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        <fairValLevel>1</fairValLevel>
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        <name>Teradyne Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Intercontinental Exchange Inc</name>
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          <isin value="US45866F1049"/>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Adobe Inc</name>
        <lei>FU4LY2G4933NH2E1CP29</lei>
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          <isin value="US00724F1012"/>
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        <curCd>USD</curCd>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Rollins Inc</name>
        <lei>549300F2A0BXT4SGWD84</lei>
        <title>Rollins Inc</title>
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          <isin value="US7757111049"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Public Storage</name>
        <lei>549300LMZF40TKJ6DM64</lei>
        <title>Public Storage</title>
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          <isin value="US74460D1090"/>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
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        <title>BRAZIL REAL FUT   AUG20 XCME 20200731</title>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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            <payOffProf>Short</payOffProf>
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                <indexName>Brazilian Real Currency Future</indexName>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="20FIKBB7MMS"/>
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      <invstOrSec>
        <name>Verisk Analytics Inc</name>
        <lei>549300I1YSWNIRKBWP67</lei>
        <title>Verisk Analytics Inc</title>
        <cusip>92345Y106</cusip>
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          <isin value="US92345Y1064"/>
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        <balance>3229.00000000</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>
        <name>CommVault Systems Inc</name>
        <lei>65T5VRP62VXG39YFML83</lei>
        <title>CommVault Systems Inc</title>
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        <balance>18534.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>1</fairValLevel>
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        <name>TFS Financial Corp</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>FirstEnergy Corp</name>
        <lei>549300SVYJS666PQJH88</lei>
        <title>FirstEnergy Corp</title>
        <cusip>337932107</cusip>
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        <balance>6181.00000000</balance>
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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>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
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        <name>Rexford Industrial Realty Inc</name>
        <lei>549300MSLO0DF0EMX355</lei>
        <title>Rexford Industrial Realty Inc</title>
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        <name>Morgan Stanley &amp; Co. LLC</name>
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        <name>Chicago Board of Trade</name>
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      <invstOrSec>
        <name>Trinity Industries Inc</name>
        <lei>R1JB4KXN77XFCXOQKV49</lei>
        <title>Trinity Industries Inc</title>
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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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        <name>Seagate Technology PLC</name>
        <lei>396PBGKP6TE3O062MS44</lei>
        <title>Seagate Technology PLC</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Altice USA Inc</name>
        <lei>54930064K3612MGCER95</lei>
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          <isin value="US02156K1034"/>
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        <balance>40672.00000000</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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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>SUMITOMO MITSUI TRUST NY</name>
        <lei>N/A</lei>
        <title>SUMITOMO MITSUI TRUST NY</title>
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          <other otherDesc="CUSIP" value="86564GAT8"/>
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        <balance>10000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10004148.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
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        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.10000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Essex Property Trust Inc</name>
        <lei>549300TR2H2VEFX0NC60</lei>
        <title>Essex Property Trust Inc</title>
        <cusip>297178105</cusip>
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          <isin value="US2971781057"/>
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        <balance>1011.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="REIT" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>IHS Markit Ltd</name>
        <lei>549300HLPTRASHS0E726</lei>
        <title>IHS Markit Ltd</title>
        <cusip>000000000</cusip>
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          <isin value="BMG475671050"/>
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        <balance>8719.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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          <other otherDesc="Internal Identifier" value="USDBX8ZSB4IAM"/>
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        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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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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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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                <issuerName>Edgewell Personal Care Co</issuerName>
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                  <cusip value="28035Q102"/>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Singapore Exchange Derivatives Clearing Limited</name>
        <lei>549300ZLWT3FK3F0FW61</lei>
        <title>INR/USD           JUL20 XSIM 20200729</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1N6VK4"/>
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        <balance>-132.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-34848.00000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>Singapore Exchange Derivatives Clearing Limited</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>SGX INR/USD Currency Future</indexName>
                <indexIdentifier>XIDN0 Curncy</indexIdentifier>
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            <expDate>2020-07-29</expDate>
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            <unrealizedAppr>-34848.00000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>Loral Space &amp; Communications Inc</name>
        <lei>5299008CJ8NPI54F8D37</lei>
        <title>Loral Space &amp; Communications Inc</title>
        <cusip>543881106</cusip>
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          <isin value="US5438811060"/>
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        <balance>14668.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>286319.36000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Lam Research Corp</name>
        <lei>549300I4GMO6D34U1T02</lei>
        <title>Lam Research Corp</title>
        <cusip>512807108</cusip>
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          <isin value="US5128071082"/>
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        <balance>884.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>285938.64000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Estee Lauder Cos Inc/The</name>
        <lei>549300VFZ8XJ9NUPU221</lei>
        <title>Estee Lauder Cos Inc/The</title>
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          <isin value="US5184391044"/>
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        <balance>2739.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>516794.52000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Box Inc</name>
        <lei>549300KQUCPD8687YS68</lei>
        <title>Box Inc</title>
        <cusip>10316T104</cusip>
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          <isin value="US10316T1043"/>
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        <balance>16752.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Verizon Communications Inc</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>Verizon Communications Inc</title>
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          <isin value="US92343V1044"/>
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        <balance>11599.00000000</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>
        <name>Enviva Partners LP</name>
        <lei>549300WH5VXDEFM5KR81</lei>
        <title>Enviva Partners LP</title>
        <cusip>29414J107</cusip>
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          <isin value="US29414J1079"/>
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        <balance>15075.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>543303.00000000</valUSD>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SEI Investments Co</name>
        <lei>5LJTIFADGZ6XH1RVOC11</lei>
        <title>SEI Investments Co</title>
        <cusip>784117103</cusip>
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          <isin value="US7841171033"/>
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        <balance>10005.00000000</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>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>CABOT OIL &amp; GAS CORP</title>
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        <name>Erie Indemnity Co</name>
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        <title>Erie Indemnity Co</title>
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        <name>Life Storage Inc</name>
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        <title>Life Storage Inc</title>
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        <name>Black Knight Inc</name>
        <lei>549300TUSNXS3BFFML48</lei>
        <title>Black Knight Inc</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Republic Services Inc</name>
        <lei>NKNQHM6BLECKVOQP7O46</lei>
        <title>Republic Services Inc</title>
        <cusip>760759100</cusip>
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        <balance>2894.00000000</balance>
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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>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>UNITED FIRE GROUP INC</title>
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      <invstOrSec>
        <name>Waste Management Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Axis Capital Holdings Ltd</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Zendesk Inc</name>
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          <isin value="US98936J1016"/>
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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>
        <name>Wendy's Co/The</name>
        <lei>529900M0JIUCMWVKHG76</lei>
        <title>Wendy's Co/The</title>
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          <isin value="US95058W1009"/>
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        <balance>11055.00000000</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>
        <name>Bloomin' Brands Inc</name>
        <lei>E1UJ2GO305B5FXGV7N04</lei>
        <title>Bloomin' Brands Inc</title>
        <cusip>094235108</cusip>
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          <isin value="US0942351083"/>
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        <balance>18759.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Emerson Electric Co</name>
        <lei>FGLT0EWZSUIRRITFOA30</lei>
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          <isin value="US2910111044"/>
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        <balance>8840.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>548345.20000000</valUSD>
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        <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>
        <name>COFCO CAPITAL CORP.</name>
        <lei>N/A</lei>
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          <other otherDesc="CUSIP" value="19213WGU0"/>
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        <balance>17000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>STIV</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Yum! Brands Inc</name>
        <lei>549300JE8XHZZ7OHN517</lei>
        <title>Yum! Brands Inc</title>
        <cusip>988498101</cusip>
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          <isin value="US9884981013"/>
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        <balance>7227.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>628098.57000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MAXIMUS Inc</name>
        <lei>549300DQCDS8HJ7QF202</lei>
        <title>MAXIMUS Inc</title>
        <cusip>577933104</cusip>
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          <isin value="US5779331041"/>
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        <balance>8930.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>629118.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>MICROCHIP TECHNOLOGY INC</title>
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          <other otherDesc="Internal Identifier" value="USD2592174IAM"/>
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        <payoffProfile>N/A</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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                <issuerName>Microchip Technology Inc</issuerName>
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      <invstOrSec>
        <name>UBS AG</name>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Kellogg Co</name>
        <lei>LONOZNOJYIBXOHXWDB86</lei>
        <title>Kellogg Co</title>
        <cusip>487836108</cusip>
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          <isin value="US4878361082"/>
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        <balance>7950.00000000</balance>
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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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          <isCashCollateral>N</isCashCollateral>
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        <name>Keysight Technologies Inc</name>
        <lei>549300GLKVIO8YRCYN02</lei>
        <title>Keysight Technologies Inc</title>
        <cusip>49338L103</cusip>
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          <isin value="US49338L1035"/>
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        <balance>2463.00000000</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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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Pinnacle West Capital Corp</name>
        <lei>TWSEY0NEDUDCKS27AH81</lei>
        <title>Pinnacle West Capital Corp</title>
        <cusip>723484101</cusip>
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          <isin value="US7234841010"/>
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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>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>CLARIVATE PLC</title>
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                <issuerName>Clarivate Analytics PLC</issuerName>
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      <invstOrSec>
        <name>Union Pacific Corp</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>Union Pacific Corp</title>
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        <name>TD Ameritrade Holding Corp</name>
        <lei>ZI85ER3E6RXD4HPHW309</lei>
        <title>TD Ameritrade Holding Corp</title>
        <cusip>87236Y108</cusip>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Accel Entertainment Inc</name>
        <lei>N/A</lei>
        <title>Accel Entertainment Inc</title>
        <cusip>00436Q106</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>PURCHASED NOK / SOLD USD</title>
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        <name>Morgan Stanley &amp; Co. LLC</name>
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        <name>The Montreal Exchange / Bourse De Montreal</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Exelon Corp</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
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            <payOffProf>Short</payOffProf>
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      <invstOrSec>
        <name>Tractor Supply Co</name>
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        <title>Tractor Supply Co</title>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>Alnylam Pharmaceuticals Inc</name>
        <lei>529900S3ZI14OWRJII50</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>London Metal Exchange</name>
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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        <name>Chicago Board of Trade</name>
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        <name>New York Mercantile Exchange</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>NATURAL GAS FUTR  AUG20 XNYM 20200729</title>
        <cusip>000000000</cusip>
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        <name>Osaka Exchange</name>
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        <name>DocuSign Inc</name>
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        <name>Morgan Stanley &amp; Co. LLC</name>
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        <name>UBS AG</name>
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        <name>Radware Ltd</name>
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        <name>Paycom Software Inc</name>
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        <name>Best Buy Co Inc</name>
        <lei>HL5XPTVRV0O8TUN5LL90</lei>
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      <invstOrSec>
        <name>UBS AG</name>
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        <name>NVR Inc</name>
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        <name>Booz Allen Hamilton Holding Corp</name>
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      <invstOrSec>
        <name>Nasdaq Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Exact Sciences Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>ICE Futures U.S., Inc.</name>
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        <name>NVIDIA Corp</name>
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        <name>Morgan Stanley &amp; Co. LLC</name>
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        <name>New York Mercantile Exchange</name>
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        <name>Madison Square Garden Sports Corp</name>
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        <name>London Metal Exchange</name>
        <lei>213800NB8G5VRT1DXC91</lei>
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        <name>UBS AG</name>
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        <name>Ameren Corp</name>
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        <name>Eurex Deutschland</name>
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      <invstOrSec>
        <name>Tyler Technologies Inc</name>
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        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>MUFG BK LTD N Y BRH DISC COML</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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      <invstOrSec>
        <name>Chicago Board of Trade</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
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          <other otherDesc="Internal Identifier" value="ADI1GMH15"/>
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        <fairValLevel>1</fairValLevel>
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              <counterpartyName>Chicago Board of Trade</counterpartyName>
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            <payOffProf>Long</payOffProf>
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        <name>NextEra Energy Inc</name>
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          <isin value="US65339F1012"/>
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        <fairValLevel>1</fairValLevel>
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        <name>Vertiv Holdings Co</name>
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        <title>Vertiv Holdings Co</title>
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          <isin value="US92537N1081"/>
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        <balance>12402.00000000</balance>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Magellan Midstream Partners LP</name>
        <lei>MZF5TI8NFVZZNUSKDL39</lei>
        <title>Magellan Midstream Partners LP</title>
        <cusip>559080106</cusip>
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          <isin value="US5590801065"/>
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        <balance>3316.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>MarketAxess Holdings Inc</name>
        <lei>5493002U1CA1XJOVID83</lei>
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          <isin value="US57060D1081"/>
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        <fairValLevel>1</fairValLevel>
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        <name>ICE Futures Europe - Financial Products Division</name>
        <lei>549300UF4R84F48NCH34</lei>
        <title>FTSE 100 IDX FUT  SEP20 IFLL 20200918</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>ICE Futures Europe - Financial Products Division</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <indexName>FTSE 100 Index</indexName>
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      <invstOrSec>
        <name>Open Text Corp</name>
        <lei>549300HP7ONDQODZJV16</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ICE Futures Europe - Financial Products Division</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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        <name>Morgan Stanley &amp; Co. LLC</name>
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        <name>McDonald's Corp</name>
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        <name>UBS AG</name>
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        <name>American Electric Power Co Inc</name>
        <lei>1B4S6S7G0TW5EE83BO58</lei>
        <title>American Electric Power Co Inc</title>
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        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>UMH PROPERTIES INC</title>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>NortonLifeLock Inc</name>
        <lei>YF6ZV0M6AU4FY94MK914</lei>
        <title>NortonLifeLock Inc</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ICE Futures U.S., Inc.</name>
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          <other otherDesc="Internal Identifier" value="ADI1GG644"/>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>ICE Futures U.S., Inc.</counterpartyName>
              <counterpartyLei>5493004R83R1LVX2IL36</counterpartyLei>
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            <payOffProf>Long</payOffProf>
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                <indexName>MSCI Emerging Markets</indexName>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Walmart Inc</name>
        <lei>Y87794H0US1R65VBXU25</lei>
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          <isin value="US9311421039"/>
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        <balance>4288.00000000</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>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>NewMarket Corp</name>
        <lei>54930082CG88ERDREQ47</lei>
        <title>NewMarket Corp</title>
        <cusip>651587107</cusip>
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          <isin value="US6515871076"/>
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        <balance>1611.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>645173.28000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Extra Space Storage Inc</name>
        <lei>N/A</lei>
        <title>Extra Space Storage Inc</title>
        <cusip>30225T102</cusip>
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          <isin value="US30225T1025"/>
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        <balance>2527.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>233418.99000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="REIT" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>London Metal Exchange</name>
        <lei>213800NB8G5VRT1DXC91</lei>
        <title>LME NICKEL FUTURE SEP20 XLME 20200914</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1JZTF9"/>
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        <balance>55.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>152823.00000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>London Metal Exchange</counterpartyName>
              <counterpartyLei>213800NB8G5VRT1DXC91</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Nickel</indexName>
                <indexIdentifier>LNU0 Comdty</indexIdentifier>
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            <expDate>2020-09-14</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>152823.00000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DNB NOR BK ASA</name>
        <lei>N/A</lei>
        <title>DNB NOR BK ASA</title>
        <cusip>23341VJ28</cusip>
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          <other otherDesc="CUSIP" value="23341VJ28"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5001236.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Kilroy Realty Corp</name>
        <lei>549300CXXI18B214UN80</lei>
        <title>Kilroy Realty Corp</title>
        <cusip>49427F108</cusip>
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          <isin value="US49427F1084"/>
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        <balance>3929.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>230632.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="REIT" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>LKQ Corp</name>
        <lei>DS830JTTZQN6GK0I2E41</lei>
        <title>LKQ Corp</title>
        <cusip>501889208</cusip>
        <identifiers>
          <isin value="US5018892084"/>
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        <balance>11686.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>306173.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Eversource Energy</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
        <title>Eversource Energy</title>
        <cusip>30040W108</cusip>
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          <isin value="US30040W1080"/>
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        <balance>2818.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>234654.86000000</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>
        <name>FIXED INC CLEARING CORP.REPO</name>
        <lei>549300H47WTHXPU08X20</lei>
        <title>FIXED INC CLEARING CORP.REPO</title>
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          <other otherDesc="Internal Identifier" value="85748R009"/>
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        <balance>221547.82000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>221547.82000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <transCat>Repurchase</transCat>
          <clearedCentCparty centralCounterparty="FIXED INC CLEARING CORP.REPO" isCleared="Y"/>
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              <collateralVal>226019.04000000</collateralVal>
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              <invstCat>UST</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Murphy USA Inc</name>
        <lei>549300Y081F8XIKQIO72</lei>
        <title>Murphy USA Inc</title>
        <cusip>626755102</cusip>
        <identifiers>
          <isin value="US6267551025"/>
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        <balance>4780.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>538180.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>National Fuel Gas Co</name>
        <lei>8JB38FFW1Y3C1HM8E841</lei>
        <title>National Fuel Gas Co</title>
        <cusip>636180101</cusip>
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          <isin value="US6361801011"/>
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        <balance>16272.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>682284.96000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>EXXON MOBIL CORP</title>
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        <balance>236034.10000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4581.97000000</valUSD>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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                <issuerName>Exxon Mobil Corp</issuerName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NATIONAL BANK OF KUWAIT SAKP</name>
        <lei>549300NB7FE83IH6BW96</lei>
        <title>NATIONAL BANK OF KUWAIT SAKP</title>
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        <valUSD>25000124.25000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KW</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>BRANDYWINE REALTY TRUST</title>
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        <curCd>USD</curCd>
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                <issuerName>Brandywine Realty Trust</issuerName>
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        <name>SUMITOMO MITSUI BANKING</name>
        <lei>5U0XI89JRFVHWIBS4F54</lei>
        <title>Sumitomo Mitsui Banking Corp</title>
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        <balance>25000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>24999666.00000000</valUSD>
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        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>COFCO CAPITAL CORP.</name>
        <lei>N/A</lei>
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        <balance>1000000.00000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-07</maturityDt>
          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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                <issuerName>Equifax Inc</issuerName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Premier Inc</name>
        <lei>N/A</lei>
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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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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Costco Wholesale Corp</name>
        <lei>29DX7H14B9S6O3FD6V18</lei>
        <title>Costco Wholesale Corp</title>
        <cusip>22160K105</cusip>
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          <isin value="US22160K1051"/>
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        <balance>1730.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Packaging Corp of America</name>
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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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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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        <balance>227842.74000000</balance>
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        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <fairValLevel>1</fairValLevel>
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          <swapDeriv derivCat="SWP">
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                <issuerName>LiveRamp Holdings Inc</issuerName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FirstCash Inc</name>
        <lei>549300V2X3UU7K0DG350</lei>
        <title>FirstCash Inc</title>
        <cusip>33767D105</cusip>
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          <isin value="US33767D1054"/>
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        <balance>8116.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Eurex Deutschland</name>
        <lei>529900LN3S50JPU47S06</lei>
        <title>EURO-BTP FUTURE   SEP20 XEUR 20200908</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1JYN76"/>
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        <balance>304.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>Eurex Deutschland</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Long-Term Euro-BTP (FBTP)</indexName>
                <indexIdentifier>IKU0 Comdty</indexIdentifier>
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            <expDate>2020-09-08</expDate>
            <notionalAmt>42873320.00000000</notionalAmt>
            <curCd>EUR</curCd>
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        <securityLending>
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      <invstOrSec>
        <name>Herbalife Nutrition Ltd</name>
        <lei>549300BA7TYPBSZZIA41</lei>
        <title>Herbalife Nutrition Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="KYG4412G1010"/>
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        <balance>7865.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ServiceNow Inc</name>
        <lei>549300HJTQM36M0E1G39</lei>
        <title>ServiceNow Inc</title>
        <cusip>81762P102</cusip>
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          <isin value="US81762P1021"/>
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        <balance>1668.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>PURCHASED CHF / SOLD USD</title>
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        <currencyConditional curCd="CHF" exchangeRt="0.94532400"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ICE Futures U.S., Inc.</name>
        <lei>5493004R83R1LVX2IL36</lei>
        <title>DOLLAR INDEX      SEP20 IFUS 20200914</title>
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        <fairValLevel>1</fairValLevel>
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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        <title>CAPRI HOLDINGS LTD</title>
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        <fairValLevel>1</fairValLevel>
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                <issuerName>Capri Holdings Ltd</issuerName>
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      <invstOrSec>
        <name>Amphenol Corp</name>
        <lei>549300D3L3G0R4U4VT04</lei>
        <title>Amphenol Corp</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Sun Communities Inc</name>
        <lei>549300H5GEOJYN41ZG57</lei>
        <title>Sun Communities Inc</title>
        <cusip>866674104</cusip>
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        <balance>1652.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>AUDUSD CRNCY FUT  SEP20 XCME 20200914</title>
        <cusip>000000000</cusip>
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        <balance>-40.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Check Point Software Technologies Ltd</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Chicago Board of Trade</name>
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      <invstOrSec>
        <name>UBS AG</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Atlassian Corp PLC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Chicago Mercantile Exchange</name>
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        <name>LANDESBANK HESSEN-NY</name>
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        <name>Euronext Eqf, Equities And Indices Derivatives</name>
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        <name>Morgan Stanley &amp; Co. LLC</name>
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        <name>Conagra Brands Inc</name>
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        <name>Paychex Inc</name>
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        <lei>N/A</lei>
        <title>Northwest Bancshares Inc</title>
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          <isin value="US6673401039"/>
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        <balance>65028.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nielsen Holdings PLC</name>
        <lei>549300ZVCBHQE0XHG367</lei>
        <title>Nielsen Holdings PLC</title>
        <cusip>000000000</cusip>
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          <isin value="GB00BWFY5505"/>
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        <balance>21260.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>315923.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Montreal Exchange / Bourse De Montreal</name>
        <lei>N/A</lei>
        <title>S+P/TSX 60 IX FUT SEP20 XMOD 20200917</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1FZZ25"/>
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        <balance>6.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.35760000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>The Montreal Exchange / Bourse De Montreal</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>S&amp;P/TSX 60 Index</indexName>
                <indexIdentifier>PTU0 Index</indexIdentifier>
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            <expDate>2020-09-17</expDate>
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            <curCd>CAD</curCd>
            <unrealizedAppr>-8529.76000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Medifast Inc</name>
        <lei>5299000YHQJ21T5KKI80</lei>
        <title>Medifast Inc</title>
        <cusip>58470H101</cusip>
        <identifiers>
          <isin value="US58470H1014"/>
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        <balance>3166.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>439345.82000000</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>DG BANK NY BRANCH</name>
        <lei>N/A</lei>
        <title>DG BANK NY BRANCH</title>
        <cusip>23328AP32</cusip>
        <identifiers>
          <other otherDesc="CUSIP" value="23328AP32"/>
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        <balance>25000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25007754.75000000</valUSD>
        <pctVal>3.814766608758</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.68000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Advance Auto Parts Inc</name>
        <lei>529900UCNQ5H9FSL0Y70</lei>
        <title>Advance Auto Parts Inc</title>
        <cusip>00751Y106</cusip>
        <identifiers>
          <isin value="US00751Y1064"/>
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        <balance>4855.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>691594.75000000</valUSD>
        <pctVal>0.105498177883</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>Merit Medical Systems Inc</name>
        <lei>549300OYTY138SP2CE83</lei>
        <title>Merit Medical Systems Inc</title>
        <cusip>589889104</cusip>
        <identifiers>
          <isin value="US5898891040"/>
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        <balance>10360.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>472934.00000000</valUSD>
        <pctVal>0.072142935236</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>Centene Corp</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>Centene Corp</title>
        <cusip>15135B101</cusip>
        <identifiers>
          <isin value="US15135B1017"/>
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        <balance>8426.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>535472.30000000</valUSD>
        <pctVal>0.081682736830</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>Allegion PLC</name>
        <lei>N/A</lei>
        <title>Allegion PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="IE00BFRT3W74"/>
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        <balance>5453.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>557405.66000000</valUSD>
        <pctVal>0.085028524973</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Twitter Inc</name>
        <lei>549300I8RX485XMK6836</lei>
        <title>Twitter Inc</title>
        <cusip>90184L102</cusip>
        <identifiers>
          <isin value="US90184L1026"/>
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        <balance>9212.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>274425.48000000</valUSD>
        <pctVal>0.041861781201</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>INTERCEPT PHARMACEUTICALS IN</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="USDB7N59F8IAM"/>
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        <balance>197515.74000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>60213.16000000</valUSD>
        <pctVal>0.009185116955</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>
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                <issuerName>Intercept Pharmaceuticals Inc</issuerName>
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                  <isin value="US45845P1084"/>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.45000000" pmntAmt="-51.28000000">
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>PURCHASED SEK / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20FGKBCBPDF"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.30958733"/>
        <valUSD>-114837.83000000</valUSD>
        <pctVal>-0.01751774694</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>UBS AG</counterpartyName>
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            <settlementDt>2020-09-16</settlementDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Duke Energy Corp</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>Duke Energy Corp</title>
        <cusip>26441C204</cusip>
        <identifiers>
          <isin value="US26441C2044"/>
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        <balance>2919.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>233198.91000000</valUSD>
        <pctVal>0.035572942231</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>Cintas Corp</name>
        <lei>N/A</lei>
        <title>Cintas Corp</title>
        <cusip>172908105</cusip>
        <identifiers>
          <isin value="US1729081059"/>
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        <balance>1966.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>523663.76000000</valUSD>
        <pctVal>0.079881422616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PTC Inc</name>
        <lei>54930050SSMU8SKDJ030</lei>
        <title>PTC Inc</title>
        <cusip>69370C100</cusip>
        <identifiers>
          <isin value="US69370C1009"/>
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        <balance>9105.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>708277.95000000</valUSD>
        <pctVal>0.108043089049</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>Suburban Propane Partners LP</name>
        <lei>JJAX4X60DE65EYFOTY73</lei>
        <title>Suburban Propane Partners LP</title>
        <cusip>864482104</cusip>
        <identifiers>
          <isin value="US8644821048"/>
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        <balance>37204.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>532017.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>DexCom Inc</name>
        <lei>549300YSK3QDSFR5EU59</lei>
        <title>DexCom Inc</title>
        <cusip>252131107</cusip>
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          <isin value="US2521311074"/>
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        <balance>631.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>255807.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Ubiquiti Inc</name>
        <lei>N/A</lei>
        <title>Ubiquiti Inc</title>
        <cusip>90353W103</cusip>
        <identifiers>
          <isin value="US90353W1036"/>
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        <balance>1348.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>235306.88000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Douglas Emmett Inc</name>
        <lei>N/A</lei>
        <title>Douglas Emmett Inc</title>
        <cusip>25960P109</cusip>
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          <isin value="US25960P1093"/>
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        <balance>7541.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="REIT" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ROYAL BANK OF CANADA NY</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>Royal Bank of Canada/New York NY</title>
        <cusip>78012UWK7</cusip>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4999999.50000000</valUSD>
        <pctVal>0.762716658376</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.43000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KKR Real Estate Finance Trust Inc</name>
        <lei>549300K23AYZDZ2REL62</lei>
        <title>KKR Real Estate Finance Trust Inc</title>
        <cusip>48251K100</cusip>
        <identifiers>
          <isin value="US48251K1007"/>
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        <balance>9110.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>151043.80000000</valUSD>
        <pctVal>0.023040726784</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Toro Co/The</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>PepsiCo Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>London Metal Exchange</name>
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          <other otherDesc="Internal Identifier" value="ADI1F08H9"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>London Metal Exchange</counterpartyName>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>SEB TIME DEPOSIT</name>
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          <other otherDesc="Internal Identifier" value="922VBZ008"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Chubb Ltd</name>
        <lei>E0JAN6VLUDI1HITHT809</lei>
        <title>Chubb Ltd</title>
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        <assetCat>EC</assetCat>
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        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Bill</title>
        <cusip>912796WW5</cusip>
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          <isin value="US912796WW59"/>
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        <balance>14500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>iShares iBoxx High Yield Corporate Bond ETF</name>
        <lei>549300WY6QQ9HGWLNX87</lei>
        <title>iShares iBoxx High Yield Corporate Bond ETF</title>
        <cusip>464288513</cusip>
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          <isin value="US4642885135"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>UBS AG</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Oracle Corp</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>Oracle Corp</title>
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        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>HECLA MINING CO</title>
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        <name>Columbia Financial Inc</name>
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        <name>Alexander's Inc</name>
        <lei>549300TZM28P04U5R635</lei>
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        <name>Morgan Stanley &amp; Co. LLC</name>
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        <name>Hormel Foods Corp</name>
        <lei>MSD54751OJP1FS2ND863</lei>
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        <name>CSX Corp</name>
        <lei>549300JVQR4N1MMP3Q88</lei>
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        <name>Hong Kong Futures Exchange Ltd.</name>
        <lei>213800YTVSXYQN17BW16</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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        <fairValLevel>1</fairValLevel>
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                <issuerName>Alcoa Corp</issuerName>
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        <name>MGM Growth Properties LLC</name>
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        <name>London Metal Exchange</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CH Robinson Worldwide Inc</name>
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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>Aon PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Morgan Stanley &amp; Co. LLC</name>
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      <invstOrSec>
        <name>Insulet Corp</name>
        <lei>549300TZTYD2PYN92D43</lei>
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        <name>Ritchie Bros Auctioneers Inc</name>
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        <name>Lincoln Electric Holdings Inc</name>
        <lei>BIMGBY40SIN95O01BN93</lei>
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        <name>IBERIABANK Corp</name>
        <lei>WQ4U3ADCR5WID15LA317</lei>
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        <name>2U Inc</name>
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        <name>Houlihan Lokey Inc</name>
        <lei>549300S3CNGTQ1QZVY46</lei>
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        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>GOODYEAR TIRE &amp; RUBBER CO</title>
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        <name>Annaly Capital Management Inc</name>
        <lei>2DTL0G3FPRYUT58TI025</lei>
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        <name>Agnico Eagle Mines Ltd</name>
        <lei>YGE0EUBRF7IJOB3QRX76</lei>
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        <invCountry>CA</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>AECOM</name>
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          <isin value="US00766T1007"/>
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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>
        <name>Barrick Gold Corp</name>
        <lei>0O4KBQCJZX82UKGCBV73</lei>
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        <cusip>067901108</cusip>
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          <isin value="CA0679011084"/>
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        <balance>9190.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
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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>NORDEA BK AB PUBL NY</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>AptarGroup Inc</name>
        <lei>VNPEQDQFAA7IY1T2PX43</lei>
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      <invstOrSec>
        <name>Nasdaq Nordic</name>
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        <name>Landstar System Inc</name>
        <lei>254900CUQXQRL09MEI52</lei>
        <title>Landstar System Inc</title>
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          <isin value="US5150981018"/>
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        <fairValLevel>1</fairValLevel>
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        <lei>N/A</lei>
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        <name>Morgan Stanley &amp; Co. LLC</name>
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        <name>Amdocs Ltd</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Atlantica Sustainable Infrastructure PLC</name>
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        <title>Atlantica Sustainable Infrastructure PLC</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>salesforce.com Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Eurex Deutschland</name>
        <lei>529900LN3S50JPU47S06</lei>
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        <name>New York Mercantile Exchange</name>
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      <invstOrSec>
        <name>Raytheon Technologies Corp</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
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        <name>ICE Futures Europe</name>
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        <name>Olin Corp</name>
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        <name>Cerner Corp</name>
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        <name>Hillenbrand Inc</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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        <fairValLevel>1</fairValLevel>
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        <name>UBS AG</name>
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      <invstOrSec>
        <name>eBay Inc</name>
        <lei>OML71K8X303XQONU6T67</lei>
        <title>eBay Inc</title>
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        <fairValLevel>1</fairValLevel>
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        <name>Johnson &amp; Johnson</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Chicago Mercantile Exchange</name>
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        <fairValLevel>1</fairValLevel>
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            <payOffProf>Short</payOffProf>
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      <invstOrSec>
        <name>CIBC TIME DEPOSIT</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>New York Mercantile Exchange</name>
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        <name>BANK OF MONTREAL</name>
        <lei>N/A</lei>
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        <balance>20000000.00000000</balance>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Green Dot Corp</name>
        <lei>N/A</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>ICE Futures Europe</name>
        <lei>549300UF4R84F48NCH34</lei>
        <title>BRENT CRUDE FUTR  SEP20 IFEU 20200731</title>
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                <indexName>Brent Crude Oil</indexName>
                <indexIdentifier>COU0 Comdty</indexIdentifier>
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        <name>Berkshire Hathaway Inc</name>
        <lei>5493000C01ZX7D35SD85</lei>
        <title>Berkshire Hathaway Inc</title>
        <cusip>084670108</cusip>
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          <isin value="US0846701086"/>
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        <fairValLevel>1</fairValLevel>
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        <name>Pfizer Inc</name>
        <lei>765LHXWGK1KXCLTFYQ30</lei>
        <title>Pfizer Inc</title>
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        <fairValLevel>1</fairValLevel>
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        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>QTS REALTY TRUST INC-CL A</title>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>TRONOX HOLDINGS PLC- A</title>
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                <issuerName>Tronox Holdings PLC</issuerName>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Dominion Energy Inc</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>Dominion Energy Inc</title>
        <cusip>25746U109</cusip>
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          <isin value="US25746U1097"/>
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        <balance>2894.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HD Supply Holdings Inc</name>
        <lei>549300B7Z7O7RWEXS689</lei>
        <title>HD Supply Holdings Inc</title>
        <cusip>40416M105</cusip>
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          <isin value="US40416M1053"/>
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        <balance>18407.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>PURCHASED USD / SOLD NZD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="20FIKBB7MMR"/>
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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>UBS AG</counterpartyName>
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            <amtCurSold>1700000.00000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>ICE Futures U.S., Inc.</name>
        <lei>5493004R83R1LVX2IL36</lei>
        <title>COTTON NO.2 FUTR  DEC20 IFUS 20201208</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1BDZT9"/>
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        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>ICE Futures U.S., Inc.</counterpartyName>
              <counterpartyLei>5493004R83R1LVX2IL36</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Cotton</indexName>
                <indexIdentifier>CTZ0 Comdty</indexIdentifier>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Amazon.com Inc</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>Amazon.com Inc</title>
        <cusip>023135106</cusip>
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          <isin value="US0231351067"/>
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        <balance>378.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>PURCHASED PLN / SOLD USD</title>
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          <other otherDesc="Trade Identifier" value="20FQKBB5M1R"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>UBS AG</counterpartyName>
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            <amtCurSold>889187.99000000</amtCurSold>
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            <amtCurPur>3500000.00000000</amtCurPur>
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            <settlementDt>2020-09-16</settlementDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ecolab Inc</name>
        <lei>82DYEISM090VG8LTLS26</lei>
        <title>Ecolab Inc</title>
        <cusip>278865100</cusip>
        <identifiers>
          <isin value="US2788651006"/>
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        <balance>3367.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>669864.65000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Okta Inc</name>
        <lei>549300N8J06I8MRHU620</lei>
        <title>Okta Inc</title>
        <cusip>679295105</cusip>
        <identifiers>
          <isin value="US6792951054"/>
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        <balance>1087.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>217650.01000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Hershey Co/The</name>
        <lei>21X2CX66SU2BR6QTAD08</lei>
        <title>Hershey Co/The</title>
        <cusip>427866108</cusip>
        <identifiers>
          <isin value="US4278661081"/>
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        <balance>1467.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>190152.54000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hain Celestial Group Inc/The</name>
        <lei>5493000S8QXWHLIXDP75</lei>
        <title>Hain Celestial Group Inc/The</title>
        <cusip>405217100</cusip>
        <identifiers>
          <isin value="US4052171000"/>
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        <balance>23574.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>742816.74000000</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>Entergy Corp</name>
        <lei>4XM3TW50JULSLG8BNC79</lei>
        <title>Entergy Corp</title>
        <cusip>29364G103</cusip>
        <identifiers>
          <isin value="US29364G1031"/>
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        <balance>2511.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>235556.91000000</valUSD>
        <pctVal>0.035932639443</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>Veeva Systems Inc</name>
        <lei>549300YZEXPDB92M2F02</lei>
        <title>Veeva Systems Inc</title>
        <cusip>922475108</cusip>
        <identifiers>
          <isin value="US9224751084"/>
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        <balance>996.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>233482.32000000</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>Chicago Board of Trade</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>CORN FUTURE       DEC20 XCBT 20201214</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1B8RD4"/>
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        <balance>-665.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-495800.00000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>Chicago Board of Trade</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <indexName>Corn</indexName>
                <indexIdentifier>C Z0 Comdty</indexIdentifier>
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            <expDate>2020-12-14</expDate>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>90DAY EUR FUTR  SEP20 XCME 20200914</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="ADI09H527"/>
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        <balance>40.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>L BRANDS INC</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Citrix Systems Inc</name>
        <lei>HCTKJGUQOPZ5NBK7NP58</lei>
        <title>Citrix Systems Inc</title>
        <cusip>177376100</cusip>
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        <balance>3810.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Travelers Cos Inc/The</name>
        <lei>549300Y650407RU8B149</lei>
        <title>Travelers Cos Inc/The</title>
        <cusip>89417E109</cusip>
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          <isin value="US89417E1091"/>
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        <balance>2024.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fortinet Inc</name>
        <lei>549300O0QJWDBAS0QX03</lei>
        <title>Fortinet Inc</title>
        <cusip>34959E109</cusip>
        <identifiers>
          <isin value="US34959E1091"/>
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        <balance>4559.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>625813.93000000</valUSD>
        <pctVal>0.095463751437</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Broadridge Financial Solutions Inc</name>
        <lei>N/A</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Equity Commonwealth</name>
        <lei>549300YPGVU9PR4L0606</lei>
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        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Eurex Deutschland</name>
        <lei>529900LN3S50JPU47S06</lei>
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          <other otherDesc="Internal Identifier" value="ADI1HJM98"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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            <payOffProf>Long</payOffProf>
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      </invstOrSec>
      <invstOrSec>
        <name>MIZUHO BANK LTD</name>
        <lei>RB0PEZSDGCO3JS6CEU02</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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                <issuerName>Ares Management Corp</issuerName>
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      <invstOrSec>
        <name>Alliant Energy Corp</name>
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        <title>Alliant Energy Corp</title>
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        <balance>4960.00000000</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>
        <name>Mondelez International Inc</name>
        <lei>549300DV9GIB88LZ5P30</lei>
        <title>Mondelez International Inc</title>
        <cusip>609207105</cusip>
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        <balance>18388.00000000</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>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CREDIT INDUST ET COMM NY</name>
        <lei>N4JDFKKH2FTD8RKFXO39</lei>
        <title>Credit Industriel et Commercial/New York</title>
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        <balance>25000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FRANKLIN STREET PROPERTIES C</title>
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          <other otherDesc="Internal Identifier" value="USDB02T2D1IAM"/>
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        <name>Quest Diagnostics Inc</name>
        <lei>8MCWUBXQ0WE04KMXBX50</lei>
        <title>Quest Diagnostics Inc</title>
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        <name>NORINCHUKIN BK</name>
        <lei>5493007VSMFZCPV1NB83</lei>
        <title>NORINCHUKIN BK</title>
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        <invCountry>JP</invCountry>
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        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Bill</title>
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        <balance>20000000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>DTE Energy Co</name>
        <lei>549300IX8SD6XXD71I78</lei>
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        <assetCat>EC</assetCat>
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        <name>Expeditors International of Washington Inc</name>
        <lei>984500B055A804AB6E40</lei>
        <title>Expeditors International of Washington Inc</title>
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        <balance>7197.00000000</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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        <name>Kimberly-Clark Corp</name>
        <lei>MP3J6QPYPGN75NVW2S34</lei>
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        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>CIMAREX ENERGY CO</title>
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        <name>Sempra Energy</name>
        <lei>PBBKGKLRK5S5C0Y4T545</lei>
        <title>Sempra Energy</title>
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      <invstOrSec>
        <name>Camden Property Trust</name>
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      <invstOrSec>
        <name>Occidental Petroleum Corp</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>W R Berkley Corp</name>
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      <invstOrSec>
        <name>Eurex Deutschland</name>
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          <other otherDesc="Internal Identifier" value="ADI1MB5B3"/>
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      <invstOrSec>
        <name>Consolidated Edison Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>LANDESBANK BADEN-WUR</name>
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        <balance>10000000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Southern Co/The</name>
        <lei>549300FC3G3YU2FBZD92</lei>
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        <cusip>842587107</cusip>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>London Metal Exchange</name>
        <lei>213800NB8G5VRT1DXC91</lei>
        <title>LME PRI ALUM FUTR SEP20 XLME 20200914</title>
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      <invstOrSec>
        <name>NiSource Inc</name>
        <lei>549300D8GOWWH0SJB189</lei>
        <title>NiSource Inc</title>
        <cusip>65473P105</cusip>
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          <isin value="US65473P1057"/>
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        <balance>10389.00000000</balance>
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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>
        <name>Generac Holdings Inc</name>
        <lei>529900S2H2AHJHSFFI84</lei>
        <title>Generac Holdings Inc</title>
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        <name>Morgan Stanley &amp; Co. LLC</name>
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      <invstOrSec>
        <name>Singapore Exchange Derivatives Clearing Limited</name>
        <lei>549300ZLWT3FK3F0FW61</lei>
        <title>MSCI TAIWAN INDEX JUL20 XSIM 20200730</title>
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>Medtronic PLC</name>
        <lei>549300GX3ZBSQWUXY261</lei>
        <title>Medtronic PLC</title>
        <cusip>000000000</cusip>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>London Metal Exchange</name>
        <lei>213800NB8G5VRT1DXC91</lei>
        <title>LME NICKEL FUTURE SEP20 XLME 20200914</title>
        <cusip>000000000</cusip>
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      <invstOrSec>
        <name>CoStar Group Inc</name>
        <lei>N/A</lei>
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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>
        <name>New Relic Inc</name>
        <lei>549300AB8FY2HQILL804</lei>
        <title>New Relic Inc</title>
        <cusip>64829B100</cusip>
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        <balance>4153.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>286141.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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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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          <other otherDesc="Internal Identifier" value="USDB1P5YY8IAM"/>
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        <fairValLevel>1</fairValLevel>
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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      <invstOrSec>
        <name>American Water Works Co Inc</name>
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        <title>American Water Works Co 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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        <fairValLevel>1</fairValLevel>
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            <swapFlag>Y</swapFlag>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WW Grainger Inc</name>
        <lei>549300TWZSP6O1IH2V34</lei>
        <title>WW Grainger Inc</title>
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          <isin value="US3848021040"/>
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        <balance>1805.00000000</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>
        <name>Hilton Worldwide Holdings Inc</name>
        <lei>549300HVGPK36ICB0B89</lei>
        <title>Hilton Worldwide Holdings Inc</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Equity LifeStyle Properties Inc</name>
        <lei>529900PEQG66LENB6798</lei>
        <title>Equity LifeStyle Properties Inc</title>
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          <isin value="US29472R1086"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Chicago Board of Trade</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US LONG BOND(CBT) SEP20 XCBT 20200921</title>
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        <fairValLevel>1</fairValLevel>
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                <indexIdentifier>USU0 Comdty</indexIdentifier>
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      <invstOrSec>
        <name>Public Service Enterprise Group Inc</name>
        <lei>PUSS41EMO3E6XXNV3U28</lei>
        <title>Public Service Enterprise Group Inc</title>
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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>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>MKS INSTRUMENTS INC</title>
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        <name>Mid-America Apartment Communities Inc</name>
        <lei>549300FQZKFR5YNSHZ21</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>PURCHASED USD / SOLD SGD</title>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T Inc</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
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        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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      <invstOrSec>
        <name>Dollar General Corp</name>
        <lei>OPX52SQVOZI8IVSWYU66</lei>
        <title>Dollar General Corp</title>
        <cusip>256677105</cusip>
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        <balance>2815.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>536285.65000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Kearny Financial Corp/MD</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Copart Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BNP PARIBAS NY BANCH</name>
        <lei>N/A</lei>
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        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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>UBS AG</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Eagle Materials Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
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            <payOffProf>Short</payOffProf>
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      <invstOrSec>
        <name>Tootsie Roll Industries Inc</name>
        <lei>529900SBKOV9XX4M4Q35</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>COFCO CAPITAL CORP.</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Eurex Deutschland</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>VF Corp</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Chicago Board of Trade</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
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        <name>CORPOERATIVE CENTRALE</name>
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        <name>CDW Corp/DE</name>
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        <name>RingCentral Inc</name>
        <lei>549300C8EH0H1614VE84</lei>
        <title>RingCentral Inc</title>
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        <name>Morningstar Inc</name>
        <lei>529900YGNQPOVAXQ7F29</lei>
        <title>Morningstar Inc</title>
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        <name>McCormick &amp; Co Inc/MD</name>
        <lei>549300JQQA6MQ4OJP259</lei>
        <title>McCormick &amp; Co Inc/MD</title>
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        <fairValLevel>1</fairValLevel>
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        <name>ASX Clear (Futures)</name>
        <lei>549300ZD7BBOVZFVHK49</lei>
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        <name>TORONTO-DOMINION</name>
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        <name>Morgan Stanley &amp; Co. LLC</name>
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        <name>UBS AG</name>
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        <name>Chicago Mercantile Exchange</name>
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        <fairValLevel>1</fairValLevel>
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        <name>American Homes 4 Rent</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Marathon Petroleum Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Spire Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Chicago Mercantile Exchange</name>
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        <name>WEC Energy Group Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Morgan Stanley &amp; Co. LLC</name>
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        <name>Chicago Mercantile Exchange</name>
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        <name>Equity Residential</name>
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        <name>Lockheed Martin Corp</name>
        <lei>DPRBOZP0K5RM2YE8UU08</lei>
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        <name>Morgan Stanley &amp; Co. LLC</name>
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        <name>ICE Futures Europe - Financial Products Division</name>
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        <name>Morgan Stanley &amp; Co. LLC</name>
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      <invstOrSec>
        <name>Agilent Technologies Inc</name>
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        <name>Chicago Mercantile Exchange</name>
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      <invstOrSec>
        <name>AGNC Investment Corp</name>
        <lei>5TRACI5HRMELWV32OF39</lei>
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        <name>CMWTH BK OF AUS NY B</name>
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        <name>Morgan Stanley &amp; Co. LLC</name>
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        <name>ICE Futures U.S., Inc.</name>
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        <name>US Foods Holding Corp</name>
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        <name>Morgan Stanley &amp; Co. LLC</name>
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            <terminationDt>2021-05-19</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>517854.56000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>66000.84000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>JBG SMITH PROPERTIES</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="USDBD3BX01IAM"/>
        </identifiers>
        <balance>277515.21000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>7898.02000000</valUSD>
        <pctVal>0.001204790404</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>JBG SMITH Properties</issuerName>
                <issueTitle>JBG SMITH Properties</issueTitle>
                <identifiers>
                  <cusip value="46590V100"/>
                  <isin value="US46590V1008"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.45000000" pmntAmt="-39.39000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2021-05-19</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>277515.21000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>7898.02000000</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>R1 RCM INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="USDBD8PMK1IAM"/>
        </identifiers>
        <balance>460896.34000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>13429.79000000</valUSD>
        <pctVal>0.002048625115</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>R1 RCM Inc</issuerName>
                <issueTitle>R1 RCM Inc</issueTitle>
                <identifiers>
                  <cusip value="749397105"/>
                  <isin value="US7493971052"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.45000000" pmntAmt="-55.95000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2021-05-19</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>460896.34000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>13429.79000000</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>WESTERN DIGITAL CORP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="USD2954699IAM"/>
        </identifiers>
        <balance>143891.91000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>7674.77000000</valUSD>
        <pctVal>0.001170735102</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>Western Digital Corp</issuerName>
                <issueTitle>Western Digital Corp</issueTitle>
                <identifiers>
                  <cusip value="958102105"/>
                  <isin value="US9581021055"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.45000000" pmntAmt="-43.57000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2021-05-19</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>143178.45000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>7674.77000000</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>STAAR SURGICAL CO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="USD2836292IAM"/>
        </identifiers>
        <balance>181002.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-105390.50000000</valUSD>
        <pctVal>-0.01607661960</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>STAAR Surgical Co</issuerName>
                <issueTitle>STAAR Surgical Co</issueTitle>
                <identifiers>
                  <cusip value="852312305"/>
                  <isin value="US8523123052"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.45000000" pmntAmt="-54.80000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2021-05-19</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>287084.10000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-105390.50000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>CAD CURRENCY FUT   SEP20 XCME 20200915</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1MJZN7"/>
        </identifiers>
        <balance>35.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-42490.00000000</valUSD>
        <pctVal>-0.00648156681</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Canadian Dollar FX Currency Future</indexName>
                <indexIdentifier>CDU0 Curncy</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-09-15</expDate>
            <notionalAmt>2619190.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-42490.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SUMITOMO MITSUI TRUST NY</name>
        <lei>5493006GGLR4BTEL8O61</lei>
        <title>SUMITOMO MITSUI TRUST NY</title>
        <cusip>86564GDV0</cusip>
        <identifiers>
          <other otherDesc="CUSIP" value="86564GDV0"/>
        </identifiers>
        <balance>15000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15002497.65000000</valUSD>
        <pctVal>2.288531203834</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.31000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>MADRIGAL PHARMACEUTICALS INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="USDBD59BS7IAM"/>
        </identifiers>
        <balance>197814.10000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>22582.51000000</valUSD>
        <pctVal>0.003444811657</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>Madrigal Pharmaceuticals Inc</issuerName>
                <issueTitle>Madrigal Pharmaceuticals Inc</issueTitle>
                <identifiers>
                  <cusip value="558868105"/>
                  <isin value="US5588681057"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.45000000" pmntAmt="-59.89000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2021-05-19</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>249263.25000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>22582.51000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NorthWestern Corp</name>
        <lei>3BPWMBHR1R9SHUN7J795</lei>
        <title>NorthWestern Corp</title>
        <cusip>668074305</cusip>
        <identifiers>
          <isin value="US6680743050"/>
        </identifiers>
        <balance>4440.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>242068.80000000</valUSD>
        <pctVal>0.036925984939</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"/>
      <explntrNote note="Futures contracts value is represented by unrealized appreciation/depreciation." noteItem="C.2.c"/>

    </explntrNotes>
    <signature>
      <ncom:dateSigned>2020-07-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Natixis Funds Trust II</ncom:nameOfApplicant>
      <ncom:signature>John Sgroi</ncom:signature>
      <ncom:signerName>John Sgroi</ncom:signerName>
      <ncom:title>Assistant Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
