
          <isin value="US8894781033"/>
        </identifiers>
        <balance>74.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4442.22000000</valUSD>
        <pctVal>0.001819149154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Northland Power Inc.</name>
        <lei>549300IT8CIDW8V5KX72</lei>
        <title>NORTHLAND POWER</title>
        <cusip>666511100</cusip>
        <identifiers>
          <isin value="CA6665111002"/>
        </identifiers>
        <balance>190.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.35152000"/>
        <valUSD>4762.93000000</valUSD>
        <pctVal>0.001950484236</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <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>98978V103 TRS 06/07/</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TR98978V1            00001"/>
        </identifiers>
        <balance>2.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-6.80000000</valUSD>
        <pctVal>-0.00000278469</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Zoetis Inc.</issuerName>
                <issueTitle>Zoetis Inc.</issueTitle>
                <identifiers>
                  <cusip value="98978V103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Performance</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="1M LIBOR" floatingRtSpread="0.00000000" pmntAmt="-0.73000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="2" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2023-06-07</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-339.68000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-6.80000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__00016933"/>
        </identifiers>
        <balance>469000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1897.97000000</valUSD>
        <pctVal>-0.00077724437</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-469000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>607416439.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-1897.97000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Macquarie Group Ltd.</name>
        <lei>ACMHD8HWFMFUIQQ8Y590</lei>
        <title>MACQUARIE GROUP</title>
        <cusip>Q57085286</cusip>
        <identifiers>
          <isin value="AU000000MQG1"/>
        </identifiers>
        <balance>306.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.49580000"/>
        <valUSD>35935.26000000</valUSD>
        <pctVal>0.014715974863</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <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>CURRENCY CONTRACT - THB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTTHB__00012226"/>
        </identifiers>
        <balance>3989523.71000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>94568.68000000</valUSD>
        <pctVal>0.038727153157</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3989523.71000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>138536211.00000000</amtCurPur>
            <curPur>THB</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>94568.68000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - HUF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTHUF__00024509"/>
        </identifiers>
        <balance>35441.29000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>459.04000000</valUSD>
        <pctVal>0.000187983086</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-35441.29000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12678063.82000000</amtCurPur>
            <curPur>HUF</curPur>
            <settlementDt>2023-04-28</settlementDt>
            <unrealizedAppr>459.04000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>15506073.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="33.92092947"/>
        <valUSD>-7124.06000000</valUSD>
        <pctVal>-0.00291739889</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-15506073.00000000</amtCurSold>
            <curSold>THB</curSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTEUR__00028647"/>
        </identifiers>
        <balance>146.06000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-0.49000000</valUSD>
        <pctVal>-0.00000020066</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-146.06000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>134.20000000</amtCurPur>
            <curPur>EUR</curPur>
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            <unrealizedAppr>-0.49000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Enphase Energy Inc</name>
        <lei>5493008U7KIGMI59Z314</lei>
        <title>ENPHASE ENERGY</title>
        <cusip>29355A107</cusip>
        <identifiers>
          <isin value="US29355A1079"/>
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        <balance>80.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>16822.40000000</valUSD>
        <pctVal>0.006889000261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Clariant AG</name>
        <lei>529900VSEKBY7TMPP349</lei>
        <title>Clariant AG</title>
        <cusip>H14843165</cusip>
        <identifiers>
          <isin value="CH0012142631"/>
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        <balance>381.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.91478000"/>
        <valUSD>6293.22000000</valUSD>
        <pctVal>0.002577158682</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Grafton Group PLC</name>
        <lei>635400BE9SBAG61DJ963</lei>
        <title>GRAFTON GRP-UTS</title>
        <cusip>G4035Q189</cusip>
        <identifiers>
          <isin value="IE00B00MZ448"/>
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        <balance>647.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81059000"/>
        <valUSD>7068.72000000</valUSD>
        <pctVal>0.002894736418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vestas Wind Systems AS</name>
        <lei>549300DYMC8BGZZC8844</lei>
        <title>VESTAS WIND SYST</title>
        <cusip>K9773J201</cusip>
        <identifiers>
          <isin value="DK0061539921"/>
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        <balance>765.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.86909000"/>
        <valUSD>22162.32000000</valUSD>
        <pctVal>0.009075769704</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__00028338"/>
        </identifiers>
        <balance>4729.97000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10.46000000</valUSD>
        <pctVal>-0.00000428351</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-4729.97000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7059.45000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2023-04-03</settlementDt>
            <unrealizedAppr>-10.46000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__00028648"/>
        </identifiers>
        <balance>4621.87000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-20.02000000</valUSD>
        <pctVal>-0.00000819846</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4621.87000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>81930.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2023-04-04</settlementDt>
            <unrealizedAppr>-20.02000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>EURBRLUSDBRLP10010APRIL20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="HYB000109 04/10/2023"/>
        </identifiers>
        <balance>16250.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>262440.90000000</valUSD>
        <pctVal>0.107473097108</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY INTERNATIONAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>EURBRLCorOpt</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="EURBRLCorOpt"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>16250.00000000</shareNo>
            <exercisePrice>100.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-04-10</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>104815.90000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>829950.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.59186909"/>
        <valUSD>-48.81000000</valUSD>
        <pctVal>-0.00001998835</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-829950.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>10000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-48.81000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Applied Materials Inc.</name>
        <lei>41BNNE1AFPNAZELZ6K07</lei>
        <title>APPLIED MATERIAL</title>
        <cusip>038222105</cusip>
        <identifiers>
          <isin value="US0382221051"/>
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        <balance>446.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54782.18000000</valUSD>
        <pctVal>0.022434043439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Comstock Resources, Inc.</name>
        <lei>I03QQGEA4SS774AURI46</lei>
        <title>COMSTOCK RESOURCES INC</title>
        <cusip>205768302</cusip>
        <identifiers>
          <isin value="US2057683029"/>
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        <balance>3386.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>36534.94000000</valUSD>
        <pctVal>0.014961551932</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>7630.64000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.59879985"/>
        <valUSD>-16.09000000</valUSD>
        <pctVal>-0.00000658907</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7630.64000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>4756.64000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-04-03</settlementDt>
            <unrealizedAppr>-16.09000000</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>SX5E 04/21/23 P3975</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SX5EP3975 04/21/2023"/>
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        <balance>69.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>7035.47000000</valUSD>
        <pctVal>0.002881120094</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY OPTIONS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
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            <shareNo>69.00000000</shareNo>
            <exercisePrice>3975.00000000</exercisePrice>
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            <expDt>2023-04-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-17780.45000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ASX - TRADE24</name>
        <lei>N/A</lei>
        <title>SPI 200 FUTURES   Jun23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="XPM3 INDEX"/>
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        <balance>6.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.49580000"/>
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        <pctVal>0.002240943986</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>SFE S&amp;P ASX Share Price Index</indexName>
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            <expDate>2023-06-15</expDate>
            <notionalAmt>713504.87000000</notionalAmt>
            <curCd>AUD</curCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Swiss Life Holding AG</name>
        <lei>5493000KUC3Z24U77V93</lei>
        <title>SWISS LIFE H AG</title>
        <cusip>H8404J162</cusip>
        <identifiers>
          <isin value="CH0014852781"/>
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        <balance>21.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.91478000"/>
        <valUSD>12929.01000000</valUSD>
        <pctVal>0.005294604412</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</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>BCIITSLO TRS 04/02/2</title>
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        <balance>11137.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-50951.91000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <descRefInstrmnt>
              <indexBasketInfo>
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                <indexIdentifier>N/A</indexIdentifier>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="IR002255S            00001"/>
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        <balance>5748200.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>23926.49000000</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
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            <descRefInstrmnt>
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                <issueTitle>N/A</issueTitle>
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                  <isin value="N/A"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USCPI" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Year" rateTenorUnit="2" resetDt="Year" resetDtUnit="1"/>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>5748200.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>24340.70000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>611416000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="IDR" exchangeRt="14974.99000000"/>
        <valUSD>-829.14000000</valUSD>
        <pctVal>-0.00033954404</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-611416000.00000000</amtCurSold>
            <curSold>IDR</curSold>
            <amtCurPur>40000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-829.14000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__00028652"/>
        </identifiers>
        <balance>408493.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1468.42000000</valUSD>
        <pctVal>-0.00060133784</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-408493.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>329930.78000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2023-04-04</settlementDt>
            <unrealizedAppr>-1468.42000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EDP Renovaveis SA</name>
        <lei>529900MUFAH07Q1TAX06</lei>
        <title>EDP RENOVAVEIS S</title>
        <cusip>E3847K101</cusip>
        <identifiers>
          <isin value="ES0127797019"/>
        </identifiers>
        <balance>753.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>17226.13000000</valUSD>
        <pctVal>0.007054333155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Gallagher Aj &amp;Co</name>
        <lei>54930049QLLMPART6V29</lei>
        <title>ARTHUR J GALLAGH</title>
        <cusip>363576109</cusip>
        <identifiers>
          <isin value="US3635761097"/>
        </identifiers>
        <balance>184.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>35201.04000000</valUSD>
        <pctVal>0.014415301846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>VIX US 04/19/23 P22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="VIX P22   04/19/2023"/>
        </identifiers>
        <balance>-630.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-152145.00000000</valUSD>
        <pctVal>-0.06230543470</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY OPTIONS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
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            </descRefInstrmnt>
            <shareNo>-630.00000000</shareNo>
            <exercisePrice>22.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-04-19</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-32445.00000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>B232R05 TRS 11/13/23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TRB232R05            00001"/>
        </identifiers>
        <balance>405.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6703.52000000</valUSD>
        <pctVal>0.002745182080</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MORGAN STANLEY PRIME</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>SK Innovation Co., Ltd.</issuerName>
                <issueTitle>SK Innovation Co., Ltd.</issueTitle>
                <identifiers>
                  <other otherDesc="SEDOL" value="B232R05"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Performance</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="0.00000000" pmntAmt="-151.19000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Year" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2024-11-13</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-48902.94000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>6703.52000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1336125.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.14174674"/>
        <valUSD>-9858.19000000</valUSD>
        <pctVal>-0.00403706210</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1336125.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>250000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-9858.19000000</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>VIX US 04/19/23 P20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="VIX P20   04/19/2023"/>
        </identifiers>
        <balance>-630.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-63945.00000000</valUSD>
        <pctVal>-0.02618634212</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY OPTIONS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
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            <shareNo>-630.00000000</shareNo>
            <exercisePrice>20.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-04-19</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-16695.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bandai Namco Holdings Inc</name>
        <lei>N/A</lei>
        <title>Bandai Namco Holdings Inc</title>
        <cusip>Y0606D102</cusip>
        <identifiers>
          <isin value="JP3778630008"/>
        </identifiers>
        <balance>3542.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="132.76700000"/>
        <valUSD>75993.18000000</valUSD>
        <pctVal>0.031120234741</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bills</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>B 08/10/23</title>
        <cusip>912796XY0</cusip>
        <identifiers>
          <isin value="US912796XY07"/>
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        <balance>10200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10029402.86000000</valUSD>
        <pctVal>4.107176082356</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Archer-Daniels-Midland Company</name>
        <lei>549300LO13MQ9HYSTR83</lei>
        <title>ARCHER-DANIELS</title>
        <cusip>039483102</cusip>
        <identifiers>
          <isin value="US0394831020"/>
        </identifiers>
        <balance>531.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42299.46000000</valUSD>
        <pctVal>0.017322200816</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS PAY FIXED 4.205</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="IR002345S            00001"/>
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        <balance>1133800.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-9141.75000000</valUSD>
        <pctVal>-0.00374367023</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                  <isin value="N/A"/>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USCPI" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Year" rateTenorUnit="2" resetDt="Year" resetDtUnit="1"/>
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            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="4.20500000"/>
            <terminationDt>2024-06-22</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1133800.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-9141.75000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Cigna Group</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CIGNA GROUP/THE</title>
        <cusip>125523100</cusip>
        <identifiers>
          <isin value="US1255231003"/>
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        <balance>312.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>79725.36000000</valUSD>
        <pctVal>0.032648612915</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>American Water Works Company, Inc.</name>
        <lei>549300DXHIJQMD5WFW18</lei>
        <title>AMERICAN WATER W</title>
        <cusip>030420103</cusip>
        <identifiers>
          <isin value="US0304201033"/>
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        <balance>653.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>95657.97000000</valUSD>
        <pctVal>0.039173232141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - TRY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTTRY__00024546"/>
        </identifiers>
        <balance>142000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2467.38000000</valUSD>
        <pctVal>-0.00101042547</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal ID" value="CCTTWD__00028207"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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      <invstOrSec>
        <name>Merck &amp; Co., Inc</name>
        <lei>4YV9Y5M8S0BRK1RP0397</lei>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ANTA Sports Products Limited</name>
        <lei>529900291XG0CTK4LF95</lei>
        <title>ANTA Sports Products Ltd</title>
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          <isin value="KYG040111059"/>
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        <currencyConditional curCd="HKD" exchangeRt="7.84996000"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Davide Campari-Milano N.V.</name>
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        <title>DAVIDE CAMPARI-M</title>
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          <isin value="NL0015435975"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION</name>
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          <isin value="GB00K6ZJVX49"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>MORGAN STANLEY</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
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          <ticker value="USD"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>Vontobel Holding AG</name>
        <lei>529900G69W5VR3DDPW23</lei>
        <title>VONTOBEL HLDG-R</title>
        <cusip>H92070210</cusip>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>NVIDIA Corp.</name>
        <lei>549300S4KLFTLO7GSQ80</lei>
        <title>NVIDIA CORP</title>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <securityLending>
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      <invstOrSec>
        <name>CME GLOBEX</name>
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        <title>S&amp;P 500 Annl Div  Dec25</title>
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          <ticker value="ASDZ25 INDEX"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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            <payOffProf>Long</payOffProf>
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        <name>Amphenol Corporation</name>
        <lei>549300D3L3G0R4U4VT04</lei>
        <title>AMPHENOL CORP-A</title>
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        <name>EUREX DEUTSCHLAND</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>VSTOXX Future     May23</title>
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          <isin value="DE000C691EZ3"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION</name>
        <lei>N/A</lei>
        <title>COFF ROBUSTA 10tn May23</title>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Robusta Coffee Future 10-Tonne</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-05-24</expDate>
            <notionalAmt>386920.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>10160.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - IDR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTIDR__00028217"/>
        </identifiers>
        <balance>20000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>110.86000000</valUSD>
        <pctVal>0.000045398668</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-20000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>301160000.00000000</amtCurPur>
            <curPur>IDR</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>110.86000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS PAY FIXED 9.414</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="IR002794S            00001"/>
        </identifiers>
        <balance>9800000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.80370000"/>
        <valUSD>-10502.40000000</valUSD>
        <pctVal>-0.00430087480</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="ZAR" fixedOrFloating="Floating" floatingRtIndex="3M JIBAR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Year" rateTenorUnit="10" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="AUD" fixedOrFloating="Fixed" fixedRt="9.41400000"/>
            <terminationDt>2033-06-21</terminationDt>
            <upfrontPmnt>-153.08000000</upfrontPmnt>
            <pmntCurCd>ZAR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>ZAR</rcptCurCd>
            <notionalAmt>9800000.00000000</notionalAmt>
            <curCd>ZAR</curCd>
            <unrealizedAppr>-10030.94000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nordex SE</name>
        <lei>529900HVDYCUWVD0OE76</lei>
        <title>Nordex SE</title>
        <cusip>D5736K135</cusip>
        <identifiers>
          <isin value="DE000A0D6554"/>
        </identifiers>
        <balance>670.00200000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>9822.19000000</valUSD>
        <pctVal>0.004022319614</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American States Water Co.</name>
        <lei>529900L26LIS2V8PWM23</lei>
        <title>AMER STATES WATE</title>
        <cusip>029899101</cusip>
        <identifiers>
          <isin value="US0298991011"/>
        </identifiers>
        <balance>620.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>55111.80000000</valUSD>
        <pctVal>0.022569027286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Toyota Tsusho Corp</name>
        <lei>549300CEE2ENIUJNXB84</lei>
        <title>TOYOTA TSUSHO</title>
        <cusip>J92719111</cusip>
        <identifiers>
          <isin value="JP3635000007"/>
        </identifiers>
        <balance>202.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="132.76700000"/>
        <valUSD>8550.62000000</valUSD>
        <pctVal>0.003501594506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>GBPUS1.20460USMXN18.4240</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="HYB000223 06/14/2023"/>
        </identifiers>
        <balance>384000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>46621.92000000</valUSD>
        <pctVal>0.019092306631</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>HSBC SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>GBPUSDMXNBinOpt</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="GBPUSDMXNBinOpt"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>384000.00000000</shareNo>
            <exercisePrice>1.20460000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-06-14</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>11293.92000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>10939.15000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.33081950"/>
        <valUSD>8.41000000</valUSD>
        <pctVal>0.000003444008</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10939.15000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>8228.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-04-04</settlementDt>
            <unrealizedAppr>8.41000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dupont De Nemours Inc</name>
        <lei>5493004JF0SDFLM8GD76</lei>
        <title>DUPONT DE NEMOUR</title>
        <cusip>26614N102</cusip>
        <identifiers>
          <isin value="US26614N1028"/>
        </identifiers>
        <balance>370.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26554.90000000</valUSD>
        <pctVal>0.010874590608</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PHP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPHP__00026847"/>
        </identifiers>
        <balance>30000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>86.80000000</valUSD>
        <pctVal>0.000035545773</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-30000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1634760.00000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>86.80000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>GBPpMXNc Digi 21.50</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="FX001803  06/14/2023"/>
        </identifiers>
        <balance>271000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81059000"/>
        <valUSD>56233.52000000</valUSD>
        <pctVal>0.023028386793</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>GBPMXNDigOpt</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="GBPMXNDigOpt"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>271000.00000000</shareNo>
            <exercisePrice>21.50000000</exercisePrice>
            <exercisePriceCurCd>GBP</exercisePriceCurCd>
            <expDt>2023-06-14</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>7059.20000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2492606.24000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.45368853"/>
        <valUSD>796.71000000</valUSD>
        <pctVal>0.000326263517</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2492606.24000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>239239.46000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-04-28</settlementDt>
            <unrealizedAppr>796.71000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>518740.75000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.45368808"/>
        <valUSD>377.25000000</valUSD>
        <pctVal>0.000154488975</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-518740.75000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>50000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-04-28</settlementDt>
            <unrealizedAppr>377.25000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Amdocs Limited</name>
        <lei>549300HQV672RJ7RQV66</lei>
        <title>AMDOCS LTD</title>
        <cusip>G02602103</cusip>
        <identifiers>
          <isin value="GB0022569080"/>
        </identifiers>
        <balance>58.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5569.74000000</valUSD>
        <pctVal>0.002280883840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Clarkson PLC</name>
        <lei>2138007G6BGTEHI3OT22</lei>
        <title>Clarkson PLC</title>
        <cusip>G21840106</cusip>
        <identifiers>
          <isin value="GB0002018363"/>
        </identifiers>
        <balance>180.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81059000"/>
        <valUSD>6861.67000000</valUSD>
        <pctVal>0.002809946644</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Novo Nordisk A/S</name>
        <lei>549300DAQ1CVT6CXN342</lei>
        <title>NOVO NORDISK-B</title>
        <cusip>K72807132</cusip>
        <identifiers>
          <isin value="DK0060534915"/>
        </identifiers>
        <balance>1881.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.86909000"/>
        <valUSD>297330.48000000</valUSD>
        <pctVal>0.121760851873</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>517957.14000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.45368805"/>
        <valUSD>165.55000000</valUSD>
        <pctVal>0.000067794963</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-517957.14000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>49713.34000000</amtCurPur>
            <curPur>USD</curPur>
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      </invstOrSec>
      <invstOrSec>
        <name>The Cooper Companies, Inc.</name>
        <lei>QJKMVPIGLH7530PCUE20</lei>
        <title>COOPER COS INC</title>
        <cusip>216648402</cusip>
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          <isin value="US2166484020"/>
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        <balance>36.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13440.96000000</valUSD>
        <pctVal>0.005504254860</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Halma PLC</name>
        <lei>2138007FRGLUR9KGBT40</lei>
        <title>HALMA PLC</title>
        <cusip>G42504103</cusip>
        <identifiers>
          <isin value="GB0004052071"/>
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        <balance>2098.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81059000"/>
        <valUSD>57691.83000000</valUSD>
        <pctVal>0.023625584457</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>EURpMXNc19.50RKO18.75</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="FX001807  04/19/2023"/>
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        <balance>12276000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>59512.43000000</valUSD>
        <pctVal>0.024371144774</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <other otherDesc="Internal ID" value="EURMXNCurrOpt"/>
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            </descRefInstrmnt>
            <shareNo>12276000.00000000</shareNo>
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            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2023-04-19</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>25437.77000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
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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>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTIDR__00018087"/>
        </identifiers>
        <balance>348000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10366.76000000</valUSD>
        <pctVal>0.004245328392</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-348000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5366539320.00000000</amtCurPur>
            <curPur>IDR</curPur>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES EUROPE</name>
        <lei>549300UF4R84F48NCH34</lei>
        <title>Low Su Gasoil G   May23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1K80G07"/>
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        <balance>6.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-36182.14000000</valUSD>
        <pctVal>-0.01481707556</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>ICE Gas Oil Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-05-11</expDate>
            <notionalAmt>487232.14000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-36182.14000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Jungheinrich AG</name>
        <lei>529900PHZORTU6FSXE73</lei>
        <title>Jungheinrich AG</title>
        <cusip>D37552102</cusip>
        <identifiers>
          <isin value="DE0006219934"/>
        </identifiers>
        <balance>241.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>8407.16000000</valUSD>
        <pctVal>0.003442845696</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>USDCNH7.10 USDBRL5.50</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="HYB000219 09/06/2023"/>
        </identifiers>
        <balance>643000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>48552.76000000</valUSD>
        <pctVal>0.019883011719</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CITIBANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>USDCNHBRLBinOpt</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="USDCNHBRLBinOpt"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>643000.00000000</shareNo>
            <exercisePrice>7.10000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-09-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-7548.99000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Lincoln National Corporation</name>
        <lei>EFQMQROEDSNBRIP7LE47</lei>
        <title>LINCOLN NATL CRP</title>
        <cusip>534187109</cusip>
        <identifiers>
          <isin value="US5341871094"/>
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        <balance>126.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2831.22000000</valUSD>
        <pctVal>0.001159422871</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPFUSTEE  TRS 02/13/</title>
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          <other otherDesc="Internal ID" value="TRJPFUSTE            00001"/>
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        <balance>4428.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30986.26000000</valUSD>
        <pctVal>0.012689292446</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>basket of steel company stocks</narrativeDesc>
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            <rcptCurCd>USD</rcptCurCd>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Lonza Group AG</name>
        <lei>549300EFW4H2TCZ71055</lei>
        <title>LONZA GROUP -REG</title>
        <cusip>H50524133</cusip>
        <identifiers>
          <isin value="CH0013841017"/>
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        <balance>92.00000000</balance>
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        <currencyConditional curCd="CHF" exchangeRt="0.91478000"/>
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        <pctVal>0.022544685802</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Progressive Corporation</name>
        <lei>529900TACNVLY9DCR586</lei>
        <title>PROGRESSIVE CORP</title>
        <cusip>743315103</cusip>
        <identifiers>
          <isin value="US7433151039"/>
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        <balance>506.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72388.36000000</valUSD>
        <pctVal>0.029644012209</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>2489407681.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1300.39000000"/>
        <valUSD>-19635.68000000</valUSD>
        <pctVal>-0.00804107646</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2489407681.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>1894713.85000000</amtCurPur>
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            <unrealizedAppr>-19635.68000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Invitation Homes Inc.</name>
        <lei>N/A</lei>
        <title>INVITATION HOMES</title>
        <cusip>46187W107</cusip>
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          <isin value="US46187W1071"/>
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        <balance>504.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15739.92000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dassault Aviation SA</name>
        <lei>969500CVFTUT88V8QN95</lei>
        <title>DASSAULT AVIATIO</title>
        <cusip>F24539169</cusip>
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          <isin value="FR0014004L86"/>
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        <balance>58.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>11488.01000000</valUSD>
        <pctVal>0.004704495428</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS REC FIXED FIXED</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="IR002834L            00001"/>
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        <balance>60049400.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>JP MORGAN</counterpartyName>
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            <descRefInstrmnt>
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                  <isin value="N/A"/>
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            <swapFlag>Y</swapFlag>
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            <rcptCurCd>MXN</rcptCurCd>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SX5E 04/21/23 P4125</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SX5EP4125 04/21/2023"/>
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        <balance>69.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>14856.82000000</valUSD>
        <pctVal>0.006084068674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>MORGAN STANLEY OPTIONS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
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            <shareNo>69.00000000</shareNo>
            <exercisePrice>4125.00000000</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2023-04-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-32058.48000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>3184705193.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="IDR" exchangeRt="14974.99000000"/>
        <valUSD>-6658.33000000</valUSD>
        <pctVal>-0.00272667616</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-3184705193.00000000</amtCurSold>
            <curSold>IDR</curSold>
            <amtCurPur>206009.91000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-6658.33000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - HUF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTHUF__00024955"/>
        </identifiers>
        <balance>10000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>40.43000000</valUSD>
        <pctVal>0.000016556631</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3545740.00000000</amtCurPur>
            <curPur>HUF</curPur>
            <settlementDt>2023-04-28</settlementDt>
            <unrealizedAppr>40.43000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BCIIGASP  TRS 01/12/</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TRBCIIGAS            00001"/>
        </identifiers>
        <balance>14996.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>103637.35000000</valUSD>
        <pctVal>0.042440896143</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BARCLAYS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>basket of oil sector stocks</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="-0.35000000" pmntAmt="3590.62000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="9" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">Performance</otherPmntDesc>
            <terminationDt>2024-01-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1465574.07000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>103637.35000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SX86P IND TRS 10/30/</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TRSX86P I            00001"/>
        </identifiers>
        <balance>158.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>-2725.02000000</valUSD>
        <pctVal>-0.00111593253</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ER</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>STOXX Europe 600 Real Estate Index EUR</indexName>
                <indexIdentifier>SX86P IND</indexIdentifier>
                <narrativeDesc>STOXX europe 600 real estate index
</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Performance</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="1M EURIBOR" floatingRtSpread="35" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="7" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2023-10-30</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>-20067.58000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-2725.02000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Equity Residential Properties Trust</name>
        <lei>5493008RACSH5EP3PI59</lei>
        <title>EQUITY RESIDENTI</title>
        <cusip>29476L107</cusip>
        <identifiers>
          <isin value="US29476L1070"/>
        </identifiers>
        <balance>297.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17820.00000000</valUSD>
        <pctVal>0.007297530950</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__00028308"/>
        </identifiers>
        <balance>145815.51000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-208.67000000</valUSD>
        <pctVal>-0.00008545318</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-145815.51000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>19331783.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2023-04-03</settlementDt>
            <unrealizedAppr>-208.67000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>207916.66000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.45368894"/>
        <valUSD>110.69000000</valUSD>
        <pctVal>0.000045329051</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-207916.66000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>20000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-04-28</settlementDt>
            <unrealizedAppr>110.69000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ProPetro Holding Corp.</name>
        <lei>N/A</lei>
        <title>PROPETRO HOLDING</title>
        <cusip>74347M108</cusip>
        <identifiers>
          <isin value="US74347M1080"/>
        </identifiers>
        <balance>702.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5047.38000000</valUSD>
        <pctVal>0.002066970357</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hannon Armstrong Sustainable Infrastructure Capital, Inc.</name>
        <lei>N/A</lei>
        <title>HANNON ARMSTRONG</title>
        <cusip>41068X100</cusip>
        <identifiers>
          <isin value="US41068X1000"/>
        </identifiers>
        <balance>265.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7579.00000000</valUSD>
        <pctVal>0.003103702978</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__00024519"/>
        </identifiers>
        <balance>8532134.39000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.32108485"/>
        <valUSD>-1487.03000000</valUSD>
        <pctVal>-0.00060895889</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8532134.39000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>1816510.50000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2023-04-28</settlementDt>
            <unrealizedAppr>-1487.03000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>USDCCNHP 6.90 13/04/2023</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="FX001788  04/13/2023"/>
        </identifiers>
        <balance>27953000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>89663.16000000</valUSD>
        <pctVal>0.036718276388</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>USDCNHCurOpt</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="USDCNHCurOpt"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>27953000.00000000</shareNo>
            <exercisePrice>6.90000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-04-13</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-100780.63000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - HKD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTHKD__00028314"/>
        </identifiers>
        <balance>42723.72000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-0.32000000</valUSD>
        <pctVal>-0.00000013104</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-42723.72000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>335376.95000000</amtCurPur>
            <curPur>HKD</curPur>
            <settlementDt>2023-04-03</settlementDt>
            <unrealizedAppr>-0.32000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>SX5E Dividend Fut Dec24</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000F4ZCK95"/>
        </identifiers>
        <balance>-131.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>-131111.10000000</valUSD>
        <pctVal>-0.05369176825</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Eurex Dow Jones EURO STOXX 50</indexName>
                <indexIdentifier>SX5ED</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2024-12-20</expDate>
            <notionalAmt>-1700462.31000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-131111.10000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - TWD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTTWD__00017686"/>
        </identifiers>
        <balance>446000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-661.78000000</valUSD>
        <pctVal>-0.00027100785</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-446000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13476246.80000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-661.78000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS REC FIXED 3.052</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="IR002810L            00001"/>
        </identifiers>
        <balance>53854300.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="CNY" exchangeRt="6.86760000"/>
        <valUSD>76490.67000000</valUSD>
        <pctVal>0.031323963623</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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                  <cusip value="N/A"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            <rcptCurCd>CNY</rcptCurCd>
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            <curCd>CNY</curCd>
            <unrealizedAppr>74714.87000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Intuit Inc</name>
        <lei>VI90HBPH7XSFMB9E4M29</lei>
        <title>INTUIT INC</title>
        <cusip>461202103</cusip>
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          <isin value="US4612021034"/>
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        <balance>884.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>394113.72000000</valUSD>
        <pctVal>0.161394897294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cosan SA</name>
        <lei>549300PGFCX2JMKKLC96</lei>
        <title>COSAN SA</title>
        <cusip>P31573101</cusip>
        <identifiers>
          <isin value="BRCSANACNOR6"/>
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        <balance>62362.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="BRL" exchangeRt="5.06790000"/>
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        <pctVal>0.076242858845</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</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>Interactive Brokers Group Inc</name>
        <lei>5493004DT6DCDUZNDM53</lei>
        <title>INTERACTIVE BROK</title>
        <cusip>45841N107</cusip>
        <identifiers>
          <isin value="US45841N1072"/>
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        <balance>1336.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>110300.16000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AeroVironment, Inc.</name>
        <lei>529900PGHVI29YLZ6221</lei>
        <title>AEROVIRONMENT IN</title>
        <cusip>008073108</cusip>
        <identifiers>
          <isin value="US0080731088"/>
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        <balance>604.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>55362.64000000</valUSD>
        <pctVal>0.022671749658</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CGNAECOM  TRS 03/10/</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TRCGNAECO            00001"/>
        </identifiers>
        <balance>7282.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13.11000000</valUSD>
        <pctVal>0.000005368722</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CITIBANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>Ozon Holdings PLC</narrativeDesc>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR" floatingRtSpread="-4.05000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Year" rateTenorUnit="1" resetDt="Month" resetDtUnit="2"/>
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            <otherPmntDesc fixedOrFloating="Other">Performance</otherPmntDesc>
            <terminationDt>2023-03-10</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>10426.37000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>13.11000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Admiral Group PLC</name>
        <lei>213800FGVM7Z9EJB2685</lei>
        <title>ADMIRAL GROUP</title>
        <cusip>G0110T106</cusip>
        <identifiers>
          <isin value="GB00B02J6398"/>
        </identifiers>
        <balance>270.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81059000"/>
        <valUSD>6788.39000000</valUSD>
        <pctVal>0.002779937493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ArcelorMittal S.A.</name>
        <lei>2EULGUTUI56JI9SAL165</lei>
        <title>ArcelorMittal</title>
        <cusip>L0302D210</cusip>
        <identifiers>
          <isin value="LU1598757687"/>
        </identifiers>
        <balance>892.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>26966.09000000</valUSD>
        <pctVal>0.011042978473</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>553410.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="54.33477431"/>
        <valUSD>-185.19000000</valUSD>
        <pctVal>-0.00007583780</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-553410.00000000</amtCurSold>
            <curSold>PHP</curSold>
            <amtCurPur>10000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-185.19000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Saab AB</name>
        <lei>549300ZHO4JCQQI13M69</lei>
        <title>SAAB AB-B</title>
        <cusip>W72838118</cusip>
        <identifiers>
          <isin value="SE0000112385"/>
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        <balance>182.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="10.37961000"/>
        <valUSD>11064.19000000</valUSD>
        <pctVal>0.004530935407</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>43163576.76000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.26070102"/>
        <valUSD>-11862.73000000</valUSD>
        <pctVal>-0.00485794833</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-43163576.76000000</amtCurSold>
            <curSold>TWD</curSold>
            <amtCurPur>1414527.78000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-11862.73000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__00028296"/>
        </identifiers>
        <balance>210640.19000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-301.45000000</valUSD>
        <pctVal>-0.00012344785</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-210640.19000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>27926044.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2023-04-03</settlementDt>
            <unrealizedAppr>-301.45000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED</name>
        <lei>N/A</lei>
        <title>MSCI SING IX ETS  Apr23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="QZJ3 INDEX"/>
        </identifiers>
        <balance>5.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.33082000"/>
        <valUSD>1072.24000000</valUSD>
        <pctVal>0.000439096778</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>SGX MSCI Singapore Index Futur</indexName>
                <indexIdentifier>SIMSCI</indexIdentifier>
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            <expDate>2023-04-27</expDate>
            <notionalAmt>114279.26000000</notionalAmt>
            <curCd>SGD</curCd>
            <unrealizedAppr>1072.24000000</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>NKY 04/14/23 P24500</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="NKYP24500 04/14/2023"/>
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        <balance>17.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="132.76700000"/>
        <valUSD>832.29000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>MORGAN STANLEY OPTIONS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Japan NIKKEI AVERAGE INDEX(225)</indexName>
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            <shareNo>17.00000000</shareNo>
            <exercisePrice>24500.00000000</exercisePrice>
            <exercisePriceCurCd>JPY</exercisePriceCurCd>
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            <delta>XXXX</delta>
            <unrealizedAppr>-21628.82000000</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>JPTAOBRL  TRS 10/25/</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TRJPTAOBR            00001"/>
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        <balance>16020.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="BRL" exchangeRt="5.06790000"/>
        <valUSD>25367.34000000</valUSD>
        <pctVal>0.010388268730</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>basket of Brazilian company stocks</narrativeDesc>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="BRL" fixedOrFloating="Floating" floatingRtIndex="BDZIOVRA" floatingRtSpread="-1.60000000" pmntAmt="2050.52585884">
              <rtResetTenors>
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            <otherPmntDesc fixedOrFloating="Other">Performance</otherPmntDesc>
            <terminationDt>2023-10-25</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>BRL</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>BRL</rcptCurCd>
            <notionalAmt>2634247.32000000</notionalAmt>
            <curCd>BRL</curCd>
            <unrealizedAppr>25367.34000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>S&amp;P500 EMINI OPTN Jun23C</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="ESM3C4200 06/16/2023"/>
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        <balance>-100.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-483750.00000000</valUSD>
        <pctVal>-0.19810216595</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>N/A</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
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                  <derivAddlInfo>
                    <name> Chicago Mercantile Exchange    </name>
                    <lei>N/A</lei>
                    <title>S&amp;P500 EMINI FUT  Jun23</title>
                    <cusip>N/A</cusip>
                    <identifiers>
                      <ticker value="ESM3 Ind"/>
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                    <balance>50.00000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>N/A</valUSD>
                    <pctVal>N/A</pctVal>
                    <assetCat>DE</assetCat>
                    <issuerCat>CORP</issuerCat>
                    <invCountry>US</invCountry>
                    <invOthCountry>US</invOthCountry>
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        <name>Booz Allen Hamilton Holding Corp.</name>
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        <name>LI Ning Co Ltd</name>
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      <invstOrSec>
        <name>Advanced Micro Devices, Inc.</name>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Vivendi SE</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>LVMH Moet Hennessy Vuitton SE</name>
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          <isin value="FR0000121014"/>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Sunopta Inc</name>
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          <isin value="CA8676EP1086"/>
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        <payoffProfile>Long</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
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        <cusip>N/A</cusip>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>MORGAN STANLEY</counterpartyName>
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            <amtCurSold>-44869.56000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Humana Inc.</name>
        <lei>529900YLDW34GJAO4J06</lei>
        <title>HUMANA INC</title>
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          <isin value="US4448591028"/>
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        <balance>139.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>67478.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OPTION ISSUER</name>
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          <other otherDesc="Internal ID" value="UCDJ3P72+ 04/06/2023"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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                      <ticker value="UCDM3 Cur"/>
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                    <invOthCountry>US</invOthCountry>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>United States Treasury Bills</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>B 06/01/23</title>
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          <isin value="US912796ZG72"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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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>
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        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>1949.48000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.92066041"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <amtCurSold>-1949.48000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>617504000.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>Pernod Ricard SA</name>
        <lei>52990097YFPX9J0H5D87</lei>
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        <cusip>F72027109</cusip>
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          <isin value="FR0000120693"/>
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        <balance>212.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Aptargroup Inc.</name>
        <lei>VNPEQDQFAA7IY1T2PX43</lei>
        <title>APTARGROUP INC</title>
        <cusip>038336103</cusip>
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          <isin value="US0383361039"/>
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        <balance>62.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7327.78000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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        <name>Skandinaviska Enskilda Banken AB (publ)</name>
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        <title>SKANDINAVISKA ENSKILDA BA</title>
        <cusip>W25381141</cusip>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cactus Inc</name>
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        <title>CACTUS INC - A</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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        <name>N/A</name>
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        <curCd>USD</curCd>
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            <counterparties>
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            <descRefInstrmnt>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>GBPPUSDC DIGI 1.05 15/09</title>
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          <other otherDesc="Internal ID" value="FX001744  09/15/2023"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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            <shareNo>1521000.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-74732.14000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>CNHJPY19.5260ANDCNHKRW190</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="HYB000208 05/03/2023"/>
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        <pctVal>0.071187615085</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>MORGAN STANLEY INTERNATIONAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <other otherDesc="Internal ID" value="CNHJPYBinOpt"/>
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            </descRefInstrmnt>
            <shareNo>2353000.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>141866.83000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Schibsted ASA</name>
        <lei>5967007LIEEXZXHT0O36</lei>
        <title>Schibsted ASA</title>
        <cusip>R75677105</cusip>
        <identifiers>
          <isin value="NO0003028904"/>
        </identifiers>
        <balance>453.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="NOK" exchangeRt="10.46544000"/>
        <valUSD>7652.85000000</valUSD>
        <pctVal>0.003133945551</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SpareBank 1 SR-Bank ASA</name>
        <lei>549300Q3OIWRHQUQM052</lei>
        <title>SPAREBANK 1 SR B</title>
        <cusip>R8170W115</cusip>
        <identifiers>
          <isin value="NO0010631567"/>
        </identifiers>
        <balance>590.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="NOK" exchangeRt="10.46544000"/>
        <valUSD>6821.50000000</valUSD>
        <pctVal>0.002793496485</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Loews Corporation</name>
        <lei>R8V1FN4M5ITGZOG7BS19</lei>
        <title>LOEWS CORP</title>
        <cusip>540424108</cusip>
        <identifiers>
          <isin value="US5404241086"/>
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        <balance>172.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9979.44000000</valUSD>
        <pctVal>0.004086715615</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Talos Energy Inc</name>
        <lei>549300OKFHZ84SFJFT95</lei>
        <title>TALOS ENERGY INC</title>
        <cusip>87484T108</cusip>
        <identifiers>
          <isin value="US87484T1088"/>
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        <balance>376.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5579.84000000</valUSD>
        <pctVal>0.002285019927</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UnitedHealth Group Inc.</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNITEDHEALTH GRP</title>
        <cusip>91324P102</cusip>
        <identifiers>
          <isin value="US91324P1021"/>
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        <balance>998.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>471644.82000000</valUSD>
        <pctVal>0.193144931070</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>22052L104 TRS 06/07/</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TR22052L1            00001"/>
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        <balance>5.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1.25000000</valUSD>
        <pctVal>0.000000511891</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Corteva, Inc.</issuerName>
                <issueTitle>Corteva, Inc.</issueTitle>
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                  <cusip value="22052L104"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Performance</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="1M LIBOR" floatingRtSpread="0.00000000" pmntAmt="-0.60000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="2" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2023-06-07</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-300.30000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1.25000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>American Water Works Company, Inc.</name>
        <lei>549300DXHIJQMD5WFW18</lei>
        <title>AMERICAN WATER W</title>
        <cusip>030420103</cusip>
        <identifiers>
          <isin value="US0304201033"/>
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        <balance>653.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>95657.97000000</valUSD>
        <pctVal>0.039173232141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__00018090"/>
        </identifiers>
        <balance>170687.88000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2230.45000000</valUSD>
        <pctVal>0.000913399433</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-170687.88000000</amtCurSold>
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            <curPur>CLP</curPur>
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            <unrealizedAppr>2230.45000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - IDR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTIDR__00023744"/>
        </identifiers>
        <balance>40000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>609.20000000</valUSD>
        <pctVal>0.000249475637</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-40000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>608122400.00000000</amtCurPur>
            <curPur>IDR</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>609.20000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RWE AG</name>
        <lei>529900GB7KCA94ACC940</lei>
        <title>RWE AG</title>
        <cusip>D6629K109</cusip>
        <identifiers>
          <isin value="DE0007037129"/>
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        <balance>1600.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>68797.05000000</valUSD>
        <pctVal>0.028173322204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bristol-Myers Squibb Company</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>BRISTOL-MYER SQB</title>
        <cusip>110122108</cusip>
        <identifiers>
          <isin value="US1101221083"/>
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        <balance>1797.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>124550.07000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTSEK__00028650"/>
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        <balance>60000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-104.13000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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            <amtCurSold>-60000.00000000</amtCurSold>
            <curSold>USD</curSold>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS REC FIXED 4.367</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="IR002824L            00001"/>
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        <balance>3572800.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.49580000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN</counterpartyName>
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            <descRefInstrmnt>
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                <issueTitle>N/A</issueTitle>
                <identifiers>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>QBE Insurance Group Ltd.</name>
        <lei>549300D2FBW76FPUSG65</lei>
        <title>QBE INSURANCE</title>
        <cusip>Q78063114</cusip>
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          <isin value="AU000000QBE9"/>
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        <balance>1000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.49580000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__00028655"/>
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        <balance>17189.56000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-29.17000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-17189.56000000</amtCurSold>
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            <amtCurPur>178118.20000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Allstate Corporation</name>
        <lei>OBT0W1ED8G0NWVOLOJ77</lei>
        <title>ALLSTATE CORP</title>
        <cusip>020002101</cusip>
        <identifiers>
          <isin value="US0200021014"/>
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        <balance>236.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26151.16000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>24931500.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="800.11463450"/>
        <valUSD>-1159.91000000</valUSD>
        <pctVal>-0.00047499882</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-24931500.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>30000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-06-22</settlementDt>
            <unrealizedAppr>-1159.91000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>SX5E DIVIDEND OPT Dec24P</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="DEDZ4P 90 12/20/2024"/>
        </identifiers>
        <balance>-49.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>-12968.87000000</valUSD>
        <pctVal>-0.00531092762</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>N/A</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name> Eurex                          </name>
                    <lei>N/A</lei>
                    <title>SX5E Dividend Fut Dec24</title>
                    <cusip>N/A</cusip>
                    <identifiers>
                      <ticker value="DEDZ4 Ind"/>
                    </identifiers>
                    <balance>100.00000000</balance>
                    <units>NC</units>
                    <currencyConditional curCd="EUR" exchangeRt="1.08471634"/>
                    <valUSD>N/A</valUSD>
                    <pctVal>N/A</pctVal>
                    <assetCat>DE</assetCat>
                    <issuerCat>CORP</issuerCat>
                    <invCountry>DE</invCountry>
                    <invOthCountry>DE</invOthCountry>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <indexBasketInfo>
                      <indexName>Eurex Dow Jones EURO STOXX 50</indexName>
                      <indexIdentifier>SX5ED</indexIdentifier>
                    </indexBasketInfo>
                  </descRefInstrmnt>
                  <expDate>2024-12-20</expDate>
                  <notionalAmt>1414470.11648800</notionalAmt>
                  <curCd>EUR</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>-49.00000000</shareNo>
            <exercisePrice>90.00000000</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2024-12-20</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-427.55000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PHP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPHP__00012251"/>
        </identifiers>
        <balance>145785.74000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2705.11000000</valUSD>
        <pctVal>0.001107779121</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-145785.74000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8068219.98000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>2705.11000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>33167600.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="800.11463430"/>
        <valUSD>-1453.56000000</valUSD>
        <pctVal>-0.00059525247</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-33167600.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>40000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-06-22</settlementDt>
            <unrealizedAppr>-1453.56000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Palo Alto Networks Inc</name>
        <lei>549300QXR2YVZV231H43</lei>
        <title>PALO ALTO NETWOR</title>
        <cusip>697435105</cusip>
        <identifiers>
          <isin value="US6974351057"/>
        </identifiers>
        <balance>1720.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>343552.80000000</valUSD>
        <pctVal>0.140689516901</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Valmet Oyj</name>
        <lei>213800D9O7FUQDH83V62</lei>
        <title>VALMET OYJ</title>
        <cusip>X96478114</cusip>
        <identifiers>
          <isin value="FI4000074984"/>
        </identifiers>
        <balance>263.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>8512.77000000</valUSD>
        <pctVal>0.003486094419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FI</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Canadian Pacific Railway Ltd.</name>
        <lei>N/A</lei>
        <title>Canadian Pacific Railway</title>
        <cusip>13645T100</cusip>
        <identifiers>
          <isin value="CA13645T1003"/>
        </identifiers>
        <balance>678.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.35152000"/>
        <valUSD>52207.48000000</valUSD>
        <pctVal>0.021379668976</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Heineken N.V.</name>
        <lei>724500K5PTPSST86UQ23</lei>
        <title>Heineken NV</title>
        <cusip>N39427211</cusip>
        <identifiers>
          <isin value="NL0000009165"/>
        </identifiers>
        <balance>456.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>48998.11000000</valUSD>
        <pctVal>0.020065388566</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <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>S5INDU IN TRS 03/06/</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TRS5INDU             00001"/>
        </identifiers>
        <balance>1889.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-64338.19000000</valUSD>
        <pctVal>-0.02634735874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>S&amp;P 500 Industrials</indexName>
                <indexIdentifier>S5INDU</indexIdentifier>
                <narrativeDesc>S&amp;P 500 industrial index
</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR" floatingRtSpread="0.00000000" pmntAmt="2064.43000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="11" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">Performance</otherPmntDesc>
            <terminationDt>2024-03-06</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1553760.32000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-64338.19000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>JPN YEN CURR FUT  Jun23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="JYM3 CURNCY"/>
        </identifiers>
        <balance>47.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-42182.50000000</valUSD>
        <pctVal>-0.01727430411</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CME Japanese Yen Currency Futu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-06-16</expDate>
            <notionalAmt>4520401.25000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-42182.50000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mirvac Group</name>
        <lei>N/A</lei>
        <title>MIRVAC GROUP</title>
        <cusip>Q62377108</cusip>
        <identifiers>
          <isin value="AU000000MGR9"/>
        </identifiers>
        <balance>4609.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.49580000"/>
        <valUSD>6409.09000000</valUSD>
        <pctVal>0.002624609014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Glencore PLC</name>
        <lei>2138002658CPO9NBH955</lei>
        <title>GLENCORE PLC</title>
        <cusip>G39420107</cusip>
        <identifiers>
          <isin value="JE00B4T3BW64"/>
        </identifiers>
        <balance>4743.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81059000"/>
        <valUSD>27185.11000000</valUSD>
        <pctVal>0.011132670124</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NASDAQ STOCKHOLM AB - SWEDISH EQ DERIVATIVES</name>
        <lei>N/A</lei>
        <title>OMXS30 IND FUTURE Apr23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SE0019236001"/>
        </identifiers>
        <balance>22.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="10.37961000"/>
        <valUSD>15211.66000000</valUSD>
        <pctVal>0.006229380452</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>OMX STOCKHOLM 30 INDEX</indexName>
                <indexIdentifier>OMX</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2023-04-21</expDate>
            <notionalAmt>451351.69000000</notionalAmt>
            <curCd>SEK</curCd>
            <unrealizedAppr>15211.66000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Trupanion Inc</name>
        <lei>549300J86GFKIDGMQP18</lei>
        <title>TRUPANION INC</title>
        <cusip>898202106</cusip>
        <identifiers>
          <isin value="US8982021060"/>
        </identifiers>
        <balance>1091.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>46792.99000000</valUSD>
        <pctVal>0.019162362109</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>S&amp;P 500 Annl Div  Dec24</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ASDZ24 INDEX"/>
        </identifiers>
        <balance>31.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4650.00000000</valUSD>
        <pctVal>0.001904237874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>S&amp;P 500 Dividend Points Index (Annual)</indexName>
                <indexIdentifier>SPXDIVAN</indexIdentifier>
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            </descRefInstrmnt>
            <expDate>2024-12-20</expDate>
            <notionalAmt>505300.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>4650.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>4481755672.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1300.39000000"/>
        <valUSD>-35350.71000000</valUSD>
        <pctVal>-0.01447659373</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4481755672.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>3411110.44000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-35350.71000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ence Energia y Celulosa S.A.</name>
        <lei>95980020140005309084</lei>
        <title>Ence Energia y Celulosa S</title>
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          <isin value="ES0130625512"/>
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        <balance>1740.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>6473.80000000</valUSD>
        <pctVal>0.002651108634</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>19392240.34000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.84131121"/>
        <valUSD>-23100.66000000</valUSD>
        <pctVal>-0.00946003262</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-19392240.34000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>1063828.44000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-04-28</settlementDt>
            <unrealizedAppr>-23100.66000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Adidas AG</name>
        <lei>549300JSX0Z4CW0V5023</lei>
        <title>ADIDAS AG</title>
        <cusip>D0066B185</cusip>
        <identifiers>
          <isin value="DE000A1EWWW0"/>
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        <balance>413.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>72923.46000000</valUSD>
        <pctVal>0.029863142894</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>E-Mini Russ 2000  Jun23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="RTYM3 INDEX"/>
        </identifiers>
        <balance>-1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1965.00000000</valUSD>
        <pctVal>-0.00080469406</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>RUSSELL 2000 INDEX</indexName>
                <indexIdentifier>RTY</indexIdentifier>
              </indexBasketInfo>
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            <expDate>2023-06-16</expDate>
            <notionalAmt>-88710.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1965.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Essex Property Trust, Inc.</name>
        <lei>549300TR2H2VEFX0NC60</lei>
        <title>ESSEX PROPERTY</title>
        <cusip>297178105</cusip>
        <identifiers>
          <isin value="US2971781057"/>
        </identifiers>
        <balance>44.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9202.16000000</valUSD>
        <pctVal>0.003768408945</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>215302.80000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.14174727"/>
        <valUSD>-1873.47000000</valUSD>
        <pctVal>-0.00076721129</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-215302.80000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>40000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-1873.47000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>NAT GAS EURO OPT  May23P</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="GKK3P1.95 04/25/2023"/>
        </identifiers>
        <balance>-45.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-45090.00000000</valUSD>
        <pctVal>-0.01846496467</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>N/A</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name> NYMEX Exchange                 </name>
                    <lei>N/A</lei>
                    <title>Nat Gas Eur Opt May23</title>
                    <cusip>N/A</cusip>
                    <identifiers>
                      <ticker value="GKK23 Com"/>
                    </identifiers>
                    <balance>10000.00000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>N/A</valUSD>
                    <pctVal>N/A</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerCat>CORP</issuerCat>
                    <invCountry>US</invCountry>
                    <invOthCountry>US</invOthCountry>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>Nat Gas Eur</issueTitle>
                      <identifiers>
                        <other otherDesc="N/A" value="N/A"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2023-05-31</expDate>
                  <notionalAmt>221600000.00000000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>-45.00000000</shareNo>
            <exercisePrice>1.95000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-04-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>4410.00000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__00028645"/>
        </identifiers>
        <balance>13.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>0.02000000</valUSD>
        <pctVal>0.000000008190</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1782.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2023-04-04</settlementDt>
            <unrealizedAppr>0.02000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Servicenow Inc</name>
        <lei>549300HJTQM36M0E1G39</lei>
        <title>SERVICENOW INC</title>
        <cusip>81762P102</cusip>
        <identifiers>
          <isin value="US81762P1021"/>
        </identifiers>
        <balance>742.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>344822.24000000</valUSD>
        <pctVal>0.141209369746</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__00028282"/>
        </identifiers>
        <balance>6163.11000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>20.81000000</valUSD>
        <pctVal>0.000008521976</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-6163.11000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9886.47000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2023-04-28</settlementDt>
            <unrealizedAppr>20.81000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lululemon Athletica Inc.</name>
        <lei>549300D9GZ4BMLDW5T40</lei>
        <title>LULULEMON ATH</title>
        <cusip>550021109</cusip>
        <identifiers>
          <isin value="US5500211090"/>
        </identifiers>
        <balance>56.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20394.64000000</valUSD>
        <pctVal>0.008351880843</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>6771720 TR 3/21/24</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TR6771720            00001"/>
        </identifiers>
        <balance>1412.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4163.00000000</valUSD>
        <pctVal>0.001704804789</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MORGAN STANLEY PRIME</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Samsung Electronics Co., Ltd.</issuerName>
                <issueTitle>Samsung Electronics Co.,Ltd.</issueTitle>
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                  <other otherDesc="SEDOL" value="6771720"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Performance</otherRecDesc>
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                <rtResetTenor rateTenor="Year" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2024-03-21</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-65036.72000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>4163.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TFI International Inc</name>
        <lei>5493007R9W7KO7SJN678</lei>
        <title>TFI INTERNATIONAL INC</title>
        <cusip>87241L109</cusip>
        <identifiers>
          <isin value="CA87241L1094"/>
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        <balance>66.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.35152000"/>
        <valUSD>7875.44000000</valUSD>
        <pctVal>0.003225099166</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <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>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY</title>
        <cusip>617446448</cusip>
        <identifiers>
          <isin value="US6174464486"/>
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        <balance>1499.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>131612.20000000</valUSD>
        <pctVal>0.053896975476</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1506270.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.26070165"/>
        <valUSD>223.56000000</valUSD>
        <pctVal>0.000091550842</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1506270.00000000</amtCurSold>
            <curSold>TWD</curSold>
            <amtCurPur>50000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>223.56000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>SX5E DIVIDEND OPT Dec23C</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="DEDZ3C130 12/15/2023"/>
        </identifiers>
        <balance>-77.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>-85110.10000000</valUSD>
        <pctVal>-0.03485373675</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>N/A</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
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                  <derivAddlInfo>
                    <name> Eurex                          </name>
                    <lei>N/A</lei>
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        <name>OPTION ISSUER</name>
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        <name>Visa Inc</name>
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        <name>CHICAGO MERCANTILE EXCHANGE (FLOOR)</name>
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          <ticker value="ESM3 INDEX"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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            <payOffProf>Long</payOffProf>
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        <name>Infineon Technologies AG</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>United States Treasury Bills</name>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>JP MORGAN</counterpartyName>
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            <descRefInstrmnt>
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        <name>Clarkson PLC</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>Rio Tinto PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Enel - Societa per Azioni</name>
        <lei>WOCMU6HCI0OJWNPRZS33</lei>
        <title>ENEL SPA</title>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <ticker value="USD"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Elevance Health Inc.</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>ELEVANCE HEALTH</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Thermo Fisher Scientific Inc</name>
        <lei>HCHV7422L5HDJZCRFL38</lei>
        <title>THERMO FISHER</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Elevance Health Inc.</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>ELEVANCE HEALTH</title>
        <cusip>036752103</cusip>
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          <isin value="US0367521038"/>
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        <curCd>USD</curCd>
        <valUSD>120010.41000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>USDcTRYp Digi 22.50</title>
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          <other otherDesc="Internal ID" value="FX001814  04/26/2023"/>
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        <balance>241000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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            <shareNo>241000.00000000</shareNo>
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            <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Direct Line Insurance Group PLC</name>
        <lei>213800FF2R23ALJQOP04</lei>
        <title>DIRECT LINE INSU</title>
        <cusip>G2871V114</cusip>
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          <isin value="GB00BY9D0Y18"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal ID" value="CCTTWD__00020232"/>
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        <balance>40000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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            <amtCurSold>-40000.00000000</amtCurSold>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTTHB__00012225"/>
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        <balance>1273765.39000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1273765.39000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>29005.54000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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            <amtCurSold>-29005.54000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS PAY FIXED 2.945</title>
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          <other otherDesc="Internal ID" value="IR002504S            00001"/>
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        <balance>3803200.00000000</balance>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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                  <isin value="N/A"/>
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            <swapFlag>Y</swapFlag>
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            <unrealizedAppr>-13840.57000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="IRS02151S            00001"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN</counterpartyName>
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            <descRefInstrmnt>
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                  <isin value="N/A"/>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>SimCorp AS</name>
        <lei>5299000WVEJNSG42AK88</lei>
        <title>SIMCORP A/S</title>
        <cusip>K8851Q129</cusip>
        <identifiers>
          <isin value="DK0060495240"/>
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        <balance>118.00000000</balance>
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        <currencyConditional curCd="DKK" exchangeRt="6.86909000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
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        <balance>5936.44000000</balance>
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        <valUSD>-8.50000000</valUSD>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>NiSource Inc.</name>
        <lei>549300D8GOWWH0SJB189</lei>
        <title>NISOURCE INC</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>U.S. Bancorp.</name>
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      <invstOrSec>
        <name>N/A</name>
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        <title>GSMBATDM  TRS 12/12/</title>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTHKD__00028653"/>
        </identifiers>
        <balance>9590.59000000</balance>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal ID" value="CCTHKD__00028642"/>
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        <balance>2769.51000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>Moncler S.p.A.</name>
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          <isin value="IT0004965148"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="FX001771  07/13/2023"/>
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        <balance>1010000.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Standard Chartered PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>STANDARD CHARTER</title>
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          <isin value="GB0004082847"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>90508504.00000000</balance>
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        <currencyConditional curCd="THB" exchangeRt="33.92092980"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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            <amtCurSold>-90508504.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS PAY FIXED 4.27</title>
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          <other otherDesc="Internal ID" value="IR002783S            00001"/>
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        <balance>3800000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN</counterpartyName>
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            <descRefInstrmnt>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>ASML Holding N.V.</name>
        <lei>724500Y6DUVHQD6OXN27</lei>
        <title>ASML HOLDING NV</title>
        <cusip>N07059202</cusip>
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          <isin value="NL0010273215"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>First Citizens Bancshares Inc (North Carolina)</name>
        <lei>549300N3Z00ZHE2XC526</lei>
        <title>FIRST CITIZENS-A</title>
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          <isin value="US31946M1036"/>
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        <balance>12.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Verbund AG</name>
        <lei>5299006UDSEJCTTEJS30</lei>
        <title>VERBUND AG</title>
        <cusip>A91460104</cusip>
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          <isin value="AT0000746409"/>
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        <balance>288.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>24991.86000000</valUSD>
        <pctVal>0.010234504593</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ASX - TRADE24</name>
        <lei>N/A</lei>
        <title>AUST 3YR BOND FUT Jun23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="YMM3 COMDTY"/>
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        <balance>4.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.49580000"/>
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        <pctVal>-0.00014126168</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
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        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>MORGAN STANLEY</counterpartyName>
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            <payOffProf>Long</payOffProf>
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            <expDate>2023-06-15</expDate>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PHP</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTPHP__00022913"/>
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        <balance>30000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS REC FIXED 4.045</title>
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        <balance>3300000.00000000</balance>
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        <currencyConditional curCd="HKD" exchangeRt="7.84996000"/>
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        <assetCat>DIR</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN</counterpartyName>
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                <issuerName>N/A</issuerName>
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                  <cusip value="N/A"/>
                  <isin value="N/A"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            <rcptCurCd>HKD</rcptCurCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Centene Corporation</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>CENTENE CORP</title>
        <cusip>15135B101</cusip>
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          <isin value="US15135B1017"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>EURJPY140.24ANDEURCHF1.01</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="HYB000197 04/11/2023"/>
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        <balance>1432000.00000000</balance>
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        <pctVal>0.000190501595</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>MORGAN STANLEY INTERNATIONAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <other otherDesc="Internal ID" value="EURJPYBinOpt"/>
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            </descRefInstrmnt>
            <shareNo>1432000.00000000</shareNo>
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            <exercisePriceCurCd>EUR</exercisePriceCurCd>
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            <delta>XXXX</delta>
            <unrealizedAppr>-113641.46000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ameren Corporation</name>
        <lei>XRZQ5S7HYJFPHJ78L959</lei>
        <title>AMEREN CORP</title>
        <cusip>023608102</cusip>
        <identifiers>
          <isin value="US0236081024"/>
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        <balance>1017.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>87858.63000000</valUSD>
        <pctVal>0.035979296953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Prairiesky Royalty Ltd.</name>
        <lei>529900AXG582AP7CV733</lei>
        <title>PRAIRIESKY ROYAL</title>
        <cusip>739721108</cusip>
        <identifiers>
          <isin value="CA7397211086"/>
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        <balance>3394.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.35152000"/>
        <valUSD>53740.68000000</valUSD>
        <pctVal>0.022007535107</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <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>N/A</name>
        <lei>N/A</lei>
        <title>302491303 TRS 06/07/</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TRS302491            00001"/>
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        <balance>1.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-4.01000000</valUSD>
        <pctVal>-0.00000164214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>FMC Corporation</issuerName>
                <issueTitle>FMC Corporation</issueTitle>
                <identifiers>
                  <cusip value="302491303"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Performance</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="1M LIBOR" floatingRtSpread="0.00000000" pmntAmt="-0.28000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="2" resetDt="Month" resetDtUnit="1"/>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-126.14000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-4.01000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Booking Holdings Inc</name>
        <lei>FXM8FAOHMYDIPD38UZ17</lei>
        <title>BOOKING HOLDINGS</title>
        <cusip>09857L108</cusip>
        <identifiers>
          <isin value="US09857L1089"/>
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        <balance>20.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>53048.20000000</valUSD>
        <pctVal>0.021723955183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Five Below Inc</name>
        <lei>529900AAXP5Z6BGI7418</lei>
        <title>FIVE BELOW</title>
        <cusip>33829M101</cusip>
        <identifiers>
          <isin value="US33829M1018"/>
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        <balance>41.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8444.77000000</valUSD>
        <pctVal>0.003458247499</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Shurgard Self Storage Ltd</name>
        <lei>549300J0UEIKU81XO336</lei>
        <title>SHURGARD SELF ST</title>
        <cusip>G81317102</cusip>
        <identifiers>
          <isin value="GG00BQZCBZ44"/>
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        <balance>934.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>44678.82000000</valUSD>
        <pctVal>0.018296580908</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Canadian Western Bank</name>
        <lei>549300QG7XFGLKN6HL17</lei>
        <title>Canadian Western Bank</title>
        <cusip>13677F101</cusip>
        <identifiers>
          <isin value="CA13677F1018"/>
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        <balance>382.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.35152000"/>
        <valUSD>6998.28000000</valUSD>
        <pctVal>0.002865890286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <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>Europris ASA</name>
        <lei>5967007LIEEXZXGA8G28</lei>
        <title>EUROPRIS ASA</title>
        <cusip>R2R97J126</cusip>
        <identifiers>
          <isin value="NO0010735343"/>
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        <balance>7018.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="NOK" exchangeRt="10.46544000"/>
        <valUSD>48718.23000000</valUSD>
        <pctVal>0.019950773921</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>MSCI World Index  Jun23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C5JXLM0"/>
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        <balance>-12.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9840.00000000</valUSD>
        <pctVal>-0.00402961305</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>MSCI World Index</indexName>
                <indexIdentifier>M1WO</indexIdentifier>
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            <expDate>2023-06-16</expDate>
            <notionalAmt>-1029360.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-9840.00000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>IQVIA Holdings Inc.</name>
        <lei>549300W3R20NM4KQPH86</lei>
        <title>IQVIA HOLDINGS I</title>
        <cusip>46266C105</cusip>
        <identifiers>
          <isin value="US46266C1053"/>
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        <balance>162.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32220.18000000</valUSD>
        <pctVal>0.013194599370</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - IDR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTIDR__00017684"/>
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        <balance>348000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10300.53000000</valUSD>
        <pctVal>0.004218206312</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-348000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5365547520.00000000</amtCurPur>
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            <settlementDt>2023-06-21</settlementDt>
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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>6771645 TR 11/13/24</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TR6771645            00001"/>
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        <balance>21.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-57.54000000</valUSD>
        <pctVal>-0.00002356340</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MORGAN STANLEY PRIME</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Samsung SDI Co., Ltd.</issuerName>
                <issueTitle>Samsung SDI Co., Ltd.</issueTitle>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Performance</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="0.75000000" pmntAmt="-36.72000000">
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-11876.97000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-57.54000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PHP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPHP__00023742"/>
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        <balance>20000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>32.47000000</valUSD>
        <pctVal>0.000013296904</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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            <amtCurSold>-20000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1088460.00000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2023-06-21</settlementDt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__00028656"/>
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        <balance>59575.21000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>172.36000000</valUSD>
        <pctVal>0.000070583750</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
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            <amtCurSold>-59575.21000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>80750.03000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2023-04-03</settlementDt>
            <unrealizedAppr>172.36000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Aptargroup Inc.</name>
        <lei>VNPEQDQFAA7IY1T2PX43</lei>
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        <cusip>038336103</cusip>
        <identifiers>
          <isin value="US0383361039"/>
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        <balance>62.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7327.78000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OSAKA EXCHANGE</name>
        <lei>N/A</lei>
        <title>NIKKEI 225  (OSE) Jun23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NKM3 INDEX"/>
        </identifiers>
        <balance>-49.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="132.76700000"/>
        <valUSD>-202030.68000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>OSE Nikkei 225 Index Future</indexName>
                <indexIdentifier>NKY</indexIdentifier>
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            <expDate>2023-06-08</expDate>
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            <curCd>JPY</curCd>
            <unrealizedAppr>-202030.68000000</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>6450267 TR 3/21/24</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="TR6450267            00001"/>
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        <balance>571.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2841.24000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MORGAN STANLEY PRIME</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>SK hynix Inc.</issuerName>
                <issueTitle>SK hynix Inc.</issueTitle>
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                  <other otherDesc="SEDOL" value="6450267"/>
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            <swapFlag>Y</swapFlag>
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                <rtResetTenor rateTenor="Year" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2024-03-21</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>-35898.77000000</notionalAmt>
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            <unrealizedAppr>2841.24000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>EURO FX CURR FUT  Jun23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ECM3 CURNCY"/>
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        <balance>-101.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-57894.87000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="N/A"/>
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            </descRefInstrmnt>
            <expDate>2023-06-16</expDate>
            <notionalAmt>-13707773.88000000</notionalAmt>
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            <unrealizedAppr>-57894.87000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>C$ Curr 9am       Apr23C</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="UCDJ3C74- 04/06/2023"/>
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        <balance>33.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>36.30000000</valUSD>
        <pctVal>0.000014865340</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
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                    <counterpartyName>N/A</counterpartyName>
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                  <derivAddlInfo>
                    <name> Chicago Mercantile Exchange    </name>
                    <lei>N/A</lei>
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                    <cusip>N/A</cusip>
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                      <ticker value="UCDM3 Cur"/>
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                    <balance>1000.00000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>N/A</valUSD>
                    <pctVal>N/A</pctVal>
                    <assetCat>DFE</assetCat>
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                    <invCountry>US</invCountry>
                    <invOthCountry>US</invOthCountry>
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                  <payOffProf>Long</payOffProf>
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                      <issuerName>N/A</issuerName>
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                        <other otherDesc="N/A" value="N/A"/>
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            <shareNo>33.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-3831.43000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Groupe Bruxelles Lambert SA</name>
        <lei>549300KV0ZEHT2KVU152</lei>
        <title>GROUPE BRUX LAMB</title>
        <cusip>B4746J115</cusip>
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          <isin value="BE0003797140"/>
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        <balance>113.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
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        <pctVal>0.003940330912</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Bills</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>B 04/20/23</title>
        <cusip>912796V48</cusip>
        <identifiers>
          <isin value="US912796V482"/>
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        <balance>12400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12372610.63000000</valUSD>
        <pctVal>5.066751347532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Automatic Data Processing, Inc.</name>
        <lei>HGBOLILQXWER4SAL2I23</lei>
        <title>AUTOMATIC DATA</title>
        <cusip>053015103</cusip>
        <identifiers>
          <isin value="US0530151036"/>
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        <balance>1084.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>241330.92000000</valUSD>
        <pctVal>0.098828274862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>302229.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.26069561"/>
        <valUSD>12.49000000</valUSD>
        <pctVal>0.000005114823</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-302229.00000000</amtCurSold>
            <curSold>TWD</curSold>
            <amtCurPur>10000.00000000</amtCurPur>
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            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>12.49000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Adobe Inc</name>
        <lei>FU4LY2G4933NH2E1CP29</lei>
        <title>ADOBE INC</title>
        <cusip>00724F101</cusip>
        <identifiers>
          <isin value="US00724F1012"/>
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        <balance>1134.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>437009.58000000</valUSD>
        <pctVal>0.178961331974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NVR Inc</name>
        <lei>529900RWXR4JI3JYTV70</lei>
        <title>NVR INC</title>
        <cusip>62944T105</cusip>
        <identifiers>
          <isin value="US62944T1051"/>
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        <balance>40.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>222887.60000000</valUSD>
        <pctVal>0.091275485943</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LGI Homes Inc</name>
        <lei>549300W02B4WNV8CV109</lei>
        <title>LGI HOMES INC</title>
        <cusip>50187T106</cusip>
        <identifiers>
          <isin value="US50187T1060"/>
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        <balance>39.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4447.17000000</valUSD>
        <pctVal>0.001821176246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>1197040.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.26069846"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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            <amtCurSold>-1197040.00000000</amtCurSold>
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            <amtCurPur>40000.00000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>DAX Mini Future   Jun23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C6LWM25"/>
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        <balance>17.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
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        <assetCat>DE</assetCat>
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        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
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                <indexName>Eurex DAX Index Future</indexName>
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      <invstOrSec>
        <name>Columbia Sportswear Co.</name>
        <lei>549300OTMCIEUXAH5Z60</lei>
        <title>COLUMBIA SPORTSW</title>
        <cusip>198516106</cusip>
        <identifiers>
          <isin value="US1985161066"/>
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        <balance>80.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7219.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>THE MONTREAL EXCHANGE / BOURSE DE MONTREAL</name>
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        <title>S&amp;P/TSX 60 IX FUT Jun23</title>
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        <identifiers>
          <ticker value="PTM3 INDEX"/>
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        <balance>5.00000000</balance>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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            <payOffProf>Long</payOffProf>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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            <amtCurSold>-27463931.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="USD"/>
        </identifiers>
        <balance>22464.26000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.45369556"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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            <amtCurSold>-22464.26000000</amtCurSold>
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            <amtCurPur>2156.00000000</amtCurPur>
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            <unrealizedAppr>7.07000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>53399.90000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.14174488"/>
        <valUSD>-385.56000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-53399.90000000</amtCurSold>
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            <amtCurPur>10000.00000000</amtCurPur>
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            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-385.56000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Wheaton Precious Metals Corporation</name>
        <lei>549300XSFG5ZCGVYD886</lei>
        <title>WHEATON PRECIOUS</title>
        <cusip>962879102</cusip>
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          <isin value="CA9628791027"/>
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        <balance>3736.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>179925.76000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <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>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__00014750"/>
        </identifiers>
        <balance>20000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11.02000000</valUSD>
        <pctVal>0.000004512839</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-20000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1652748.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>11.02000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__00028220"/>
        </identifiers>
        <balance>30000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-100.79000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-30000.00000000</amtCurSold>
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            <amtCurPur>312557.07000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2023-04-28</settlementDt>
            <unrealizedAppr>-100.79000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>42925.33000000</balance>
        <units>NC</units>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-42925.33000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>4119.96000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Xcel Energy Inc</name>
        <lei>LGJNMI9GH8XIDG5RCM61</lei>
        <title>XCEL ENERGY INC</title>
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          <isin value="US98389B1008"/>
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        <balance>448.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS REC FIXED 8.54</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="IR002791S            00001"/>
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        <balance>4220200.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.35152000"/>
        <valUSD>-114116.30000000</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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                  <isin value="N/A"/>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="6M CDOR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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                <rtResetTenor rateTenor="Year" rateTenorUnit="10" resetDt="Month" resetDtUnit="6"/>
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            <rcptCurCd>CAD</rcptCurCd>
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            <curCd>CAD</curCd>
            <unrealizedAppr>84900.31000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Meritage Homes Corp</name>
        <lei>52990044W9UMFJO2FB97</lei>
        <title>MERITAGE HOMES C</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Aflac Incorporated</name>
        <lei>549300N0B7DOGLXWPP39</lei>
        <title>AFLAC INC</title>
        <cusip>001055102</cusip>
        <identifiers>
          <isin value="US0010551028"/>
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        <balance>523.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33743.96000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>JD Sports Fashion PLC</name>
        <lei>213800HROV6Y9MUU8375</lei>
        <title>JD SPORTS FASHIO</title>
        <cusip>G5144Y120</cusip>
        <identifiers>
          <isin value="GB00BM8Q5M07"/>
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        <balance>3780.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.81059000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTGBP__00028654"/>
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        <balance>499.21000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1.79000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
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            <amtCurSold>-499.21000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CBRE Group</name>
        <lei>52990016II9MJ2OSWA10</lei>
        <title>CBRE GROUP INC-A</title>
        <cusip>12504L109</cusip>
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          <isin value="US12504L1098"/>
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        <balance>234.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>17037.54000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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        <balance>330348000.00000000</balance>
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        <currencyConditional curCd="CLP" exchangeRt="800.11457200"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>The Allstate Corporation</name>
        <lei>OBT0W1ED8G0NWVOLOJ77</lei>
        <title>ALLSTATE CORP</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS PAY FIXED 5.6455</title>
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        <balance>76209600.00000000</balance>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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              <counterpartyName>JP MORGAN</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Alliant Energy Corporation</name>
        <lei>5493009ML300G373MZ12</lei>
        <title>ALLIANT ENERGY</title>
        <cusip>018802108</cusip>
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          <isin value="US0188021085"/>
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        <balance>1602.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ITOCHU Corp.</name>
        <lei>J48DJYXDTLHM30UMYI18</lei>
        <title>ITOCHU CORP</title>
        <cusip>J2501P104</cusip>
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          <isin value="JP3143600009"/>
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        <balance>5020.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Chegg Inc</name>
        <lei>549300AKX7O8JG0O3G77</lei>
        <title>CHEGG INC</title>
        <cusip>163092109</cusip>
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          <isin value="US1630921096"/>
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        <balance>284.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4629.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Micron Technology Inc.</name>
        <lei>B3DXGBC8GAIYWI2Z0172</lei>
        <title>MICRON TECH</title>
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          <isin value="US5951121038"/>
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        <balance>615.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <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>
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          <other otherDesc="Internal ID" value="NKYP26250 04/14/2023"/>
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        <balance>17.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>MORGAN STANLEY OPTIONS</counterpartyName>
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            <putOrCall>Put</putOrCall>
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            <delta>XXXX</delta>
            <unrealizedAppr>-73308.98000000</unrealizedAppr>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS PAY FIXED 4.548</title>
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          <other otherDesc="Internal ID" value="IR002793S            00001"/>
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        <balance>836900000.00000000</balance>
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        <assetCat>DIR</assetCat>
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        <invCountry>CL</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN</counterpartyName>
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      <invstOrSec>
        <name>American States Water Co.</name>
        <lei>529900L26LIS2V8PWM23</lei>
        <title>AMER STATES WATE</title>
        <cusip>029899101</cusip>
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          <isin value="US0298991011"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Bills</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>B 05/04/23</title>
        <cusip>912796YW3</cusip>
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          <isin value="US912796YW32"/>
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        <balance>12900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12848679.54000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Lam Research Corporation</name>
        <lei>549300I4GMO6D34U1T02</lei>
        <title>LAM RESEARCH</title>
        <cusip>512807108</cusip>
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          <isin value="US5128071082"/>
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        <balance>88.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>46650.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NKY 04/14/23 C27000</title>
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          <other otherDesc="Internal ID" value="NKYC27000 04/14/2023"/>
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        <assetCat>DE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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            <putOrCall>Call</putOrCall>
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            <descRefInstrmnt>
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      <invstOrSec>
        <name>BP PLC</name>
        <lei>213800LH1BZH3DI6G760</lei>
        <title>BP PLC</title>
        <cusip>G12793108</cusip>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>USDJPY124.41ANDGBPUSD1.21</title>
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          <other otherDesc="Internal ID" value="HYB000198 04/13/2023"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>OPTION ISSUER</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>NOW Inc.</name>
        <lei>549300AVH5SOCFVVDW91</lei>
        <title>NOW INC</title>
        <cusip>67011P100</cusip>
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          <isin value="US67011P1003"/>
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        <balance>578.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>USDpJPYc 130 RKO126</title>
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          <other otherDesc="Internal ID" value="FX001808  04/06/2023"/>
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        <balance>6622000.00000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <putOrCall>Put</putOrCall>
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            <shareNo>6622000.00000000</shareNo>
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            <expDt>2023-04-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-7269.90000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Jtower Inc</name>
        <lei>N/A</lei>
        <title>JTOWER, INC.</title>
        <cusip>J2946Z105</cusip>
        <identifiers>
          <isin value="JP3386700003"/>
        </identifiers>
        <balance>1104.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="132.76700000"/>
        <valUSD>40745.06000000</valUSD>
        <pctVal>0.016685652998</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>NAT GAS EURO OPT  May23C</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="GKK3C 2.4 04/25/2023"/>
        </identifiers>
        <balance>-45.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-60795.00000000</valUSD>
        <pctVal>-0.02489637453</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>N/A</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name> NYMEX Exchange                 </name>
                    <lei>N/A</lei>
                    <title>Nat Gas Eur Opt May23</title>
                    <cusip>N/A</cusip>
                    <identifiers>
                      <ticker value="GKK23 Com"/>
                    </identifiers>
                    <balance>10000.00000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>N/A</valUSD>
                    <pctVal>N/A</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerCat>CORP</issuerCat>
                    <invCountry>US</invCountry>
                    <invOthCountry>US</invOthCountry>
                  </derivAddlInfo>
                  <payOffProf>Short</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>Nat Gas Eur</issueTitle>
                      <identifiers>
                        <other otherDesc="N/A" value="N/A"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2023-05-31</expDate>
                  <notionalAmt>221600000.00000000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>-45.00000000</shareNo>
            <exercisePrice>2.40000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-04-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>18405.00000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>AUDUSD Euro 9am   Apr23P</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="AUAJ3P66+ 04/06/2023"/>
        </identifiers>
        <balance>30.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>51.00000000</valUSD>
        <pctVal>0.000020885189</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>N/A</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
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                  <derivAddlInfo>
                    <name> Chicago Mercantile Exchange    </name>
                    <lei>N/A</lei>
                    <title>AUDUSD Curncy Fut Jun23</title>
                    <cusip>N/A</cusip>
                    <identifiers>
                      <ticker value="AUAM3 Cur"/>
                    </identifiers>
                    <balance>1000.00000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>N/A</valUSD>
                    <pctVal>N/A</pctVal>
                    <assetCat>DFE</assetCat>
                    <issuerCat>CORP</issuerCat>
                    <invCountry>US</invCountry>
                    <invOthCountry>US</invOthCountry>
                  </derivAddlInfo>
                  <payOffProf>Short</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>AUDUSD</issueTitle>
                      <identifiers>
                        <other otherDesc="N/A" value="N/A"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2023-06-21</expDate>
                  <notionalAmt>67010000.00000000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>30.00000000</shareNo>
            <exercisePrice>66.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-04-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-30913.05000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PNM Resources Inc.</name>
        <lei>5493003JOBJGLZSDDQ28</lei>
        <title>PNM RESOURCES</title>
        <cusip>69349H107</cusip>
        <identifiers>
          <isin value="US69349H1077"/>
        </identifiers>
        <balance>935.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>45515.80000000</valUSD>
        <pctVal>0.018639335535</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS REC FIXED 12.89</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="IR002731L            00001"/>
        </identifiers>
        <balance>20245531.78000000</balance>
        <units>PA</units>
        <currencyConditional curCd="BRL" exchangeRt="5.06790000"/>
        <valUSD>55039.08000000</valUSD>
        <pctVal>0.022539247463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="BRL" fixedOrFloating="Fixed" fixedRt="12.89000000"/>
            <floatingPmntDesc curCd="BRL" fixedOrFloating="Floating" floatingRtIndex="1D CDI" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Year" rateTenorUnit="2" resetDt="Year" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2025-01-02</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>BRL</pmntCurCd>
            <upfrontRcpt>89.73000000</upfrontRcpt>
            <rcptCurCd>BRL</rcptCurCd>
            <notionalAmt>20245531.78000000</notionalAmt>
            <curCd>BRL</curCd>
            <unrealizedAppr>53702.99000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>22239639.44000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.45368862"/>
        <valUSD>7108.44000000</valUSD>
        <pctVal>0.002911002295</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-22239639.44000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>2134552.66000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-04-28</settlementDt>
            <unrealizedAppr>7108.44000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Experian PLC</name>
        <lei>635400RXXHHYT1JTSZ26</lei>
        <title>EXPERIAN PLC</title>
        <cusip>G32655105</cusip>
        <identifiers>
          <isin value="GB00B19NLV48"/>
        </identifiers>
        <balance>782.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81059000"/>
        <valUSD>25661.80000000</valUSD>
        <pctVal>0.010508854082</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Royal Philips NV</name>
        <lei>H1FJE8H61JGM1JSGM897</lei>
        <title>KONINKLIJKE PHIL</title>
        <cusip>N7637U112</cusip>
        <identifiers>
          <isin value="NL0000009538"/>
        </identifiers>
        <balance>609.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>11121.73000000</valUSD>
        <pctVal>0.004554498815</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Rio Tinto PLC</name>
        <lei>213800YOEO5OQ72G2R82</lei>
        <title>RIO TINTO PLC</title>
        <cusip>G75754104</cusip>
        <identifiers>
          <isin value="GB0007188757"/>
        </identifiers>
        <balance>1278.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81059000"/>
        <valUSD>86367.76000000</valUSD>
        <pctVal>0.035368765529</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ametek, Inc.</name>
        <lei>549300WZDEF9KKE40E98</lei>
        <title>AMETEK INC</title>
        <cusip>031100100</cusip>
        <identifiers>
          <isin value="US0311001004"/>
        </identifiers>
        <balance>194.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>28194.02000000</valUSD>
        <pctVal>0.011545832411</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>598400.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.26070528"/>
        <valUSD>225.18000000</valUSD>
        <pctVal>0.000092214254</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-598400.00000000</amtCurSold>
            <curSold>TWD</curSold>
            <amtCurPur>20000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>225.18000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PSP Swiss Property AG</name>
        <lei>50670042Y437P8X44F56</lei>
        <title>PSP SWISS PR-REG</title>
        <cusip>H64687124</cusip>
        <identifiers>
          <isin value="CH0018294154"/>
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        <balance>57.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.91478000"/>
        <valUSD>6480.25000000</valUSD>
        <pctVal>0.002653749996</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Future PLC</name>
        <lei>213800K2581YRLEXV353</lei>
        <title>FUTURE PLC</title>
        <cusip>G37005132</cusip>
        <identifiers>
          <isin value="GB00BYZN9041"/>
        </identifiers>
        <balance>502.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81059000"/>
        <valUSD>7177.71000000</valUSD>
        <pctVal>0.002939369297</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>London Stock Exchange Group PLC</name>
        <lei>213800QAUUUP6I445N30</lei>
        <title>LONDON STOCK EX</title>
        <cusip>G5689U103</cusip>
        <identifiers>
          <isin value="GB00B0SWJX34"/>
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        <balance>511.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81059000"/>
        <valUSD>49600.27000000</valUSD>
        <pctVal>0.020311981228</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KOREA EXCHANGE (FUTURES MARKET)</name>
        <lei>N/A</lei>
        <title>KOREA 3YR BND FUT Jun23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="KR4165T60001"/>
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        <balance>-5.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1305.90000000"/>
        <valUSD>229.75000000</valUSD>
        <pctVal>0.000094085731</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JP MORGAN FUTURES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>KFE 3 Year Treasury Bond Futur</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-06-20</expDate>
            <notionalAmt>-404418.00000000</notionalAmt>
            <curCd>KRW</curCd>
            <unrealizedAppr>229.75000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Hanover Insurance Group, Inc.</name>
        <lei>JJYR6MFKFF6CF8DBZ078</lei>
        <title>HANOVER INSURANC</title>
        <cusip>410867105</cusip>
        <identifiers>
          <isin value="US4108671052"/>
        </identifiers>
        <balance>47.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6039.50000000</valUSD>
        <pctVal>0.002473256912</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Williams Companies, Inc.</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>WILLIAMS COS INC</title>
        <cusip>969457100</cusip>
        <identifiers>
          <isin value="US9694571004"/>
        </identifiers>
        <balance>5151.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>153808.86000000</valUSD>
        <pctVal>0.062986807875</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bills</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>B 07/20/23</title>
        <cusip>912796ZZ5</cusip>
        <identifiers>
          <isin value="US912796ZZ53"/>
        </identifiers>
        <balance>10200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10057863.00000000</valUSD>
        <pctVal>4.118830894506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION</name>
        <lei>549300UF4R84F48NCH34</lei>
        <title>LONG GILT FUTURE  Jun23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00KCBQ8522"/>
        </identifiers>
        <balance>-139.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81059000"/>
        <valUSD>-147550.12000000</valUSD>
        <pctVal>-0.06042376921</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Long Gilt Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-06-28</expDate>
            <notionalAmt>-17364199.05000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-147550.12000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tokmanni Group Oyj</name>
        <lei>743700VMG6KWF0FW1560</lei>
        <title>Tokmanni Group Corp</title>
        <cusip>X9078R102</cusip>
        <identifiers>
          <isin value="FI4000197934"/>
        </identifiers>
        <balance>486.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>6700.36000000</valUSD>
        <pctVal>0.002743888017</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FI</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Marsh &amp; McLennan Companies, Inc.</name>
        <lei>549300XMP3KDCKJXIU47</lei>
        <title>MARSH &amp; MCLENNAN</title>
        <cusip>571748102</cusip>
        <identifiers>
          <isin value="US5717481023"/>
        </identifiers>
        <balance>435.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72449.25000000</valUSD>
        <pctVal>0.029668947487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HONG KONG FUTURES EXCHANGE LTD.</name>
        <lei>N/A</lei>
        <title>HANG SENG IDX FUT Apr23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HIJ3 INDEX"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HKD" exchangeRt="7.84996000"/>
        <valUSD>4344.03000000</valUSD>
        <pctVal>0.001778939022</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Hang Seng</indexName>
                <indexIdentifier>HSI</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2023-04-27</expDate>
            <notionalAmt>126109.40000000</notionalAmt>
            <curCd>HKD</curCd>
            <unrealizedAppr>4344.03000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>153851000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="IDR" exchangeRt="14974.99000000"/>
        <valUSD>-273.86000000</valUSD>
        <pctVal>-0.00011214937</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-153851000.00000000</amtCurSold>
            <curSold>IDR</curSold>
            <amtCurPur>10000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-273.86000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__00012267"/>
        </identifiers>
        <balance>164825.19000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2652.12000000</valUSD>
        <pctVal>0.001086079000</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-164825.19000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>861125.91000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>2652.12000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Unicharm Corp.</name>
        <lei>353800UQ4BZIJTAQEG85</lei>
        <title>UNICHARM CORP</title>
        <cusip>J94104114</cusip>
        <identifiers>
          <isin value="JP3951600000"/>
        </identifiers>
        <balance>7554.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="132.76700000"/>
        <valUSD>309574.77000000</valUSD>
        <pctVal>0.126775054187</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hydro One Ltd</name>
        <lei>5493007QZDXTP1W2VL44</lei>
        <title>HYDRO ONE LTD</title>
        <cusip>448811208</cusip>
        <identifiers>
          <isin value="CA4488112083"/>
        </identifiers>
        <balance>367.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.35152000"/>
        <valUSD>10449.09000000</valUSD>
        <pctVal>0.004279043640</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <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>CURRENCY CONTRACT - IDR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTIDR__00018887"/>
        </identifiers>
        <balance>669000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>25035.95000000</valUSD>
        <pctVal>0.010252560045</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-669000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10393182600.00000000</amtCurPur>
            <curPur>IDR</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>25035.95000000</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>IRS PAY FIXED 5.072</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="IR002812S            00001"/>
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        <balance>2600000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="NZD" exchangeRt="1.59880000"/>
        <valUSD>-19769.81000000</valUSD>
        <pctVal>-0.00809600450</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="NZD" fixedOrFloating="Floating" floatingRtIndex="3M BBR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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            <fixedPmntDesc amount="0.00000000" curCd="NZD" fixedOrFloating="Fixed" fixedRt="5.07200000"/>
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            <pmntCurCd>NZD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>NZD</rcptCurCd>
            <notionalAmt>2600000.00000000</notionalAmt>
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            <unrealizedAppr>-19477.38000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>Euro-OAT Future   Jun23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C671E71"/>
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        <balance>3.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>9577.55000000</valUSD>
        <pctVal>0.003922136226</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>French Government Bond Futures</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-06-08</expDate>
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            <curCd>EUR</curCd>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>103602.53000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="10.36536312"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - HUF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTHUF__00026849"/>
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        <balance>338186.91000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-704.31000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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            <amtCurSold>-338186.91000000</amtCurSold>
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            <amtCurPur>119180671.65000000</amtCurPur>
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            <settlementDt>2023-04-28</settlementDt>
            <unrealizedAppr>-704.31000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BCIIACTM  TRS 07/21/</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TRBCIIACT            00001"/>
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        <balance>17242.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>59319.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BARCLAYS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>basket of investment management stocks</narrativeDesc>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="0.00000000" pmntAmt="2339.93000000">
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            <otherPmntDesc fixedOrFloating="Other">Performance</otherPmntDesc>
            <terminationDt>2023-07-21</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>2050770.30000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>59319.30000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Juniper Networks, Inc.</name>
        <lei>AUHIXNGG7U2U7JEHM527</lei>
        <title>JUNIPER NETWORKS</title>
        <cusip>48203R104</cusip>
        <identifiers>
          <isin value="US48203R1041"/>
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        <balance>4569.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>157264.98000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JSE EQUITY DERIVATIVES MARKET</name>
        <lei>N/A</lei>
        <title>FTSE/JSE TOP 40   Jun23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ZAD000318749"/>
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        <balance>3.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.80370000"/>
        <valUSD>2609.45000000</valUSD>
        <pctVal>0.001068605058</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>SAFEX FTSE/JSE Top 40 Index</indexName>
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            </descRefInstrmnt>
            <expDate>2023-06-15</expDate>
            <notionalAmt>115271.28000000</notionalAmt>
            <curCd>ZAR</curCd>
            <unrealizedAppr>2609.45000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>13032300.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1300.39000000"/>
        <valUSD>-21.81000000</valUSD>
        <pctVal>-0.00000893148</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13032300.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>10000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-21.81000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Glanbia PLC</name>
        <lei>635400SRMCBHVMSKJS84</lei>
        <title>GLANBIA PLC</title>
        <cusip>G39021103</cusip>
        <identifiers>
          <isin value="IE0000669501"/>
        </identifiers>
        <balance>628.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>9179.20000000</valUSD>
        <pctVal>0.003759006515</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Prudential Financial, Inc.</name>
        <lei>5PRBRS5FEH7NREC8OR45</lei>
        <title>PRUDENTL FINL</title>
        <cusip>744320102</cusip>
        <identifiers>
          <isin value="US7443201022"/>
        </identifiers>
        <balance>333.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>27552.42000000</valUSD>
        <pctVal>0.011283088536</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>LIVE CATTLE FUTR  Jun23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LCM3 COMDTY"/>
        </identifiers>
        <balance>38.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>30868.00000000</valUSD>
        <pctVal>0.012640863377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CME Live Cattle Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-06-30</expDate>
            <notionalAmt>2433432.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>30868.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>SX5E Dividend Fut Dec25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000F5UNRW1"/>
        </identifiers>
        <balance>-36.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>-70292.41000000</valUSD>
        <pctVal>-0.02878569234</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Eurex Dow Jones EURO STOXX 50</indexName>
                <indexIdentifier>SX5ED</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2025-12-19</expDate>
            <notionalAmt>-392344.80000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-70292.41000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Corteva Inc</name>
        <lei>549300WZN9I2QKLS0O94</lei>
        <title>CORTEVA INC</title>
        <cusip>22052L104</cusip>
        <identifiers>
          <isin value="US22052L1044"/>
        </identifiers>
        <balance>648.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>39080.88000000</valUSD>
        <pctVal>0.016004148786</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NKY 04/14/23 P25750</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="NKYP25750 04/14/2023"/>
        </identifiers>
        <balance>17.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="132.76700000"/>
        <valUSD>1728.59000000</valUSD>
        <pctVal>0.000707880977</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY OPTIONS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Japan NIKKEI AVERAGE INDEX(225)</indexName>
                <indexIdentifier>N/A</indexIdentifier>
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            </descRefInstrmnt>
            <shareNo>17.00000000</shareNo>
            <exercisePrice>25750.00000000</exercisePrice>
            <exercisePriceCurCd>JPY</exercisePriceCurCd>
            <expDt>2023-04-14</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-52382.27000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>S&amp;P Global Inc</name>
        <lei>Y6X4K52KMJMZE7I7MY94</lei>
        <title>S&amp;P GLOBAL INC</title>
        <cusip>78409V104</cusip>
        <identifiers>
          <isin value="US78409V1044"/>
        </identifiers>
        <balance>305.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>105154.85000000</valUSD>
        <pctVal>0.043062332911</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - TRY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTTRY__00028351"/>
        </identifiers>
        <balance>288284.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2773.99000000</valUSD>
        <pctVal>0.001135986413</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-288284.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6353784.86000000</amtCurPur>
            <curPur>TRY</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>2773.99000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>543820.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="54.33478307"/>
        <valUSD>-8.69000000</valUSD>
        <pctVal>-0.00000355867</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-543820.00000000</amtCurSold>
            <curSold>PHP</curSold>
            <amtCurPur>10000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-8.69000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>EURPUSDC DIGI 1.0200 03/</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="FX001777  08/03/2023"/>
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        <balance>1206000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>97514.77000000</valUSD>
        <pctVal>0.039933616847</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <other otherDesc="Internal ID" value="EURUSDDIgOpt"/>
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            <shareNo>1206000.00000000</shareNo>
            <exercisePrice>1.02000000</exercisePrice>
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            <delta>XXXX</delta>
            <unrealizedAppr>-7383.41000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPFUMEDA  TRS 01/10/</title>
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          <other otherDesc="Internal ID" value="TRJPFUMED            00001"/>
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        <balance>11263.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31293.13000000</valUSD>
        <pctVal>0.012814959860</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>basket of media company stocks.</narrativeDesc>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Performance</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="0.40000000" pmntAmt="-3395.57000000">
              <rtResetTenors>
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            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-1337386.64000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>31293.13000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Aperam SA</name>
        <lei>5493001136GE6L4R7M63</lei>
        <title>APERAM</title>
        <cusip>L0187K107</cusip>
        <identifiers>
          <isin value="LU0569974404"/>
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        <balance>234.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>8723.92000000</valUSD>
        <pctVal>0.003572563199</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SINGAPORE COMMODITY EXCHANGE</name>
        <lei>N/A</lei>
        <title>SGX Iron Ore 62%  May23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SCOK3 COMDTY"/>
        </identifiers>
        <balance>67.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>34532.67000000</valUSD>
        <pctVal>0.014141595293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal ID" value="VIX C26   04/19/2023"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>MORGAN STANLEY OPTIONS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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              <indexBasketInfo>
                <indexName>N/A</indexName>
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            <unrealizedAppr>45045.00000000</unrealizedAppr>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTJPY__00028290"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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            <amtCurSold>-333704.58000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>Prologis Inc.</name>
        <lei>529900DFH19P073LZ636</lei>
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          <isin value="US74340W1036"/>
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        <balance>752.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Pulte Group Inc</name>
        <lei>N/A</lei>
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          <isin value="US7458671010"/>
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        <balance>95.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5536.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States Treasury Bills</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>B 05/09/23</title>
        <cusip>912797FD4</cusip>
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          <isin value="US912797FD45"/>
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        <balance>14200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14135283.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-09</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Waste Management, Inc.</name>
        <lei>549300YX8JIID70NFS41</lei>
        <title>WASTE MANAGEMENT</title>
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        <identifiers>
          <isin value="US94106L1098"/>
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        <balance>381.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>62167.77000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>SPX3550.50US10YRSOFR3.942</title>
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        <identifiers>
          <other otherDesc="Internal ID" value="HYB000179 04/21/2023"/>
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        <balance>684000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>0.68000000</valUSD>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CITIBANK</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <other otherDesc="Internal ID" value="SPXSOFRBinOpt"/>
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            </descRefInstrmnt>
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            <unrealizedAppr>-58823.32000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>WTI CRUDE FUTURE  May23</title>
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        <identifiers>
          <ticker value="CLK3 COMDTY"/>
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        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>MORGAN STANLEY</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Light Sweet Crude Oil Fu</issueTitle>
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      <invstOrSec>
        <name>N/A</name>
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          <ticker value="USD"/>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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      <invstOrSec>
        <name>United States Treasury Bills</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>B 06/29/23</title>
        <cusip>912796ZR3</cusip>
        <identifiers>
          <isin value="US912796ZR38"/>
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        <balance>10200000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>OPTION ISSUER</name>
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        <title>AUDUSD Euro 9am   Apr23P</title>
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          <other otherDesc="Internal ID" value="AUAJ3P 64 04/06/2023"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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                    <name> Chicago Mercantile Exchange    </name>
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                      <ticker value="AUAM3 Cur"/>
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                    <balance>1000.00000000</balance>
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                    <invOthCountry>US</invOthCountry>
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            <shareNo>30.00000000</shareNo>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>OSAKA EXCHANGE</name>
        <lei>N/A</lei>
        <title>JPN 10Y BOND(OSE) Jun23</title>
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          <ticker value="JBM3 COMDTY"/>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>MORGAN STANLEY</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>TSE Japanese 10 Year Bond Futu</issueTitle>
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                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-06-13</expDate>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Localiza Rent a Car SA</name>
        <lei>N/A</lei>
        <title>LOCALIZA RENT A CAR</title>
        <cusip>P6330Z111</cusip>
        <identifiers>
          <isin value="BRRENTACNOR4"/>
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        <balance>6421.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.06790000"/>
        <valUSD>67467.44000000</valUSD>
        <pctVal>0.027628828931</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
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        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__00028646"/>
        </identifiers>
        <balance>596988.25000000</balance>
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        <valUSD>966.75000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-596988.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>79388691.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2023-04-04</settlementDt>
            <unrealizedAppr>966.75000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - HKD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTHKD__00028320"/>
        </identifiers>
        <balance>152717.17000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1.16000000</valUSD>
        <pctVal>-0.00000047503</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-152717.17000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1198814.55000000</amtCurPur>
            <curPur>HKD</curPur>
            <settlementDt>2023-04-03</settlementDt>
            <unrealizedAppr>-1.16000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Taiwan Semiconductor Manufacturing Co., Ltd.</name>
        <lei>549300KB6NK5SBD14S87</lei>
        <title>TAIWAN SEMIC-ADR</title>
        <cusip>874039100</cusip>
        <identifiers>
          <isin value="US8740391003"/>
        </identifiers>
        <balance>3332.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>309942.64000000</valUSD>
        <pctVal>0.126925701926</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TW</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>SX5E DIVIDEND FUT DEC23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000F4ZCJ80"/>
        </identifiers>
        <balance>39.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>64369.47000000</valUSD>
        <pctVal>0.026360168327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Eurex Dow Jones EURO STOXX 50</indexName>
                <indexIdentifier>SX5ED</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2023-12-15</expDate>
            <notionalAmt>476286.46000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>64369.47000000</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>IRS PAY FIXED 4.07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="IR002281S            00001"/>
        </identifiers>
        <balance>6934560.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9673.73000000</valUSD>
        <pctVal>0.003961523237</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USCPI" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Year" rateTenorUnit="2" resetDt="Year" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="4.07000000"/>
            <terminationDt>2024-05-13</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>171.79000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>6934560.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>9488.89000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>NATURAL GAS FUTR  May23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NGK23 COMDTY"/>
        </identifiers>
        <balance>-20.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>12119.96000000</valUSD>
        <pctVal>0.004963287498</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Henry Hub Natural Gas Fu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-04-26</expDate>
            <notionalAmt>-455319.96000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>12119.96000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>NAT GAS EURO OPT  May23P</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="GKK3P1.75 04/25/2023"/>
        </identifiers>
        <balance>-45.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-25920.00000000</valUSD>
        <pctVal>-0.01061459047</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>N/A</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name> NYMEX Exchange                 </name>
                    <lei>N/A</lei>
                    <title>Nat Gas Eur Opt May23</title>
                    <cusip>N/A</cusip>
                    <identifiers>
                      <ticker value="GKK23 Com"/>
                    </identifiers>
                    <balance>10000.00000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>N/A</valUSD>
                    <pctVal>N/A</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerCat>CORP</issuerCat>
                    <invCountry>US</invCountry>
                    <invOthCountry>US</invOthCountry>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>Nat Gas Eur</issueTitle>
                      <identifiers>
                        <other otherDesc="N/A" value="N/A"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2023-05-31</expDate>
                  <notionalAmt>221600000.00000000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>-45.00000000</shareNo>
            <exercisePrice>1.75000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-04-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>630.00000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Johnson &amp; Johnson</name>
        <lei>549300G0CFPGEF6X2043</lei>
        <title>JOHNSON&amp;JOHNSON</title>
        <cusip>478160104</cusip>
        <identifiers>
          <isin value="US4781601046"/>
        </identifiers>
        <balance>2309.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>357895.00000000</valUSD>
        <pctVal>0.146562841727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPFUSOEC  TRS 03/15/</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TRJPFUSOE            00001"/>
        </identifiers>
        <balance>5018.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>18964.53000000</valUSD>
        <pctVal>0.007766231461</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>basket of Chinese company stocks</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR" floatingRtSpread="3.82000000" pmntAmt="1142.27000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Year" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">Performance</otherPmntDesc>
            <terminationDt>2024-03-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>717670.85000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>18964.53000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>SX5E DIVIDEND OPT Dec24C</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="DEDZ4C135 12/20/2024"/>
        </identifiers>
        <balance>49.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>31252.85000000</valUSD>
        <pctVal>0.012798464656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>N/A</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name> Eurex                          </name>
                    <lei>N/A</lei>
                    <title>SX5E Dividend Fut Dec24</title>
                    <cusip>N/A</cusip>
                    <identifiers>
                      <ticker value="DEDZ4 Ind"/>
                    </identifiers>
                    <balance>100.00000000</balance>
                    <units>NC</units>
                    <currencyConditional curCd="EUR" exchangeRt="1.08471634"/>
                    <valUSD>N/A</valUSD>
                    <pctVal>N/A</pctVal>
                    <assetCat>DE</assetCat>
                    <issuerCat>CORP</issuerCat>
                    <invCountry>DE</invCountry>
                    <invOthCountry>DE</invOthCountry>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <indexBasketInfo>
                      <indexName>Eurex Dow Jones EURO STOXX 50</indexName>
                      <indexIdentifier>SX5ED</indexIdentifier>
                    </indexBasketInfo>
                  </descRefInstrmnt>
                  <expDate>2024-12-20</expDate>
                  <notionalAmt>1414470.11648800</notionalAmt>
                  <curCd>EUR</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>49.00000000</shareNo>
            <exercisePrice>135.00000000</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2024-12-20</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>15837.47000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Aker BP ASA</name>
        <lei>549300NFTY73920OYK69</lei>
        <title>AKER BP ASA</title>
        <cusip>R0139K100</cusip>
        <identifiers>
          <isin value="NO0010345853"/>
        </identifiers>
        <balance>611.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="NOK" exchangeRt="10.46544000"/>
        <valUSD>14963.47000000</valUSD>
        <pctVal>0.006127743291</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tellurian Inc</name>
        <lei>254900ZYXZHH5MQG6H78</lei>
        <title>TELLURIAN INC</title>
        <cusip>87968A104</cusip>
        <identifiers>
          <isin value="US87968A1043"/>
        </identifiers>
        <balance>27602.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33950.46000000</valUSD>
        <pctVal>0.013903172426</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>C$ Curr 9am       Apr23P</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="UCDJ3P 71 04/06/2023"/>
        </identifiers>
        <balance>33.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1.65000000</valUSD>
        <pctVal>0.000000675697</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>N/A</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name> Chicago Mercantile Exchange    </name>
                    <lei>N/A</lei>
                    <title>C$ Currency Futur Jun23</title>
                    <cusip>N/A</cusip>
                    <identifiers>
                      <ticker value="UCDM3 Cur"/>
                    </identifiers>
                    <balance>1000.00000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>N/A</valUSD>
                    <pctVal>N/A</pctVal>
                    <assetCat>DFE</assetCat>
                    <issuerCat>CORP</issuerCat>
                    <invCountry>US</invCountry>
                    <invOthCountry>US</invOthCountry>
                  </derivAddlInfo>
                  <payOffProf>Short</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>C$ Currency</issueTitle>
                      <identifiers>
                        <other otherDesc="N/A" value="N/A"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2023-06-20</expDate>
                  <notionalAmt>73990000.00000000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>33.00000000</shareNo>
            <exercisePrice>71.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-04-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-5296.10000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WEC Energy Group Inc.</name>
        <lei>549300IGLYTZUK3PVP70</lei>
        <title>WEC ENERGY GROUP</title>
        <cusip>92939U106</cusip>
        <identifiers>
          <isin value="US92939U1060"/>
        </identifiers>
        <balance>731.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>69291.49000000</valUSD>
        <pctVal>0.028375802070</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>West Japan Railway Co</name>
        <lei>353800QGUXHZ7EBCR121</lei>
        <title>WEST JAPAN RAILW</title>
        <cusip>J95094108</cusip>
        <identifiers>
          <isin value="JP3659000008"/>
        </identifiers>
        <balance>4442.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="132.76700000"/>
        <valUSD>182575.44000000</valUSD>
        <pctVal>0.074767111348</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - HKD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTHKD__00028323"/>
        </identifiers>
        <balance>39858.26000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-0.31000000</valUSD>
        <pctVal>-0.00000012694</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-39858.26000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>312883.35000000</amtCurPur>
            <curPur>HKD</curPur>
            <settlementDt>2023-04-03</settlementDt>
            <unrealizedAppr>-0.31000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNIQA Insurance Group AG</name>
        <lei>529900OOW8ELHOXWZP82</lei>
        <title>UNIQA INSURANCE GROUP AG</title>
        <cusip>A90015131</cusip>
        <identifiers>
          <isin value="AT0000821103"/>
        </identifiers>
        <balance>1010.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>8501.57000000</valUSD>
        <pctVal>0.003481507867</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SLC Agricola Sa</name>
        <lei>54930017BQDYJPIJXG79</lei>
        <title>SLC AGRICOLA SA</title>
        <cusip>P8711D107</cusip>
        <identifiers>
          <isin value="BRSLCEACNOR2"/>
        </identifiers>
        <balance>2777.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="BRL" exchangeRt="5.06790000"/>
        <valUSD>24981.44000000</valUSD>
        <pctVal>0.010230237463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>EURcCHFp Digi 1.0115</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="FX001810  04/20/2023"/>
        </identifiers>
        <balance>844000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>69199.37000000</valUSD>
        <pctVal>0.028338077684</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>EURCHFDigOpt</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="EURCHFDigOpt"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>844000.00000000</shareNo>
            <exercisePrice>1.01150000</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2023-04-20</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-76202.43000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>92182.18000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92066195"/>
        <valUSD>-110.97000000</valUSD>
        <pctVal>-0.00004544371</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-92182.18000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>100015.01000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-04-28</settlementDt>
            <unrealizedAppr>-110.97000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CGFCREIT TR 3/21/24</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TRCGFCREI            00001"/>
        </identifiers>
        <balance>4790.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>893397.84000000</valUSD>
        <pctVal>0.365858495435</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CITIBANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>basket of real estate company stocks</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Year" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">Performance</otherPmntDesc>
            <terminationDt>2024-03-21</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>1229815.25000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>893397.84000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KOREA EXCHANGE (FUTURES MARKET)</name>
        <lei>N/A</lei>
        <title>KOREA 10YR BND FU Jun23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="KR4167T60007"/>
        </identifiers>
        <balance>9.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1305.90000000"/>
        <valUSD>4110.35000000</valUSD>
        <pctVal>0.001683243902</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JP MORGAN FUTURES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>KFE 10 Year Treasury Bond Futu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-06-20</expDate>
            <notionalAmt>780268.72000000</notionalAmt>
            <curCd>KRW</curCd>
            <unrealizedAppr>4110.35000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__00012268"/>
        </identifiers>
        <balance>53210.06000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>829.65000000</valUSD>
        <pctVal>0.000339752892</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-53210.06000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>43237962.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2023-06-22</settlementDt>
            <unrealizedAppr>829.65000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pan American Silver Corp.</name>
        <lei>549300MKTF5851TYIB83</lei>
        <title>PAN AMER SILVER</title>
        <cusip>697900108</cusip>
        <identifiers>
          <isin value="CA6979001089"/>
        </identifiers>
        <balance>379.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6897.80000000</valUSD>
        <pctVal>0.002824742367</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <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>CURRENCY CONTRACT - TWD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTTWD__00018088"/>
        </identifiers>
        <balance>446000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-767.90000000</valUSD>
        <pctVal>-0.00031446543</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-446000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13473035.60000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-767.90000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya Financial Inc</name>
        <lei>549300T065Z4KJ686G75</lei>
        <title>VOYA FINANCIAL I</title>
        <cusip>929089100</cusip>
        <identifiers>
          <isin value="US9290891004"/>
        </identifiers>
        <balance>98.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7003.08000000</valUSD>
        <pctVal>0.002867855951</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Brenntag SE</name>
        <lei>NNROIXVWJ7CPSR27SV97</lei>
        <title>BRENNTAG SE</title>
        <cusip>D12459117</cusip>
        <identifiers>
          <isin value="DE000A1DAHH0"/>
        </identifiers>
        <balance>98.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>7356.11000000</valUSD>
        <pctVal>0.003012426509</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>USDCNH7.04 US1YRSOFR4.75</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="HYB000218 12/15/2023"/>
        </identifiers>
        <balance>641000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>24298.00000000</valUSD>
        <pctVal>0.009950359542</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>USDCNHSOFRBin</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="USDCNHSOFRBin"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>641000.00000000</shareNo>
            <exercisePrice>7.04000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-12-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-55827.00000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Longfor Group Holdings Ltd.</name>
        <lei>254900UJX27B2F1JYR13</lei>
        <title>Longfor Properties Co Ltd</title>
        <cusip>G5635P109</cusip>
        <identifiers>
          <isin value="KYG5635P1090"/>
        </identifiers>
        <balance>17172.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.84996000"/>
        <valUSD>48453.72000000</valUSD>
        <pctVal>0.019842453500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>LEAN HOGS FUTURE  JUN23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LHM3 COMDTY"/>
        </identifiers>
        <balance>9.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-30104.00000000</valUSD>
        <pctVal>-0.01232799504</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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      <invstOrSec>
        <name>Spirent Communications PLC</name>
        <lei>213800HKCUNWP1916L38</lei>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Remy Cointreau SA</name>
        <lei>5493004V6A3Z027YT216</lei>
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          <isin value="FR0000130395"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MasterCard Incorporated</name>
        <lei>AR5L2ODV9HN37376R084</lei>
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          <isin value="US57636Q1040"/>
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        <balance>597.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>216955.77000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SpareBank 1 SMN</name>
        <lei>7V6Z97IO7R1SEAO84Q32</lei>
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          <isin value="NO0006390301"/>
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        <currencyConditional curCd="NOK" exchangeRt="10.46544000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fortis Inc</name>
        <lei>549300MQYQ9Y065XPR71</lei>
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          <isin value="CA3495531079"/>
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        <balance>376.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.35152000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
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        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <currencyConditional curCd="BRL" exchangeRt="5.14174706"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTIDR__00028209"/>
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        <balance>40000.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>Hapag-Lloyd AG</name>
        <lei>HD52L5PJVBXJUUX8I539</lei>
        <title>HAPAG-LLOYD AG</title>
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          <isin value="DE000HLAG475"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS REC FIXED 6.031</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="IR002785L            00001"/>
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        <balance>800000.00000000</balance>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN</counterpartyName>
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                  <isin value="N/A"/>
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            <swapFlag>Y</swapFlag>
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            <rcptCurCd>PLN</rcptCurCd>
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        <securityLending>
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      <invstOrSec>
        <name>Fleetcor Technologies Inc</name>
        <lei>549300DG6RR0NQSFLN74</lei>
        <title>FLEETCOR TECHNOL</title>
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          <isin value="US3390411052"/>
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        <balance>44.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9277.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hufvudstaden AB</name>
        <lei>213800UEV5ZAFFVQ4J85</lei>
        <title>HUFVUDSTADEN -A</title>
        <cusip>W30061126</cusip>
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          <isin value="SE0000170375"/>
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        <currencyConditional curCd="SEK" exchangeRt="10.37961000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RPC Inc</name>
        <lei>549300ZDXAFBC3SB4918</lei>
        <title>RPC INC</title>
        <cusip>749660106</cusip>
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          <isin value="US7496601060"/>
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        <balance>5670.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>43602.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hermes International</name>
        <lei>969500Y4IJGHJE2MTJ13</lei>
        <title>Hermes International</title>
        <cusip>F48051100</cusip>
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          <isin value="FR0000052292"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <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>OPTION ISSUER</name>
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        <title>C$ Curr 9am       Apr23C</title>
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          <other otherDesc="Internal ID" value="UCDJ3C72* 04/06/2023"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Weyerhaeuser Company</name>
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      <invstOrSec>
        <name>ICE FUTURES EUROPE</name>
        <lei>549300UF4R84F48NCH34</lei>
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      <invstOrSec>
        <name>OPTION ISSUER</name>
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        <title>AUDUSD Euro 9am   Apr23C</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Alphabet Inc.</name>
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        <fairValLevel>1</fairValLevel>
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              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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        <name>N/A</name>
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        <name>L3 Harris Technologies Inc</name>
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          <isin value="US5024311095"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>OPTION ISSUER</name>
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          <other otherDesc="Internal ID" value="AUAJ3C 69 04/06/2023"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Croda International PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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        <name>ICE FUTURES U.S.</name>
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            <settlementDt>2023-04-28</settlementDt>
            <unrealizedAppr>-133.43000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cochlear Ltd</name>
        <lei>5493001OLLWY8KV5UC08</lei>
        <title>COCHLEAR LTD</title>
        <cusip>Q25953102</cusip>
        <identifiers>
          <isin value="AU000000COH5"/>
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        <balance>1459.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.49580000"/>
        <valUSD>230866.90000000</valUSD>
        <pctVal>0.094543117184</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <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>Aflac Incorporated</name>
        <lei>549300N0B7DOGLXWPP39</lei>
        <title>AFLAC INC</title>
        <cusip>001055102</cusip>
        <identifiers>
          <isin value="US0010551028"/>
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        <balance>523.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33743.96000000</valUSD>
        <pctVal>0.013818607884</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPFUREGU  TRS 02/14/</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TRJPFUREG            00001"/>
        </identifiers>
        <balance>51876.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37042.18000000</valUSD>
        <pctVal>0.015169273570</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>basket of US real estate company stocks</narrativeDesc>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR" floatingRtSpread="-0.35000000" pmntAmt="2418.43000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="1"/>
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            <otherPmntDesc fixedOrFloating="Other">Performance</otherPmntDesc>
            <terminationDt>2024-02-14</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>2115713.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>37042.18000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FMC Corporation</name>
        <lei>CKDHZ2X64EEBQCSP7013</lei>
        <title>FMC CORP</title>
        <cusip>302491303</cusip>
        <identifiers>
          <isin value="US3024913036"/>
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        <balance>77.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9404.01000000</valUSD>
        <pctVal>0.003851069250</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Canaccord Genuity Group Inc</name>
        <lei>5493002DR5KW4JP7YS87</lei>
        <title>CANACCORD GENUIT</title>
        <cusip>134801109</cusip>
        <identifiers>
          <isin value="CA1348011091"/>
        </identifiers>
        <balance>1112.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.35152000"/>
        <valUSD>9009.41000000</valUSD>
        <pctVal>0.003689475214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MEFF FINANCIAL DERIVATIVES</name>
        <lei>N/A</lei>
        <title>IBEX 35 INDX FUTR Apr23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ES0B00112234"/>
        </identifiers>
        <balance>5.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>10786.49000000</valUSD>
        <pctVal>0.004417213503</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>MEFF Madrid IBEX 35 Index</indexName>
                <indexIdentifier>IBEX</indexIdentifier>
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            <expDate>2023-04-21</expDate>
            <notionalAmt>483247.42000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>10786.49000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>Short Euro-BTP Fu Jun23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C671E14"/>
        </identifiers>
        <balance>-7.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>-8916.52000000</valUSD>
        <pctVal>-0.00365143550</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>EUX Short term Euro-BTP Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-06-08</expDate>
            <notionalAmt>-774109.30000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-8916.52000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>CATTLE FEEDER FUT May23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FCK3 COMDTY"/>
        </identifiers>
        <balance>11.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>25176.25000000</valUSD>
        <pctVal>0.010310014792</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CME Feeder Cattle Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-05-25</expDate>
            <notionalAmt>1103698.75000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>25176.25000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KLA Corp.</name>
        <lei>549300H0BF5JCG96TJ81</lei>
        <title>KLA CORP</title>
        <cusip>482480100</cusip>
        <identifiers>
          <isin value="US4824801009"/>
        </identifiers>
        <balance>94.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37521.98000000</valUSD>
        <pctVal>0.015365758158</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OSAKA EXCHANGE</name>
        <lei>N/A</lei>
        <title>NIKKEI 225 MINI   Jun23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NOM3 INDEX"/>
        </identifiers>
        <balance>133.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="132.76700000"/>
        <valUSD>-1617.95000000</valUSD>
        <pctVal>-0.00066257240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>OSE Nikkei 225 Index Future</indexName>
                <indexIdentifier>NKY</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2023-06-08</expDate>
            <notionalAmt>2729885.20000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>-1617.95000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>13019700.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1300.39000000"/>
        <valUSD>-12.12000000</valUSD>
        <pctVal>-0.00000496330</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13019700.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>10000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-12.12000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE</title>
        <cusip>46625H100</cusip>
        <identifiers>
          <isin value="US46625H1005"/>
        </identifiers>
        <balance>2934.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>382329.54000000</valUSD>
        <pctVal>0.156569116246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__00019582"/>
        </identifiers>
        <balance>30000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>225.71000000</valUSD>
        <pctVal>0.000092431296</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-30000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2496399.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>225.71000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - HUF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTHUF__00028214"/>
        </identifiers>
        <balance>20000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-92.34000000</valUSD>
        <pctVal>-0.00003781447</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-20000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7030311.60000000</amtCurPur>
            <curPur>HUF</curPur>
            <settlementDt>2023-04-28</settlementDt>
            <unrealizedAppr>-92.34000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bills</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>B 08/17/23</title>
        <cusip>912796Z36</cusip>
        <identifiers>
          <isin value="US912796Z368"/>
        </identifiers>
        <balance>8200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8054605.80000000</valUSD>
        <pctVal>3.298469984340</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>SPX3584.7US10YRSOFR3.8385</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="HYB000185 04/21/2023"/>
        </identifiers>
        <balance>681000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>67.86000000</valUSD>
        <pctVal>0.000027789587</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>SPXUS10SOFRBinOpt</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="SPXUS10SOFRBinOpt"/>
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            </descRefInstrmnt>
            <shareNo>681000.00000000</shareNo>
            <exercisePrice>3584.70000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-04-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-51007.14000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal ID" value="IR002804S            00001"/>
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        <assetCat>DIR</assetCat>
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        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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            <unrealizedAppr>-40765.97000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>25526800.00000000</balance>
        <units>NC</units>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-25526800.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>20000.00000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>369.94000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>UKX 12/15/23 P6500</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="UKX P6500 12/15/2023"/>
        </identifiers>
        <balance>-144.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81059000"/>
        <valUSD>-182533.71000000</valUSD>
        <pctVal>-0.07475002234</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY OPTIONS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Ftse Uk FTSE 100(GBP)</indexName>
                <indexIdentifier>N/A</indexIdentifier>
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            <shareNo>-144.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>135264.39000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Canadian Pacific Railway Ltd.</name>
        <lei>N/A</lei>
        <title>CANADIAN PACIFIC</title>
        <cusip>13645T100</cusip>
        <identifiers>
          <isin value="CA13645T1003"/>
        </identifiers>
        <balance>112.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8617.28000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <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>American Electric Power Co, Inc.</name>
        <lei>1B4S6S7G0TW5EE83BO58</lei>
        <title>AMERICAN ELECTRI</title>
        <cusip>025537101</cusip>
        <identifiers>
          <isin value="US0255371017"/>
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        <balance>1177.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>107095.23000000</valUSD>
        <pctVal>0.043856944758</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Spirent Communications PLC</name>
        <lei>213800HKCUNWP1916L38</lei>
        <title>SPIRENT COMM</title>
        <cusip>G83562101</cusip>
        <identifiers>
          <isin value="GB0004726096"/>
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        <balance>1947.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81059000"/>
        <valUSD>4162.59000000</valUSD>
        <pctVal>0.001704636888</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nextera Energy Inc</name>
        <lei>N/A</lei>
        <title>NEXTERA ENERGY</title>
        <cusip>65339F101</cusip>
        <identifiers>
          <isin value="US65339F1012"/>
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        <balance>1054.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>81242.32000000</valUSD>
        <pctVal>0.033269828546</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>25175100.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="800.11454230"/>
        <valUSD>-1464.37000000</valUSD>
        <pctVal>-0.00059967931</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-25175100.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>30000.00000000</amtCurPur>
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            <settlementDt>2023-06-22</settlementDt>
            <unrealizedAppr>-1464.37000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>43373313640.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="IDR" exchangeRt="14974.99000000"/>
        <valUSD>-90681.50000000</valUSD>
        <pctVal>-0.03713530038</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-43373313640.00000000</amtCurSold>
            <curSold>IDR</curSold>
            <amtCurPur>2805701.64000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-06-21</settlementDt>
            <unrealizedAppr>-90681.50000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>NAT GAS EURO OPT  May23C</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="GKK3C3.05 04/25/2023"/>
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        <balance>-45.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13815.00000000</valUSD>
        <pctVal>-0.00565742929</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>N/A</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
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                  <derivAddlInfo>
                    <name> NYMEX Exchange                 </name>
                    <lei>N/A</lei>
                    <title>Nat Gas Eur Opt May23</title>
                    <cusip>N/A</cusip>
                    <identifiers>
                      <ticker value="GKK23 Com"/>
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                    <balance>10000.00000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>N/A</valUSD>
                    <pctVal>N/A</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerCat>CORP</issuerCat>
                    <invCountry>US</invCountry>
                    <invOthCountry>US</invOthCountry>
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                  <payOffProf>Short</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>Nat Gas Eur</issueTitle>
                      <identifiers>
                        <other otherDesc="N/A" value="N/A"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2023-05-31</expDate>
                  <notionalAmt>221600000.00000000</notionalAmt>
                  <curCd>USD</curCd>
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            </descRefInstrmnt>
            <shareNo>-45.00000000</shareNo>
            <exercisePrice>3.05000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-04-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>4185.00000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ameren Corporation</name>
        <lei>XRZQ5S7HYJFPHJ78L959</lei>
        <title>AMEREN CORP</title>
        <cusip>023608102</cusip>
        <identifiers>
          <isin value="US0236081024"/>
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        <balance>1017.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>87858.63000000</valUSD>
        <pctVal>0.035979296953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T INC</title>
        <cusip>00206R102</cusip>
        <identifiers>
          <isin value="US00206R1023"/>
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        <balance>3343.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64352.75000000</valUSD>
        <pctVal>0.026353321261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE (FLOOR)</name>
        <lei>N/A</lei>
        <title>NASDAQ 100 E-MINI Jun23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NQM3 INDEX"/>
        </identifiers>
        <balance>-3.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-38888.00000000</valUSD>
        <pctVal>-0.01592516181</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CME E-Mini NASDAQ 100 Index Fu</indexName>
                <indexIdentifier>NDX</indexIdentifier>
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            <expDate>2023-06-16</expDate>
            <notionalAmt>-759220.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-38888.00000000</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>JPFUNOI1 TR 3/20/24</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TRJPFUNOI            00001"/>
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        <balance>4740.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-18344.65000000</valUSD>
        <pctVal>-0.00751238221</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>basket of oil company stocks</narrativeDesc>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR" floatingRtSpread="-0.65000000" pmntAmt="0.00000000">
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                <rtResetTenor rateTenor="Year" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <otherPmntDesc fixedOrFloating="Other">Performance</otherPmntDesc>
            <terminationDt>2024-03-20</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>446080.55000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-18344.65000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CDX.NA.HY Series 40</name>
        <lei>N/A</lei>
        <title>MARKIT CDX.NA.HY.40 6/28</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CXPHY540"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1565.23000000</valUSD>
        <pctVal>-0.00064098284</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CDX.NA.HY Series 37</indexName>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">N/A</otherRecDesc>
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            <upfrontRcpt>-278.53000000</upfrontRcpt>
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            <notionalAmt>100000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1286.70000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Hexagon AB</name>
        <lei>549300WJFW6ILNI4TA80</lei>
        <title>HEXAGON AB-B</title>
        <cusip>W4R431112</cusip>
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          <isin value="SE0015961909"/>
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        <balance>25973.00000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="10.37961000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Banco Santander, S.A.</name>
        <lei>5493006QMFDDMYWIAM13</lei>
        <title>BANCO SANTANDER SA</title>
        <cusip>E19790109</cusip>
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          <isin value="ES0113900J37"/>
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        <balance>13016.00000000</balance>
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        <valUSD>48370.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</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>Medtronic PLC</name>
        <lei>549300GX3ZBSQWUXY261</lei>
        <title>MEDTRONIC PLC</title>
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          <isin value="IE00BTN1Y115"/>
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        <balance>1151.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>92793.62000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</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>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>CHF CURRENCY FUT  Jun23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SFM3 CURNCY"/>
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        <balance>-107.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-247065.25000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CME Swiss Franc Currency Futur</issueTitle>
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                  <isin value="N/A"/>
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            </descRefInstrmnt>
            <expDate>2023-06-16</expDate>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KDDI Corp</name>
        <lei>5299003FU7V4I45FU310</lei>
        <title>KDDI CORP</title>
        <cusip>J31843105</cusip>
        <identifiers>
          <isin value="JP3496400007"/>
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        <balance>12594.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="132.76700000"/>
        <valUSD>388253.42000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Frontline Plc</name>
        <lei>N/A</lei>
        <title>FRONTLINE PLC</title>
        <cusip>M46528101</cusip>
        <identifiers>
          <isin value="CY0200352116"/>
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        <balance>633.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10482.48000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CY</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>IRS REC FIXED 13.12</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="IR002739L            00001"/>
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        <balance>10046629.13000000</balance>
        <units>PA</units>
        <currencyConditional curCd="BRL" exchangeRt="5.06790000"/>
        <valUSD>81080.07000000</valUSD>
        <pctVal>0.033203384977</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                  <isin value="N/A"/>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="BRL" fixedOrFloating="Fixed" fixedRt="13.12000000"/>
            <floatingPmntDesc curCd="BRL" fixedOrFloating="Floating" floatingRtIndex="1D CDI" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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                <rtResetTenor rateTenor="Year" rateTenorUnit="4" resetDt="Year" resetDtUnit="1"/>
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            <terminationDt>2027-01-04</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>BRL</pmntCurCd>
            <upfrontRcpt>14.98000000</upfrontRcpt>
            <rcptCurCd>BRL</rcptCurCd>
            <notionalAmt>10046629.13000000</notionalAmt>
            <curCd>BRL</curCd>
            <unrealizedAppr>79365.61000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Pepsico Inc</name>
        <lei>FJSUNZKFNQ5YPJ5OT455</lei>
        <title>PEPSICO INC</title>
        <cusip>713448108</cusip>
        <identifiers>
          <isin value="US7134481081"/>
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        <balance>3179.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>579531.70000000</valUSD>
        <pctVal>0.237326067207</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Amphenol Corporation</name>
        <lei>549300D3L3G0R4U4VT04</lei>
        <title>AMPHENOL CORP-A</title>
        <cusip>032095101</cusip>
        <identifiers>
          <isin value="US0320951017"/>
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        <balance>4139.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>338239.08000000</valUSD>
        <pctVal>0.138513476713</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASX - TRADE24</name>
        <lei>N/A</lei>
        <title>AUST 10Y BOND FUT Jun23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="XMM3 COMDTY"/>
        </identifiers>
        <balance>2.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.49580000"/>
        <valUSD>-911.85000000</valUSD>
        <pctVal>-0.00037341490</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>SFE 10 Year Australian Bond Fu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
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            <expDate>2023-06-15</expDate>
            <notionalAmt>164548.64000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>-911.85000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__00028218"/>
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        <balance>60000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>128.75000000</valUSD>
        <pctVal>0.000052724865</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-60000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>259821.42000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2023-04-28</settlementDt>
            <unrealizedAppr>128.75000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP PARIBAS</title>
        <cusip>F1058Q238</cusip>
        <identifiers>
          <isin value="FR0000131104"/>
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        <balance>115.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>6887.03000000</valUSD>
        <pctVal>0.002820331907</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <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>Sun Life Financial Inc.</name>
        <lei>549300V040JZX5S66Z78</lei>
        <title>Sun Life Financial Inc</title>
        <cusip>866796105</cusip>
        <identifiers>
          <isin value="CA8667961053"/>
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        <balance>515.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.35152000"/>
        <valUSD>24059.65000000</valUSD>
        <pctVal>0.009852751994</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <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>Microchip Technology Incorporated</name>
        <lei>5493007PTFULNYZJ1R12</lei>
        <title>MICROCHIP TECH</title>
        <cusip>595017104</cusip>
        <identifiers>
          <isin value="US5950171042"/>
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        <balance>738.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61829.64000000</valUSD>
        <pctVal>0.025320073600</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Kahoot! ASA</name>
        <lei>2549004957SZTRN8CW77</lei>
        <title>KAHOOT! ASA</title>
        <cusip>R3S4AN105</cusip>
        <identifiers>
          <isin value="NO0010823131"/>
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        <balance>15396.00000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="10.46544000"/>
        <valUSD>35248.22000000</valUSD>
        <pctVal>0.014434622693</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Warehouses De Pauw N.V.</name>
        <lei>549300HWDYC5JXC85138</lei>
        <title>WAREHOUSES DE PA</title>
        <cusip>B9T59Z100</cusip>
        <identifiers>
          <isin value="BE0974349814"/>
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        <balance>764.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Aramark</name>
        <lei>549300MR6PG2DWZUIL39</lei>
        <title>ARAMARK</title>
        <cusip>03852U106</cusip>
        <identifiers>
          <isin value="US03852U1060"/>
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        <balance>170.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6086.00000000</valUSD>
        <pctVal>0.002492299291</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>265896.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.14174728"/>
        <valUSD>-1713.16000000</valUSD>
        <pctVal>-0.00070156218</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-265896.00000000</amtCurSold>
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            <amtCurPur>50000.00000000</amtCurPur>
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            <settlementDt>2023-06-21</settlementDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Corporacion Acciona Energias Renovables, S.A.</name>
        <lei>254900UPX0OEHTKB9Y44</lei>
        <title>CORP ACCIONA ENE</title>
        <cusip>E3R99S100</cusip>
        <identifiers>
          <isin value="ES0105563003"/>
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        <balance>189.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>7331.21000000</valUSD>
        <pctVal>0.003002229622</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</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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        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <valUSD>-864.06000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
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            <amtCurPur>30000.00000000</amtCurPur>
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            <unrealizedAppr>-864.06000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Coface SA</name>
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          <isin value="FR0010667147"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <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>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__00028335"/>
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        <balance>18959.73000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-41.92000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-18959.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>28297.26000000</amtCurPur>
            <curPur>AUD</curPur>
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            <unrealizedAppr>-41.92000000</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>VIX US 04/19/23 C36</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="VIX C36   04/19/2023"/>
        </identifiers>
        <balance>-630.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11025.00000000</valUSD>
        <pctVal>-0.00451488657</pctVal>
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        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY OPTIONS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
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            <shareNo>-630.00000000</shareNo>
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            <exercisePriceCurCd>USD</exercisePriceCurCd>
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            <delta>XXXX</delta>
            <unrealizedAppr>22365.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>VIX US 04/19/23 C30</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="VIX C30   04/19/2023"/>
        </identifiers>
        <balance>-630.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-22050.00000000</valUSD>
        <pctVal>-0.00902977314</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY OPTIONS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
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            <shareNo>-630.00000000</shareNo>
            <exercisePrice>30.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-04-19</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>33390.00000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>GSMBLIT2 TR 03/17/24</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TRGSMBLIT            00001"/>
        </identifiers>
        <balance>7185.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-75064.03000000</valUSD>
        <pctVal>-0.03073973525</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>basket of lithium producing stocks.</narrativeDesc>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="-2.90000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Year" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <otherPmntDesc fixedOrFloating="Other">Performance</otherPmntDesc>
            <terminationDt>2024-03-17</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>679935.77000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-75064.03000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__00028341"/>
        </identifiers>
        <balance>59666.46000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-131.92000000</valUSD>
        <pctVal>-0.00005402302</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-59666.46000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>89051.76000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2023-04-03</settlementDt>
            <unrealizedAppr>-131.92000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JBS SA</name>
        <lei>529900RM0MTMZL9O5050</lei>
        <title>JBS</title>
        <cusip>P59695109</cusip>
        <identifiers>
          <isin value="BRJBSSACNOR8"/>
        </identifiers>
        <balance>21262.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="BRL" exchangeRt="5.06790000"/>
        <valUSD>74678.58000000</valUSD>
        <pctVal>0.030581888266</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</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>JPFUSHP2  TRS 06/21/</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TRJPFUSHP            00001"/>
        </identifiers>
        <balance>13873.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49050.77000000</valUSD>
        <pctVal>0.020086953548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN - FULCRUM 1</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>basket of containership company stocks</narrativeDesc>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="-0.38000000" pmntAmt="1209.77000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="1"/>
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            <otherPmntDesc fixedOrFloating="Other">Performance</otherPmntDesc>
            <terminationDt>2023-06-21</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>935119.28000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>49050.77000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION</name>
        <lei>N/A</lei>
        <title>WHITE SUGAR (ICE) May23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00JLVHFJ25"/>
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        <balance>17.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>75555.63000000</valUSD>
        <pctVal>0.030941052100</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>White Sugar Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
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            <expDate>2023-04-14</expDate>
            <notionalAmt>460199.37000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>75555.63000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Tyson Foods, Inc.</name>
        <lei>WD6L6041MNRW1JE49D58</lei>
        <title>TYSON FOODS-A</title>
        <cusip>902494103</cusip>
        <identifiers>
          <isin value="US9024941034"/>
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        <balance>340.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20168.80000000</valUSD>
        <pctVal>0.008259396309</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES EUROPE</name>
        <lei>549300UF4R84F48NCH34</lei>
        <title>UK Emiss Allow Fu Dec23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00JDNGZH99"/>
        </identifiers>
        <balance>7.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81059000"/>
        <valUSD>-480.20000000</valUSD>
        <pctVal>-0.00019664839</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>UK Emiss Allow Fu Dec23</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-12-18</expDate>
            <notionalAmt>633313.77000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-480.20000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Canadian Solar Inc</name>
        <lei>5493001XSC6TKMBVOM15</lei>
        <title>CANADIAN SOLAR I</title>
        <cusip>136635109</cusip>
        <identifiers>
          <isin value="CA1366351098"/>
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        <balance>1002.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>39889.62000000</valUSD>
        <pctVal>0.016335338751</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BlueScope Steel (Finance) Ltd / BlueScope Steel Finance (USA) LLC</name>
        <lei>529900H6UQI16XACWC95</lei>
        <title>BLUESCOPE STEEL</title>
        <cusip>Q1415L177</cusip>
        <identifiers>
          <isin value="AU000000BSL0"/>
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        <balance>585.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.49580000"/>
        <valUSD>7880.57000000</valUSD>
        <pctVal>0.003227199971</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
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        <title>C$ Curr 9am       Apr23C</title>
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        <identifiers>
          <other otherDesc="Internal ID" value="UCDJ3C73- 04/06/2023"/>
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        <balance>33.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>254.10000000</valUSD>
        <pctVal>0.000104057385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
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                    <counterpartyName>N/A</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
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                  <derivAddlInfo>
                    <name> Chicago Mercantile Exchange    </name>
                    <lei>N/A</lei>
                    <title>C$ Currency Futur Jun23</title>
                    <cusip>N/A</cusip>
                    <identifiers>
                      <ticker value="UCDM3 Cur"/>
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                    <balance>1000.00000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>N/A</valUSD>
                    <pctVal>N/A</pctVal>
                    <assetCat>DFE</assetCat>
                    <issuerCat>CORP</issuerCat>
                    <invCountry>US</invCountry>
                    <invOthCountry>US</invOthCountry>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>C$ Currency</issueTitle>
                      <identifiers>
                        <other otherDesc="N/A" value="N/A"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2023-06-20</expDate>
                  <notionalAmt>73990000.00000000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>33.00000000</shareNo>
            <exercisePrice>73.25000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-04-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-11771.40000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ISSUER</name>
        <lei>N/A</lei>
        <title>BRLJPY24.7710ANDUSDBRL5.1</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="HYB000196 04/10/2023"/>
        </identifiers>
        <balance>579000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1271.76000000</valUSD>
        <pctVal>0.000520802915</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY INTERNATIONAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>BRLJPYUSDBinOpt</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="BRLJPYUSDBinOpt"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>579000.00000000</shareNo>
            <exercisePrice>24.77100000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-04-10</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-27678.24000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Okta Inc.</name>
        <lei>549300N8J06I8MRHU620</lei>
        <title>OKTA INC</title>
        <cusip>679295105</cusip>
        <identifiers>
          <isin value="US6792951054"/>
        </identifiers>
        <balance>1692.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>145918.08000000</valUSD>
        <pctVal>0.059755426771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ITALIAN DERIVATIVES MARKET</name>
        <lei>N/A</lei>
        <title>FTSE/MIB IDX FUT  Jun23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IT0019801171"/>
        </identifiers>
        <balance>4.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92190000"/>
        <valUSD>12649.28000000</valUSD>
        <pctVal>0.005180051195</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FTSE/MIB Index Future</indexName>
                <indexIdentifier>FTSEMIB</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2023-06-16</expDate>
            <notionalAmt>560405.92000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>12649.28000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS PAY FIXED 1.462</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="IR002806S            00001"/>
        </identifiers>
        <balance>25700000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="TWD" exchangeRt="30.55100000"/>
        <valUSD>-2754.44000000</valUSD>
        <pctVal>-0.00112798042</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="TWD" fixedOrFloating="Floating" floatingRtIndex="3M TAIBOR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Year" rateTenorUnit="5" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="TWD" fixedOrFloating="Fixed" fixedRt="1.46200000"/>
            <terminationDt>2028-06-21</terminationDt>
            <upfrontPmnt>-416.71000000</upfrontPmnt>
            <pmntCurCd>TWD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>TWD</rcptCurCd>
            <notionalAmt>25700000.00000000</notionalAmt>
            <curCd>TWD</curCd>
            <unrealizedAppr>-1818.15000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Securities in this fund trade in CNY Currency" noteItem="C.2.b"/>
      <explntrNote note="Returns are reported without deducting sales loads and redemption fees, if any." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2023-04-28</ncom:dateSigned>
      <ncom:nameOfApplicant>Northern Lights Fund Trust IV</ncom:nameOfApplicant>
      <ncom:signature>Sam Singh</ncom:signature>
      <ncom:signerName>Sam Singh</ncom:signerName>
      <ncom:title>Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
