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        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>POLISH ZLOTY</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: PLN/EUR SETTLE 2019-10-11</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPZL__00205882"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.00915000"/>
        <valUSD>-5689.43000000</valUSD>
        <pctVal>-0.00077627012</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BROWN BROTHERS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>275526.14000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1182200.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2019-10-11</settlementDt>
            <unrealizedAppr>-5689.43000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GULF POWER COMPANY</name>
        <lei>BLVY3B5CY5IDPCFLQ577</lei>
        <title>GULF POWER CO COMMERCIAL PAPER (ISITC)</title>
        <cusip>40248EXU6</cusip>
        <identifiers>
          <isin value="US40248EXU62"/>
        </identifiers>
        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2994866.67000000</valUSD>
        <pctVal>0.408621871912</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-10-28</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-7/8% 02/15/2047</title>
        <cusip>912810RW0</cusip>
        <identifiers>
          <isin value="US912810RW09"/>
        </identifiers>
        <balance>1444400.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1655761.04000000</valUSD>
        <pctVal>0.225913287687</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.87500000</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>EURO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2019-10-10</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00214484"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91726000"/>
        <valUSD>-7490.48000000</valUSD>
        <pctVal>-0.00102200675</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>510795.18000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>461300.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2019-10-10</settlementDt>
            <unrealizedAppr>-7490.48000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINL CO COMMERCIAL PAPER (ISITC)</title>
        <cusip>37046UXQ9</cusip>
        <identifiers>
          <isin value="US37046UXQ92"/>
        </identifiers>
        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4991546.65000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-10-24</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Japan</name>
        <lei>N/A</lei>
        <title>JPN 10Y BOND(OSE) DEC19 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="JGBZ9"/>
        </identifiers>
        <balance>-22.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="108.07500000"/>
        <valUSD>-31556234.10000000</valUSD>
        <pctVal>-4.30555643014</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Japan Govt. Bond Futures</issuerName>
                <issueTitle>Japan Govt 10 Year Bond Future (TSE) Dec 2019</issueTitle>
                <identifiers>
                  <isin value="JP1103451GC0"/>
                  <ticker value="BTZ9"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2019-12-16</expDate>
            <notionalAmt>-31889588.79000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>333354.69000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Canada</name>
        <lei>N/A</lei>
        <title>CAN 10YR BOND FUT DEC19 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CGBZ9"/>
        </identifiers>
        <balance>173.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32400000"/>
        <valUSD>18632779.44000000</valUSD>
        <pctVal>2.542270509059</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Canada Govt. Bond Futures</issuerName>
                <issueTitle>Canadian Govt 10 Year Bond Future Dec 2019</issueTitle>
                <identifiers>
                  <isin value="CA135087H235"/>
                  <ticker value="CGBZ9"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2019-12-21</expDate>
            <notionalAmt>18829725.50000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>-196946.06000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDIA RUPEE</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2019-10-24</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00205875"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="70.86880000"/>
        <valUSD>-10450.75000000</valUSD>
        <pctVal>-0.00142590822</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>511988.49000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>35596000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2019-10-24</settlementDt>
            <unrealizedAppr>-10450.75000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JAPANESE YEN</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2019-11-08</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00214485"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="108.07500000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <amtCurSold>923837.83000000</amtCurSold>
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            <amtCurPur>99446800.00000000</amtCurPur>
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            <settlementDt>2019-11-08</settlementDt>
            <unrealizedAppr>-1005.84000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPT-IRSLV3927138</name>
        <lei>N/A</lei>
        <title>OPT-IRSLV3927138 EXPIRATION: 10/15/2019</title>
        <cusip>SWT937201</cusip>
        <identifiers>
          <other otherDesc="Options" value="SWT937201"/>
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        <balance>-25516000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-114.07000000</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>0.00000000</shareNo>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS913599</cusip>
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          <ticker value="CDX-NAIG"/>
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        <balance>-6730000.00000000</balance>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>BRK: BANK OF AMERICA, N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CANADIAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CAD/USD SETTLE 2019-11-22</title>
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          <other otherDesc="FX Forwards" value="CCTCAD__00213865"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BROWN BROTHERS</counterpartyName>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00210195"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BANK OF AMERICA</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>HONG KONG DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: HKD/USD SETTLE 2020-05-26</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHKD__00215551"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>ANZ SECURITIES  INC.  NEW YORK</counterpartyName>
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            <amtCurSold>1277219.78000000</amtCurSold>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/IDR SETTLE 2019-11-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00207358"/>
        </identifiers>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>10914682800.00000000</amtCurSold>
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            <amtCurPur>738077.01000000</amtCurPur>
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            <unrealizedAppr>-26889.45000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW RUSSIAN ROUBLE</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: RUB/USD SETTLE 2019-11-14</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTRUB__00214682"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="64.88250000"/>
        <valUSD>-6559.19000000</valUSD>
        <pctVal>-0.00089494084</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>RU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>505788.02000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>32581600.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2019-11-14</settlementDt>
            <unrealizedAppr>-6559.19000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>INDIA RUPEE</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2019-10-24</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00211047"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="70.86880000"/>
        <valUSD>10068.17000000</valUSD>
        <pctVal>0.001373708724</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>640714.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>46188500.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2019-10-24</settlementDt>
            <unrealizedAppr>10068.17000000</unrealizedAppr>
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        </derivativeInfo>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JAPANESE YEN</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2019-12-13</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00173202"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="108.07500000"/>
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        <pctVal>0.002040658426</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1290314.57000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>140275000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2019-12-13</settlementDt>
            <unrealizedAppr>14956.37000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS939442</cusip>
        <identifiers>
          <ticker value="CDX-NAIG"/>
        </identifiers>
        <balance>-1170000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>23468.72000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: BARCLAYS BANK PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-1170000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>56.51000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/SEK SETTLE 2020-01-10</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00214685"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5888.26000000</valUSD>
        <pctVal>0.000803398644</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>4944200.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>512511.18000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-01-10</settlementDt>
            <unrealizedAppr>5888.26000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CAMPBELL SOUP COMPANY</name>
        <lei>5493007JDSMX8Z5Z1902</lei>
        <title>CAMPBELL SOUP COMPANY COMMERCIAL PAPER (ISITC)</title>
        <cusip>13443DYR4</cusip>
        <identifiers>
          <isin value="US13443DYR42"/>
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        <balance>6500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6476875.86000000</valUSD>
        <pctVal>0.883709837425</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-11-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/NZD SETTLE 2019-11-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00212279"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>27179.38000000</valUSD>
        <pctVal>0.003708375148</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2601200.00000000</amtCurSold>
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            <amtCurPur>1659081.78000000</amtCurPur>
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            <settlementDt>2019-11-07</settlementDt>
            <unrealizedAppr>27179.38000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRK: DEUTSCHE BANK</name>
        <lei>N/A</lei>
        <title>BRK: DEUTSCHE BANK PAY: 6-MONTH AUD - BBSW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="7277843"/>
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        <balance>1230000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.48269000"/>
        <valUSD>81690.11000000</valUSD>
        <pctVal>0.011145860348</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: DEUTSCHE BANK</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.22000000"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BRK: UBS AG</name>
        <lei>N/A</lei>
        <title>BRK: UBS AG PAY: 6-MONTH AUD - BBSW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="8357625"/>
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        <currencyConditional curCd="AUD" exchangeRt="1.48269000"/>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>BRK: UBS AG</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2019-10-30</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00214488"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
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            <amtCurSold>1519435000.00000000</amtCurSold>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TURKISH LIRA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: TRY/EUR SETTLE 2019-10-10</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTRY__00213399"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <amtCurSold>1162400.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/22</title>
        <cusip>912828TE0</cusip>
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          <isin value="US912828TE09"/>
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        <balance>3944200.00000000</balance>
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        <issuerCat>USGA</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2025</title>
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          <isin value="US912828XL95"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NORWEIGAN KRONE</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: NOK/EUR SETTLE 2020-01-08</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNOK__00214305"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="9.08595000"/>
        <valUSD>-2940.33000000</valUSD>
        <pctVal>-0.00040118084</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BROWN BROTHERS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>690478.09000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6853700.00000000</amtCurPur>
            <curPur>NOK</curPur>
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            <unrealizedAppr>-2940.33000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/RUB SETTLE 2019-11-14</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00215809"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4381.37000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>32810700.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>507120.56000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-14</settlementDt>
            <unrealizedAppr>4381.37000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/INR SETTLE 2019-10-24</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00209560"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4618.86000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>27467700.00000000</amtCurSold>
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            <amtCurPur>382393.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-24</settlementDt>
            <unrealizedAppr>-4618.86000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NOBLE ENERGY, INC.</name>
        <lei>02VFQXG2D1LR5ZH3K186</lei>
        <title>NOBLE ENERGY INC COMMERCIAL PAPER (ISITC)</title>
        <cusip>65505MX17</cusip>
        <identifiers>
          <isin value="US65505MX171"/>
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        <balance>6000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5999544.18000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-10-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8%  07/15/2023</title>
        <cusip>912828VM9</cusip>
        <identifiers>
          <isin value="US912828VM96"/>
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        <balance>1857100.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2058970.96000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CANADIAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CAD/USD SETTLE 2019-12-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCAD__00212971"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32400000"/>
        <valUSD>-5869.01000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BROWN BROTHERS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1189285.59000000</amtCurSold>
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            <amtCurPur>1564585.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2019-12-16</settlementDt>
            <unrealizedAppr>-5869.01000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AUSTRALIAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: AUD/JPY SETTLE 2019-11-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00213205"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.48269000"/>
        <valUSD>-10132.77000000</valUSD>
        <pctVal>-0.00138252279</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ANZ SECURITIES  INC.  NEW YORK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>82411256.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1118000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2019-11-21</settlementDt>
            <unrealizedAppr>-10132.77000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2019-10-10</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00212518"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>19882.74000000</valUSD>
        <pctVal>0.002712816072</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1395400.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1542343.99000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-10</settlementDt>
            <unrealizedAppr>19882.74000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/INR SETTLE 2019-10-24</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00205260"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8534.65000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>35408800.00000000</amtCurSold>
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            <amtCurPur>507434.80000000</amtCurPur>
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            <settlementDt>2019-10-24</settlementDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BRITISH STERLING POUND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: GBP/USD SETTLE 2019-10-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTGBP__00212082"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81149000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>523171.25000000</amtCurSold>
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            <amtCurPur>426100.00000000</amtCurPur>
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            <settlementDt>2019-10-18</settlementDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>INDIA RUPEE</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2019-10-24</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00204174"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="INR" exchangeRt="70.86880000"/>
        <valUSD>-19011.77000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>888468.79000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2019-10-10</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00205467"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA</counterpartyName>
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            <amtCurSold>924600.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>HITACHI CAPITAL AMERICA CORP.</name>
        <lei>SAG6K2J487EOB0C5BI47</lei>
        <title>HITACHI CAP AMER CORP COMMERCIAL PAPER (ISITC)</title>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>INDIA RUPEE</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTINR__00208841"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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            <amtCurSold>1012717.40000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>TURKISH LIRA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: TRY/EUR SETTLE 2019-12-05</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTRY__00215131"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <amtCurSold>227958.14000000</amtCurSold>
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        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTMXP__00212074"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <isin value="US912796RM33"/>
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        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
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        <name>GLENCORE FUNDING LLC</name>
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        <name>BRK: UBS</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00211440"/>
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        <name>JAPANESE YEN</name>
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        <name>N/A</name>
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        <name>U.S. DOLLARS</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>United States of America</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00215341"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2019-10-24</title>
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          <other otherDesc="FX Forwards" value="CCTCNH__00210603"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00179844"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BANK OF AMERICA</counterpartyName>
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            <amtCurSold>54910000.00000000</amtCurSold>
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      <invstOrSec>
        <name>CANADIAN TIRE CORPORATION, LIMITED</name>
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        <title>CANADIAN TIRE CORP LTD COMMERCIAL PAPER (ISITC)</title>
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          <isin value="US13668MXM45"/>
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        <curCd>USD</curCd>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AUSTRALIAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: AUD/USD SETTLE 2019-11-08</title>
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          <other otherDesc="FX Forwards" value="CCTAUD__00212514"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>ANZ SECURITIES  INC.  NEW YORK</counterpartyName>
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      <invstOrSec>
        <name>INDONESIA RUPIAH</name>
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          <other otherDesc="FX Forwards" value="CCTIDR__00212516"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>N/A</lei>
        <title>EURO-BUND FUTURE  DEC19 FINANCIAL COMMODITY FUTURE.</title>
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          <ticker value="FGBLZ9"/>
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        <isRestrictedSec>N</isRestrictedSec>

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                <issuerName>Germany Govt. Bond Futures</issuerName>
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        <name>BRK: DEUTSCHE BANK</name>
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        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00214683"/>
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        <name>CIGNA CORPORATION</name>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BRK: UBS</name>
        <lei>N/A</lei>
        <title>BRK: UBS PAY: 6-MONTH AUD - BBSW</title>
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      <invstOrSec>
        <name>BRAZILIAN REAL</name>
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          <other otherDesc="FX Forwards" value="CCTBRL__00212280"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>United States of America</name>
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          <isin value="US912828Q608"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CANADIAN DOLLAR</name>
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          <other otherDesc="FX Forwards" value="CCTCAD__00212519"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>INDONESIA RUPIAH</name>
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          <other otherDesc="FX Forwards" value="CCTIDR__00213400"/>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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      <invstOrSec>
        <name>United States of America</name>
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        <name>NISSAN MOTOR ACCEPTANCE CORPORATION</name>
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        <name>BRK: J.P. MORGAN CHASE</name>
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        <name>N/A</name>
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        <name>ENI FINANCE USA INC.</name>
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          <ticker value="MEMZ9"/>
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            <amtCurSold>887324000.00000000</amtCurSold>
            <curSold>COP</curSold>
            <amtCurPur>256526.16000000</amtCurPur>
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            <unrealizedAppr>1775.44000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW ZEALAND DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: NZD/USD SETTLE 2019-11-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNZD__00215806"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>510347.32000000</amtCurSold>
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            <amtCurPur>808600.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2019-11-07</settlementDt>
            <unrealizedAppr>-3059.81000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRK: J.P. MORGAN CHASE</name>
        <lei>N/A</lei>
        <title>BRK: J.P. MORGAN CHASE PAY: 3-MONTH NZD - BKBM</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="7229371"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.59477000"/>
        <valUSD>54251.40000000</valUSD>
        <pctVal>0.007402102018</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: J.P. MORGAN CHASE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.45500000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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            <terminationDt>2029-03-08</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>-750000.00000000</notionalAmt>
            <curCd>NZD</curCd>
            <unrealizedAppr>54251.40000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/HUF SETTLE 2019-10-11</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00205888"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>24369.36000000</valUSD>
        <pctVal>0.003324973896</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>150705700.00000000</amtCurSold>
            <curSold>HUF</curSold>
            <amtCurPur>515265.75000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-11</settlementDt>
            <unrealizedAppr>24369.36000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRK: UBS AG</name>
        <lei>N/A</lei>
        <title>BRK: UBS AG PAY: 3-MONTH NZD - BKBM</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="8050051"/>
        </identifiers>
        <balance>860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.59477000"/>
        <valUSD>14858.81000000</valUSD>
        <pctVal>0.002027347266</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: UBS AG</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.49000000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
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            <terminationDt>2029-08-07</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>NZD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>NZD</rcptCurCd>
            <notionalAmt>-860000.00000000</notionalAmt>
            <curCd>NZD</curCd>
            <unrealizedAppr>14858.81000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/HKD SETTLE 2020-05-26</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00210602"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4965.06000000</valUSD>
        <pctVal>-0.00067743653</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>20131300.00000000</amtCurSold>
            <curSold>HKD</curSold>
            <amtCurPur>2565366.75000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-05-26</settlementDt>
            <unrealizedAppr>-4965.06000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC 1.375000% 05/01/2020</title>
        <cusip>3137EADR7</cusip>
        <identifiers>
          <isin value="US3137EADR73"/>
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        <balance>12790000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12752381.28000000</valUSD>
        <pctVal>1.739944539826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.37500000</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>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES .25%  07/15/29</title>
        <cusip>912810FD5</cusip>
        <identifiers>
          <isin value="US912810FD55"/>
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        <balance>1140000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1152199.18000000</valUSD>
        <pctVal>0.157206926927</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TURKISH LIRA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: TRY/USD SETTLE 2019-12-05</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTRY__00215339"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TRY" exchangeRt="5.64650000"/>
        <valUSD>5768.98000000</valUSD>
        <pctVal>0.000787123991</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>499096.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2908100.00000000</amtCurPur>
            <curPur>TRY</curPur>
            <settlementDt>2019-12-05</settlementDt>
            <unrealizedAppr>5768.98000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>AMSTERDAM IDX FUT OCT19 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="AEXV9"/>
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        <balance>7.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91726000"/>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>AMSTERDAM IDX FUT Oct 2019</indexName>
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                <narrativeDesc>N/A</narrativeDesc>
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            <expDate>2019-10-21</expDate>
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            <curCd>EUR</curCd>
            <unrealizedAppr>-7231.41000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY PAY: 6-MONTH AUD - BBSW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="8050053"/>
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        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.48269000"/>
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        <pctVal>0.000522351153</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>BRK: MORGAN STANLEY</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.23600000"/>
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            <unrealizedAppr>3828.41000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BRITISH STERLING POUND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: GBP/USD SETTLE 2019-10-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTGBP__00214681"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81149000"/>
        <valUSD>-6599.97000000</valUSD>
        <pctVal>-0.00090050489</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>510341.50000000</amtCurSold>
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            <amtCurPur>408500.00000000</amtCurPur>
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            <settlementDt>2019-10-18</settlementDt>
            <unrealizedAppr>-6599.97000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2019-10-18</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00215548"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BANK OF AMERICA</counterpartyName>
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            <amtCurSold>408500.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/RUB SETTLE 2019-11-14</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00213402"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2383.71000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
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            <amtCurSold>33450900.00000000</amtCurSold>
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            <amtCurPur>510164.90000000</amtCurPur>
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            <settlementDt>2019-11-14</settlementDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2019-10-24</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00210791"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>759550.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5457600.00000000</amtCurPur>
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            <settlementDt>2019-10-24</settlementDt>
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        </derivativeInfo>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>TAIWAN DOLLAR</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00212511"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="31.02450000"/>
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        <pctVal>0.000188220022</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TW</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>518554.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>16067400.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2019-11-27</settlementDt>
            <unrealizedAppr>1379.50000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/BRL SETTLE 2019-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00211051"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>810.47000000</valUSD>
        <pctVal>0.000110581139</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1594600.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>383630.85000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-02</settlementDt>
            <unrealizedAppr>810.47000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Japan</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>Japanese Government CPI Linked Bond .100000% 03/10/2027</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP1120221H48"/>
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        <balance>1083000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="108.07500000"/>
        <valUSD>10612453.33000000</valUSD>
        <pctVal>1.447971153015</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.10000000</annualizedRt>
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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>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/INR SETTLE 2019-10-24</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00209362"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8999.27000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
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            <amtCurSold>36579800.00000000</amtCurSold>
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            <curPur>USD</curPur>
            <settlementDt>2019-10-24</settlementDt>
            <unrealizedAppr>-8999.27000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/28</title>
        <cusip>912828Y38</cusip>
        <identifiers>
          <isin value="US912828Y388"/>
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        <balance>675000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>723845.42000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</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>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CLP SETTLE 2019-11-14</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00212509"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>38990.58000000</valUSD>
        <pctVal>0.005319904203</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1197585700.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>1685790.68000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-14</settlementDt>
            <unrealizedAppr>38990.58000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/AUD SETTLE 2019-11-08</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00214687"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1132.17000000</valUSD>
        <pctVal>0.000154474130</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>375100.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>254416.08000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-08</settlementDt>
            <unrealizedAppr>1132.17000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-1/8% 01/15/21</title>
        <cusip>912828PP9</cusip>
        <identifiers>
          <isin value="US912828PP91"/>
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        <balance>2493000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2932221.63000000</valUSD>
        <pctVal>0.400074535309</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/ILS SETTLE 2019-10-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00203699"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-25389.66000000</valUSD>
        <pctVal>-0.00346418439</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
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            <amtCurSold>4852200.00000000</amtCurSold>
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            <amtCurPur>1372189.70000000</amtCurPur>
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            <settlementDt>2019-10-16</settlementDt>
            <unrealizedAppr>-25389.66000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CANADIAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CAD/USD SETTLE 2019-12-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCAD__00213645"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.32400000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BROWN BROTHERS</counterpartyName>
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            <amtCurSold>245724.40000000</amtCurSold>
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            <amtCurPur>325000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2019-12-16</settlementDt>
            <unrealizedAppr>98.22000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/4% 01/15/2025</title>
        <cusip>912828H45</cusip>
        <identifiers>
          <isin value="US912828H458"/>
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        <balance>3214200.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3488771.44000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-01-15</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2019-10-11</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00205258"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>EURO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2019-10-10</title>
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          <other otherDesc="FX Forwards" value="CCTEUR__00208615"/>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA</counterpartyName>
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      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTKRW__00212510"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>ROYAL BANK OF SCOTLAND</counterpartyName>
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            <amtCurSold>1554633.30000000</amtCurSold>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 02/15/2045</title>
        <cusip>912810RL4</cusip>
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          <isin value="US912810RL44"/>
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        <name>BRK: JPMORGAN CHASE BANK, N.A.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BRK: UBS AG</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>MEXICAN PESO</name>
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          <other otherDesc="FX Forwards" value="CCTMXP__00211043"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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            <amtCurSold>186349.76000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US912828Y388"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-07-15</maturityDt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FMC TECHNOLOGIES, INC.</name>
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        <title>FMC TECHNOLOGIES INC COMMERCIAL PAPER (ISITC)</title>
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          <isin value="US3024X3YM07"/>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00213863"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00202886"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EURO</name>
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          <other otherDesc="FX Forwards" value="CCTEUR__00207357"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY PAY: 3-MONTH NZD - BKBM</title>
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          <other otherDesc="All Others" value="7337717"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00215340"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>FTSE/MIB IDX FUT  DEC19 PHYSICAL INDEX FUTURE.</title>
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          <ticker value="IFSZ9"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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      <invstOrSec>
        <name>INTESA SANPAOLO FUNDING LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2019-10-24</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00211653"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>BRK: JPMORGAN CHASE BANK, N.A.</counterpartyName>
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      <invstOrSec>
        <name>United States of America</name>
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          <ticker value="USZ9"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>BRAZILIAN REAL</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00212081"/>
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        <currencyConditional curCd="BRL" exchangeRt="4.16540000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US912810RR14"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00211870"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW RUSSIAN ROUBLE</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTRUB__00213861"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="64.88250000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>RU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
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            <amtCurSold>1607181.99000000</amtCurSold>
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            <amtCurPur>103699400.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2019-11-14</settlementDt>
            <unrealizedAppr>-18256.64000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Vanguard 500 Index Fund</name>
        <lei>N/A</lei>
        <title>VANGUARD S&amp;P 500 ETF MUTUAL FUND</title>
        <cusip>922908363</cusip>
        <identifiers>
          <isin value="US9229083632"/>
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        <balance>58148.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15851144.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>E. I. DU PONT DE NEMOURS AND COMPANY</name>
        <lei>GLU7INWNWH88J9XBXD45</lei>
        <title>EI DU PONT DE NEMOURS COMMERCIAL PAPER (ISITC)</title>
        <cusip>2635J5YD5</cusip>
        <identifiers>
          <isin value="US2635J5YD58"/>
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        <balance>10750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10720568.87000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-11-13</maturityDt>
          <couponKind>None</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>INDIA RUPEE</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2019-10-24</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00202883"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="70.86880000"/>
        <valUSD>-9747.81000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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            <amtCurSold>449619.07000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00210788"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>JAPANESE YEN</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00212982"/>
        </identifiers>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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        <name>United States of America</name>
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          <ticker value="TYZ9"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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                  <ticker value="TZZ9"/>
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      <invstOrSec>
        <name>NATWEST MARKETS PLC</name>
        <lei>RR3QWICWWIPCS8A4S074</lei>
        <title>NATWEST MARKETS PLC COMMERCIAL PAPER (ISITC)</title>
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      <invstOrSec>
        <name>AUSTRALIAN DOLLAR</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTAUD__00213644"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPI 200 FUTURES   DEC19 PHYSICAL INDEX FUTURE.</title>
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          <ticker value="YAPZ9"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <indexBasketInfo>
                <indexName>SPI 200 Future Dec 2019</indexName>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00207896"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
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            <amtCurSold>43803700.00000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>TAIWAN DOLLAR</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00214486"/>
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        <balance>1.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TW</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>513690.88000000</amtCurSold>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MSCI EMGMKT       DEC19 PHYSICAL INDEX FUTURE.</title>
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        <identifiers>
          <ticker value="MEMZ9"/>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>US MSCI Emerging Markets Equity Index Future Dec 2019</indexName>
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            <expDate>2019-12-23</expDate>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BRK: UBS AG</name>
        <lei>N/A</lei>
        <title>BRK: UBS AG PAY: 3-MONTH NZD - BKBM</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="8334475"/>
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        <balance>730000.00000000</balance>
        <units>NC</units>
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        <pctVal>0.001282393019</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: UBS AG</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.41500000"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BRK: UBS</name>
        <lei>N/A</lei>
        <title>BRK: UBS PAY: 6-MONTH AUD - BBSW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="8219353"/>
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        <balance>560000.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.48269000"/>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: UBS</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2029-02-18</terminationDt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CHILEAN PESO</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00212080"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ROYAL BANK OF SCOTLAND</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>EURO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2019-10-10</title>
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          <other otherDesc="FX Forwards" value="CCTEUR__00206176"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.91726000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2019-11-21</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00215808"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>ENEL FINANCE AMERICA, LLC</name>
        <lei>N/A</lei>
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          <isin value="US29279HZ652"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>AUSTRALIA 10 YEAR BOND FUTURE DEC 2019</title>
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          <ticker value="YTCZ9"/>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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                <issuerName>Australia Govt. Bond Futures</issuerName>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/COP SETTLE 2019-11-14</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00212507"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>INDIA RUPEE</name>
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      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>ITC HOLDINGS CORP.</name>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-10-22</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00213406"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.14120000"/>
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        <pctVal>-0.00186241768</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1285676.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9089700.00000000</amtCurPur>
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            <unrealizedAppr>-13650.01000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 1% 02/15/48</title>
        <cusip>912810SB5</cusip>
        <identifiers>
          <isin value="US912810SB52"/>
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        <balance>1369900.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1588064.99000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SWEDISH KRONE</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: SEK/CHF SETTLE 2020-01-10</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTSEK__00214300"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.83215000"/>
        <valUSD>-8629.23000000</valUSD>
        <pctVal>-0.00117737866</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>758878.15000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>7415500.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-01-10</settlementDt>
            <unrealizedAppr>-8629.23000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cooperatieve Rabobank UA (New York Branch)</name>
        <lei>N/A</lei>
        <title>COOPERATIEVE RABOBANK UA COMMERCIAL PAPER (ISITC)</title>
        <cusip>21687BX14</cusip>
        <identifiers>
          <isin value="US21687BX140"/>
        </identifiers>
        <balance>11100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11099377.18000000</valUSD>
        <pctVal>1.514407411116</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-10-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ISRAELI SHEKEL</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ILS/USD SETTLE 2019-10-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00206443"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.47580000"/>
        <valUSD>1091.61000000</valUSD>
        <pctVal>0.000148940093</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BROWN BROTHERS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>783387.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2723600.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2019-10-16</settlementDt>
            <unrealizedAppr>1091.61000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-3/8% 01/15/27</title>
        <cusip>912810PS1</cusip>
        <identifiers>
          <isin value="US912810PS15"/>
        </identifiers>
        <balance>997000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1463805.93000000</valUSD>
        <pctVal>0.199722787403</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.37500000</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>NEW ZEALAND DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: NZD/USD SETTLE 2019-11-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNZD__00215547"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.59477000"/>
        <valUSD>-1915.02000000</valUSD>
        <pctVal>-0.00026128677</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>256248.88000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>405400.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2019-11-07</settlementDt>
            <unrealizedAppr>-1915.02000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRK: UBS AG</name>
        <lei>N/A</lei>
        <title>BRK: UBS AG PAY: 3-MONTH NZD - BKBM</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="7706211"/>
        </identifiers>
        <balance>1270000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.59477000"/>
        <valUSD>40113.84000000</valUSD>
        <pctVal>0.005473162646</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: UBS AG</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.73000000"/>
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                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
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            <notionalAmt>-1270000.00000000</notionalAmt>
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            <unrealizedAppr>40113.84000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-5/8% 04/15/28</title>
        <cusip>912810FD5</cusip>
        <identifiers>
          <isin value="US912810FD55"/>
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        <balance>135800.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>276050.07000000</valUSD>
        <pctVal>0.037664480183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.62500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRAZILIAN REAL</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2019-11-04</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00215342"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="4.16540000"/>
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        <pctVal>0.000379876987</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>600142.91000000</amtCurSold>
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            <amtCurPur>2517119.41000000</amtCurPur>
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            <settlementDt>2019-11-04</settlementDt>
            <unrealizedAppr>2784.19000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>N/A</lei>
        <title>LONG GILT FUTURE  DEC19 FINANCIAL COMMODITY FUTURE.</title>
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        <identifiers>
          <ticker value="FLGZ9"/>
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        <balance>58.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81149000"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>U.K. Gilt Futures</issuerName>
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                  <ticker value="GRZ9"/>
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      </invstOrSec>
      <invstOrSec>
        <name>BRK: UBS AG</name>
        <lei>N/A</lei>
        <title>BRK: UBS AG PAY: 3-MONTH NZD - BKBM</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="8357001"/>
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        <balance>970000.00000000</balance>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>BRK: UBS AG</counterpartyName>
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      <invstOrSec>
        <name>ENBRIDGE (U.S) INC.</name>
        <lei>5493003FRODSVHJWFS32</lei>
        <title>ENBRIDGE US INC COMMERCIAL PAPER (ISITC)</title>
        <cusip>29251VX76</cusip>
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          <isin value="US29251VX764"/>
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        <assetCat>ABS-APCP</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-10-07</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MEXICAN PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2019-10-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXP__00212075"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.74400000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00207661"/>
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          <other otherDesc="FX Forwards" value="CCTINR__00212077"/>
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        <name>United States of America</name>
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              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>NASDAQ 100 E-MINI Dec 2019</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2019-12-23</expDate>
            <notionalAmt>5856810.29000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-106640.29000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW RUSSIAN ROUBLE</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: RUB/USD SETTLE 2019-11-14</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTRUB__00215132"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="64.88250000"/>
        <valUSD>-6944.24000000</valUSD>
        <pctVal>-0.00094747735</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>RU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>382208.59000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>24491200.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2019-11-14</settlementDt>
            <unrealizedAppr>-6944.24000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDIA RUPEE</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2019-10-24</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00212504"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="70.86880000"/>
        <valUSD>8562.74000000</valUSD>
        <pctVal>0.001168306717</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>530453.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>38256000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2019-10-24</settlementDt>
            <unrealizedAppr>8562.74000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MEXICAN PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2019-10-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXP__00212269"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.74400000"/>
        <valUSD>83.76000000</valUSD>
        <pctVal>0.000011428277</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>256323.46000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5084600.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2019-10-25</settlementDt>
            <unrealizedAppr>83.76000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2019-11-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00213868"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>15472.96000000</valUSD>
        <pctVal>0.002111142356</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>7392900.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>499819.59000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-21</settlementDt>
            <unrealizedAppr>15472.96000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/ILS SETTLE 2019-10-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00214684"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3497.85000000</valUSD>
        <pctVal>-0.00047724929</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>896000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>254577.06000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-16</settlementDt>
            <unrealizedAppr>-3497.85000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/IDR SETTLE 2019-11-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00209359"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3682.77000000</valUSD>
        <pctVal>-0.00050247992</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>3127588000.00000000</amtCurSold>
            <curSold>IDR</curSold>
            <amtCurPur>215517.36000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-21</settlementDt>
            <unrealizedAppr>-3682.77000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ISRAELI SHEKEL</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ILS/USD SETTLE 2019-10-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00206903"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.47580000"/>
        <valUSD>5152.71000000</valUSD>
        <pctVal>0.000703039646</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BROWN BROTHERS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1002779.61000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3499400.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2019-10-16</settlementDt>
            <unrealizedAppr>5152.71000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CANADIAN TIRE CORPORATION, LIMITED</name>
        <lei>549300RLHDA7VQYMUB14</lei>
        <title>CANADIAN TIRE CORP LTD COMMERCIAL PAPER (ISITC)</title>
        <cusip>13668MXW2</cusip>
        <identifiers>
          <isin value="US13668MXW27"/>
        </identifiers>
        <balance>7200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7186379.98000000</valUSD>
        <pctVal>0.980515115787</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-10-30</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JAPANESE YEN</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2019-11-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00215344"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="108.07500000"/>
        <valUSD>-7248.25000000</valUSD>
        <pctVal>-0.00098895670</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1279886.69000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>137039900.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2019-11-21</settlementDt>
            <unrealizedAppr>-7248.25000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/INR SETTLE 2019-10-24</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00214290"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9550.90000000</valUSD>
        <pctVal>-0.00130313201</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>54961500.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>764841.36000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-24</settlementDt>
            <unrealizedAppr>-9550.90000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Republique Francaise</name>
        <lei>N/A</lei>
        <title>EURO-OAT FUTURE   DEC19 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FOATZ9"/>
        </identifiers>
        <balance>36.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91726000"/>
        <valUSD>6684211.67000000</valUSD>
        <pctVal>0.911998892042</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>France Govt. Bond Future</issuerName>
                <issueTitle>Eurex Long Term Euro OAT Bond Future Dec 2019</issueTitle>
                <identifiers>
                  <isin value="FR0013341682"/>
                  <ticker value="FOATZ9"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2019-12-09</expDate>
            <notionalAmt>6796721.46000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-112509.79000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>iShares S&amp;P 500 ETF AUD</name>
        <lei>N/A</lei>
        <title>ISHARES CORE S&amp;P 500 ETF MUTUAL FUND</title>
        <cusip>464287200</cusip>
        <identifiers>
          <isin value="US4642872000"/>
        </identifiers>
        <balance>53136.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15862158.72000000</valUSD>
        <pctVal>2.164244924044</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRK: DEUTSCHE BANK</name>
        <lei>N/A</lei>
        <title>BRK: DEUTSCHE BANK PAY: 3-MONTH NZD - BKBM</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="8219301"/>
        </identifiers>
        <balance>380000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.59477000"/>
        <valUSD>28199.37000000</valUSD>
        <pctVal>0.003847543355</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.49250000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
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            <terminationDt>2029-02-19</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>NZD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>NZD</rcptCurCd>
            <notionalAmt>-380000.00000000</notionalAmt>
            <curCd>NZD</curCd>
            <unrealizedAppr>28199.37000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/INR SETTLE 2019-10-24</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00207639"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8095.41000000</valUSD>
        <pctVal>-0.00110454385</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>54281800.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>756720.06000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-24</settlementDt>
            <unrealizedAppr>-8095.41000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
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          <other otherDesc="FX Forwards" value="CCTUSD__00211866"/>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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          <other otherDesc="FX Forwards" value="CCTUSD__00203964"/>
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        <name>N/A</name>
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          <ticker value="RTYZ9"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>POLISH ZLOTY</name>
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          <other otherDesc="FX Forwards" value="CCTPZL__00202879"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00214686"/>
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      <invstOrSec>
        <name>Japan</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00209119"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA</counterpartyName>
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        <name>N/A</name>
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          <ticker value="SXFZ9"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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          <isin value="US01F0506A92"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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      <invstOrSec>
        <name>INDONESIA RUPIAH</name>
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          <other otherDesc="FX Forwards" value="CCTIDR__00210196"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00211863"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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        <name>United States of America</name>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00213866"/>
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        <name>United States of America</name>
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        <name>USD CALL CNH PUT</name>
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        <name>U.S. DOLLARS</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Japan</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States of America</name>
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          <isin value="US912828UH11"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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          <isin value="US912810QV35"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BRK: CITIBANK, N.A.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>VW CREDIT, INC.</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>None</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00206908"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>BRK: CITIGROUP</name>
        <lei>N/A</lei>
        <title>BRK: CITIGROUP PAY: 3-MONTH NZD - BKBM</title>
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          <other otherDesc="All Others" value="7277729"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00215343"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTKRW__00212281"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States of America</name>
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        <title>US 5YR NOTE (CBT) DEC19 FINANCIAL COMMODITY FUTURE.</title>
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          <ticker value="FVZ9"/>
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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      <invstOrSec>
        <name>OPT-IRSLV3927135</name>
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          <other otherDesc="Options" value="SWT937204"/>
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          <other otherDesc="FX Forwards" value="CCTUSD__00212276"/>
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        <name>SPDR S&amp;P 500 ETF Trust</name>
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          <ticker value="SPY US 10/18/19 C301 Equity"/>
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          <other otherDesc="FX Forwards" value="CCTCAD__00214688"/>
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        <name>N/A</name>
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          <ticker value="MFSZ9"/>
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        <name>BRK: UBS AG</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00215133"/>
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        <name>LIBERTY UTILITIES CO.</name>
        <lei>549300UN1FEYPC5BKW09</lei>
        <title>LIBERTY UTILITIES CO COMMERCIAL PAPER (ISITC)</title>
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        <identifiers>
          <isin value="US53154MXG40"/>
        </identifiers>
        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1997992.00000000</valUSD>
        <pctVal>0.272607538520</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-10-16</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-1/2% 01/15/29</title>
        <cusip>912810PZ5</cusip>
        <identifiers>
          <isin value="US912810PZ57"/>
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        <balance>1150100.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1658283.16000000</valUSD>
        <pctVal>0.226257407646</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</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>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2019-12-13</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00193930"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2054.58000000</valUSD>
        <pctVal>-0.00028032844</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>32461900.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>300006.19000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-12-13</settlementDt>
            <unrealizedAppr>-2054.58000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY PAY: 6-MONTH AUD - BBSW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="7337761"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.48269000"/>
        <valUSD>39693.19000000</valUSD>
        <pctVal>0.005415768842</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.13100000"/>
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                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>AUD</rcptCurCd>
            <notionalAmt>-650000.00000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>39693.19000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ITRAXX-XOVER"/>
        </identifiers>
        <balance>-1710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91726000"/>
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        <pctVal>0.025380204559</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
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            <curCd>EUR</curCd>
            <unrealizedAppr>-31388.61000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AUSTRALIAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: AUD/USD SETTLE 2019-11-08</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00215338"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.48269000"/>
        <valUSD>-1171.07000000</valUSD>
        <pctVal>-0.00015978167</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ANZ SECURITIES  INC.  NEW YORK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>762035.68000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1126800.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2019-11-08</settlementDt>
            <unrealizedAppr>-1171.07000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2019-10-24</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00207903"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.14120000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>938518.71000000</amtCurSold>
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            <amtCurPur>6656275.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MEXICAN PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2019-10-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXP__00214680"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.74400000"/>
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        <pctVal>-0.00048154991</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>253048.10000000</amtCurSold>
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            <amtCurPur>4948000.00000000</amtCurPur>
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            <settlementDt>2019-10-25</settlementDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/21</title>
        <cusip>912828QV5</cusip>
        <identifiers>
          <isin value="US912828QV50"/>
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        <balance>1750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1998269.43000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2019-09-30</ncom:dateSigned>
      <ncom:nameOfApplicant>SEI INSTITUTIONAL MANAGED TRUST</ncom:nameOfApplicant>
      <ncom:signature>James Hoffmayer</ncom:signature>
      <ncom:signerName>James Hoffmayer</ncom:signerName>
      <ncom:title>CFO</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
