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        <lei>9R7GPTSO7KV3UQJZQ078</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="22HIKBB9L2S"/>
        </identifiers>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <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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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </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="22HHKBB9KMS"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.31346000"/>
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        <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>
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            <amtCurSold>1296550.42000000</amtCurSold>
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        </derivativeInfo>
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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="22FRKBCHMF6"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="10.65338350"/>
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        <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>
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            <amtCurPur>46364.81000000</amtCurPur>
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            <settlementDt>2022-09-15</settlementDt>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Spirit Airlines Inc</name>
        <lei>549300DCAFIXFNFR3304</lei>
        <title>Spirit Airlines Inc</title>
        <cusip>848577102</cusip>
        <identifiers>
          <isin value="US8485771021"/>
        </identifiers>
        <balance>62326.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1413553.68000000</valUSD>
        <pctVal>1.783981808487</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="22FSKBCDVD8"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.86059886"/>
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        <pctVal>0.023950942511</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>
            </counterparties>
            <amtCurSold>312500.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>382096.97000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>18977.74000000</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 GBP / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22HMKBCBJFZ"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.86059886"/>
        <valUSD>-15591.69000000</valUSD>
        <pctVal>-0.01967756281</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>
            </counterparties>
            <amtCurSold>434950.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>360900.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>-15591.69000000</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 EUR / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22GEKBCB7V5"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.99422809"/>
        <valUSD>-557.44000000</valUSD>
        <pctVal>-0.00070351967</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>35589.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>34830.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>-557.44000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <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="22HLKBCDVP6"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.31346000"/>
        <valUSD>401.34000000</valUSD>
        <pctVal>0.000506512960</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>25900.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>20120.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>401.34000000</unrealizedAppr>
          </fwdDeriv>
        </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 SEK / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22GEKBCB7V0"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="10.65338350"/>
        <valUSD>-1002.15000000</valUSD>
        <pctVal>-0.00126476793</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>
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            <amtCurSold>64361.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>674990.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>-1002.15000000</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>549300BI6Y5SI6BYPB26</lei>
        <title>Morgan Stanley Institutional Liquidity Funds - Government Portfolio</title>
        <cusip>61747C707</cusip>
        <identifiers>
          <isin value="US61747C7074"/>
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        <balance>894112.14000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>894112.14000000</valUSD>
        <pctVal>1.128418266017</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>ChemoCentryx Inc</name>
        <lei>529900YTTXUSFQTAKY40</lei>
        <title>ChemoCentryx Inc</title>
        <cusip>16383L106</cusip>
        <identifiers>
          <isin value="US16383L1061"/>
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        <balance>46343.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2362566.14000000</valUSD>
        <pctVal>2.981687271408</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>CareTech Holdings PLC</name>
        <lei>213800HI1AZG2GLBYF65</lei>
        <title>CareTech Holdings PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00B0KWHQ09"/>
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        <balance>124200.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.86080700"/>
        <valUSD>1074909.94000000</valUSD>
        <pctVal>1.356594946378</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD SEK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22HGKBCB37B"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="10.65338350"/>
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        <assetCat>DFE</assetCat>
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        <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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            <amtCurPur>51776.49000000</amtCurPur>
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        <securityLending>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: DNAMS     TRS USD R V 01MFEDL FEDL01-40BPS / Short: DNAMS     TRS USD P E DNAMS US PE</title>
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          <other otherDesc="Internal Identifier" value="DNAMS"/>
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        <balance>491171.41000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <swapDeriv derivCat="SWP">
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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          <isCashCollateral>N</isCashCollateral>
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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>
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          <other otherDesc="Trade Identifier" value="22HGKBCB37K"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.99422809"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <amtCurSold>18200.00000000</amtCurSold>
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            <amtCurPur>18656.09000000</amtCurPur>
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            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>350.43000000</unrealizedAppr>
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        <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="22FUKBCHDCQ"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="10.65338350"/>
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        <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>2052400.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>200972.86000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>8320.45000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GCP Applied Technologies Inc</name>
        <lei>5493007G654QKQVEKV09</lei>
        <title>GCP Applied Technologies Inc</title>
        <cusip>36164Y101</cusip>
        <identifiers>
          <isin value="US36164Y1010"/>
        </identifiers>
        <balance>32628.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1025171.76000000</valUSD>
        <pctVal>1.293822651584</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="22GTKBCF1KP"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.99422809"/>
        <valUSD>-5812.49000000</valUSD>
        <pctVal>-0.00733567926</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>347172.79000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>339390.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>-5812.49000000</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="22FRKBCHMGC"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.99422809"/>
        <valUSD>22533.12000000</valUSD>
        <pctVal>0.028438025903</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>384120.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>408883.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>22533.12000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>First Horizon Corp</name>
        <lei>TF3RXI1ZB1TQ30H9JV10</lei>
        <title>First Horizon Corp</title>
        <cusip>320517105</cusip>
        <identifiers>
          <isin value="US3205171057"/>
        </identifiers>
        <balance>81318.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1839413.16000000</valUSD>
        <pctVal>2.321439689317</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>Alleghany Corp</name>
        <lei>549300DCJE6AYX159479</lei>
        <title>Alleghany Corp</title>
        <cusip>017175100</cusip>
        <identifiers>
          <isin value="US0171751003"/>
        </identifiers>
        <balance>2253.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1895178.54000000</valUSD>
        <pctVal>2.391818639102</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>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>649154.84000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>649154.84000000</valUSD>
        <pctVal>0.819268798799</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 GBP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22HGKBCB37D"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.86059886"/>
        <valUSD>10279.33000000</valUSD>
        <pctVal>0.012973074870</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>214600.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>259640.57000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>10279.33000000</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>Long: SBCFMSS   TRS USD R V 01MFEDL FEDL01-40BPS / Short: SBCFMSS   TRS USD P E SBCF US PE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="SBCFMSS"/>
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        <balance>455816.24000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>13840.24000000</valUSD>
        <pctVal>0.017467137424</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>Seacoast Banking Corp of Florida</issuerName>
                <issueTitle>Seacoast Banking Corp of Florida</issueTitle>
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                  <cusip value="811707801"/>
                  <isin value="US8117078019"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.40000000" pmntAmt="146.62000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>455816.24000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>13840.24000000</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 SEK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22FMKBCFKBP"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="10.65338350"/>
        <valUSD>4742.87000000</valUSD>
        <pctVal>0.005985760512</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>
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            <amtCurSold>1049190.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>103227.07000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>4742.87000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginkgo Bioworks Holdings Inc</name>
        <lei>N/A</lei>
        <title>Ginkgo Bioworks Holdings Inc</title>
        <cusip>37611X100</cusip>
        <identifiers>
          <isin value="US37611X1000"/>
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        <balance>-7260.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-19529.40000000</valUSD>
        <pctVal>-0.02464716750</pctVal>
        <payoffProfile>Short</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 CAD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22GBKBC1JWZ"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.31346000"/>
        <valUSD>-4799.64000000</valUSD>
        <pctVal>-0.00605740734</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Duke Realty Corp</name>
        <lei>254900E47KH1NFFKNF25</lei>
        <title>Duke Realty Corp</title>
        <cusip>264411505</cusip>
        <identifiers>
          <isin value="US2644115055"/>
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        <balance>26059.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1533572.15000000</valUSD>
        <pctVal>1.935451660812</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>iRobot Corp</name>
        <lei>5493009PRNKOUKBAT390</lei>
        <title>iRobot Corp</title>
        <cusip>462726100</cusip>
        <identifiers>
          <isin value="US4627261005"/>
        </identifiers>
        <balance>31860.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1875916.80000000</valUSD>
        <pctVal>2.367509273108</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="22HMKBCBJFS"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.31346000"/>
        <valUSD>9651.26000000</valUSD>
        <pctVal>0.012180416288</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>
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            <amtCurSold>757710.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>586532.17000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>9651.26000000</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 NOK / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22GEKBCB7VT"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="9.93554150"/>
        <valUSD>108.90000000</valUSD>
        <pctVal>0.000137437737</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>NO</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>10640.39000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>106800.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>108.90000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Avalara Inc</name>
        <lei>549300Q16CMW239SS315</lei>
        <title>Avalara Inc</title>
        <cusip>05338G106</cusip>
        <identifiers>
          <isin value="US05338G1067"/>
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        <balance>26013.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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          <other otherDesc="Trade Identifier" value="22GRKBCB2T3"/>
        </identifiers>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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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>
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          <other otherDesc="Trade Identifier" value="22GOKBCBFSP"/>
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        <balance>1.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: MTZMS     TRS USD R V 01MFEDL FEDL01-40BPS / Short: MTZMS     TRS USD P E MTZMS US PE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="MTZMS"/>
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        <balance>429931.24000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MasTec Inc</issuerName>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <curCd>USD</curCd>
            <unrealizedAppr>2878.74000000</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 EUR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22FIKBCH236"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.99422809"/>
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        <pctVal>0.002069188864</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>
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            <amtCurSold>37090.00000000</amtCurSold>
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            <amtCurPur>38944.86000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>1639.54000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Manning &amp; Napier Inc</name>
        <lei>N/A</lei>
        <title>Manning &amp; Napier Inc</title>
        <cusip>56382Q102</cusip>
        <identifiers>
          <isin value="US56382Q1022"/>
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        <balance>26024.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>331285.52000000</valUSD>
        <pctVal>0.418100387312</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>Albioma SA</name>
        <lei>9695002W8GRJRZ44MA62</lei>
        <title>Albioma SA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="FR0000060402"/>
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        <balance>330.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.99507400"/>
        <valUSD>16581.68000000</valUSD>
        <pctVal>0.020926984162</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED GBP / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22GEKBCB7V6"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.86059886"/>
        <valUSD>-5893.48000000</valUSD>
        <pctVal>-0.00743789306</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>166363.13000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>138100.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>-5893.48000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sierra Wireless Inc</name>
        <lei>549300E33RZ5BJ726L53</lei>
        <title>Sierra Wireless Inc</title>
        <cusip>826516106</cusip>
        <identifiers>
          <isin value="CA8265161064"/>
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        <balance>61921.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1905928.38000000</valUSD>
        <pctVal>2.405385523244</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citrix Systems Inc</name>
        <lei>HCTKJGUQOPZ5NBK7NP58</lei>
        <title>Citrix Systems Inc</title>
        <cusip>177376100</cusip>
        <identifiers>
          <isin value="US1773761002"/>
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        <balance>18395.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1890454.15000000</valUSD>
        <pctVal>2.385856201357</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>Meridian Bioscience Inc</name>
        <lei>549300ELSRZEFFFRX195</lei>
        <title>Meridian Bioscience Inc</title>
        <cusip>589584101</cusip>
        <identifiers>
          <isin value="US5895841014"/>
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        <balance>29681.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>967303.79000000</valUSD>
        <pctVal>1.220790118590</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>Intertrust NV</name>
        <lei>724500NRH17KKW68GO66</lei>
        <title>Intertrust NV</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="NL0010937058"/>
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        <balance>27755.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.99507400"/>
        <valUSD>542786.06000000</valUSD>
        <pctVal>0.685025599410</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD CAD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22GRKBCB2T8"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.31346000"/>
        <valUSD>22749.83000000</valUSD>
        <pctVal>0.028711525738</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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            <amtCurSold>1527040.00000000</amtCurSold>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Resolute Forest Products Inc</name>
        <lei>N/A</lei>
        <title>Resolute Forest Products Inc</title>
        <cusip>76117W109</cusip>
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          <isin value="US76117W1099"/>
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        <balance>77772.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1575660.72000000</valUSD>
        <pctVal>1.988569730743</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </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>
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          <other otherDesc="Internal Identifier" value="NLOKMSS"/>
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        <balance>95385.71000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>9385.58000000</valUSD>
        <pctVal>0.011845113644</pctVal>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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                <issuerName>NortonLifeLock Inc</issuerName>
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            <swapFlag>Y</swapFlag>
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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>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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            <amtCurSold>81400.00000000</amtCurSold>
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            <amtCurPur>63303.51000000</amtCurPur>
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            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>1329.79000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ContourGlobal PLC</name>
        <lei>5493002I3A4J5TFOR115</lei>
        <title>ContourGlobal PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00BF448H58"/>
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        <balance>6735.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.86080700"/>
        <valUSD>20186.06000000</valUSD>
        <pctVal>0.025475908226</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD GBP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22GQKBCBNNG"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.86059886"/>
        <valUSD>13298.05000000</valUSD>
        <pctVal>0.016782864085</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>312000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>375836.29000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>13298.05000000</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 GBP / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22GKKBCF2MP"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.86059886"/>
        <valUSD>-22482.74000000</valUSD>
        <pctVal>-0.02837444359</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>
            </counterparties>
            <amtCurSold>759527.63000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>634300.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>-22482.74000000</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="22GFKBCDFWK"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="10.65338350"/>
        <valUSD>-226.86000000</valUSD>
        <pctVal>-0.00028630968</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>31631.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>334570.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>-226.86000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Activision Blizzard Inc</name>
        <lei>549300TPQQDBP9GNOF40</lei>
        <title>Activision Blizzard Inc</title>
        <cusip>00507V109</cusip>
        <identifiers>
          <isin value="US00507V1098"/>
        </identifiers>
        <balance>29045.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2279742.05000000</valUSD>
        <pctVal>2.877158754412</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>Brewin Dolphin Holdings PLC</name>
        <lei>213800PS7FS5UYOWAC49</lei>
        <title>Brewin Dolphin Holdings PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB0001765816"/>
        </identifiers>
        <balance>9015.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.86080700"/>
        <valUSD>53620.38000000</valUSD>
        <pctVal>0.067671842843</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>PURCHASED SEK / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22GDKBCDMG4"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="10.65338350"/>
        <valUSD>-474.08000000</valUSD>
        <pctVal>-0.00059831480</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>45273.93000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>477270.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>-474.08000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HomeServe PLC</name>
        <lei>213800EKBJTGNMXEDF11</lei>
        <title>HomeServe PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00BYYTFB60"/>
        </identifiers>
        <balance>7470.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.86080700"/>
        <valUSD>102919.93000000</valUSD>
        <pctVal>0.129890562663</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 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>70.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>70.00000000</valUSD>
        <pctVal>0.000088343816</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 EUR / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22GKKBCF2MR"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.99422809"/>
        <valUSD>-5169.14000000</valUSD>
        <pctVal>-0.00652373649</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>375134.55000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>367830.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>-5169.14000000</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 GBP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22GSKBB94PM"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.86059886"/>
        <valUSD>10380.11000000</valUSD>
        <pctVal>0.013100264724</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>201000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>243938.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>10380.11000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Infrastructure and Energy Alternatives Inc</name>
        <lei>549300CZ3FQ7JWXZHD54</lei>
        <title>Infrastructure and Energy Alternatives Inc</title>
        <cusip>45686J104</cusip>
        <identifiers>
          <isin value="US45686J1043"/>
        </identifiers>
        <balance>109848.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1560940.08000000</valUSD>
        <pctVal>1.969991480521</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="22GHKBB95H6"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="10.65338350"/>
        <valUSD>1182.56000000</valUSD>
        <pctVal>0.001492455190</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>874720.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>83289.81000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>1182.56000000</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: PLDMSS    TRS USD R V 01MFEDL FEDL01/-40.00 BPS / Short: PLDMSS    TRS USD P E PLD USSWAP /US74340W1036</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="PLDMSS"/>
        </identifiers>
        <balance>1636139.76000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>94954.98000000</valUSD>
        <pctVal>0.119838361529</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>Prologis Inc</issuerName>
                <issueTitle>Prologis Inc</issueTitle>
                <identifiers>
                  <cusip value="74340W103"/>
                  <isin value="US74340W1036"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.40000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2099-12-30</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1636139.76000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>94954.98000000</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: AVGOMSS   TRS USD R V 01MFEDL FEDL01 -40BPS / Short: AVGOMSS   TRS USD P V 01MFEDL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="AVGOMSS"/>
        </identifiers>
        <balance>1443548.73000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>464592.93000000</valUSD>
        <pctVal>0.586341606405</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>Broadcom Inc</issuerName>
                <issueTitle>Broadcom Inc</issueTitle>
                <identifiers>
                  <cusip value="11135F101"/>
                  <isin value="US11135F1012"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.40000000" pmntAmt="2236.65000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
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            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2023-06-11</terminationDt>
            <upfrontPmnt>464592.93000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1443548.73000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>0.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Zendesk Inc</name>
        <lei>549300SLI6BN94BKKO36</lei>
        <title>Zendesk Inc</title>
        <cusip>98936J101</cusip>
        <identifiers>
          <isin value="US98936J1016"/>
        </identifiers>
        <balance>30809.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2365206.93000000</valUSD>
        <pctVal>2.985020092359</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>
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          <other otherDesc="Trade Identifier" value="22FRKBCHMGG"/>
        </identifiers>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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          <other otherDesc="Trade Identifier" value="22FJKBCFZ1X"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Tenneco Inc</name>
        <lei>549300U0EXXFAQFAD785</lei>
        <title>Tenneco Inc</title>
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          <isin value="US8803491054"/>
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        <balance>81896.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
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          <other otherDesc="Trade Identifier" value="22GPKBCDKP5"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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            <amtCurPur>1166170.00000000</amtCurPur>
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            <unrealizedAppr>-21933.54000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Switch Inc</name>
        <lei>549300EZ98N5Y55J4X37</lei>
        <title>Switch Inc</title>
        <cusip>87105L104</cusip>
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          <isin value="US87105L1044"/>
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        <balance>56289.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1911011.55000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD NOK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22FIKBCH23N"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="9.93554150"/>
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        <pctVal>0.002439261111</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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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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            <amtCurSold>3402800.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>IBI Group Inc</name>
        <lei>549300K5V2W4WNYGGS50</lei>
        <title>IBI Group Inc</title>
        <cusip>44925L103</cusip>
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          <isin value="CA44925L1031"/>
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        <balance>63442.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.31335000"/>
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        <pctVal>1.179656253332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD NOK</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="22FIKBCH237"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="9.93554150"/>
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        <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>
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            <amtCurPur>15353.02000000</amtCurPur>
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            <unrealizedAppr>84.60000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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>
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          <other otherDesc="Trade Identifier" value="22HDKBCBX4T"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.99422809"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD EUR</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="22FQKBCBPVF"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <swapDeriv derivCat="SWP">
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                <issuerName>Diamondback Energy Inc</issuerName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>Avast PLC</name>
        <lei>213800IR8G8LCZH4BO27</lei>
        <title>Avast PLC</title>
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        <balance>141214.00000000</balance>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED GBP / SOLD USD</title>
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        <currencyConditional curCd="GBP" exchangeRt="0.86059886"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED SEK / SOLD USD</title>
        <cusip>000000000</cusip>
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        <valUSD>-672.42000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <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"/>
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        <balance>63459.73000000</balance>
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        <curCd>USD</curCd>
        <valUSD>63459.73000000</valUSD>
        <pctVal>0.080089638966</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</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>PURCHASED USD / SOLD GBP</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <pctVal>0.007266354611</pctVal>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY PRIME BROKER EU</name>
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          <other otherDesc="Internal Identifier" value="926VDK906"/>
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        <invCountry>EE</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Global Blood Therapeutics Inc</name>
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        <title>Global Blood Therapeutics Inc</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Atlas Air Worldwide Holdings Inc</name>
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        <title>Atlas Air Worldwide Holdings Inc</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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      <invstOrSec>
        <name>Cowen Inc</name>
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        <curCd>USD</curCd>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>549300BI6Y5SI6BYPB26</lei>
        <title>Morgan Stanley Institutional Liquidity Funds - Government Portfolio</title>
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        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>1Life Healthcare Inc</name>
        <lei>N/A</lei>
        <title>1Life Healthcare Inc</title>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>LifeWorks Inc</name>
        <lei>N/A</lei>
        <title>LifeWorks Inc</title>
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          <isin value="CA53227W1059"/>
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        <fairValLevel>1</fairValLevel>
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        <name>Professional Holding Corp</name>
        <lei>549300MOIYR1NW3J2W56</lei>
        <title>Professional Holding Corp</title>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>Morgan Stanley &amp; Co. LLC</name>
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        <name>Morgan Stanley &amp; Co. LLC</name>
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        <name>Morgan Stanley &amp; Co. LLC</name>
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      <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="22HNKBB9TXC"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.31346000"/>
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        <pctVal>0.010526254052</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>758290.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>585663.06000000</amtCurPur>
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            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>8340.57000000</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="22GFKBCDFWJ"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.99422809"/>
        <valUSD>112.77000000</valUSD>
        <pctVal>0.000142321888</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>
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            <amtCurSold>22950.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>23196.00000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>112.77000000</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>PURCHASED USD / SOLD SEK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22GTKBCF1KQ"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="10.65338350"/>
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        <pctVal>0.002885763379</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>
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            <unrealizedAppr>2286.56000000</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="22GJKBCSKJB"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.31346000"/>
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        <pctVal>0.001696239134</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>
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            <amtCurSold>263210.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>201738.41000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>1344.03000000</unrealizedAppr>
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        </derivativeInfo>
        <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: PCHMSS    TRS USD R V 01MFEDL FEDL01/-40BPS / Short: PCHMSS    TRS USD P E PCH US SWAP/US7376301039</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="PCHMSS"/>
        </identifiers>
        <balance>488392.18000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>25352.68000000</valUSD>
        <pctVal>0.031996464341</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>PotlatchDeltic Corp</issuerName>
                <issueTitle>PotlatchDeltic Corp</issueTitle>
                <identifiers>
                  <cusip value="737630103"/>
                  <isin value="US7376301039"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.40000000" pmntAmt="759.93000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2023-06-11</terminationDt>
            <upfrontPmnt>47.79000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>488392.18000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>25304.89000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LHC Group Inc</name>
        <lei>5299009NPLWAMRQYZX73</lei>
        <title>LHC Group Inc</title>
        <cusip>50187A107</cusip>
        <identifiers>
          <isin value="US50187A1079"/>
        </identifiers>
        <balance>9879.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1595162.13000000</valUSD>
        <pctVal>2.013181573343</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: ERMMS     TRS GBP R E ERM LN / Short: ERMMS     TRS GBP P V 00MSONIO SONIO/N INDEX +100BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ERMMS"/>
        </identifiers>
        <balance>797887.44000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.86080700"/>
        <valUSD>-740.93000000</valUSD>
        <pctVal>-0.00093509405</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">
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Euromoney Institutional Investor PLC</issuerName>
                <issueTitle>Euromoney Institutional Investor PLC</issueTitle>
                <identifiers>
                  <isin value="GB0006886666"/>
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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="1.00000000" pmntAmt="-115.41000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>797887.44000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-740.93000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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"/>
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        <balance>314943.72000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>314943.72000000</valUSD>
        <pctVal>0.397476144788</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>
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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="22FIKBCH23M"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="10.65338350"/>
        <valUSD>95931.77000000</valUSD>
        <pctVal>0.121071123762</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>21065490.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>2073283.85000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>95931.77000000</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>0.015144654217</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>Nielsen Holdings PLC</name>
        <lei>549300ZVCBHQE0XHG367</lei>
        <title>Nielsen Holdings PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00BWFY5505"/>
        </identifiers>
        <balance>85691.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2385637.44000000</valUSD>
        <pctVal>3.010804509813</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>Evo Payments Inc</name>
        <lei>549300Z5UL344C8KEC55</lei>
        <title>Evo Payments Inc</title>
        <cusip>26927E104</cusip>
        <identifiers>
          <isin value="US26927E1047"/>
        </identifiers>
        <balance>47175.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1571871.00000000</valUSD>
        <pctVal>1.983786897494</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="22HRKBB857J"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.86059886"/>
        <valUSD>-2670.09000000</valUSD>
        <pctVal>-0.00336979914</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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            <amtCurSold>179291.28000000</amtCurSold>
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            <amtCurPur>152000.00000000</amtCurPur>
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            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>-2670.09000000</unrealizedAppr>
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        </derivativeInfo>
        <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 NOK / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22HHKBB9KMT"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="9.93554150"/>
        <valUSD>-16239.61000000</valUSD>
        <pctVal>-0.02049527317</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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            <amtCurSold>363246.36000000</amtCurSold>
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            <amtCurPur>3447700.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>-16239.61000000</unrealizedAppr>
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        </derivativeInfo>
        <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 SEK / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22HDKBCBX4V"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="10.65338350"/>
        <valUSD>-30164.24000000</valUSD>
        <pctVal>-0.03806891537</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">
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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            <amtCurSold>589181.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5955430.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>-30164.24000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="22GNKBB94B2"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="22FSKBCDVD4"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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        </derivativeInfo>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hanger Inc</name>
        <lei>254900ZJJJYVLHJXSZ60</lei>
        <title>Hanger Inc</title>
        <cusip>41043F208</cusip>
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          <isin value="US41043F2083"/>
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        <balance>86006.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1602291.78000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Covetrus Inc</name>
        <lei>5493009S30DUFCF75V87</lei>
        <title>Covetrus Inc</title>
        <cusip>22304C100</cusip>
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          <isin value="US22304C1009"/>
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        <balance>50378.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1051388.86000000</valUSD>
        <pctVal>1.326910061092</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>Diamondback Energy Inc</name>
        <lei>549300R22LSX6OHWEN64</lei>
        <title>Diamondback Energy Inc</title>
        <cusip>25278X109</cusip>
        <identifiers>
          <isin value="US25278X1090"/>
        </identifiers>
        <balance>0.82600000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>110.09000000</valUSD>
        <pctVal>0.000138939581</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>Mandiant Inc</name>
        <lei>549300E9D2UJUFLLY524</lei>
        <title>Mandiant Inc</title>
        <cusip>562662106</cusip>
        <identifiers>
          <isin value="US5626621065"/>
        </identifiers>
        <balance>81906.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1872371.16000000</valUSD>
        <pctVal>2.363034482126</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>TEGNA Inc</name>
        <lei>549300YC5EDBGX85AO10</lei>
        <title>TEGNA Inc</title>
        <cusip>87901J105</cusip>
        <identifiers>
          <isin value="US87901J1051"/>
        </identifiers>
        <balance>65651.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1404931.40000000</valUSD>
        <pctVal>1.773100021056</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>Zymergen Inc</name>
        <lei>254900B6L3GN956CY454</lei>
        <title>Zymergen Inc</title>
        <cusip>98985X100</cusip>
        <identifiers>
          <isin value="US98985X1000"/>
        </identifiers>
        <balance>164275.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>389331.75000000</valUSD>
        <pctVal>0.491357894145</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 SEK / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22GRKBCB2T9"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="10.65338350"/>
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        <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">
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>232759.59000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2400380.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>-7443.38000000</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>PURCHASED EUR / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22FNKBC1DQ0"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.99422809"/>
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        <pctVal>-0.08465321548</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">
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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            <amtCurSold>1314958.39000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1240680.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>-67075.72000000</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="22GGKBCCWRM"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="10.65338350"/>
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        <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>
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            <amtCurSold>1159580.00000000</amtCurSold>
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            <amtCurPur>110146.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>1300.63000000</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 SEK / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22HSKBB8KT2"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="10.65338350"/>
        <valUSD>-3797.54000000</valUSD>
        <pctVal>-0.00479270251</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">
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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            <amtCurSold>483548.41000000</amtCurSold>
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            <amtCurPur>5110970.00000000</amtCurPur>
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            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>-3797.54000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MoneyGram International Inc</name>
        <lei>5299002DLX0Q04KC4156</lei>
        <title>MoneyGram International Inc</title>
        <cusip>60935Y208</cusip>
        <identifiers>
          <isin value="US60935Y2081"/>
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        <balance>49192.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>506677.60000000</valUSD>
        <pctVal>0.639454754324</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>Biohaven Pharmaceutical Holding Co Ltd</name>
        <lei>5299007STZTNN32O9920</lei>
        <title>Biohaven Pharmaceutical Holding Co Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="VGG111961055"/>
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        <balance>12963.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1936024.05000000</valUSD>
        <pctVal>2.443367899544</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CyberOptics Corp</name>
        <lei>52HQVAW3POG1MULTHE15</lei>
        <title>CyberOptics Corp</title>
        <cusip>232517102</cusip>
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        <balance>26958.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1435243.92000000</valUSD>
        <pctVal>1.811356073879</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>South Jersey Industries Inc</name>
        <lei>549300DJYWYT5VXLFA46</lei>
        <title>South Jersey Industries Inc</title>
        <cusip>838518108</cusip>
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          <isin value="US8385181081"/>
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        <balance>41693.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1411308.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: HSVMS     TRS GBP R E HSV LN / Short: HSVMS     TRS GBP P V 00MSONIO SONIO/N+90BPS</title>
        <cusip>000000000</cusip>
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        <balance>1089078.10000000</balance>
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        <assetCat>DE</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <swapDeriv derivCat="SWP">
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                <issueTitle>HomeServe PLC</issueTitle>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <unrealizedAppr>9674.30000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ManTech International Corp/VA</name>
        <lei>5299007N03CAU4SWNR02</lei>
        <title>ManTech International Corp/VA</title>
        <cusip>564563104</cusip>
        <identifiers>
          <isin value="US5645631046"/>
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        <balance>11189.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1073136.99000000</valUSD>
        <pctVal>1.354357386820</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: BRWMS     TRS GBP R E BRW LN / Short: BRWMS     TRS GBP P V 00MSONIO SONIO/N + 90BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BRWMS"/>
        </identifiers>
        <balance>818150.40000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.86080700"/>
        <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>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Brewin Dolphin Holdings PLC</issuerName>
                <issueTitle>Brewin Dolphin Holdings PLC</issueTitle>
                <identifiers>
                  <isin value="GB0001765816"/>
                </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="-64.59000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2023-05-24</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>818150.40000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>0.00000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CatchMark Timber Trust Inc</name>
        <lei>54930027IT0GQOYYOW30</lei>
        <title>CatchMark Timber Trust Inc</title>
        <cusip>14912Y202</cusip>
        <identifiers>
          <isin value="US14912Y2028"/>
        </identifiers>
        <balance>43370.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>461890.50000000</valUSD>
        <pctVal>0.582930992414</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED GBP / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22FTKBCCVNZ"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.86059886"/>
        <valUSD>-4436.71000000</valUSD>
        <pctVal>-0.00559936990</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>
            </counterparties>
            <amtCurSold>99138.21000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>81500.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>-4436.71000000</unrealizedAppr>
          </fwdDeriv>
        </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>18921.54000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>18921.54000000</valUSD>
        <pctVal>0.023880015047</pctVal>
        <payoffProfile>Long</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>EMIS Group PLC</name>
        <lei>213800K474ZZK76NX913</lei>
        <title>EMIS Group PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00B61D1Y04"/>
        </identifiers>
        <balance>42206.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.86080700"/>
        <valUSD>924719.66000000</valUSD>
        <pctVal>1.167046624922</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: AVGOMSS   TRS USD R F  1.00000 / Short: AVGOMSS   TRS USD P V 01MFEDL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="AVGOMSS"/>
        </identifiers>
        <balance>978955.80000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>0.00000000</valUSD>
        <pctVal>0.000000</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>Broadcom Inc</issuerName>
                <issueTitle>Broadcom Inc</issueTitle>
                <identifiers>
                  <cusip value="11135F101"/>
                  <isin value="US11135F1012"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="0.00000000" pmntAmt="-1874.23000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2023-06-11</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>978955.80000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>0.00000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ping Identity Holding Corp</name>
        <lei>N/A</lei>
        <title>Ping Identity Holding Corp</title>
        <cusip>72341T103</cusip>
        <identifiers>
          <isin value="US72341T1034"/>
        </identifiers>
        <balance>67193.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1890811.02000000</valUSD>
        <pctVal>2.386306590753</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>VMware Inc</name>
        <lei>549300BUDHS3LRWBE814</lei>
        <title>VMware Inc</title>
        <cusip>928563402</cusip>
        <identifiers>
          <isin value="US9285634021"/>
        </identifiers>
        <balance>20564.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2386040.92000000</valUSD>
        <pctVal>3.011313723570</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="22HGKBCB37H"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.31346000"/>
        <valUSD>2217.82000000</valUSD>
        <pctVal>0.002799009751</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>152930.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>118650.75000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>2217.82000000</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: GLOMS     TRS GBP R E GLO LN / Short: GLOMS     TRS GBP P V 00MSONIO SONIO/N+90 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="GLOMS"/>
        </identifiers>
        <balance>130237.32000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.86080700"/>
        <valUSD>588.70000000</valUSD>
        <pctVal>0.000742971494</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>ContourGlobal PLC</issuerName>
                <issueTitle>ContourGlobal PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BF448H58"/>
                </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="-18.74000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2023-05-24</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>130237.32000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>588.70000000</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 USD / SOLD GBP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22FIKBCH23L"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.86059886"/>
        <valUSD>137306.97000000</valUSD>
        <pctVal>0.173288881861</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>2387700.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>2911770.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>137306.97000000</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 CAD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22GEKBCB7V2"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.31346000"/>
        <valUSD>-460.37000000</valUSD>
        <pctVal>-0.00058101203</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>32688.23000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>42330.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2022-09-15</settlementDt>
            <unrealizedAppr>-460.37000000</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>894112.13000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>894112.13000000</valUSD>
        <pctVal>1.128418253396</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>Shell Midstream Partners LP</name>
        <lei>529900YZVDXMTV4XGE96</lei>
        <title>Shell Midstream Partners LP</title>
        <cusip>822634101</cusip>
        <identifiers>
          <isin value="US8226341019"/>
        </identifiers>
        <balance>91786.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1451136.66000000</valUSD>
        <pctVal>1.831413578202</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>
    </invstOrSecs>
    <explntrNotes>
      <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>2022-09-29</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>
