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      <regCik>0001779306</regCik>
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      <regStreet1>41 Madison Avenue</regStreet1>
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      <regCity>New York</regCity>
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      <regZipOrPostalCode>10010</regZipOrPostalCode>
      <regPhone>855-955-1607</regPhone>
      <seriesName>AltShares Merger Arbitrage ETF</seriesName>
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      <repPdEnd>2022-05-31</repPdEnd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Atlantic Capital Bancshares Inc</name>
        <lei>5493005URKIOUNJO6097</lei>
        <title>Atlantic Capital Bancshares Inc</title>
        <cusip>048269203</cusip>
        <identifiers>
          <isin value="US0482692037"/>
        </identifiers>
        <balance>3000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72690.00000000</valUSD>
        <pctVal>0.929839741180</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: IIVIMSS   TRS USD R V 01MFEDL FEDL01M-40BPS / Short: IIVIMSS   TRS USD P E IIVI US PE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IIVIMSS"/>
        </identifiers>
        <balance>38573.97000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>3620.07000000</valUSD>
        <pctVal>0.046307400630</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>II-VI Inc</issuerName>
                <issueTitle>II-VI Inc</issueTitle>
                <identifiers>
                  <cusip value="902104108"/>
                  <isin value="US9021041085"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.40000000" pmntAmt="-9.20000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2022-02-28</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>38573.97000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3620.07000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Welbilt Inc</name>
        <lei>549300UR3W71YLZWI068</lei>
        <title>Welbilt Inc</title>
        <cusip>949090104</cusip>
        <identifiers>
          <isin value="US9490901041"/>
        </identifiers>
        <balance>5674.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>132771.60000000</valUSD>
        <pctVal>1.698394692256</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>Ferro Corp</name>
        <lei>1YTO5R7OHOPE81ZNYD08</lei>
        <title>Ferro Corp</title>
        <cusip>315405100</cusip>
        <identifiers>
          <isin value="US3154051003"/>
        </identifiers>
        <balance>5551.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>115460.80000000</valUSD>
        <pctVal>1.476957496058</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD CAD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21HHKBB94JF"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.26168217"/>
        <valUSD>401.02000000</valUSD>
        <pctVal>0.005129788595</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>56340.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>45055.69000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>401.02000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD EUR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21FHKBCCG5Z"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84670821"/>
        <valUSD>14469.78000000</valUSD>
        <pctVal>0.185095288074</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>361940.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>441936.99000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>14469.78000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: EQNMS     TRS GBP R E RE EQN LN / Short: EQNMS     TRS GBP P V 01MSONIA SONIA01M+150BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQNMS"/>
        </identifiers>
        <balance>51917.16000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.72735200"/>
        <valUSD>-79.75000000</valUSD>
        <pctVal>-0.00102015021</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Equiniti Group PLC</issuerName>
                <issueTitle>Equiniti Group PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BYWWHR75"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="1.50000000" pmntAmt="-62.76000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2022-04-28</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>51917.16000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-79.75000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD CAD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21FHKBCCG6G"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.26168217"/>
        <valUSD>1614.07000000</valUSD>
        <pctVal>0.020646944986</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>49080.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>40514.52000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>1614.07000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dialog Semiconductor PLC</name>
        <lei>529900QA2LORU6646N15</lei>
        <title>Dialog Semiconductor PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB0059822006"/>
        </identifiers>
        <balance>1260.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84691900"/>
        <valUSD>100422.83000000</valUSD>
        <pctVal>1.284594005445</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cloudera Inc</name>
        <lei>549300PGONC4JOI0RG62</lei>
        <title>Cloudera Inc</title>
        <cusip>18914U100</cusip>
        <identifiers>
          <isin value="US18914U1007"/>
        </identifiers>
        <balance>8281.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>131916.33000000</valUSD>
        <pctVal>1.687454204769</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED GBP / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21HSKBB89M5"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72732872"/>
        <valUSD>76.85000000</valUSD>
        <pctVal>0.000983053846</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>16971.84000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12400.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>76.85000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>549300BI6Y5SI6BYPB26</lei>
        <title>Morgan Stanley Institutional Liquidity Funds - Government Portfolio</title>
        <cusip>61747C707</cusip>
        <identifiers>
          <isin value="US61747C7074"/>
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        <balance>115683.54000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>115683.54000000</valUSD>
        <pctVal>1.479806753231</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Marlin Business Services Corp</name>
        <lei>N/A</lei>
        <title>Marlin Business Services Corp</title>
        <cusip>571157106</cusip>
        <identifiers>
          <isin value="US5711571068"/>
        </identifiers>
        <balance>851.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>18934.75000000</valUSD>
        <pctVal>0.242210524684</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD CAD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21GRKBCBLX8"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.26168217"/>
        <valUSD>90.41000000</valUSD>
        <pctVal>0.001156511363</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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            <amtCurSold>101170.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>80277.01000000</amtCurPur>
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            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>90.41000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: AMDMSS    TRS USD R V 01MFEDL FEDL01M-40 BPS / Short: AMDMSS    TRS USD P E AMD US PE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="AMDMSS"/>
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        <balance>269085.46000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-11479.02000000</valUSD>
        <pctVal>-0.14683792799</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Advanced Micro Devices Inc</issuerName>
                <issueTitle>Advanced Micro Devices Inc</issueTitle>
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                  <cusip value="007903107"/>
                  <isin value="US0079031078"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.40000000" pmntAmt="-65.39000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2021-12-31</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>269085.46000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-11479.02000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Extraction Oil &amp; Gas Inc</name>
        <lei>5493002FL3WIE1JVUP20</lei>
        <title>Extraction Oil &amp; Gas Inc</title>
        <cusip>30227M303</cusip>
        <identifiers>
          <isin value="US30227M3034"/>
        </identifiers>
        <balance>1738.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>79131.14000000</valUSD>
        <pctVal>1.012233852481</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED CAD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21GHKBCB1CP"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.26168217"/>
        <valUSD>-243.11000000</valUSD>
        <pctVal>-0.00310982720</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>23521.56000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>29370.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>-243.11000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>549300BI6Y5SI6BYPB26</lei>
        <title>Morgan Stanley Institutional Liquidity Funds - Government Portfolio</title>
        <cusip>61747C707</cusip>
        <identifiers>
          <isin value="US61747C7074"/>
        </identifiers>
        <balance>82204.16000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>82204.16000000</valUSD>
        <pctVal>1.051543470330</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD EUR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21GGKBCGCS0"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84670821"/>
        <valUSD>348.83000000</valUSD>
        <pctVal>0.004462181825</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>57810.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>68625.01000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>348.83000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Domtar Corp</name>
        <lei>XYSIJOU3HNVROZWNA008</lei>
        <title>Domtar Corp</title>
        <cusip>257559203</cusip>
        <identifiers>
          <isin value="US2575592033"/>
        </identifiers>
        <balance>2839.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>155662.37000000</valUSD>
        <pctVal>1.991210040340</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>Stamps.com Inc</name>
        <lei>5299008VAXLEGU4Y4038</lei>
        <title>Stamps.com Inc</title>
        <cusip>852857200</cusip>
        <identifiers>
          <isin value="US8528572006"/>
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        <balance>476.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>156556.40000000</valUSD>
        <pctVal>2.002646340021</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: ZMMSS     TRS USD R V 01MFEDL FEDL01M-40BPS / Short: ZMMSS     TRS USD P E ZM US PE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ZMMSS"/>
        </identifiers>
        <balance>179975.60000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>42173.60000000</valUSD>
        <pctVal>0.539478460704</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Zoom Video Communications Inc</issuerName>
                <issueTitle>Zoom Video Communications Inc</issueTitle>
                <identifiers>
                  <cusip value="98980L101"/>
                  <isin value="US98980L1017"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.40000000" pmntAmt="-44.34000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2022-06-30</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>179975.60000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>42173.60000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Inovalon Holdings Inc</name>
        <lei>5493007H9QSF4NHIHL56</lei>
        <title>Inovalon Holdings Inc</title>
        <cusip>45781D101</cusip>
        <identifiers>
          <isin value="US45781D1019"/>
        </identifiers>
        <balance>3274.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>133742.90000000</valUSD>
        <pctVal>1.710819418361</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD EUR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21FQKBB743F"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84670821"/>
        <valUSD>73.71000000</valUSD>
        <pctVal>0.000942887430</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>5340.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6380.49000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>73.71000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Vine Energy Inc</name>
        <lei>N/A</lei>
        <title>Vine Energy Inc</title>
        <cusip>92735P103</cusip>
        <identifiers>
          <isin value="US92735P1030"/>
        </identifiers>
        <balance>4809.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>71509.83000000</valUSD>
        <pctVal>0.914743180892</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: ARWMS     TRS GBP R E ARW LN RE / Short: ARWMS     TRS GBP P V 01MSONIO SONIO01M+175BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ARWMS"/>
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        <balance>18403.98000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.72735200"/>
        <valUSD>0.00000000</valUSD>
        <pctVal>0.000000</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Arrow Global Group PLC</issuerName>
                <issueTitle>Arrow Global Group PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BDGTXM47"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="1.75000000" pmntAmt="-25.82000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2022-03-31</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>18403.98000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>0.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD GBP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21HHKBB94H8"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72732872"/>
        <valUSD>62.43000000</valUSD>
        <pctVal>0.000798595336</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>6000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>8311.79000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>62.43000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD EUR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21HAKBCF41X"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84670821"/>
        <valUSD>24.01000000</valUSD>
        <pctVal>0.000307132372</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>3300.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>3921.46000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>24.01000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED EUR / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21HRKBB9DZ7"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84670821"/>
        <valUSD>99.91000000</valUSD>
        <pctVal>0.001278033959</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>21265.18000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>18090.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>99.91000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD SEK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21GQKBCFC7K"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.62862560"/>
        <valUSD>0.02000000</valUSD>
        <pctVal>0.000000255837</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>28870.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>3345.86000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>0.02000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: SSBMSS    TRS USD R V 01MFEDL FEDL01M-40BPS / Short: SSBMSS    TRS USD P E SSB US RE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="SSBMSS"/>
        </identifiers>
        <balance>77853.10000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>3786.70000000</valUSD>
        <pctVal>0.048438906973</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>South State Corp</issuerName>
                <issueTitle>South State Corp</issueTitle>
                <identifiers>
                  <cusip value="840441109"/>
                  <isin value="US8404411097"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.40000000" pmntAmt="-13.28000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2022-08-31</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>77853.10000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3786.70000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: CAYMS     TRS GBP R E CAY LN RE / Short: CAYMS     TRS GBP P V 01MSONIA SONIO/N+135BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="CAYMS"/>
        </identifiers>
        <balance>22249.91000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.72735200"/>
        <valUSD>121.11000000</valUSD>
        <pctVal>0.001549221227</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Charles Stanley Group PLC</issuerName>
                <issueTitle>Charles Stanley Group PLC</issueTitle>
                <identifiers>
                  <isin value="GB0006556046"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="1.35000000" pmntAmt="-13.05000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2022-08-11</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>22249.91000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>121.11000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Aerojet Rocketdyne Holdings Inc</name>
        <lei>549300VULNLWHE8QWI76</lei>
        <title>Aerojet Rocketdyne Holdings Inc</title>
        <cusip>007800105</cusip>
        <identifiers>
          <isin value="US0078001056"/>
        </identifiers>
        <balance>3276.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>136019.52000000</valUSD>
        <pctVal>1.739941605066</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>Great Canadian Gaming Corp</name>
        <lei>549300FU60SSFLTE0M84</lei>
        <title>Great Canadian Gaming Corp</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CA3899141020"/>
        </identifiers>
        <balance>2284.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.26165000"/>
        <valUSD>79744.94000000</valUSD>
        <pctVal>1.020085491402</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>SharpSpring Inc</name>
        <lei>549300WOKT72TW5JRQ41</lei>
        <title>SharpSpring Inc</title>
        <cusip>820054104</cusip>
        <identifiers>
          <isin value="US8200541048"/>
        </identifiers>
        <balance>1812.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30985.20000000</valUSD>
        <pctVal>0.396358100817</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>W R Grace &amp; Co</name>
        <lei>5493003X5Z6TVAXIPW56</lei>
        <title>W R Grace &amp; Co</title>
        <cusip>38388F108</cusip>
        <identifiers>
          <isin value="US38388F1084"/>
        </identifiers>
        <balance>2244.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>156272.16000000</valUSD>
        <pctVal>1.999010383933</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>Soliton Inc</name>
        <lei>N/A</lei>
        <title>Soliton Inc</title>
        <cusip>834251100</cusip>
        <identifiers>
          <isin value="US8342511008"/>
        </identifiers>
        <balance>3513.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>73878.39000000</valUSD>
        <pctVal>0.945041450494</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD SEK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21FQKBB743K"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.62862560"/>
        <valUSD>83.30000000</valUSD>
        <pctVal>0.001065561293</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>44220.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>5208.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>83.30000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: SPGIMSS   TRS USD R V 01MFEDL FEDL01M-40BPS / Short: SPGIMSS   TRS USD P E SPGI US PE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="SPGIMSS"/>
        </identifiers>
        <balance>195925.04000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-6900.70000000</valUSD>
        <pctVal>-0.08827273492</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>S&amp;P Global Inc</issuerName>
                <issueTitle>S&amp;P Global Inc</issueTitle>
                <identifiers>
                  <cusip value="78409V104"/>
                  <isin value="US78409V1044"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.40000000" pmntAmt="-47.61000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
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            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2021-12-31</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>195925.04000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-6900.70000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Change Healthcare Inc</name>
        <lei>549300GS1BPJEDOZHM07</lei>
        <title>Change Healthcare Inc</title>
        <cusip>15912K100</cusip>
        <identifiers>
          <isin value="US15912K1007"/>
        </identifiers>
        <balance>7020.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>153246.60000000</valUSD>
        <pctVal>1.960307867392</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>Intersect ENT Inc</name>
        <lei>549300SWZUVLSFMOXR50</lei>
        <title>Intersect ENT Inc</title>
        <cusip>46071F103</cusip>
        <identifiers>
          <isin value="US46071F1030"/>
        </identifiers>
        <balance>4810.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>130880.10000000</valUSD>
        <pctVal>1.674198903696</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED EUR / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21GHKBCB1CH"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84670821"/>
        <valUSD>-40.75000000</valUSD>
        <pctVal>-0.00052126797</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>47353.39000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>40060.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>-40.75000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED EUR / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21HHKBB94H9"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84670821"/>
        <valUSD>178.55000000</valUSD>
        <pctVal>0.002283985222</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>35170.11000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>29930.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>178.55000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nuance Communications Inc</name>
        <lei>AEMSOT3SS15TNMJCE605</lei>
        <title>Nuance Communications Inc</title>
        <cusip>67020Y100</cusip>
        <identifiers>
          <isin value="US67020Y1001"/>
        </identifiers>
        <balance>2845.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>156617.25000000</valUSD>
        <pctVal>2.003424724231</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: NCBSMSS   TRS USD R V 01MFEDL FEDL01M-40BPS / Short: NCBSMSS   TRS USD P E NCBS US PE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="NCBSMSS"/>
        </identifiers>
        <balance>14839.95000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-824.10000000</valUSD>
        <pctVal>-0.01054176545</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Nicolet Bankshares Inc</issuerName>
                <issueTitle>Nicolet Bankshares Inc</issueTitle>
                <identifiers>
                  <cusip value="65406E102"/>
                  <isin value="US65406E1029"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.40000000" pmntAmt="-3.65000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2022-03-31</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>14839.95000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-824.10000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IHS Markit Ltd</name>
        <lei>549300HLPTRASHS0E726</lei>
        <title>IHS Markit Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="BMG475671050"/>
        </identifiers>
        <balance>1608.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>193924.80000000</valUSD>
        <pctVal>2.480657392219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Telit Communications PLC</name>
        <lei>213800FR4VJWKM1Z3836</lei>
        <title>Telit Communications PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00B06GM726"/>
        </identifiers>
        <balance>11091.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72735200"/>
        <valUSD>34995.23000000</valUSD>
        <pctVal>0.447653812157</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Arrow Global Group PLC</name>
        <lei>213800CUJ6YMLEO33C88</lei>
        <title>Arrow Global Group PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00BDGTXM47"/>
        </identifiers>
        <balance>2310.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72735200"/>
        <valUSD>9670.63000000</valUSD>
        <pctVal>0.123705270274</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: ULEMS     TRS GBP R E ULE LN RE / Short: ULEMS     TRS GBP P V 01MSONIA SONIO/N01M+90BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ULEMS"/>
        </identifiers>
        <balance>95894.57000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.72735200"/>
        <valUSD>-3558.51000000</valUSD>
        <pctVal>-0.04551993420</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Ultra Electronics Holdings PLC</issuerName>
                <issueTitle>Ultra Electronics Holdings PLC</issueTitle>
                <identifiers>
                  <isin value="GB0009123323"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.90000000" pmntAmt="-12.25000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2022-07-23</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>95894.57000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-3558.51000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY PRIME BROKER US</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY PRIME BROKER US</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="927GLR904"/>
        </identifiers>
        <balance>-4.15000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-4.15000000</valUSD>
        <pctVal>-0.00005308618</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetConditional assetCat="OTHER" desc="Segregated Cash"/>
        <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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD SEK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21FHKBCCG5X"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.62862560"/>
        <valUSD>1296.72000000</valUSD>
        <pctVal>0.016587450669</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>232490.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>28240.76000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>1296.72000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD CAD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21GGKBCGCS1"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.26168217"/>
        <valUSD>426.30000000</valUSD>
        <pctVal>0.005453166620</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>44620.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>35791.78000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>426.30000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Proofpoint Inc</name>
        <lei>529900C5FODDK0WSR085</lei>
        <title>Proofpoint Inc</title>
        <cusip>743424103</cusip>
        <identifiers>
          <isin value="US7434241037"/>
        </identifiers>
        <balance>1143.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>201168.00000000</valUSD>
        <pctVal>2.573311336549</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: NLOKMSS   TRS USD R V 01MFEDL FEDL01M-40BPS / Short: NLOKMSS   TRS USD P E NLOK USPE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="NLOKMSS"/>
        </identifiers>
        <balance>13083.78000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>95.94000000</valUSD>
        <pctVal>0.001227250306</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NortonLifeLock Inc</issuerName>
                <issueTitle>NortonLifeLock Inc</issueTitle>
                <identifiers>
                  <cusip value="668771108"/>
                  <isin value="US6687711084"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.40000000" pmntAmt="-0.57000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2022-07-31</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>13083.78000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>95.94000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED EUR / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21HIKBB8BF0"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84670821"/>
        <valUSD>140.80000000</valUSD>
        <pctVal>0.001801092798</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>27460.21000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>23370.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>140.80000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: ETMSS     TRS USD R V 01MFEDL FEDL01/-40.00 BPS / Short: ETMSS     TRS USD P E ET US SWAP/US29273V1008</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ETMSS"/>
        </identifiers>
        <balance>71542.44000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>230.04000000</valUSD>
        <pctVal>0.002942637695</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Energy Transfer LP</issuerName>
                <issueTitle>Energy Transfer LP</issueTitle>
                <identifiers>
                  <cusip value="29273V100"/>
                  <isin value="US29273V1008"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.40000000" pmntAmt="-3.73000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2022-03-31</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>71542.44000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>230.04000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Flagstar Bancorp Inc</name>
        <lei>549300Q22V2Y3J4R2715</lei>
        <title>Flagstar Bancorp Inc</title>
        <cusip>337930705</cusip>
        <identifiers>
          <isin value="US3379307057"/>
        </identifiers>
        <balance>2407.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>119050.22000000</valUSD>
        <pctVal>1.522872826417</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD GBP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21HJKBB8FF0"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72732872"/>
        <valUSD>218.54000000</valUSD>
        <pctVal>0.002795531394</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>19100.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>26479.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>218.54000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Global Advisors</name>
        <lei>549300BZ5TGIFZUZDZ37</lei>
        <title>State Street Institutional US Government Money Market Fund</title>
        <cusip>857492706</cusip>
        <identifiers>
          <isin value="US8574927062"/>
        </identifiers>
        <balance>82204.16000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>82204.16000000</valUSD>
        <pctVal>1.051543470330</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kansas City Southern</name>
        <lei>5493008C12PZMWP3WY03</lei>
        <title>Kansas City Southern</title>
        <cusip>485170302</cusip>
        <identifiers>
          <isin value="US4851703029"/>
        </identifiers>
        <balance>537.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>150719.79000000</valUSD>
        <pctVal>1.927985287169</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD GBP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21GGKBCGCSZ"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72732872"/>
        <valUSD>417.21000000</valUSD>
        <pctVal>0.005336888683</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>32300.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>44826.29000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>417.21000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY CASH COLLATERAL</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CASH COLLATERAL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="934LQF905"/>
        </identifiers>
        <balance>100.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>100.00000000</valUSD>
        <pctVal>0.001279185226</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED CAD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21HRKBB9D0D"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.26168217"/>
        <valUSD>-49.84000000</valUSD>
        <pctVal>-0.00063754591</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>83137.33000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>104830.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>-49.84000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sumo Group PLC</name>
        <lei>213800LTZXJCG5QKIM14</lei>
        <title>Sumo Group PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00BD3HV384"/>
        </identifiers>
        <balance>14819.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72735200"/>
        <valUSD>100239.61000000</valUSD>
        <pctVal>1.282250282273</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>Community Bankers Trust Corp</name>
        <lei>549300FKOFQ1R5SK6I07</lei>
        <title>Community Bankers Trust Corp</title>
        <cusip>203612106</cusip>
        <identifiers>
          <isin value="US2036121067"/>
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        <balance>2412.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>27038.52000000</valUSD>
        <pctVal>0.345872753318</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: ADIMSS    TRS USD R V 01MFEDL0 FEDL01-40.00BPS / Short: ADIMSS    TRS USD P E US0326541051/ADI US</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADIMSS"/>
        </identifiers>
        <balance>105474.60000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>2816.10000000</valUSD>
        <pctVal>0.036023135164</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Analog Devices Inc</issuerName>
                <issueTitle>Analog Devices Inc</issueTitle>
                <identifiers>
                  <cusip value="032654105"/>
                  <isin value="US0326541051"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.40000000" pmntAmt="-26.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2021-08-31</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>105474.60000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2816.10000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>New Senior Investment Group Inc</name>
        <lei>549300H8A719CGNNEW69</lei>
        <title>New Senior Investment Group Inc</title>
        <cusip>648691103</cusip>
        <identifiers>
          <isin value="US6486911034"/>
        </identifiers>
        <balance>7821.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>68277.33000000</valUSD>
        <pctVal>0.873393518443</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="REIT" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>1st Constitution Bancorp</name>
        <lei>N/A</lei>
        <title>1st Constitution Bancorp</title>
        <cusip>31986N102</cusip>
        <identifiers>
          <isin value="US31986N1028"/>
        </identifiers>
        <balance>1829.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>40987.89000000</valUSD>
        <pctVal>0.524311033555</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>Shaw Communications Inc</name>
        <lei>549300SCT0RG6178CI40</lei>
        <title>Shaw Communications Inc</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CA82028K2002"/>
        </identifiers>
        <balance>3403.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.26165000"/>
        <valUSD>100149.32000000</valUSD>
        <pctVal>1.281095305931</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>Select Interior Concepts Inc</name>
        <lei>N/A</lei>
        <title>Select Interior Concepts Inc</title>
        <cusip>816120307</cusip>
        <identifiers>
          <isin value="US8161203075"/>
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        <balance>4650.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>66309.00000000</valUSD>
        <pctVal>0.848214931874</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>Mackinac Financial Corp</name>
        <lei>N/A</lei>
        <title>Mackinac Financial Corp</title>
        <cusip>554571109</cusip>
        <identifiers>
          <isin value="US5545711096"/>
        </identifiers>
        <balance>933.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19742.28000000</valUSD>
        <pctVal>0.252540329144</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>MORGAN STANLEY PRIME BROKER CA</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY PRIME BROKER CA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="927HSC908"/>
        </identifiers>
        <balance>5.67000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.26165000"/>
        <valUSD>4.49000000</valUSD>
        <pctVal>0.000057435416</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED CAD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21FMKBCBKZG"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.26168217"/>
        <valUSD>-118.38000000</valUSD>
        <pctVal>-0.00151429947</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>5674.45000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7010.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>-118.38000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: COLBMSS   TRS USD R V 01MFEDL FEDL01M-40BPS / Short: COLBMSS   TRS USD P E COLB US PE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="COLBMSS"/>
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        <balance>29978.52000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1218.36000000</valUSD>
        <pctVal>-0.01558508112</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Columbia Banking System Inc</issuerName>
                <issueTitle>Columbia Banking System Inc</issueTitle>
                <identifiers>
                  <cusip value="197236102"/>
                  <isin value="US1972361026"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.40000000" pmntAmt="-7.37000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2022-06-30</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>29978.52000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1218.36000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sanderson Farms Inc</name>
        <lei>529900KZGVFTWHUO2759</lei>
        <title>Sanderson Farms Inc</title>
        <cusip>800013104</cusip>
        <identifiers>
          <isin value="US8000131040"/>
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        <balance>812.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>159558.00000000</valUSD>
        <pctVal>2.041042363781</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: FCNCAMSS  TRS USD R V 01MFEDL FEDL01M-40BPS / Short: FCNCAMSS  TRS USD P E FCNCA US RE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="FCNCAMSS"/>
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        <balance>93910.80000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-13813.20000000</valUSD>
        <pctVal>-0.17669641371</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>First Citizens BancShares Inc/NC</issuerName>
                <issueTitle>First Citizens BancShares Inc/NC</issueTitle>
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                  <cusip value="31946M103"/>
                  <isin value="US31946M1036"/>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.40000000" pmntAmt="-22.82000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>93910.80000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-13813.20000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Enterprise Financial Services Corp</name>
        <lei>5493001XTU5DLD632129</lei>
        <title>Enterprise Financial Services Corp</title>
        <cusip>293712105</cusip>
        <identifiers>
          <isin value="US2937121059"/>
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        <balance>531.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>23847.21000000</valUSD>
        <pctVal>0.305049987264</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>Medallia Inc</name>
        <lei>5493009P6W6C5BK60J60</lei>
        <title>Medallia Inc</title>
        <cusip>584021109</cusip>
        <identifiers>
          <isin value="US5840211099"/>
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        <balance>4652.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>157098.04000000</valUSD>
        <pctVal>2.009574918882</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD CAD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21FHKBCCG51"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.26168217"/>
        <valUSD>11174.95000000</valUSD>
        <pctVal>0.142948309474</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>319620.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>264503.41000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>11174.95000000</unrealizedAppr>
          </fwdDeriv>
        </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 Inc</title>
        <cusip>69349H107</cusip>
        <identifiers>
          <isin value="US69349H1077"/>
        </identifiers>
        <balance>2406.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>119097.00000000</valUSD>
        <pctVal>1.523471229266</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>Bank of Commerce Holdings</name>
        <lei>HIDHKSSVNILGQQ1P9A04</lei>
        <title>Bank of Commerce Holdings</title>
        <cusip>06424J103</cusip>
        <identifiers>
          <isin value="US06424J1034"/>
        </identifiers>
        <balance>2144.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30573.44000000</valUSD>
        <pctVal>0.391090927728</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: VTRMSS    TRS USD R V 01MFEDL FEDL01M-40BPS / Short: VTRMSS    TRS USD P E VTR US PE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="VTRMSS"/>
        </identifiers>
        <balance>72991.38000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>4688.64000000</valUSD>
        <pctVal>0.059976390206</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Ventas Inc</issuerName>
                <issueTitle>Ventas Inc</issueTitle>
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                  <cusip value="92276F100"/>
                  <isin value="US92276F1003"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.40000000" pmntAmt="-17.99000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
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            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2022-06-30</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>72991.38000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>4688.64000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD CAD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21GQKBCFC7X"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.26168217"/>
        <valUSD>81.37000000</valUSD>
        <pctVal>0.001040873018</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>20980.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>16709.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>81.37000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Avast PLC</name>
        <lei>213800IR8G8LCZH4BO27</lei>
        <title>Avast PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00BDD85M81"/>
        </identifiers>
        <balance>16190.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72735200"/>
        <valUSD>133063.25000000</valUSD>
        <pctVal>1.702125435969</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Select Bancorp Inc</name>
        <lei>N/A</lei>
        <title>Select Bancorp Inc</title>
        <cusip>81617L108</cusip>
        <identifiers>
          <isin value="US81617L1089"/>
        </identifiers>
        <balance>1196.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19805.76000000</valUSD>
        <pctVal>0.253352355926</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>Sportsman's Warehouse Holdings Inc</name>
        <lei>549300JVV8YLQSRSF462</lei>
        <title>Sportsman's Warehouse Holdings Inc</title>
        <cusip>84920Y106</cusip>
        <identifiers>
          <isin value="US84920Y1064"/>
        </identifiers>
        <balance>3757.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>66649.18000000</valUSD>
        <pctVal>0.852566464177</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>Cornerstone OnDemand Inc</name>
        <lei>549300Z402F16H5EGH48</lei>
        <title>Cornerstone OnDemand Inc</title>
        <cusip>21925Y103</cusip>
        <identifiers>
          <isin value="US21925Y1038"/>
        </identifiers>
        <balance>2762.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>158262.60000000</valUSD>
        <pctVal>2.024471798356</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>BAML CASH COLLATERAL</name>
        <lei>N/A</lei>
        <title>BAML CASH COLLATERAL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="935KJC901"/>
        </identifiers>
        <balance>63459.73000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>63459.73000000</valUSD>
        <pctVal>0.811767490969</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</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>ORBCOMM Inc</name>
        <lei>529900PSC8WVCY267I23</lei>
        <title>ORBCOMM Inc</title>
        <cusip>68555P100</cusip>
        <identifiers>
          <isin value="US68555P1003"/>
        </identifiers>
        <balance>5779.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>66400.71000000</valUSD>
        <pctVal>0.849388072645</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: FBNCMSS   TRS USD R V 01MFEDL FEDL01M-40BPS / Short: FBNCMSS   TRS USD P E FBNC US PE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="FBNCMSS"/>
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        <balance>19520.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-858.88000000</valUSD>
        <pctVal>-0.01098666607</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>First Bancorp/Southern Pines NC</issuerName>
                <issueTitle>First Bancorp/Southern Pines NC</issueTitle>
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                  <cusip value="318910106"/>
                  <isin value="US3189101062"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.40000000" pmntAmt="-4.81000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2022-05-31</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>19520.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-858.88000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Equiniti Group PLC</name>
        <lei>213800TS721HGE2JIV94</lei>
        <title>Equiniti Group PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00BYWWHR75"/>
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        <balance>2838.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72735200"/>
        <valUSD>6976.46000000</valUSD>
        <pctVal>0.089241845656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MORGAN STANLEY PRIME BROKER EU</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY PRIME BROKER EU</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="926VDK906"/>
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        <balance>-1.51000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84691900"/>
        <valUSD>-1.78000000</valUSD>
        <pctVal>-0.00002276949</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetConditional assetCat="OTHER" desc="Segregated Cash"/>
        <issuerCat>CORP</issuerCat>
        <invCountry>EE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Analog Devices Inc</name>
        <lei>GYVOE5EZ4GDAVTU4CQ61</lei>
        <title>Analog Devices Inc</title>
        <cusip>032654105</cusip>
        <identifiers>
          <isin value="US0326541051"/>
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        <balance>630.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>102658.50000000</valUSD>
        <pctVal>1.313192365799</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>J Alexander's Holdings Inc</name>
        <lei>5493002L5CGILX8MQ965</lei>
        <title>J Alexander's Holdings Inc</title>
        <cusip>46609J106</cusip>
        <identifiers>
          <isin value="US46609J1060"/>
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        <balance>2537.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>35315.04000000</valUSD>
        <pctVal>0.451744774430</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED EUR / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21FRKBB8L1G"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84670821"/>
        <valUSD>-87.34000000</valUSD>
        <pctVal>-0.00111724037</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>7953.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6660.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>-87.34000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED CAD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21FNKBCFFKX"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.26168217"/>
        <valUSD>-45.30000000</valUSD>
        <pctVal>-0.00057947090</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>2946.19000000</amtCurSold>
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            <amtCurPur>3660.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>-45.30000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ExOne Co/The</name>
        <lei>529900QK9MVKUHEQBX79</lei>
        <title>ExOne Co/The</title>
        <cusip>302104104</cusip>
        <identifiers>
          <isin value="US3021041047"/>
        </identifiers>
        <balance>4336.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>106448.80000000</valUSD>
        <pctVal>1.361677323441</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: GBCIMSS   TRS USD R V 01MFEDL FEDL01M-40BPS / Short: GBCIMSS   TRS USD P E GBCI US PE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="GBCIMSS"/>
        </identifiers>
        <balance>34596.76000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1140.70000000</valUSD>
        <pctVal>-0.01459166587</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Glacier Bancorp Inc</issuerName>
                <issueTitle>Glacier Bancorp Inc</issueTitle>
                <identifiers>
                  <cusip value="37637Q105"/>
                  <isin value="US37637Q1058"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.40000000" pmntAmt="-8.53000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2022-04-30</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>34596.76000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1140.70000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED EUR / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21FIKBCBZ0Z"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84670821"/>
        <valUSD>-2072.01000000</valUSD>
        <pctVal>-0.02650484581</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>80020.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>66000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>-2072.01000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: NYCMSS    TRS USD R V 01MFEDL0 FEDL01M-40 BPS / Short: NYCMSS    TRS USD P E NYCB US PE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="NYCMSS"/>
        </identifiers>
        <balance>119102.76000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1903.04000000</valUSD>
        <pctVal>-0.02434340653</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>New York Community Bancorp Inc</issuerName>
                <issueTitle>New York Community Bancorp Inc</issueTitle>
                <identifiers>
                  <cusip value="649445103"/>
                  <isin value="US6494451031"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.40000000" pmntAmt="-20.03000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="12" resetDt="Month" resetDtUnit="12"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2022-04-30</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>119102.76000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1903.04000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Score Media and Gaming Inc</name>
        <lei>N/A</lei>
        <title>Score Media and Gaming Inc</title>
        <cusip>80919D202</cusip>
        <identifiers>
          <isin value="CA80919D2023"/>
        </identifiers>
        <balance>4654.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>166008.18000000</valUSD>
        <pctVal>2.123552113427</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>State Auto Financial Corp</name>
        <lei>N/A</lei>
        <title>State Auto Financial Corp</title>
        <cusip>855707105</cusip>
        <identifiers>
          <isin value="US8557071052"/>
        </identifiers>
        <balance>1980.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>100148.40000000</valUSD>
        <pctVal>1.281083537427</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>Deutsche Wohnen SE</name>
        <lei>529900QE24Q67I3FWZ10</lei>
        <title>Deutsche Wohnen SE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="DE000A0HN5C6"/>
        </identifiers>
        <balance>2860.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84691900"/>
        <valUSD>177492.30000000</valUSD>
        <pctVal>2.270455279866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: MKSIMSS   TRS USD R V 01MFEDL FEDL01M-40BPS / Short: MKSIMSS   TRS USD P E MKSI US PE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="MKSIMSS"/>
        </identifiers>
        <balance>34130.37000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-751.29000000</valUSD>
        <pctVal>-0.00961039068</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MKS Instruments Inc</issuerName>
                <issueTitle>MKS Instruments Inc</issueTitle>
                <identifiers>
                  <cusip value="55306N104"/>
                  <isin value="US55306N1046"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.40000000" pmntAmt="-0.31000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2022-07-30</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>34130.37000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-751.29000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SWAP BANK OF AMERICA COC</name>
        <lei>N/A</lei>
        <title>SWAP BANK OF AMERICA COC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="996HWB901"/>
        </identifiers>
        <balance>12000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12000.00000000</valUSD>
        <pctVal>0.153502227186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</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>Century Bancorp Inc/MA</name>
        <lei>N/A</lei>
        <title>Century Bancorp Inc/MA</title>
        <cusip>156432106</cusip>
        <identifiers>
          <isin value="US1564321065"/>
        </identifiers>
        <balance>214.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24466.62000000</valUSD>
        <pctVal>0.312973388476</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: DMMSS     TRS USD R V 01MFEDL FEDL01M-40BPS / Short: DMMSS     TRS USD P E DM US PE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="DMMSS"/>
        </identifiers>
        <balance>61920.66000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1142.74000000</valUSD>
        <pctVal>-0.01461776125</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Desktop Metal Inc</issuerName>
                <issueTitle>Desktop Metal Inc</issueTitle>
                <identifiers>
                  <cusip value="25058X105"/>
                  <isin value="US25058X1054"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.40000000" pmntAmt="-2.70000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2022-07-30</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>61920.66000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1142.74000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD GBP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21FQKBB743D"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72732872"/>
        <valUSD>359.87000000</valUSD>
        <pctVal>0.004603403874</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>16800.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>23458.09000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>359.87000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: UBSIMSS   TRS USD R V 01MFEDL FEDL 01M /-40.00 BPS / Short: UBSIMSS   TRS USD P E UBSI US SWAP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="UBSIMSS"/>
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        <balance>26423.10000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1369.35000000</valUSD>
        <pctVal>-0.01751652289</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>United Bankshares Inc/WV</issuerName>
                <issueTitle>United Bankshares Inc/WV</issueTitle>
                <identifiers>
                  <cusip value="909907107"/>
                  <isin value="US9099071071"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.40000000" pmntAmt="-6.42000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2022-06-30</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>26423.10000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1369.35000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD GBP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21GQKBCFC7L"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72732872"/>
        <valUSD>738.68000000</valUSD>
        <pctVal>0.009449085431</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>109200.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>150877.12000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>738.68000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: LBAIMSS   TRS USD R V 01MFEDL FEDL01M-40BPS / Short: LBAIMSS   TRS USD P E LBAI US PE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="LBAIMSS"/>
        </identifiers>
        <balance>40663.08000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1266.84000000</valUSD>
        <pctVal>-0.01620523012</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Lakeland Bancorp Inc</issuerName>
                <issueTitle>Lakeland Bancorp Inc</issueTitle>
                <identifiers>
                  <cusip value="511637100"/>
                  <isin value="US5116371007"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.40000000" pmntAmt="-10.02000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2022-06-30</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>40663.08000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1266.84000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: BCEIMSS   TRS USD R V 01MFEDL FEDL01M-40BPS / Short: BCEIMSS   TRS USD P E BCEI USPE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BCEIMSS"/>
        </identifiers>
        <balance>78068.44000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1052.36000000</valUSD>
        <pctVal>-0.01346163365</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Bonanza Creek Energy Inc</issuerName>
                <issueTitle>Bonanza Creek Energy Inc</issueTitle>
                <identifiers>
                  <cusip value="097793400"/>
                  <isin value="US0977934001"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.40000000" pmntAmt="-18.31000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2022-04-30</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>78068.44000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1052.36000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Meridian Bancorp Inc</name>
        <lei>N/A</lei>
        <title>Meridian Bancorp Inc</title>
        <cusip>58958U103</cusip>
        <identifiers>
          <isin value="US58958U1034"/>
        </identifiers>
        <balance>3242.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>67368.76000000</valUSD>
        <pctVal>0.861771225231</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: INDMSS    TRS USD R V 01MFEDL0 FEDL01M-40 BPS / Short: INDMSS    TRS USD P E INDB US RE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="INDMSS"/>
        </identifiers>
        <balance>65814.01000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-2602.39000000</valUSD>
        <pctVal>-0.03328938841</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Independent Bank Corp</issuerName>
                <issueTitle>Independent Bank Corp</issueTitle>
                <identifiers>
                  <cusip value="453836108"/>
                  <isin value="US4538361084"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.40000000" pmntAmt="-10.11000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="12" resetDt="Month" resetDtUnit="12"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2022-04-30</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>65814.01000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2602.39000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Magellan Health Inc</name>
        <lei>N/A</lei>
        <title>Magellan Health Inc</title>
        <cusip>559079207</cusip>
        <identifiers>
          <isin value="US5590792074"/>
        </identifiers>
        <balance>1047.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>99067.14000000</valUSD>
        <pctVal>1.267252219247</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>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>PURCHASED GBP / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21HNKBB99B8"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72732872"/>
        <valUSD>176.22000000</valUSD>
        <pctVal>0.002254180206</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <amtCurSold>27596.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>20200.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>176.22000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Millennial Lithium Corp</name>
        <lei>549300N6PEXBZFYV5T71</lei>
        <title>Millennial Lithium Corp</title>
        <cusip>60040W105</cusip>
        <identifiers>
          <isin value="CA60040W1059"/>
        </identifiers>
        <balance>12862.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.26165000"/>
        <valUSD>33438.24000000</valUSD>
        <pctVal>0.427737026098</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: PENNMSS   TRS USD R V 01MFEDL FEDL01M-40BPS / Short: PENNMSS   TRS USD P E PENN US PE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="PENNMSS"/>
        </identifiers>
        <balance>82008.48000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-8499.12000000</valUSD>
        <pctVal>-0.10871948742</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Penn National Gaming Inc</issuerName>
                <issueTitle>Penn National Gaming Inc</issueTitle>
                <identifiers>
                  <cusip value="707569109"/>
                  <isin value="US7075691094"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.40000000" pmntAmt="-3.58000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2022-07-30</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>82008.48000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-8499.12000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: DKNGMSS   TRS USD R V 01MFEDL FEDL01M-40BPS / Short: DKNGMSS   TRS USD P E DKNG US PE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="DKNGMSS"/>
        </identifiers>
        <balance>146257.30000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-7303.80000000</valUSD>
        <pctVal>-0.09342913057</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>DraftKings Inc</issuerName>
                <issueTitle>DraftKings Inc</issueTitle>
                <identifiers>
                  <cusip value="26142R104"/>
                  <isin value="US26142R1041"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.40000000" pmntAmt="-6.38000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2022-07-30</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>146257.30000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-7303.80000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Xilinx Inc</name>
        <lei>6EY4K7ZMF9UX1CU6KC79</lei>
        <title>Xilinx Inc</title>
        <cusip>983919101</cusip>
        <identifiers>
          <isin value="US9839191015"/>
        </identifiers>
        <balance>1470.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>228717.30000000</valUSD>
        <pctVal>2.925717912167</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: CFGMSS    TRS USD R V 01MFEDL FEDL01M-40BPS / Short: CFGMSS    TRS USD P E CFG US PE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="CFGMSS"/>
        </identifiers>
        <balance>138812.86000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>2100.48000000</valUSD>
        <pctVal>0.026869029846</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Citizens Financial Group Inc</issuerName>
                <issueTitle>Citizens Financial Group Inc</issueTitle>
                <identifiers>
                  <cusip value="174610105"/>
                  <isin value="US1746101054"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.40000000" pmntAmt="-23.68000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2022-06-30</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>138812.86000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2100.48000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED CAD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21FUKBCB6TW"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.26168217"/>
        <valUSD>-54.33000000</valUSD>
        <pctVal>-0.00069498133</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>3169.22000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3930.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>-54.33000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED SEK / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21HTKBB77F1"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.62862560"/>
        <valUSD>-50.62000000</valUSD>
        <pctVal>-0.00064752356</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>35465.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>305580.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>-50.62000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Five9 Inc</name>
        <lei>254900MXP6EWY0SFFR59</lei>
        <title>Five9 Inc</title>
        <cusip>338307101</cusip>
        <identifiers>
          <isin value="US3383071012"/>
        </identifiers>
        <balance>860.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>136077.80000000</valUSD>
        <pctVal>1.740687114216</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>Golden Nugget Online Gaming Inc</name>
        <lei>N/A</lei>
        <title>Golden Nugget Online Gaming Inc</title>
        <cusip>38113L107</cusip>
        <identifiers>
          <isin value="US38113L1070"/>
        </identifiers>
        <balance>7095.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>153252.00000000</valUSD>
        <pctVal>1.960376943394</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>Altabancorp</name>
        <lei>254900SHI7FPFYOIFK80</lei>
        <title>Altabancorp</title>
        <cusip>021347109</cusip>
        <identifiers>
          <isin value="US0213471099"/>
        </identifiers>
        <balance>839.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34835.28000000</valUSD>
        <pctVal>0.445607755387</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: CHKMSS    TRS USD R V 01MFEDL FEDL01M-40BPS / Short: CHKMSS    TRS USD P E CHK US PE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="CHKMSS"/>
        </identifiers>
        <balance>62976.50000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-3716.45000000</valUSD>
        <pctVal>-0.04754027935</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Chesapeake Energy Corp</issuerName>
                <issueTitle>Chesapeake Energy Corp</issueTitle>
                <identifiers>
                  <cusip value="165167107"/>
                  <isin value="US1651671075"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.40000000" pmntAmt="-2.75000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2022-07-30</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>62976.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3716.45000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Coherent Inc</name>
        <lei>549300RYOCKUMWACR010</lei>
        <title>Coherent Inc</title>
        <cusip>192479103</cusip>
        <identifiers>
          <isin value="US1924791031"/>
        </identifiers>
        <balance>610.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>154128.70000000</valUSD>
        <pctVal>1.971591560276</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: PFGCMSS   TRS USD R V 01MFEDL FEDL01M-40BPS / Short: PFGCMSS   TRS USD P E PFGC US PE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="PFGCMSS"/>
        </identifiers>
        <balance>54663.26000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-5249.20000000</valUSD>
        <pctVal>-0.06714699091</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Performance Food Group Co</issuerName>
                <issueTitle>Performance Food Group Co</issueTitle>
                <identifiers>
                  <cusip value="71377A103"/>
                  <isin value="US71377A1034"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.40000000" pmntAmt="-13.46000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2022-06-30</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>54663.26000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-5249.20000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIT Group Inc</name>
        <lei>N8O96ZZJQRFYQUJY7K79</lei>
        <title>CIT Group Inc</title>
        <cusip>125581801</cusip>
        <identifiers>
          <isin value="US1255818015"/>
        </identifiers>
        <balance>1930.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>106960.60000000</valUSD>
        <pctVal>1.368224193431</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>PPD Inc</name>
        <lei>N/A</lei>
        <title>PPD Inc</title>
        <cusip>69355F102</cusip>
        <identifiers>
          <isin value="US69355F1021"/>
        </identifiers>
        <balance>4349.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>201402.19000000</valUSD>
        <pctVal>2.576307060431</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED EUR / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21GIKBCBLJN"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84670821"/>
        <valUSD>-226.15000000</valUSD>
        <pctVal>-0.00289287738</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>69754.23000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>58870.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>-226.15000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QAD Inc</name>
        <lei>N/A</lei>
        <title>QAD Inc</title>
        <cusip>74727D306</cusip>
        <identifiers>
          <isin value="US74727D3061"/>
        </identifiers>
        <balance>761.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>66214.61000000</valUSD>
        <pctVal>0.847007508938</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED CAD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21GJKBB9RHQ"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.26168217"/>
        <valUSD>-284.64000000</valUSD>
        <pctVal>-0.00364107282</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>75145.01000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>94450.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>-284.64000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: OMSS      TRS USD R V 01MFEDL0 FEDL01M-40 BPS / Short: OMSS      TRS USD P E O US PE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="OMSS"/>
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        <balance>155059.74000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-4257.58000000</valUSD>
        <pctVal>-0.05446233436</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Realty Income Corp</issuerName>
                <issueTitle>Realty Income Corp</issueTitle>
                <identifiers>
                  <cusip value="756109104"/>
                  <isin value="US7561091049"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.40000000" pmntAmt="-37.68000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="12" resetDt="Month" resetDtUnit="12"/>
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            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2022-04-30</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>155059.74000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-4257.58000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Investors Bancorp Inc</name>
        <lei>N/A</lei>
        <title>Investors Bancorp Inc</title>
        <cusip>46146L101</cusip>
        <identifiers>
          <isin value="US46146L1017"/>
        </identifiers>
        <balance>10513.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>150441.03000000</valUSD>
        <pctVal>1.924419430432</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>Covanta Holding Corp</name>
        <lei>40XIFLS8XDQGGHGPGC04</lei>
        <title>Covanta Holding Corp</title>
        <cusip>22282E102</cusip>
        <identifiers>
          <isin value="US22282E1029"/>
        </identifiers>
        <balance>6592.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>132169.60000000</valUSD>
        <pctVal>1.690693997192</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD GBP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21FHKBCCG50"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72732872"/>
        <valUSD>749.24000000</valUSD>
        <pctVal>0.009584167391</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>17800.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>25222.36000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-09-15</settlementDt>
            <unrealizedAppr>749.24000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: EFSCMSS   TRS USD R V 01MFEDL FEDL01M-40BPS / Short: EFSCMSS   TRS USD P E EFSC US PE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EFSCMSS"/>
        </identifiers>
        <balance>23666.67000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-180.54000000</valUSD>
        <pctVal>-0.00230944100</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Enterprise Financial Services Corp</issuerName>
                <issueTitle>Enterprise Financial Services Corp</issueTitle>
                <identifiers>
                  <cusip value="293712105"/>
                  <isin value="US2937121059"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.40000000" pmntAmt="-5.84000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2022-05-31</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>23666.67000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-180.54000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>


      <explntrNote note="IBORs are undergoing a change as regulators and industry groups have recommended that firms consider adoption of alternative, overnight risk-free rates (RFRs). Floating rate swap terms reflected as Libors may be using the RFR to calculate the actual rate." noteItem="C.11.f.i.2"/>

      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2021-09-23</ncom:dateSigned>
      <ncom:nameOfApplicant>AltShares Trust</ncom:nameOfApplicant>
      <ncom:signature>Jonathon Hickey</ncom:signature>
      <ncom:signerName>Jonathon Hickey</ncom:signerName>
      <ncom:title>Chief Financial Officer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
