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        <valUSD>-11975.61000000</valUSD>
        <pctVal>-0.00059233631</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: BANK OF AMERICA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <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>2023-09-20</terminationDt>
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            <pmntCurCd>ILS</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>ILS</rcptCurCd>
            <notionalAmt>-1204173.75000000</notionalAmt>
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            <unrealizedAppr>-11975.61000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>IDP EDUCATION LIMITED</name>
        <lei>N/A</lei>
        <title>IDP EDUCATION LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000IEL5"/>
        </identifiers>
        <balance>3370.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
        <valUSD>49868.29000000</valUSD>
        <pctVal>0.002466579925</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BRENT CRUDE FUTR  DEC23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LCOZ3"/>
          <other otherDesc="Bloomberg Ticker" value="COZ3"/>
        </identifiers>
        <balance>6.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>449460.00000000</valUSD>
        <pctVal>0.022231141537</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BRENT CRUDE FUTR  DEC23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Crude Oil</issuerName>
                <issueTitle>BRENT CRUDE OIL(ICE) Dec 2023</issueTitle>
                <identifiers>
                  <ticker value="BRNZ23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-11-03</expDate>
            <notionalAmt>447732.90000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1727.10000000</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 Kingdom of Great Britain and Northern Ireland</name>
        <lei>N/A</lei>
        <title>LONG GILT FUTURE  SEP23 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FLGU3"/>
          <other otherDesc="Bloomberg Ticker" value="G U3"/>
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        <balance>759.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>91959647.58000000</valUSD>
        <pctVal>4.548498066772</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>LONG GILT FUTURE  SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>U.K. Gilt Futures</issuerName>
                <issueTitle>U.K. Long Gilt Future Sep 2023</issueTitle>
                <identifiers>
                  <isin value="GB00BMGR2916"/>
                  <ticker value="GRU23"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-30</expDate>
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            <curCd>GBP</curCd>
            <unrealizedAppr>1342844.86000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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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/BRL SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00399927"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-335.12000000</valUSD>
        <pctVal>-0.00001657566</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>214500.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>43478.04000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-335.12000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Shizuoka Financial Group, Inc.</name>
        <lei>353800MNO5C8V2SHGA81</lei>
        <title>SHIZUOKA FINANCIAL GROUP INC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3351500008"/>
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        <balance>12000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>86550.68000000</valUSD>
        <pctVal>0.004280960301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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/EUR SETTLE 2023-08-30</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00384317"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-54761.83000000</valUSD>
        <pctVal>-0.00270862366</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>STATE STREET BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>33500000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>36603202.15000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-08-30</settlementDt>
            <unrealizedAppr>-54761.83000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8%  01/15/2027</title>
        <cusip>912828V49</cusip>
        <identifiers>
          <isin value="US912828V491"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2356509.32000000</valUSD>
        <pctVal>0.116557407171</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</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>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00403267"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.27480000"/>
        <valUSD>-502.54000000</valUSD>
        <pctVal>-0.00002485657</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>MALAYSIAN RINGGIT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>82251.59000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>590371.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-502.54000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ROHM COMPANY LIMITED</name>
        <lei>5493009V2FGDEP7JFE59</lei>
        <title>ROHM CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3982800009"/>
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        <balance>700.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
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        <pctVal>0.003274221380</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US 10YR NOTE (CBT)SEP23 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TYU3"/>
          <other otherDesc="Bloomberg Ticker" value="TYU3"/>
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        <balance>1474.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>165479531.25000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>US 10YR NOTE (CBT)SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
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                  <isin value="US91282CHF14"/>
                  <ticker value="TZU23"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-23</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>-3081499.33000000</unrealizedAppr>
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        <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 0-1/4% 07/15/2024</title>
        <cusip>912828WU0</cusip>
        <identifiers>
          <isin value="US912828WU04"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2478613.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
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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>N/A</name>
        <lei>N/A</lei>
        <title>BRK: BANK OF AMERICA REF: WIG 20 INDEX FUTURE SWAP - SEP23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FW2020U3"/>
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        <balance>120.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.06295000"/>
        <valUSD>1207989.30000000</valUSD>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MERRILL LYNCH, PIERCE, FENNER &amp; SMITH</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <unrealizedAppr>5885.10000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TOYOTA INDUSTRIES CORPORATION</name>
        <lei>35380000WKGEAHEMW830</lei>
        <title>TOYOTA INDUSTRIES CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3634600005"/>
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        <balance>700.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>50067.62000000</valUSD>
        <pctVal>0.002476439164</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RECORDATI INDUSTRIA CHIMICA E FARMACEUTICA S.P.A.</name>
        <lei>815600FBF92FD3531704</lei>
        <title>RECORDATI INDUSTRIA CHIMICA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IT0003828271"/>
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        <balance>2099.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>100187.92000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <ticker value="ALIV3"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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                <issuerName>Aluminum</issuerName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NORTHLAND POWER INC.</name>
        <lei>549300IT8CIDW8V5KX72</lei>
        <title>NORTHLAND POWER INC COMMON STOCK</title>
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          <isin value="CA6665111002"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Deutsche Telekom AG</name>
        <lei>549300V9QSIG4WX4GJ96</lei>
        <title>DEUTSCHE TELEKOM AG-REG COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="DE0005557508"/>
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        <balance>6455.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WOOLWORTHS GROUP LIMITED</name>
        <lei>QNWEWQBS7HP85QHXQL92</lei>
        <title>WOOLWORTHS GROUP LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="AU000000WOW2"/>
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        <balance>6248.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WHITBREAD PLC</name>
        <lei>21380099VMZKRMN3EX36</lei>
        <title>WHITBREAD PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="GB00B1KJJ408"/>
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        <balance>1289.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CLP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00402001"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>914.82000000</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>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>U.S. DOLLARS</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>100000000.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BROTHER INDUSTRIES, LTD.</name>
        <lei>549300O5FACQ67KI6R92</lei>
        <title>BROTHER INDUSTRIES LTD COMMON STOCK</title>
        <cusip>114813108</cusip>
        <identifiers>
          <isin value="JP3830000000"/>
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        <balance>9300.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>135894.07000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LVMH MOET HENNESSY LOUIS VUITTON SE</name>
        <lei>IOG4E947OATN0KJYSD45</lei>
        <title>LVMH MOET HENNESSY LOUIS VUI COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0000121014"/>
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        <balance>84.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>79088.80000000</valUSD>
        <pctVal>0.003911881606</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INDIA RUPEE</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00399661"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.03625000"/>
        <valUSD>654.96000000</valUSD>
        <pctVal>0.000032395560</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>INDIA RUPEE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>120881.58000000</amtCurSold>
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            <amtCurPur>10000000.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>654.96000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Epiroc Aktiebolag</name>
        <lei>5493004Q73OEYW1SPE91</lei>
        <title>EPIROC AB-A COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SE0015658109"/>
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        <balance>6391.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="10.80130000"/>
        <valUSD>120645.19000000</valUSD>
        <pctVal>0.005967339239</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CZECH REPUBLIC KORUNA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00402397"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="21.77685000"/>
        <valUSD>28.67000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</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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            <counterparties>
              <counterpartyName>CZECH REPUBLIC KORUNA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>45752.02000000</amtCurSold>
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            <amtCurPur>1000000.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>28.67000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BRAZILIAN REAL</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00403048"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="4.82400000"/>
        <valUSD>-2133.42000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BRAZILIAN REAL</counterpartyName>
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            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2023-09-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00399920"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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              <counterpartyName>U.S. DOLLARS</counterpartyName>
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        <securityLending>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.250 04/15/2028</title>
        <cusip>91282CGW5</cusip>
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          <isin value="US91282CGW55"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>Nissan Chemical Corporation</name>
        <lei>3538002E4L1CUGJFFU25</lei>
        <title>NISSAN CHEMICAL CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3670800006"/>
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        <balance>1800.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>VIVENDI SE</name>
        <lei>969500FU4DRAEVJW7U54</lei>
        <title>VIVENDI SE COMMON STOCK</title>
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          <isin value="FR0000127771"/>
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        <balance>13337.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/HUF SETTLE 2023-09-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00397125"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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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>CITIGROUP GLOBAL MARKETS</counterpartyName>
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              <counterpartyName>U.S. DOLLARS</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TotalEnergies SE</name>
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        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>POLISH ZLOTY</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTPZL__00396704"/>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>POLISH ZLOTY</counterpartyName>
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      <invstOrSec>
        <name>NIPPON PAINT HOLDINGS CO., LTD.</name>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US9128282L36"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>E.ON SE</name>
        <lei>Q9MAIUP40P25UFBFG033</lei>
        <title>E.ON SE COMMON STOCK</title>
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          <isin value="DE000ENAG999"/>
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        <balance>19443.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00402383"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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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">
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <amtCurSold>4500000.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>KOBAYASHI PHARMACEUTICAL CO.,LTD.</name>
        <lei>529900WBSL04KD6TKP95</lei>
        <title>KOBAYASHI PHARMACEUTICAL CO COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3301100008"/>
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        <balance>1100.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SONIC HEALTHCARE LIMITED</name>
        <lei>549300NQQ5L2NONWR862</lei>
        <title>SONIC HEALTHCARE LTD COMMON STOCK</title>
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        <identifiers>
          <isin value="AU000000SHL7"/>
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        <balance>8788.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2023-09-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00399670"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3665.56000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <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>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
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            <amtCurSold>366000.00000000</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/CNY SETTLE 2023-09-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00399153"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10.46000000</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
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            <amtCurSold>3508.00000000</amtCurSold>
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            <unrealizedAppr>10.46000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2023-09-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403698"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3931.75000000</valUSD>
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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">
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              <counterpartyName>U.S. DOLLARS</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <amtCurSold>434000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>JARDINE MATHESON HOLDINGS LIMITED</name>
        <lei>2138009KENVUNWOLPK41</lei>
        <title>JARDINE MATHESON HLDGS LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="BMG507361001"/>
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        <balance>3164.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Knorr-Bremse Aktiengesellschaft</name>
        <lei>5299001GRRO0Z25YZT52</lei>
        <title>KNORR-BREMSE AG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000KBX1006"/>
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        <balance>603.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>IGM FINANCIAL INC.</name>
        <lei>254900RYHLVJNTUFDA95</lei>
        <title>IGM FINANCIAL INC COMMON STOCK</title>
        <cusip>449586106</cusip>
        <identifiers>
          <isin value="CA4495861060"/>
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        <balance>1781.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2023-09-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00397170"/>
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        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1317.65000000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <amtCurSold>2226854.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397452"/>
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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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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>U.S. DOLLARS</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <amtCurSold>592088.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BRENT CRUDE FUTR  OCT23 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="LCOV3"/>
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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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            <payOffProf>Long</payOffProf>
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                <issuerName>Crude Oil</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA RUPIAH</name>
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          <other otherDesc="FX Forwards" value="CCTIDR__00396732"/>
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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>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>INDONESIA RUPIAH</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <amtCurSold>190511.71000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Fujitsu Limited</name>
        <lei>3538000246DHJLRTUZ24</lei>
        <title>FUJITSU LIMITED COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="JP3818000006"/>
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        <balance>400.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CLP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398895"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1752.99000000</valUSD>
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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>U.S. DOLLARS</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <amtCurSold>142241379.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>POLISH ZLOTY</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPZL__00401995"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="PLN" exchangeRt="4.06295000"/>
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        <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>POLISH ZLOTY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>122.36000000</amtCurSold>
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            <unrealizedAppr>0.25000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>LA FRANCAISE DES JEUX SA</name>
        <lei>969500R4CLSQFTYYI535</lei>
        <title>LA FRANCAISE DES JEUX SAEM COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0013451333"/>
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        <balance>1007.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>39594.89000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BRAZILIAN REAL</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00403694"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="4.82400000"/>
        <valUSD>3.52000000</valUSD>
        <pctVal>0.000000174105</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>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>BRAZILIAN REAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>608.23000000</amtCurSold>
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            <amtCurPur>2995.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>3.52000000</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/BRL SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397758"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3940.05000000</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>581000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>114733.37000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>-3940.05000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/ILS SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397117"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>34.73000000</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>310198.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>83934.15000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>34.73000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Mitsui Fudosan Co., Ltd.</name>
        <lei>353800ND4ZKNZDYKMF33</lei>
        <title>MITSUI FUDOSAN CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3893200000"/>
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        <balance>2500.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>OMXS30 IND FUTURE JUL23 PHYSICAL INDEX FUTURE.</title>
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        <identifiers>
          <ticker value="OMXS30N3"/>
          <other otherDesc="Bloomberg Ticker" value="QCN3"/>
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        <balance>556.00000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="10.80130000"/>
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        <assetCat>DE</assetCat>
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        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
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              <counterpartyName>OMXS30 IND FUTURE JUL23</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <indexName>OMXS30 IND FUTURE Jul 2023</indexName>
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            <expDate>2023-07-24</expDate>
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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/GBP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398840"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-37481.48000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <amtCurSold>1588182.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>DISCO CORPORATION</name>
        <lei>N/A</lei>
        <title>DISCO CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3548600000"/>
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        <balance>600.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CZECH REPUBLIC KORUNA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00401993"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME NICKEL FUTURE SEP23 PHYSICAL COMMODITY FUTURE.</title>
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          <other otherDesc="Bloomberg Ticker" value="LNU3"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>JP MORGAN</counterpartyName>
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              <counterpartyName>LME NICKEL FUTURE SEP23</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>Nickel</issuerName>
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            <expDate>2023-09-21</expDate>
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        <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/KRW SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397479"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Panasonic Holdings Corporation</name>
        <lei>254900GE1G59KGWPHX32</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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        <title>FX Forward Contract: USD/GBP SETTLE 2023-09-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00396712"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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      <invstOrSec>
        <name>CARLSBERG A/S</name>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00402612"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00397973"/>
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      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTKRW__00396686"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>KOREAN WON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2023-07-28</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00384611"/>
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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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        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
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          <isin value="US912796ZN24"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>L E Lundbergforetagen Aktiebolag (publ)</name>
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        <title>LUNDBERGS AB-B SHS COMMON STOCK</title>
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        <assetCat>EC</assetCat>
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        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2023-09-20</title>
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          <other otherDesc="FX Forwards" value="CCTZAR__00396702"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>JAPAN POST BANK Co.,Ltd.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Republique Francaise</name>
        <lei>969500KCGF3SUYJHPV70</lei>
        <title>FRENCH REPUBLIC GOVERNMENT BOND OAT .700000% 07/25/2030</title>
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        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>AURIZON HOLDINGS LIMITED</name>
        <lei>5299005PC1O6NOWL3H48</lei>
        <title>AURIZON HOLDINGS LTD COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>KOSE Corporation</name>
        <lei>353800NX4GGAVDHHY664</lei>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2023-09-20</title>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/HUF SETTLE 2023-09-20</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>35000000.00000000</amtCurSold>
            <curSold>HUF</curSold>
            <amtCurPur>99975.31000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-400.98000000</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/CZK SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403944"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1427.85000000</valUSD>
        <pctVal>-0.00007062416</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>8500000.00000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>387708.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1427.85000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>UK TSY I/L STOCK UKTI 2.5 2.500%  07/17/2024</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB0008983024"/>
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        <balance>340000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>1617429.32000000</valUSD>
        <pctVal>0.080001112757</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>IPSEN SA</name>
        <lei>549300M6SGDPB4Z94P11</lei>
        <title>IPSEN COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0010259150"/>
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        <balance>736.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>88487.98000000</valUSD>
        <pctVal>0.004376782823</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KEYERA CORP.</name>
        <lei>N/A</lei>
        <title>KEYERA CORP COMMON STOCK</title>
        <cusip>493271100</cusip>
        <identifiers>
          <isin value="CA4932711001"/>
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        <balance>3731.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>86137.96000000</valUSD>
        <pctVal>0.004260546390</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US LONG BOND(CBT) SEP23 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USU3"/>
          <other otherDesc="Bloomberg Ticker" value="USU3"/>
        </identifiers>
        <balance>267.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>33883968.75000000</valUSD>
        <pctVal>1.675965169613</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>US LONG BOND(CBT) SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
                <issueTitle>US Long Bond (CBT) Sep 2023</issueTitle>
                <identifiers>
                  <isin value="US912810QC53"/>
                  <ticker value="UPU23"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-23</expDate>
            <notionalAmt>33869964.74000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>14004.01000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NIPPON TELEGRAPH AND TELEPHONE CORPORATION</name>
        <lei>353800VHQU5VIXVUA841</lei>
        <title>NIPPON TELEGRAPH &amp; TELEPHONE COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3735400008"/>
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        <balance>252500.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>298288.71000000</valUSD>
        <pctVal>0.014753923666</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Heineken Holding N.V.</name>
        <lei>724500M1WJLFM9TYBS04</lei>
        <title>HEINEKEN HOLDING NV COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0000008977"/>
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        <balance>1929.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>167626.58000000</valUSD>
        <pctVal>0.008291127631</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00403270"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.27480000"/>
        <valUSD>-0.88000000</valUSD>
        <pctVal>-0.00000004352</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>MALAYSIAN RINGGIT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>139.35000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1000.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-0.88000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RIO TINTO LIMITED</name>
        <lei>529900X2VMAQT2PE0V24</lei>
        <title>RIO TINTO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000RIO1"/>
        </identifiers>
        <balance>1118.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
        <valUSD>85551.88000000</valUSD>
        <pctVal>0.004231557765</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00397719"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.89125000"/>
        <valUSD>33114.58000000</valUSD>
        <pctVal>0.001637909747</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName> SOUTH AFRICAN RAND</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>838232.42000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>16594751.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>33114.58000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TAIWAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00397485"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="31.14450000"/>
        <valUSD>-3052.82000000</valUSD>
        <pctVal>-0.00015099825</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>TAIWAN DOLLAR</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>148022.84000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4500000.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-3052.82000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHILEAN PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00398564"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="802.15000000"/>
        <valUSD>-9592.26000000</valUSD>
        <pctVal>-0.00047445131</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CHILEAN PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1112518.29000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>893254250.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-9592.26000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Beiersdorf Aktiengesellschaft</name>
        <lei>L47NHHI0Z9X22DV46U41</lei>
        <title>BEIERSDORF AG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0005200000"/>
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        <balance>1765.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>233480.89000000</valUSD>
        <pctVal>0.011548406336</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COPPER FUTURE     SEP23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HGU3"/>
          <other otherDesc="Bloomberg Ticker" value="HGU3"/>
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        <balance>3.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>281962.50000000</valUSD>
        <pctVal>0.013946398446</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>COPPER FUTURE     SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Copper</issuerName>
                <issueTitle>COPPER FUTURE (Consolidated) Sep 2023</issueTitle>
                <identifiers>
                  <ticker value="HGCU23"/>
                  <other otherDesc="Other" value="N/A"/>
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            <expDate>2023-09-30</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>-6754.94000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CANON INC.</name>
        <lei>529900JH1GSC035SSP77</lei>
        <title>CANON INC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3242800005"/>
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        <balance>5200.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>136463.57000000</valUSD>
        <pctVal>0.006749746227</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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/CNY SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00399915"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13.45000000</valUSD>
        <pctVal>0.000000665262</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>6500.00000000</amtCurSold>
            <curSold>CNY</curSold>
            <amtCurPur>913.51000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>13.45000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Koninklijke KPN N.V.</name>
        <lei>549300YO0JZHAL7FVP81</lei>
        <title>KONINKLIJKE KPN NV COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0000009082"/>
        </identifiers>
        <balance>43321.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>154503.49000000</valUSD>
        <pctVal>0.007642034784</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Kansai Electric Power Company, Incorporated</name>
        <lei>353800PFUKP5ONPJNZ86</lei>
        <title>KANSAI ELECTRIC POWER CO INC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3228600007"/>
        </identifiers>
        <balance>26300.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>329422.64000000</valUSD>
        <pctVal>0.016293866718</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397985"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-66.50000000</valUSD>
        <pctVal>-0.00000328921</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>65028.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>17521.66000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-66.50000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HANG SENG IDX FUT JUL23 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HSIN3"/>
          <other otherDesc="Bloomberg Ticker" value="HIN3"/>
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        <balance>19.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HKD" exchangeRt="7.83660000"/>
        <valUSD>2279898.17000000</valUSD>
        <pctVal>0.112768074819</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>HANG SENG IDX FUT JUL23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>HANG SENG IDX FUT Jul 2023</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2023-07-31</expDate>
            <notionalAmt>2304805.12000000</notionalAmt>
            <curCd>HKD</curCd>
            <unrealizedAppr>-24906.95000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00396365"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1317.65000000"/>
        <valUSD>9005.83000000</valUSD>
        <pctVal>0.000445445381</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>KOREAN WON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>2224311.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2928610125.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>9005.83000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLOMBIA PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00397497"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4175.77500000"/>
        <valUSD>12211.06000000</valUSD>
        <pctVal>0.000603982118</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>COLOMBIA PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>183623.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>833000000.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>12211.06000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARISTOCRAT LEISURE LIMITED</name>
        <lei>529900TE2HO3OZKYKC27</lei>
        <title>ARISTOCRAT LEISURE LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000ALL7"/>
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        <balance>3212.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
        <valUSD>83041.19000000</valUSD>
        <pctVal>0.004107374289</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RAMSAY HEALTH CARE LIMITED</name>
        <lei>549300QBX122KF2JPI10</lei>
        <title>RAMSAY HEALTH CARE LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000RHC8"/>
        </identifiers>
        <balance>2924.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
        <valUSD>109772.83000000</valUSD>
        <pctVal>0.005429571754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DAIICHI SANKYO COMPANY, LIMITED</name>
        <lei>353800XGIU2IHQGC9504</lei>
        <title>DAIICHI SANKYO CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3475350009"/>
        </identifiers>
        <balance>3800.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>120541.76000000</valUSD>
        <pctVal>0.005962223396</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Porsche Automobil Holding SE</name>
        <lei>52990053Z17ZYM1KFV27</lei>
        <title>Porsche Automobil Holding SE PREFERRED STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000PAH0038"/>
        </identifiers>
        <balance>2071.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>124631.91000000</valUSD>
        <pctVal>0.006164529949</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government of the Republic of Korea</name>
        <lei>549300O0QCVSQGPGDT58</lei>
        <title>REPUBLIC OF KOREA 2.750000% 01/19/2027</title>
        <cusip>50064FAM6</cusip>
        <identifiers>
          <isin value="US50064FAM68"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>944255.87000000</valUSD>
        <pctVal>0.046704680936</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</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>TAIWAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00398871"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="31.14450000"/>
        <valUSD>-1356.64000000</valUSD>
        <pctVal>-0.00006710197</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">
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              <counterpartyName>TAIWAN DOLLAR</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>81895.54000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2500000.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1356.64000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Repubblica Italiana</name>
        <lei>N/A</lei>
        <title>EURO-BTP FUTURE   SEP23 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FBTPU3"/>
          <other otherDesc="Bloomberg Ticker" value="IKU3"/>
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        <balance>260.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>32935772.81000000</valUSD>
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        <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>JP MORGAN</counterpartyName>
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            <counterparties>
              <counterpartyName>EURO-BTP FUTURE   SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <issuerName>Italy Govt. Bond Futures</issuerName>
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                  <isin value="IT0005518128"/>
                  <ticker value="FBTPU23"/>
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            <expDate>2023-09-10</expDate>
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            <curCd>EUR</curCd>
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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 2023-09-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398892"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3839.03000000</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">
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1078030.00000000</amtCurSold>
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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/KRW SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403963"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1375.70000000</valUSD>
        <pctVal>-0.00006804472</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>U.S. DOLLARS</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <amtCurSold>800000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>608693.10000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1375.70000000</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/ILS SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398032"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1323.30000000</valUSD>
        <pctVal>-0.00006545292</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1076722.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>289898.29000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1323.30000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QANTAS AIRWAYS LIMITED</name>
        <lei>YLXNW6TI6QSK1H8H0N82</lei>
        <title>QANTAS AIRWAYS LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000QAN2"/>
        </identifiers>
        <balance>8953.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
        <valUSD>37074.45000000</valUSD>
        <pctVal>0.001833772405</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLOMBIA PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00396757"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4175.77500000"/>
        <valUSD>838.80000000</valUSD>
        <pctVal>0.000041488634</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>COLOMBIA PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>10915.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>50000000.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>838.80000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Magna International Inc.</name>
        <lei>95RWVLFZX6VGDZNNTN43</lei>
        <title>MAGNA INTERNATIONAL INC COMMON STOCK</title>
        <cusip>559222401</cusip>
        <identifiers>
          <isin value="CA5592224011"/>
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        <balance>1520.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>85910.30000000</valUSD>
        <pctVal>0.004249285896</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHECK POINT SOFTWARE TECHNOLOGIES LTD.</name>
        <lei>2549003ZVBH73EPNS513</lei>
        <title>CHECK POINT SOFTWARE TECH COMMON STOCK</title>
        <cusip>M22465104</cusip>
        <identifiers>
          <isin value="IL0010824113"/>
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        <balance>1215.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>152628.30000000</valUSD>
        <pctVal>0.007549284341</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Baloise Holding AG</name>
        <lei>529900G5XKBZN48T6283</lei>
        <title>BALOISE HOLDING AG - REG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH0012410517"/>
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        <balance>496.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.89465000"/>
        <valUSD>72849.05000000</valUSD>
        <pctVal>0.003603251771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HelloFresh SE</name>
        <lei>391200ZAF4V6XD2M9G57</lei>
        <title>HELLOFRESH SE COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000A161408"/>
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        <balance>4883.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>120398.22000000</valUSD>
        <pctVal>0.005955123636</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mitsubishi Chemical Group Corporation</name>
        <lei>353800YNKX4RQUGAR072</lei>
        <title>MITSUBISHI CHEMICAL GROUP CO COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3897700005"/>
        </identifiers>
        <balance>8100.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>48637.62000000</valUSD>
        <pctVal>0.002405708659</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CRH PUBLIC LIMITED COMPANY</name>
        <lei>549300MIDJNNTH068E74</lei>
        <title>CRH PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IE0001827041"/>
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        <balance>3263.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>179776.67000000</valUSD>
        <pctVal>0.008892094059</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>GOLD 100 OZ FUTR  AUG23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="GCQ3"/>
          <other otherDesc="Bloomberg Ticker" value="GCQ3"/>
        </identifiers>
        <balance>143.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>27590420.00000000</valUSD>
        <pctVal>1.364674347216</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLD 100 OZ FUTR  AUG23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Gold</issuerName>
                <issueTitle>GOLD 100 OZ FUTR Aug 2023</issueTitle>
                <identifiers>
                  <ticker value="GCQ23"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-01</expDate>
            <notionalAmt>29139174.64000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1548754.64000000</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/HUF SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403951"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>114.76000000</valUSD>
        <pctVal>0.000005676246</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>40000000.00000000</amtCurSold>
            <curSold>HUF</curSold>
            <amtCurPur>114830.52000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>114.76000000</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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00400169"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>995.02000000</valUSD>
        <pctVal>0.000049215570</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>239000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>262805.83000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>995.02000000</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/CLP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403696"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7.60000000</valUSD>
        <pctVal>0.000000375910</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>U.S. DOLLARS</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>36423841.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>44981.14000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>7.60000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>529900AQBND3S6YJLY83</lei>
        <title>DEUTSCHLAND I/L BOND 0.5% 04/15/2030</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0001030559"/>
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        <balance>1875000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>2580899.34000000</valUSD>
        <pctVal>0.127656161886</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNIBAIL-RODAMCO-WESTFIELD SE</name>
        <lei>969500SHQITWXSIS7N89</lei>
        <title>UNIBAIL-RODAMCO-WESTFIELD REIT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0013326246"/>
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        <balance>1316.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>69131.67000000</valUSD>
        <pctVal>0.003419383127</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Republique Francaise</name>
        <lei>969500KCGF3SUYJHPV70</lei>
        <title>FRENCH TREASURY NOTE GOVERNMENT OF FRANCE 2.1%    07/25/2023   SERIES OATI</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0010585901"/>
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        <balance>1900000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>2669800.75000000</valUSD>
        <pctVal>0.132053393739</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.10000000</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>RIO TINTO PLC</name>
        <lei>213800YOEO5OQ72G2R82</lei>
        <title>RIO TINTO PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB0007188757"/>
        </identifiers>
        <balance>1750.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>110919.88000000</valUSD>
        <pctVal>0.005486307016</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SGX NIFTY 50      JUL23 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SINN3"/>
          <other otherDesc="Bloomberg Ticker" value="IHN3"/>
        </identifiers>
        <balance>419.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>16155802.00000000</valUSD>
        <pctVal>0.799096517852</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>SGX NIFTY 50      JUL23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>SGX CNX NIFTY ETS Jul 2023</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2023-07-30</expDate>
            <notionalAmt>15859842.10000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>295959.90000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CORN FUTURE       SEP23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CU3"/>
          <other otherDesc="Bloomberg Ticker" value="C U3"/>
        </identifiers>
        <balance>406.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9916550.00000000</valUSD>
        <pctVal>0.490491315387</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CORN FUTURE       SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Corn</issuerName>
                <issueTitle>Corn Future Sep 2023</issueTitle>
                <identifiers>
                  <ticker value="CU23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-17</expDate>
            <notionalAmt>11861850.76000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1945300.76000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00403692"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="4.82400000"/>
        <valUSD>3.55000000</valUSD>
        <pctVal>0.000000175589</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>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>BRAZILIAN REAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>610.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3005.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>3.55000000</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/CLP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00399930"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>95.59000000</valUSD>
        <pctVal>0.000004728062</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>100000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>123568.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>95.59000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Central Japan Railway Company</name>
        <lei>353800YAR3OVUITHTG64</lei>
        <title>CENTRAL JAPAN RAILWAY CO COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3566800003"/>
        </identifiers>
        <balance>600.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>75050.02000000</valUSD>
        <pctVal>0.003712115910</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00403695"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="4.82400000"/>
        <valUSD>3.51000000</valUSD>
        <pctVal>0.000000173611</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>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>BRAZILIAN REAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>608.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2995.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>3.51000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>FRENCH TREASURY NOTE BUONI PELIENNALI DEL TES 0.15%  05/15/2051   SERIES CPI</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B1VWPJ53"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>421485.24000000</valUSD>
        <pctVal>0.020847457007</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.15000000</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>SGS SA</name>
        <lei>2138007JNS19JHNA2336</lei>
        <title>SGS SA-REG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH1256740924"/>
        </identifiers>
        <balance>1025.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.89465000"/>
        <valUSD>96880.34000000</valUSD>
        <pctVal>0.004791884818</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PUMA SE</name>
        <lei>529900GRZ2BQY5ZM9N49</lei>
        <title>PUMA SE COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0006969603"/>
        </identifiers>
        <balance>744.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>44741.14000000</valUSD>
        <pctVal>0.002212981390</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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) SEP23 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="JGBU3"/>
          <other otherDesc="Bloomberg Ticker" value="JBU3"/>
        </identifiers>
        <balance>140.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>143889023.43000000</valUSD>
        <pctVal>7.117023195764</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>JPN 10Y BOND(OSE) SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Japan Govt. Bond Futures</issuerName>
                <issueTitle>Japan Govt 10 Year Bond Future (TSE) Sep 2023</issueTitle>
                <identifiers>
                  <isin value="JP1103601LA4"/>
                  <ticker value="BTU23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-15</expDate>
            <notionalAmt>148722471.51000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>-4833448.08000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WESTPAC BANKING CORPORATION</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
        <title>WESTPAC BANKING CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000WBC1"/>
        </identifiers>
        <balance>1983.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
        <valUSD>28214.00000000</valUSD>
        <pctVal>0.001395517793</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00401998"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.27480000"/>
        <valUSD>-3049.66000000</valUSD>
        <pctVal>-0.00015084195</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>MALAYSIAN RINGGIT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>155490.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1100886.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-3049.66000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SITC International Holdings Co Ltd</name>
        <lei>529900JUV4MOM9CE3V12</lei>
        <title>SITC INTERNATIONAL HOLDINGS COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="KYG8187G1055"/>
        </identifiers>
        <balance>32000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.83660000"/>
        <valUSD>58592.97000000</valUSD>
        <pctVal>0.002898119096</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>UK TREASURY GILT INFLATION LINKED 0.125% 11/22/2065</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B1VWPJ53"/>
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        <balance>550000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>795547.12000000</valUSD>
        <pctVal>0.039349264950</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-11-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</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>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00396443"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4579.84000000</valUSD>
        <pctVal>-0.00022652754</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>7465788.00000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>337209.09000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-4579.84000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LIXIL Corporation</name>
        <lei>353800KB8G4F9WUJJ886</lei>
        <title>LIXIL CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3626800001"/>
        </identifiers>
        <balance>2000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>25413.96000000</valUSD>
        <pctVal>0.001257022519</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00399406"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6314.36000000</valUSD>
        <pctVal>-0.00031232018</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>439500.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>475132.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-6314.36000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOKYU CORPORATION</name>
        <lei>3538005PGNIBTZYXAE45</lei>
        <title>TOKYU CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3574200006"/>
        </identifiers>
        <balance>7000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>84285.90000000</valUSD>
        <pctVal>0.004168940000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wolters Kluwer N.V.</name>
        <lei>724500TEM53I0U077B74</lei>
        <title>WOLTERS KLUWER COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0000395903"/>
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        <balance>1366.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>173322.64000000</valUSD>
        <pctVal>0.008572865530</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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 0-1/2% 01/15/2028</title>
        <cusip>9128283R9</cusip>
        <identifiers>
          <isin value="US9128283R96"/>
        </identifiers>
        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2300444.04000000</valUSD>
        <pctVal>0.113784312402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</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/CNY SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397444"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>51.83000000</valUSD>
        <pctVal>0.000002563609</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>14728.00000000</amtCurSold>
            <curSold>CNY</curSold>
            <amtCurPur>2091.23000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>51.83000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TAIWAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00397760"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="31.14450000"/>
        <valUSD>-3473.36000000</valUSD>
        <pctVal>-0.00017179895</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>TAIWAN DOLLAR</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>148443.38000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4500000.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-3473.36000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00398553"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1317.65000000"/>
        <valUSD>-33251.00000000</valUSD>
        <pctVal>-0.00164465733</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>KOREAN WON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2266568.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2928610126.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-33251.00000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>N/A</lei>
        <title>EURO-BUXL 30Y BND SEP23 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FGBXU3"/>
          <other otherDesc="Bloomberg Ticker" value="UBU3"/>
        </identifiers>
        <balance>131.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>19951777.79000000</valUSD>
        <pctVal>0.986852658689</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>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>EURO-BUXL 30Y BND SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Germany Govt. Bond Futures</issuerName>
                <issueTitle>EURO BUXL 30Y BND Sep 2023</issueTitle>
                <identifiers>
                  <isin value="DE0001102432"/>
                  <ticker value="FGBXU23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-10</expDate>
            <notionalAmt>19303447.70000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>648330.09000000</unrealizedAppr>
          </futrDeriv>
        </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/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00399160"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5355.46000000</valUSD>
        <pctVal>-0.00026489117</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>443000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>479925.67000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-5355.46000000</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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00403509"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.27480000"/>
        <valUSD>-588.64000000</valUSD>
        <pctVal>-0.00002911524</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>MALAYSIAN RINGGIT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>112361.45000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>807195.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-588.64000000</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/ZAR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403521"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4307.69000000</valUSD>
        <pctVal>0.000213066493</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>5500000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>293098.31000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>4307.69000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TESCO PLC</name>
        <lei>2138002P5RNKC5W2JZ46</lei>
        <title>TESCO PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00BLGZ9862"/>
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        <balance>17126.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>54084.16000000</valUSD>
        <pctVal>0.002675104827</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033</title>
        <cusip>91282CGK1</cusip>
        <identifiers>
          <isin value="US91282CGK18"/>
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        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3902020.54000000</valUSD>
        <pctVal>0.193001314704</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-15</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>BUONI PELIENNALI DEL TES 1.30%  05/15/2028   SERIES CPI</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B1VWPJ53"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>646598.85000000</valUSD>
        <pctVal>0.031982001851</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.30000000</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>CORPORATION CAMECO</name>
        <lei>N4BHALMXL3GMZKCUON55</lei>
        <title>CAMECO CORP COMMON STOCK</title>
        <cusip>13321L108</cusip>
        <identifiers>
          <isin value="CA13321L1085"/>
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        <balance>7757.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>243217.78000000</valUSD>
        <pctVal>0.012030011328</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00402816"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1317.65000000"/>
        <valUSD>-473.09000000</valUSD>
        <pctVal>-0.00002339992</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>KOREAN WON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>38602.39000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>50000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-473.09000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <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/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPZL__00397994"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.06295000"/>
        <valUSD>14574.26000000</valUSD>
        <pctVal>0.000720870459</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>POLISH ZLOTY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>402606.33000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1701300.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>14574.26000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALGONQUIN POWER &amp; UTILITIES CORP.</name>
        <lei>549300K5VIUTJXQL7X75</lei>
        <title>ALGONQUIN POWER &amp; UTILITIES COMMON STOCK</title>
        <cusip>015857105</cusip>
        <identifiers>
          <isin value="CA0158571053"/>
        </identifiers>
        <balance>32126.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>265845.23000000</valUSD>
        <pctVal>0.013149207794</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SHIMANO INC.</name>
        <lei>529900L32YT3P9DECR10</lei>
        <title>SHIMANO INC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3358000002"/>
        </identifiers>
        <balance>400.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>66851.75000000</valUSD>
        <pctVal>0.003306613972</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Astellas Pharma Inc.</name>
        <lei>529900IB708DY2HBBB35</lei>
        <title>ASTELLAS PHARMA INC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3942400007"/>
        </identifiers>
        <balance>6600.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>98127.16000000</valUSD>
        <pctVal>0.004853554893</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUROFINS SCIENTIFIC SE</name>
        <lei>529900JEHFM47DYY3S57</lei>
        <title>EUROFINS SCIENTIFIC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0014000MR3"/>
        </identifiers>
        <balance>1432.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>90864.09000000</valUSD>
        <pctVal>0.004494309717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMPAGNIE PETROLIERE IMPERIALE LTEE</name>
        <lei>549300JZNB745JT5WY51</lei>
        <title>IMPERIAL OIL LTD COMMON STOCK</title>
        <cusip>453038408</cusip>
        <identifiers>
          <isin value="CA4530384086"/>
        </identifiers>
        <balance>2811.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>143986.08000000</valUSD>
        <pctVal>0.007121823797</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Infineon Technologies AG</name>
        <lei>TSI2PJM6EPETEQ4X1U25</lei>
        <title>INFINEON TECHNOLOGIES AG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0006231004"/>
        </identifiers>
        <balance>2515.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>103676.98000000</valUSD>
        <pctVal>0.005128059485</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WPP PLC</name>
        <lei>549300LSGBXPYHXGDT93</lei>
        <title>WPP PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JE00B8KF9B49"/>
        </identifiers>
        <balance>14932.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>156311.70000000</valUSD>
        <pctVal>0.007731472270</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PEMBINA PIPELINE CORPORATION</name>
        <lei>5493002W3L9YICM6FU21</lei>
        <title>PEMBINA PIPELINE CORP COMMON STOCK</title>
        <cusip>706327103</cusip>
        <identifiers>
          <isin value="CA7063271034"/>
        </identifiers>
        <balance>4545.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>143056.30000000</valUSD>
        <pctVal>0.007075835120</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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 0-5/8% 01/15/2024</title>
        <cusip>912828B25</cusip>
        <identifiers>
          <isin value="US912828B253"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1278098.57000000</valUSD>
        <pctVal>0.063217172181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.62500000</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>LME ZINC FUTURE   SEP23</name>
        <lei>N/A</lei>
        <title>LME ZINC FUTURE   SEP23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CMZNU23"/>
          <other otherDesc="Bloomberg Ticker" value="LXU3"/>
        </identifiers>
        <balance>19.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1134893.75000000</valUSD>
        <pctVal>0.056133990980</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME ZINC FUTURE   SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-21</expDate>
            <notionalAmt>1236056.05000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-101162.30000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 0.000000% 07/13/2023</title>
        <cusip>912796XQ7</cusip>
        <identifiers>
          <isin value="US912796XQ72"/>
        </identifiers>
        <balance>10020000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10006065.89000000</valUSD>
        <pctVal>0.494918940582</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-13</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>TAYLOR WIMPEY PLC</name>
        <lei>21380089BTRXTD8S3R66</lei>
        <title>TAYLOR WIMPEY PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB0008782301"/>
        </identifiers>
        <balance>153902.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>201042.90000000</valUSD>
        <pctVal>0.009943962009</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CATTLE FEEDER FUT SEP23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FCU3"/>
          <other otherDesc="Bloomberg Ticker" value="FCU3"/>
        </identifiers>
        <balance>8.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1003300.00000000</valUSD>
        <pctVal>0.049625115259</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CATTLE FEEDER FUT SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Feeder Cattle</issuerName>
                <issueTitle>CATTLE FEEDER FUT(Consolidated) Sep 2023</issueTitle>
                <identifiers>
                  <ticker value="FCCU23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-10-01</expDate>
            <notionalAmt>967254.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>36045.50000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KBC GROEP NV</name>
        <lei>213800X3Q9LSAKRUWY91</lei>
        <title>KBC GROUP NV COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="BE0003565737"/>
        </identifiers>
        <balance>780.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>54394.66000000</valUSD>
        <pctVal>0.002690462744</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Japan Airlines Co., Ltd.</name>
        <lei>3538002MH5L1QZZ93477</lei>
        <title>JAPAN AIRLINES CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3705200008"/>
        </identifiers>
        <balance>5500.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>119060.97000000</valUSD>
        <pctVal>0.005888980722</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nintendo Co., Ltd.</name>
        <lei>353800FEEXU6I9M0ZF27</lei>
        <title>NINTENDO CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3756600007"/>
        </identifiers>
        <balance>3040.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>138358.40000000</valUSD>
        <pctVal>0.006843468102</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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/CNY SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397443"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>51.84000000</valUSD>
        <pctVal>0.000002564104</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>14728.00000000</amtCurSold>
            <curSold>CNY</curSold>
            <amtCurPur>2091.24000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>51.84000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028</title>
        <cusip>912828Y38</cusip>
        <identifiers>
          <isin value="US912828Y388"/>
        </identifiers>
        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2290136.09000000</valUSD>
        <pctVal>0.113274461702</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</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/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00402414"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6177.70000000</valUSD>
        <pctVal>0.000305560724</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>737000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>813519.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>6177.70000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TMX Group Limited</name>
        <lei>549300N65GFVKSHGJW59</lei>
        <title>TMX GROUP LTD COMMON STOCK</title>
        <cusip>87262K105</cusip>
        <identifiers>
          <isin value="CA87262K1057"/>
        </identifiers>
        <balance>6850.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>154315.89000000</valUSD>
        <pctVal>0.007632755733</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IBEX 35 INDX FUTR JUL23 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="MFXIN3"/>
          <other otherDesc="Bloomberg Ticker" value="IBN3"/>
        </identifiers>
        <balance>94.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>9793910.04000000</valUSD>
        <pctVal>0.484425311051</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>IBEX 35 INDX FUTR JUL23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>IBEX 35 INDX FUTR Jul 2023</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2023-07-24</expDate>
            <notionalAmt>9418640.68000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>375269.36000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>FTSE/JSE TOP 40   SEP23 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ALSIU3"/>
          <other otherDesc="Bloomberg Ticker" value="AIU3"/>
        </identifiers>
        <balance>112.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.89125000"/>
        <valUSD>4210956.94000000</valUSD>
        <pctVal>0.208281893253</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>FTSE/JSE TOP 40   SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>ALL SHARE INDEX TOP 40 Sep 2023</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2023-09-24</expDate>
            <notionalAmt>4353415.79000000</notionalAmt>
            <curCd>ZAR</curCd>
            <unrealizedAppr>-142458.85000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LIVE CATTLE FUTR  DEC23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LCZ3"/>
          <other otherDesc="Bloomberg Ticker" value="LCZ3"/>
        </identifiers>
        <balance>12.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>880920.00000000</valUSD>
        <pctVal>0.043571969036</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LIVE CATTLE FUTR  DEC23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Live Cattle</issuerName>
                <issueTitle>Live Cattle Future(Consolidated) Dec 2023</issueTitle>
                <identifiers>
                  <ticker value="LDZ23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2024-01-01</expDate>
            <notionalAmt>858400.32000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>22519.68000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JDE Peet's N.V.</name>
        <lei>724500EHG519SE5ZRT89</lei>
        <title>JDE PEET'S NV COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0014332678"/>
        </identifiers>
        <balance>6548.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>194741.90000000</valUSD>
        <pctVal>0.009632302634</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NMC HEALTH PLC</name>
        <lei>2138008YQEVWBE1V2M52</lei>
        <title>NMC HEALTH PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B7FC0762"/>
        </identifiers>
        <balance>12179.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>0.01000000</valUSD>
        <pctVal>0.000000000494</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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 1-3/8% 02/15/2044</title>
        <cusip>912810RF7</cusip>
        <identifiers>
          <isin value="US912810RF75"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>612555.61000000</valUSD>
        <pctVal>0.030298158825</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-02-15</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>BT GROUP PLC</name>
        <lei>213800LRO7NS5CYQMN21</lei>
        <title>BT GROUP PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB0030913577"/>
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        <balance>104801.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>163016.67000000</valUSD>
        <pctVal>0.008063112765</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ORICA LIMITED</name>
        <lei>N/A</lei>
        <title>ORICA LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000ORI1"/>
        </identifiers>
        <balance>6944.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
        <valUSD>68740.91000000</valUSD>
        <pctVal>0.003400055398</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00402614"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>-421.64000000</valUSD>
        <pctVal>-0.00002085511</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>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>EURO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>55741.50000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>POLISH ZLOTY</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPZL__00397995"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.06295000"/>
        <valUSD>14576.27000000</valUSD>
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        <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>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>POLISH ZLOTY</counterpartyName>
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            <amtCurSold>402604.32000000</amtCurSold>
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            <amtCurPur>1701300.00000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>N/A</lei>
        <title>EURO-BOBL FUTURE  SEP23 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FGBMU3"/>
          <other otherDesc="Bloomberg Ticker" value="OEU3"/>
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        <balance>658.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>83065689.13000000</valUSD>
        <pctVal>4.108586063189</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>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>EURO-BOBL FUTURE  SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Germany Govt. Bond Futures</issuerName>
                <issueTitle>Euro-BOBL Future Sep 2023</issueTitle>
                <identifiers>
                  <isin value="DE000BU25000"/>
                  <ticker value="FGBMU23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-10</expDate>
            <notionalAmt>82691813.02000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>373876.11000000</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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00401991"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-401.48000000</valUSD>
        <pctVal>-0.00001985796</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">
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              <counterpartyLei>N/A</counterpartyLei>
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <amtCurSold>35000000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HUNGARIAN FORINT</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTHUF__00403519"/>
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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>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>HUNGARIAN FORINT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>43485.18000000</amtCurSold>
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            <amtCurPur>15000000.00000000</amtCurPur>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>EDP - Energias de Portugal, S.A.</name>
        <lei>529900CLC3WDMGI9VH80</lei>
        <title>EDP-ENERGIAS DE PORTUGAL SA COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="PTEDP0AM0009"/>
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        <balance>41479.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00384614"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>STATE STREET BANK</counterpartyName>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
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            <amtCurSold>5010000.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WENDEL SE</name>
        <lei>969500M98ZMIZYJD5O34</lei>
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          <isin value="FR0000121204"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>INDIA RUPEE</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTINR__00396428"/>
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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>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>INDIA RUPEE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2473367.35000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00396442"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="KRW" exchangeRt="1317.65000000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>KOREAN WON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <amtCurSold>797906.64000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397970"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <amtCurSold>318000.00000000</amtCurSold>
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            <amtCurPur>236432.55000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>ASSOCIATED BRITISH FOODS PLC</name>
        <lei>GBQKSY6W7G0OHCQ8OQ72</lei>
        <title>ASSOCIATED BRITISH FOODS PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB0006731235"/>
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        <balance>7753.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>POLISH ZLOTY</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPZL__00403517"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="PLN" exchangeRt="4.06295000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>POLISH ZLOTY</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <amtCurSold>7358.39000000</amtCurSold>
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            <amtCurPur>30000.00000000</amtCurPur>
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            <unrealizedAppr>-2.01000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>91282CEJ6</cusip>
        <identifiers>
          <isin value="US91282CEJ62"/>
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        <balance>4000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <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>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2023-09-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398272"/>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>POLISH ZLOTY</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTPZL__00397724"/>
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      <invstOrSec>
        <name>SNAM S.P.A.</name>
        <lei>8156002278562044AF79</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
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        <title>GOLD 100 OZ FUTR  AUG23 PHYSICAL COMMODITY FUTURE.</title>
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                <issuerName>Gold</issuerName>
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      <invstOrSec>
        <name>Republique Francaise</name>
        <lei>969500KCGF3SUYJHPV70</lei>
        <title>FRENCH REPUBLIC GOVERNMENT BOND OAT .100000% 07/25/2047</title>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.10000000</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/SGD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00399154"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3058.33000000</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>527000.00000000</amtCurSold>
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            <amtCurPur>393818.65000000</amtCurPur>
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            <unrealizedAppr>3058.33000000</unrealizedAppr>
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        </derivativeInfo>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00403678"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.27480000"/>
        <valUSD>-162.94000000</valUSD>
        <pctVal>-0.00000805932</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>MALAYSIAN RINGGIT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>86629.55000000</amtCurSold>
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            <amtCurPur>624440.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-162.94000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>UK TSY I/L GILT 0.125% 08/10/2031</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00BNNGP551"/>
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        <balance>2600000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
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        <pctVal>0.201680678116</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>DAX INDEX FUTURE  SEP23 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FDXU3"/>
          <other otherDesc="Bloomberg Ticker" value="GXU3"/>
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        <balance>-14.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>-6213465.14000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>DAX INDEX FUTURE  SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>DAX INDEX FUTURE Sep 2023</indexName>
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            <expDate>2023-09-18</expDate>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CZECH REPUBLIC KORUNA</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00403285"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CZK" exchangeRt="21.77685000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</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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            <counterparties>
              <counterpartyName>CZECH REPUBLIC KORUNA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>46164.35000000</amtCurSold>
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            <amtCurPur>1000000.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-383.66000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BRK: CITIGROUP</name>
        <lei>N/A</lei>
        <title>BRK: CITIGROUP REF: TRM7SE920</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="TRM7SE920"/>
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        <balance>13782883.35000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="10.80130000"/>
        <valUSD>7405.83000000</valUSD>
        <pctVal>0.000366306356</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="2151.19000000">
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                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
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            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <terminationDt>2023-09-20</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>SEK</rcptCurCd>
            <notionalAmt>-233.00000000</notionalAmt>
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            <unrealizedAppr>7405.83000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>PLATINUM (OSE)    JUN24 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
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          <ticker value="JPLM4"/>
          <other otherDesc="Bloomberg Ticker" value="JAM4"/>
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        <balance>-1.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>PLATINUM (OSE)    JUN24</counterpartyName>
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            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Platinum</issuerName>
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                  <ticker value="EPLM24"/>
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            </descRefInstrmnt>
            <expDate>2024-06-28</expDate>
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            <unrealizedAppr>99.04000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>COMPAGNIE FINANCIERE RICHEMONT SA</name>
        <lei>549300YIPGJ6UX2QPS51</lei>
        <title>CIE FINANCIERE RICHEMO-A REG COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="CH0210483332"/>
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        <currencyConditional curCd="CHF" exchangeRt="0.89465000"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EMPIRE COMPANY LIMITED</name>
        <lei>549300TX0ZUSTEF7C719</lei>
        <title>EMPIRE CO LTD 'A' COMMON STOCK</title>
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          <isin value="CA2918434077"/>
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        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA RUPIAH</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: IDR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTIDR__00398863"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="IDR" exchangeRt="14992.50000000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>INDONESIA RUPIAH</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>157935.46000000</amtCurSold>
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            <amtCurPur>2357061228.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1115.46000000</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/MXN SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403044"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-49.57000000</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <amtCurSold>1340000.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2023-09-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00401997"/>
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        <balance>1.00000000</balance>
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        <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>MALAYSIAN RINGGIT</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <amtCurSold>155490.83000000</amtCurSold>
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            <amtCurPur>1100886.00000000</amtCurPur>
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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/ILS SETTLE 2023-09-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00399408"/>
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        <balance>1.00000000</balance>
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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">
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              <counterpartyName>U.S. DOLLARS</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <amtCurSold>500.00000000</amtCurSold>
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            <amtCurPur>139.54000000</amtCurPur>
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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/EUR SETTLE 2023-07-05</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403959"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9223.14000000</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>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1778000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1931066.49000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UBS Group AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
        <title>UBS GROUP AG-REG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH0244767585"/>
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        <balance>4371.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.89465000"/>
        <valUSD>88406.92000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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/CZK SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398888"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3822.17000000</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>7832552.00000000</amtCurSold>
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            <amtCurPur>354757.47000000</amtCurPur>
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            <unrealizedAppr>-3822.17000000</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/GBP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397188"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-25403.39000000</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>933000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1160753.29000000</amtCurPur>
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            <unrealizedAppr>-25403.39000000</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/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00401988"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>868.15000000</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>251000.00000000</amtCurSold>
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            <amtCurPur>275824.28000000</amtCurPur>
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            <unrealizedAppr>868.15000000</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/KRW SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397141"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1072.19000000</valUSD>
        <pctVal>-0.00005303254</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>530357142.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>403370.74000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1072.19000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HUNGARIAN FORINT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00403683"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="341.88820000"/>
        <valUSD>-86.93000000</valUSD>
        <pctVal>-0.00000429972</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HU</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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            <counterparties>
              <counterpartyName>HUNGARIAN FORINT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>14426.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5000000.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-86.93000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INDIA RUPEE</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00399934"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.03625000"/>
        <valUSD>3412.58000000</valUSD>
        <pctVal>0.000168792660</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>INDIA RUPEE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>968879.74000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>80000000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>3412.58000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Roche Holding AG</name>
        <lei>549300U41AUUVOAAOB37</lei>
        <title>ROCHE HOLDING AG-BR COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH0012032113"/>
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        <balance>484.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.89465000"/>
        <valUSD>158835.75000000</valUSD>
        <pctVal>0.007856316556</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/PHP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398288"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1979.52000000</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>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>U.S. DOLLARS</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>6160714.00000000</amtCurSold>
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            <amtCurPur>109266.30000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CZECH REPUBLIC KORUNA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00396404"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CZECH REPUBLIC KORUNA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AltaGas Ltd.</name>
        <lei>549300D7A8QA85Z2MH11</lei>
        <title>ALTAGAS LTD COMMON STOCK</title>
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          <isin value="CA0213611001"/>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Endesa, Sociedad Anonima</name>
        <lei>549300LHK07F2CHV4X31</lei>
        <title>ENDESA SA COMMON STOCK</title>
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          <isin value="ES0130670112"/>
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        <balance>8563.00000000</balance>
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        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SOCIETE AURIFERE BARRICK</name>
        <lei>0O4KBQCJZX82UKGCBV73</lei>
        <title>BARRICK GOLD CORP COMMON STOCK</title>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>UPM-Kymmene Oyj</name>
        <lei>213800EC6PW5VU4J9U64</lei>
        <title>UPM-KYMMENE OYJ COMMON STOCK</title>
        <cusip>N/A</cusip>
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        <balance>3293.00000000</balance>
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        <invCountry>FI</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>KOBE BUSSAN CO., LTD.</name>
        <lei>353800CJIFNHN2DXRD59</lei>
        <title>KOBE BUSSAN CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
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        <balance>2600.00000000</balance>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SQUARE ENIX HOLDINGS CO.,LTD.</name>
        <lei>529900KCRNRDF8DIA489</lei>
        <title>SQUARE ENIX HOLDINGS CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3164630000"/>
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        <balance>3200.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00397157"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CNY" exchangeRt="7.27480000"/>
        <valUSD>-155045.20000000</valUSD>
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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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>MALAYSIAN RINGGIT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>6543425.10000000</amtCurSold>
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            <amtCurPur>46135266.00000000</amtCurPur>
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            <unrealizedAppr>-155045.20000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDIA RUPEE</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00398880"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.03625000"/>
        <valUSD>13917.74000000</valUSD>
        <pctVal>0.000688397739</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>INDIA RUPEE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1806788.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>149807292.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>13917.74000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="BBHMMSEI"/>
        </identifiers>
        <balance>110816381.74000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0.01000000</valUSD>
        <pctVal>0.000000000494</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DCC PUBLIC LIMITED COMPANY</name>
        <lei>213800UPS1QEE4TD3T45</lei>
        <title>DCC PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IE0002424939"/>
        </identifiers>
        <balance>732.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>40928.79000000</valUSD>
        <pctVal>0.002024415350</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403950"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2434.36000000</valUSD>
        <pctVal>0.000120408049</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>10000000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>527508.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>2434.36000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COLOPLAST A/S</name>
        <lei>529900NN7SOJ5QG82X67</lei>
        <title>COLOPLAST-B COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DK0060448595"/>
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        <balance>1741.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.82485000"/>
        <valUSD>217648.92000000</valUSD>
        <pctVal>0.010765327161</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Otsuka Holdings Co., Ltd.</name>
        <lei>N/A</lei>
        <title>OTSUKA HOLDINGS CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3188220002"/>
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        <balance>2600.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>95213.95000000</valUSD>
        <pctVal>0.004709462018</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00397698"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1317.65000000"/>
        <valUSD>-8315.54000000</valUSD>
        <pctVal>-0.00041130233</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>KOREAN WON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1124974.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1464305062.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-8315.54000000</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/CNY SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398271"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1421.76000000</valUSD>
        <pctVal>0.000070322938</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>424000.00000000</amtCurSold>
            <curSold>CNY</curSold>
            <amtCurPur>60133.31000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>1421.76000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TOSOH CORPORATION</name>
        <lei>529900YSLFVJF2MDBX02</lei>
        <title>TOSOH CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3595200001"/>
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        <balance>12700.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>149967.79000000</valUSD>
        <pctVal>0.007417690485</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>U.K. TSY GILT STOCK - INFLATION LINKED .125% 03/22/2058</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B421JZ66"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>2182369.43000000</valUSD>
        <pctVal>0.107944118910</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EQT AB</name>
        <lei>213800U7P9GOIRKCTB34</lei>
        <title>EQT AB COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SE0012853455"/>
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        <balance>2299.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="10.80130000"/>
        <valUSD>44144.00000000</valUSD>
        <pctVal>0.002183445717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SEGRO PUBLIC LIMITED COMPANY</name>
        <lei>213800XC35KGM9NFC641</lei>
        <title>SEGRO PLC REIT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B5ZN1N88"/>
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        <balance>3917.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>35695.56000000</valUSD>
        <pctVal>0.001765569898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>iShares iBoxx $ Investment Grade Corporate Bond ETF</name>
        <lei>N/A</lei>
        <title>ISHARES IBOXX INVESTMENT GRA MUTUAL FUND</title>
        <cusip>464287242</cusip>
        <identifiers>
          <isin value="US4642872422"/>
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        <balance>130327.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14093561.78000000</valUSD>
        <pctVal>0.697094216835</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> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00399163"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.89125000"/>
        <valUSD>194.64000000</valUSD>
        <pctVal>0.000009627262</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</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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            <counterparties>
              <counterpartyName> SOUTH AFRICAN RAND</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>734908.76000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>14000000.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>194.64000000</unrealizedAppr>
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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/HKD SETTLE 2023-07-28</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00384622"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>911.75000000</valUSD>
        <pctVal>0.000045096879</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>STATE STREET BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>26290000.00000000</amtCurSold>
            <curSold>HKD</curSold>
            <amtCurPur>3357924.05000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-07-28</settlementDt>
            <unrealizedAppr>911.75000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTR  SEP23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NGU23"/>
          <other otherDesc="Bloomberg Ticker" value="NGU23"/>
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        <balance>56.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1553440.00000000</valUSD>
        <pctVal>0.076836079984</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>NATURAL GAS FUTR  SEP23</counterpartyName>
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            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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              <otherRefInst>
                <issuerName>Natural Gas</issuerName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ELBIT SYSTEMS LTD</name>
        <lei>529900Q9CB1REUMZSS32</lei>
        <title>ELBIT SYSTEMS LTD COMMON STOCK</title>
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          <isin value="IL0010811243"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Eisai Co., Ltd.</name>
        <lei>353800HDEE0ZYEX4QV91</lei>
        <title>EISAI CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="JP3160400002"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00399664"/>
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        <curCd>USD</curCd>
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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>CITIGROUP GLOBAL MARKETS</counterpartyName>
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              <counterpartyName>U.S. DOLLARS</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397466"/>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>U.S. DOLLARS</counterpartyName>
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>NEXI SPA</name>
        <lei>5493000P70CQRQG8SN85</lei>
        <title>NEXI SPA COMMON STOCK</title>
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          <isin value="IT0005366767"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IT</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BURBERRY GROUP PLC</name>
        <lei>213800PE1KEFCNFR1R50</lei>
        <title>BURBERRY GROUP PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB0031743007"/>
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        <balance>2683.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HUNGARIAN FORINT</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00403283"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="HUF" exchangeRt="341.88820000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HU</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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            <counterparties>
              <counterpartyName>HUNGARIAN FORINT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>14535.96000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>KERRY GROUP PUBLIC LIMITED COMPANY</name>
        <lei>635400TLVVBNXLFHWC59</lei>
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        <identifiers>
          <isin value="IE0004906560"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Tokio Marine Holdings, Inc.</name>
        <lei>5299009QN2NZ191KLS29</lei>
        <title>TOKIO MARINE HOLDINGS INC COMMON STOCK</title>
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        <identifiers>
          <isin value="JP3910660004"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2023-09-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00398021"/>
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        <currencyConditional curCd="KRW" exchangeRt="1317.65000000"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</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/KRW SETTLE 2023-09-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00396727"/>
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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>U.S. DOLLARS</counterpartyName>
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>FAST RETAILING CO., LTD.</name>
        <lei>353800ZCXKHDPY0N5218</lei>
        <title>FAST RETAILING CO LTD COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>POLISH ZLOTY</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2023-09-20</title>
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          <other otherDesc="FX Forwards" value="CCTPZL__00403686"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>JSR Corporation</name>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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      <invstOrSec>
        <name>KOREAN WON</name>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398016"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2294.90000000</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>357023810.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>274556.26000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>2294.90000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EURO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00403038"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>8.96000000</valUSD>
        <pctVal>0.000000443178</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>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>EURO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>20804.45000000</amtCurSold>
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            <amtCurPur>19000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>8.96000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Neste Oyj</name>
        <lei>5493009GY1X8GQ66AM14</lei>
        <title>NESTE OYJ COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FI0009013296"/>
        </identifiers>
        <balance>4566.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>175647.96000000</valUSD>
        <pctVal>0.008687880255</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FI</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HUNGARIAN FORINT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00403682"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="341.88820000"/>
        <valUSD>-86.86000000</valUSD>
        <pctVal>-0.00000429625</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HUNGARIAN FORINT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>14426.33000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5000000.00000000</amtCurPur>
            <curPur>HUF</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-86.86000000</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/KRW SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398906"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>546.17000000</valUSD>
        <pctVal>0.000027014601</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>82023810.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>63096.38000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>546.17000000</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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403688"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3030.77000000</valUSD>
        <pctVal>0.000149907615</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>7000000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>370582.47000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>3030.77000000</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/HUF SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00399925"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-527.98000000</valUSD>
        <pctVal>-0.00002611488</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>20000000.00000000</amtCurSold>
            <curSold>HUF</curSold>
            <amtCurPur>56829.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-527.98000000</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/PHP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398287"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1978.98000000</valUSD>
        <pctVal>-0.00009788409</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>6160714.00000000</amtCurSold>
            <curSold>PHP</curSold>
            <amtCurPur>109266.84000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1978.98000000</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/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00402393"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>695.04000000</valUSD>
        <pctVal>0.000034377992</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>910000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>997547.93000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>695.04000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CATTLE FEEDER FUT OCT23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FCV3"/>
          <other otherDesc="Bloomberg Ticker" value="FCV3"/>
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        <balance>5.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>631312.50000000</valUSD>
        <pctVal>0.031225910074</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CATTLE FEEDER FUT OCT23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Feeder Cattle</issuerName>
                <issueTitle>CATTLE FEEDER FUT(Consolidated) Oct 2023</issueTitle>
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                  <ticker value="FCCV23"/>
                  <other otherDesc="Other" value="N/A"/>
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            </descRefInstrmnt>
            <expDate>2023-10-29</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>24395.70000000</unrealizedAppr>
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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/MXN SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00402814"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-760.02000000</valUSD>
        <pctVal>-0.00003759202</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2500000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>142732.17000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-760.02000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EURO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00403955"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>9185.83000000</valUSD>
        <pctVal>0.000454348522</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>EURO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1938511.35000000</amtCurSold>
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            <amtCurPur>1778000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>9185.83000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00399924"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.89125000"/>
        <valUSD>-6811.96000000</valUSD>
        <pctVal>-0.00033693242</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</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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            <counterparties>
              <counterpartyName> SOUTH AFRICAN RAND</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>426871.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8000000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-6811.96000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nippon Building Fund Inc.</name>
        <lei>52990053R8NL2MB32172</lei>
        <title>NIPPON BUILDING FUND INC REIT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3027670003"/>
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        <balance>13.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>51033.48000000</valUSD>
        <pctVal>0.002524212426</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TORAY INDUSTRIES, INC.</name>
        <lei>35380099TCYR5FHT0A11</lei>
        <title>TORAY INDUSTRIES INC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3621000003"/>
        </identifiers>
        <balance>10000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>55661.56000000</valUSD>
        <pctVal>0.002753126014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nomura Holdings, Inc.</name>
        <lei>549300B3CEAHYG7K8164</lei>
        <title>NOMURA HOLDINGS INC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3762600009"/>
        </identifiers>
        <balance>12000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>45674.26000000</valUSD>
        <pctVal>0.002259135270</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00403289"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.03625000"/>
        <valUSD>-123.78000000</valUSD>
        <pctVal>-0.00000612239</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>INDIA RUPEE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>121660.32000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10000000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-123.78000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>GOLD 100 OZ FUTR  DEC23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="GCZ3"/>
          <other otherDesc="Bloomberg Ticker" value="GCZ3"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>196800.00000000</valUSD>
        <pctVal>0.009734100152</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>GOLD 100 OZ FUTR  DEC23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Gold</issuerName>
                <issueTitle>GOLD 100 OZ FUTR Dec 2023</issueTitle>
                <identifiers>
                  <ticker value="GCZ23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-12-30</expDate>
            <notionalAmt>197242.82000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-442.82000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Embracer Group AB</name>
        <lei>549300RFXXKT652HB549</lei>
        <title>EMBRACER GROUP AB COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SE0016828511"/>
        </identifiers>
        <balance>38931.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="10.80130000"/>
        <valUSD>97171.61000000</valUSD>
        <pctVal>0.004806291583</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITY DEVELOPMENTS LIMITED</name>
        <lei>254900BPLPJS0RJ72373</lei>
        <title>CITY DEVELOPMENTS LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SG1R89002252"/>
        </identifiers>
        <balance>10200.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SGD" exchangeRt="1.35335000"/>
        <valUSD>50841.73000000</valUSD>
        <pctVal>0.002514728108</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LOW SU GASOIL G   SEP23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LGOU3"/>
          <other otherDesc="Bloomberg Ticker" value="QSU3"/>
        </identifiers>
        <balance>52.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3643900.00000000</valUSD>
        <pctVal>0.180234184685</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LOW SU GASOIL G   SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Gasoil</issuerName>
                <issueTitle>GAS OIL FUT (ICE) Sep 2023</issueTitle>
                <identifiers>
                  <ticker value="ARAU23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-15</expDate>
            <notionalAmt>3618760.65000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>25139.35000000</unrealizedAppr>
          </futrDeriv>
        </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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403952"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>115.33000000</valUSD>
        <pctVal>0.000005704439</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>40000000.00000000</amtCurSold>
            <curSold>HUF</curSold>
            <amtCurPur>114831.09000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>115.33000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GJENSIDIGE FORSIKRING ASA</name>
        <lei>5967007LIEEXZX6FAO47</lei>
        <title>GJENSIDIGE FORSIKRING ASA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NO0010582521"/>
        </identifiers>
        <balance>3339.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="NOK" exchangeRt="10.71355000"/>
        <valUSD>53543.43000000</valUSD>
        <pctVal>0.002648359299</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00403681"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.27480000"/>
        <valUSD>-1.90000000</valUSD>
        <pctVal>-0.00000009397</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>MALAYSIAN RINGGIT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>763.49000000</amtCurSold>
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            <amtCurPur>5500.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1.90000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00397456"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.89125000"/>
        <valUSD>23136.71000000</valUSD>
        <pctVal>0.001144385428</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName> SOUTH AFRICAN RAND</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>412536.76000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8297375.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>23136.71000000</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/CNY SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397974"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2286.92000000</valUSD>
        <pctVal>0.000113115387</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>680000.00000000</amtCurSold>
            <curSold>CNY</curSold>
            <amtCurPur>96446.96000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>2286.92000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Marubeni Corporation</name>
        <lei>4P4N3ORD02UGQT1T1W12</lei>
        <title>MARUBENI CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3877600001"/>
        </identifiers>
        <balance>7100.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>120811.53000000</valUSD>
        <pctVal>0.005975566730</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Enbridge Inc.</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBRIDGE INC COMMON STOCK</title>
        <cusip>29250N105</cusip>
        <identifiers>
          <isin value="CA29250N1050"/>
        </identifiers>
        <balance>4791.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>178279.87000000</valUSD>
        <pctVal>0.008818059500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EDP Renovaveis, S.A.</name>
        <lei>529900MUFAH07Q1TAX06</lei>
        <title>EDP RENOVAVEIS SA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ES0127797019"/>
        </identifiers>
        <balance>7361.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>146924.47000000</valUSD>
        <pctVal>0.007267162123</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHILEAN PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00398867"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="802.15000000"/>
        <valUSD>-11980.59000000</valUSD>
        <pctVal>-0.00059258263</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CHILEAN PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1114906.62000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>893254251.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-11980.59000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RATIONAL Aktiengesellschaft</name>
        <lei>529900K139N6UFJ1A758</lei>
        <title>RATIONAL AG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0007010803"/>
        </identifiers>
        <balance>61.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>44123.33000000</valUSD>
        <pctVal>0.002182423339</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ZOZO, Inc.</name>
        <lei>549300GC7XPQMZA0OW13</lei>
        <title>ZOZO INC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3399310006"/>
        </identifiers>
        <balance>1800.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>37278.34000000</valUSD>
        <pctVal>0.001843857190</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DANONE SA</name>
        <lei>969500KMUQ2B6CBAF162</lei>
        <title>DANONE COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0000120644"/>
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        <balance>1033.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>63269.97000000</valUSD>
        <pctVal>0.003129452360</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MINES AGNICO EAGLE LIMITEE</name>
        <lei>YGE0EUBRF7IJOB3QRX76</lei>
        <title>AGNICO EAGLE MINES LTD COMMON STOCK</title>
        <cusip>008474108</cusip>
        <identifiers>
          <isin value="CA0084741085"/>
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        <balance>1381.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>69036.95000000</valUSD>
        <pctVal>0.003414698097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00397701"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1317.65000000"/>
        <valUSD>-8347.96000000</valUSD>
        <pctVal>-0.00041290588</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>KOREAN WON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1125006.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1464305063.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-8347.96000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Brenntag SE</name>
        <lei>NNROIXVWJ7CPSR27SV97</lei>
        <title>BRENNTAG SE COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000A1DAHH0"/>
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        <balance>810.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>63096.91000000</valUSD>
        <pctVal>0.003120892486</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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/GBP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00396692"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-54098.39000000</valUSD>
        <pctVal>-0.00267580867</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1588183.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1965016.15000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-54098.39000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TDK CORPORATION</name>
        <lei>3538005O8WNU39U8NX03</lei>
        <title>TDK CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3538800008"/>
        </identifiers>
        <balance>1500.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>58410.12000000</valUSD>
        <pctVal>0.002889074989</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EURAZEO SE</name>
        <lei>969500C656AA39O94N60</lei>
        <title>EURAZEO SE COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0000121121"/>
        </identifiers>
        <balance>468.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>32907.41000000</valUSD>
        <pctVal>0.001627662727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE SA</name>
        <lei>969500MMPQVHK671GT54</lei>
        <title>AIR LIQUIDE SA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0000120073"/>
        </identifiers>
        <balance>872.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>156212.05000000</valUSD>
        <pctVal>0.007726543392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>THE BERKELEY GROUP HOLDINGS PLC</name>
        <lei>2138009OQSSLVVHQAL78</lei>
        <title>BERKELEY GROUP HOLDINGS/THE COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00BLJNXL82"/>
        </identifiers>
        <balance>1223.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>60996.85000000</valUSD>
        <pctVal>0.003017019547</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BHP GROUP LIMITED</name>
        <lei>WZE1WSENV6JSZFK0JC28</lei>
        <title>BHP GROUP LTD-DI COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000BHP4"/>
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        <balance>3324.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>98887.07000000</valUSD>
        <pctVal>0.004891141479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SAPUTO INC.</name>
        <lei>549300HH4U1DPY0TBT90</lei>
        <title>SAPUTO INC COMMON STOCK</title>
        <cusip>802912105</cusip>
        <identifiers>
          <isin value="CA8029121057"/>
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        <balance>4704.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>105508.95000000</valUSD>
        <pctVal>0.005218672186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397468"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-204052.35000000</valUSD>
        <pctVal>-0.01009281509</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>9861456.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>10598607.98000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-204052.35000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ENGIE SA</name>
        <lei>LAXUQCHT4FH58LRZDY46</lei>
        <title>ENGIE COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0010208488"/>
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        <balance>11598.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>192686.30000000</valUSD>
        <pctVal>0.009530628771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DANSKE BANK A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
        <title>DANSKE BANK A/S COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DK0010274414"/>
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        <balance>4024.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.82485000"/>
        <valUSD>97875.26000000</valUSD>
        <pctVal>0.004841095443</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Barry Callebaut AG</name>
        <lei>213800Y5RWKLDPUTT265</lei>
        <title>BARRY CALLEBAUT AG-REG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH0009002962"/>
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        <balance>104.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.89465000"/>
        <valUSD>200757.84000000</valUSD>
        <pctVal>0.009929862403</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOODMAN GROUP</name>
        <lei>N/A</lei>
        <title>GOODMAN GROUP REIT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000GMG2"/>
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        <balance>3333.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
        <valUSD>44771.40000000</valUSD>
        <pctVal>0.002214478107</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>POLISH ZLOTY</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPZL__00396395"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.06295000"/>
        <valUSD>1829.09000000</valUSD>
        <pctVal>0.000090470250</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>POLISH ZLOTY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>48684.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>206000.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>1829.09000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CK ASSET HOLDINGS LIMITED</name>
        <lei>5299006GJZSGP78B8S35</lei>
        <title>CK ASSET HOLDINGS LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="KYG2177B1014"/>
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        <balance>5931.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.83660000"/>
        <valUSD>32954.63000000</valUSD>
        <pctVal>0.001629998317</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOBU RAILWAY CO., LTD.</name>
        <lei>N/A</lei>
        <title>TOBU RAILWAY CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3597800006"/>
        </identifiers>
        <balance>5000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
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        <pctVal>0.006620138266</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DENTSU GROUP INC.</name>
        <lei>5299007PBBE83ZLJZG91</lei>
        <title>DENTSU GROUP INC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3551520004"/>
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        <balance>4300.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>141179.91000000</valUSD>
        <pctVal>0.006983025322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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/MXN SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00402815"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-759.30000000</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2500000.00000000</amtCurSold>
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            <amtCurPur>142732.89000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-759.30000000</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 Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>UK TSY I/L GILT 0.125% 08/10/2028</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00BZ1NTB69"/>
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        <balance>4080000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
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        <pctVal>0.329353562574</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sands China Ltd.</name>
        <lei>549300EVO6UZDGY05787</lei>
        <title>SANDS CHINA LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="KYG7800X1079"/>
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        <balance>36800.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.83660000"/>
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        <pctVal>0.006233179592</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>THE LOTTERY CORPORATION LIMITED</name>
        <lei>N/A</lei>
        <title>LOTTERY CORP LTD/THE COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU0000219529"/>
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        <balance>30312.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
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        <pctVal>0.005136100010</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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/MXN SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403946"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1027.04000000</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>3500000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/BRL SETTLE 2023-09-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398025"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
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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>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BRK: JP MORGAN REF: KOSPI 200 INDEX FUTURE SEP23</title>
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        <identifiers>
          <ticker value="KSU3"/>
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        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1317.65000000"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <swapDeriv derivCat="SWP">
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        <name>Japan</name>
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        <title>10YR MINI JGB FUT SEP23 FINANCIAL COMMODITY FUTURE.</title>
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          <ticker value="SJBU3"/>
          <other otherDesc="Bloomberg Ticker" value="BJU3"/>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>JP MORGAN</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>Japan Govt. Bond Futures</issuerName>
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                  <isin value="JP1103601LA4"/>
                  <ticker value="JBU23"/>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BRK: BANK OF AMERICA REF: KOSPI 200 INDEX FUTURE SEP23</title>
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        <identifiers>
          <ticker value="KSU3"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>MERRILL LYNCH, PIERCE, FENNER &amp; SMITH</counterpartyName>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/PHP SETTLE 2023-09-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00398012"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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              <counterpartyName>U.S. DOLLARS</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>EQUINOR ASA</name>
        <lei>OW6OFBNCKXC4US5C7523</lei>
        <title>EQUINOR ASA COMMON STOCK</title>
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          <isin value="NO0010096985"/>
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        <assetCat>EC</assetCat>
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        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2023-09-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00399914"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>U.S. DOLLARS</counterpartyName>
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME NICKEL FUTURE SEP23 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="CMNIU23"/>
          <other otherDesc="Bloomberg Ticker" value="LNU3"/>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>JP MORGAN</counterpartyName>
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            <counterparties>
              <counterpartyName>LME NICKEL FUTURE SEP23</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Nickel</issuerName>
                <issueTitle>Nickel Composite Commodity Future Sep 2023</issueTitle>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CAPGEMINI SE</name>
        <lei>96950077L0TN7BAROX36</lei>
        <title>CAPGEMINI SE COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0000125338"/>
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        <balance>565.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>106978.86000000</valUSD>
        <pctVal>0.005291376714</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00399660"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.03625000"/>
        <valUSD>654.35000000</valUSD>
        <pctVal>0.000032365388</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>INDIA RUPEE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>120882.19000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10000000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>654.35000000</unrealizedAppr>
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        </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   SEP23 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FOATU3"/>
          <other otherDesc="Bloomberg Ticker" value="OATU3"/>
        </identifiers>
        <balance>171.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>23954439.83000000</valUSD>
        <pctVal>1.184831892299</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>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>EURO-OAT FUTURE   SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>France Govt. Bond Future</issuerName>
                <issueTitle>Eurex Long Term Euro OAT Bond Future Sep 2023</issueTitle>
                <identifiers>
                  <isin value="FR001400H7V7"/>
                  <ticker value="FOATU23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-10</expDate>
            <notionalAmt>23735479.32000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>218960.51000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GECINA SA</name>
        <lei>9695003E4MMA10IBTR26</lei>
        <title>GECINA SA REIT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0010040865"/>
        </identifiers>
        <balance>323.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>34375.95000000</valUSD>
        <pctVal>0.001700299492</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BLUESCOPE STEEL LIMITED</name>
        <lei>529900H6UQI16XACWC95</lei>
        <title>BLUESCOPE STEEL LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000BSL0"/>
        </identifiers>
        <balance>3194.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
        <valUSD>43925.50000000</valUSD>
        <pctVal>0.002172638293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 0.000000% 12/28/2023</title>
        <cusip>912796ZN2</cusip>
        <identifiers>
          <isin value="US912796ZN24"/>
        </identifiers>
        <balance>23471000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22863327.60000000</valUSD>
        <pctVal>1.130863418089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-28</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>RECKITT BENCKISER GROUP PLC</name>
        <lei>5493003JFSMOJG48V108</lei>
        <title>RECKITT BENCKISER GROUP PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B24CGK77"/>
        </identifiers>
        <balance>1696.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>127474.38000000</valUSD>
        <pctVal>0.006305123891</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TC Energy Corporation</name>
        <lei>549300UGKOFV2IWJJG27</lei>
        <title>TC ENERGY CORP COMMON STOCK</title>
        <cusip>87807B107</cusip>
        <identifiers>
          <isin value="CA87807B1076"/>
        </identifiers>
        <balance>4836.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>195669.33000000</valUSD>
        <pctVal>0.009678175076</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNICREDIT, SOCIETA PER AZIONI</name>
        <lei>549300TRUWO2CD2G5692</lei>
        <title>UNICREDIT SPA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IT0005239360"/>
        </identifiers>
        <balance>3777.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>87626.87000000</valUSD>
        <pctVal>0.004334190694</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BRK: BANK OF AMERICA BOVESPA INDEX FUTURE AUG23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="INDQ23"/>
        </identifiers>
        <balance>2340.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="4.82400000"/>
        <valUSD>58142985.12000000</valUSD>
        <pctVal>2.875861993540</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MERRILL LYNCH, PIERCE, FENNER &amp; SMITH</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="0.00000000"/>
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            <pmntCurCd>BRL</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>BRL</rcptCurCd>
            <notionalAmt>2340.00000000</notionalAmt>
            <curCd>BRL</curCd>
            <unrealizedAppr>171431.88000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>UK TSY I/L GILT 0.125% 08/10/2028</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00BZ1NTB69"/>
        </identifiers>
        <balance>4000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>6528170.33000000</valUSD>
        <pctVal>0.322895649417</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TOKYO GAS CO.,LTD.</name>
        <lei>353800678EIJLOQSWZ83</lei>
        <title>TOKYO GAS CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3573000001"/>
        </identifiers>
        <balance>50200.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>1093425.84000000</valUSD>
        <pctVal>0.054082909735</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TERUMO CORPORATION</name>
        <lei>353800JX1R4582QVK932</lei>
        <title>TERUMO CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3546800008"/>
        </identifiers>
        <balance>2800.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>89030.97000000</valUSD>
        <pctVal>0.004403640135</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Oji Holdings Corporation</name>
        <lei>529900LVC9GIIYUGE243</lei>
        <title>OJI HOLDINGS CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3174410005"/>
        </identifiers>
        <balance>14000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>52260.02000000</valUSD>
        <pctVal>0.002584879413</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Tokyo Electric Power Company Holdings, Incorporated</name>
        <lei>5299004EMJ3R4RVR5Y75</lei>
        <title>TOKYO ELECTRIC POWER COMPANY COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3585800000"/>
        </identifiers>
        <balance>43300.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>158552.99000000</valUSD>
        <pctVal>0.007842330712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BASF SE</name>
        <lei>529900PM64WH8AF1E917</lei>
        <title>BASF SE COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000BASF111"/>
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        <balance>930.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>45120.61000000</valUSD>
        <pctVal>0.002231750694</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SUGAR #11 (WORLD) OCT23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SBV3"/>
          <other otherDesc="Bloomberg Ticker" value="SBV3"/>
        </identifiers>
        <balance>479.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>12226379.20000000</valUSD>
        <pctVal>0.604739835550</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>SUGAR #11 (WORLD) OCT23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Sugar</issuerName>
                <issueTitle>Sugar #11 World Future Oct 2023</issueTitle>
                <identifiers>
                  <ticker value="SBV23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-10-02</expDate>
            <notionalAmt>13307802.02000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1081422.82000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Swiss Prime Site AG</name>
        <lei>506700XI9H64OPR34158</lei>
        <title>SWISS PRIME SITE-REG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH0008038389"/>
        </identifiers>
        <balance>588.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.89465000"/>
        <valUSD>51034.71000000</valUSD>
        <pctVal>0.002524273264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLOMBIA PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00396736"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4175.77500000"/>
        <valUSD>10378.81000000</valUSD>
        <pctVal>0.000513355569</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>COLOMBIA PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>133616.88000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>612500000.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>10378.81000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VODAFONE GROUP PUBLIC LIMITED COMPANY</name>
        <lei>213800TB53ELEUKM7Q61</lei>
        <title>VODAFONE GROUP PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00BH4HKS39"/>
        </identifiers>
        <balance>157079.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>147719.01000000</valUSD>
        <pctVal>0.007306461574</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398276"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3965.23000000</valUSD>
        <pctVal>-0.00019612777</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>235500.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>254011.53000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-3965.23000000</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/CNY SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398832"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2670.58000000</valUSD>
        <pctVal>0.000132091936</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1031500.00000000</amtCurSold>
            <curSold>CNY</curSold>
            <amtCurPur>145503.05000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>2670.58000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TELENOR ASA</name>
        <lei>549300IM1QSBY4SLPM26</lei>
        <title>TELENOR ASA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NO0010063308"/>
        </identifiers>
        <balance>22315.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="NOK" exchangeRt="10.71355000"/>
        <valUSD>226616.95000000</valUSD>
        <pctVal>0.011208902884</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMPASS GROUP PLC</name>
        <lei>2138008M6MH9OZ6U2T68</lei>
        <title>COMPASS GROUP PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00BD6K4575"/>
        </identifiers>
        <balance>3169.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>88716.05000000</valUSD>
        <pctVal>0.004388063596</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AKER BP ASA</name>
        <lei>549300NFTY73920OYK69</lei>
        <title>AKER BP ASA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NO0010345853"/>
        </identifiers>
        <balance>6322.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="NOK" exchangeRt="10.71355000"/>
        <valUSD>148585.63000000</valUSD>
        <pctVal>0.007349326238</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BROOKFIELD ASSET MANAGEMENT LTD</name>
        <lei>549300CZ84WPNJZKY093</lei>
        <title>BROOKFIELD ASSET MGMT-A COMMON STOCK</title>
        <cusip>113004105</cusip>
        <identifiers>
          <isin value="CA1130041058"/>
        </identifiers>
        <balance>336.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>10979.51000000</valUSD>
        <pctVal>0.000543067327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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/GBP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398549"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-46590.92000000</valUSD>
        <pctVal>-0.00230447500</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1588182.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1972522.35000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-46590.92000000</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/SGD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00396691"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>261.87000000</valUSD>
        <pctVal>0.000012952585</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>311500.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>231233.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>261.87000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CAPCOM CO., LTD.</name>
        <lei>529900JJWQKXS3TC8744</lei>
        <title>CAPCOM CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3218900003"/>
        </identifiers>
        <balance>4100.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>162255.97000000</valUSD>
        <pctVal>0.008025487105</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME LEAD FUTURE   SEP23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CMPBU23"/>
          <other otherDesc="Bloomberg Ticker" value="LLU3"/>
        </identifiers>
        <balance>23.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1208937.50000000</valUSD>
        <pctVal>0.059796334874</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>LME LEAD FUTURE   SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Lead</issuerName>
                <issueTitle>Lead Composite Commodity Future Sep 2023</issueTitle>
                <identifiers>
                  <ticker value="PBU23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-21</expDate>
            <notionalAmt>1191776.74000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>17160.76000000</unrealizedAppr>
          </futrDeriv>
        </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/BRL SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398300"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-75.43000000</valUSD>
        <pctVal>-0.00000373091</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>15465.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>3083.41000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-75.43000000</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/CNY SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00396034"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2397.10000000</valUSD>
        <pctVal>0.000118565098</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>584366.00000000</amtCurSold>
            <curSold>CNY</curSold>
            <amtCurPur>83314.64000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>2397.10000000</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 2023-07-28</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00384823"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13.92000000</valUSD>
        <pctVal>0.000000688509</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>STATE STREET BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>287276.41000000</amtCurSold>
            <curSold>HKD</curSold>
            <amtCurPur>36696.71000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-07-28</settlementDt>
            <unrealizedAppr>13.92000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLOMBIA PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00402394"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4175.77500000"/>
        <valUSD>17.38000000</valUSD>
        <pctVal>0.000000859647</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>COLOMBIA PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>11535.20000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>SHELL PLC</name>
        <lei>21380068P1DRHMJ8KU70</lei>
        <title>SHELL PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="GB00BP6MXD84"/>
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        <balance>10804.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Tele2 AB</name>
        <lei>213800EKD193RVI9HL76</lei>
        <title>TELE2 AB-B SHS COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SE0005190238"/>
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        <balance>24535.00000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="10.80130000"/>
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        <pctVal>0.010012809005</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CLP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00402002"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>915.44000000</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>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>100000000.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US 5YR NOTE (CBT) SEP23 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FVU3"/>
          <other otherDesc="Bloomberg Ticker" value="FVU3"/>
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        <balance>641.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>US 5YR NOTE (CBT) SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
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                  <isin value="US91282CFZ95"/>
                  <ticker value="FVU23"/>
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            <unrealizedAppr>-1050889.80000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Straumann Holding AG</name>
        <lei>50670046ML5FVIM60Z37</lei>
        <title>STRAUMANN HOLDING AG-REG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH1175448666"/>
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        <balance>960.00000000</balance>
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        <currencyConditional curCd="CHF" exchangeRt="0.89465000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>HERMES INTERNATIONAL S.C.A.</name>
        <lei>969500Y4IJGHJE2MTJ13</lei>
        <title>HERMES INTERNATIONAL COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="FR0000052292"/>
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        <balance>44.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <pctVal>0.004724995030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Inflation Indexed Bonds 1.000000% 02/15/2049</title>
        <cusip>912810SG4</cusip>
        <identifiers>
          <isin value="US912810SG40"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1035659.98000000</valUSD>
        <pctVal>0.051225701063</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00396728"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1708.80000000</valUSD>
        <pctVal>-0.00008452047</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>530357142.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>402734.13000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1708.80000000</unrealizedAppr>
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        </derivativeInfo>
        <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/PHP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397751"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1605.19000000</valUSD>
        <pctVal>-0.00007939573</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>6160714.00000000</amtCurSold>
            <curSold>PHP</curSold>
            <amtCurPur>109640.63000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1605.19000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EXPERIAN PLC</name>
        <lei>635400RXXHHYT1JTSZ26</lei>
        <title>EXPERIAN PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B19NLV48"/>
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        <balance>1157.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>44393.07000000</valUSD>
        <pctVal>0.002195765190</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00399166"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="4.82400000"/>
        <valUSD>3712.12000000</valUSD>
        <pctVal>0.000183608474</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>BRAZILIAN REAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>214638.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1069000.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>3712.12000000</unrealizedAppr>
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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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397181"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>854.47000000</valUSD>
        <pctVal>0.000042263702</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1973303.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>534574.82000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Nippon Prologis REIT, Inc.</name>
        <lei>353800PHBMSDLAFURY41</lei>
        <title>NIPPON PROLOGIS REIT INC REIT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3047550003"/>
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        <balance>40.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXP__00396740"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="17.15050000"/>
        <valUSD>203049.57000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <counterparties>
              <counterpartyName>MEXICAN PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurPur>95384082.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>SUMITOMO CHEMICAL COMPANY, LIMITED</name>
        <lei>353800RSAU9BD8U4DM91</lei>
        <title>SUMITOMO CHEMICAL CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3401400001"/>
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        <balance>39700.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Iberdrola, S.A.</name>
        <lei>5QK37QC7NWOJ8D7WVQ45</lei>
        <title>IBERDROLA SA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ES0144580Y14"/>
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        <balance>10170.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>132590.91000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLOMBIA PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00397176"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <counterparties>
              <counterpartyName>COLOMBIA PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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      </invstOrSec>
      <invstOrSec>
        <name>Boliden AB</name>
        <lei>21380059QU7IM1ONDJ56</lei>
        <title>BOLIDEN AB COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="SE0020050417"/>
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        <balance>2335.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BRK: CITIGROUP</name>
        <lei>N/A</lei>
        <title>BRK: CITIGROUP REF: MSCI INTERNATIONAL SINGAPORE NET INDEX SGD RE</title>
        <cusip>N/A</cusip>
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          <other otherDesc="All Others" value="TRM7SG920"/>
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        <valUSD>7696.77000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>BRK: CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="1450.78000000">
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <unrealizedAppr>7696.77000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>POLISH ZLOTY</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPZL__00402390"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.06295000"/>
        <valUSD>174.60000000</valUSD>
        <pctVal>0.000008636046</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>POLISH ZLOTY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>51933.13000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>212500.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>174.60000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ressources Teck Limitee</name>
        <lei>T8KI5SQ2JRWHL7XY0E11</lei>
        <title>TECK RESOURCES LTD-CLS B COMMON STOCK</title>
        <cusip>878742204</cusip>
        <identifiers>
          <isin value="CA8787422044"/>
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        <balance>2369.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>99790.71000000</valUSD>
        <pctVal>0.004935837222</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Suntory Beverage &amp; Food Limited</name>
        <lei>549300FONLMVK7YYYH41</lei>
        <title>SUNTORY BEVERAGE &amp; FOOD LTD COMMON STOCK</title>
        <cusip>094259231</cusip>
        <identifiers>
          <isin value="JP3336560002"/>
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        <balance>3500.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>126670.34000000</valUSD>
        <pctVal>0.006265354552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOYBEAN MEAL FUTR DEC23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SMZ3"/>
          <other otherDesc="Bloomberg Ticker" value="SMZ3"/>
        </identifiers>
        <balance>220.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8740600.00000000</valUSD>
        <pctVal>0.432326604643</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>SOYBEAN MEAL FUTR DEC23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Soybean Meal</issuerName>
                <issueTitle>Soybean Meal Future Dec 2023</issueTitle>
                <identifiers>
                  <ticker value="SMZ23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-12-17</expDate>
            <notionalAmt>8417049.39000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>323550.61000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CZECH REPUBLIC KORUNA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00399158"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="21.77685000"/>
        <valUSD>625.62000000</valUSD>
        <pctVal>0.000030944348</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CZECH REPUBLIC KORUNA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>68045.42000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1500000.00000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>625.62000000</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/GBP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403045"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>104.45000000</valUSD>
        <pctVal>0.000005166294</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>128000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>162835.48000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>104.45000000</unrealizedAppr>
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        </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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00402003"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.03625000"/>
        <valUSD>-150.02000000</valUSD>
        <pctVal>-0.00000742027</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>INDIA RUPEE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>243223.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>20000000.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-150.02000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>D'Ieteren Group NV</name>
        <lei>549300DV5KJ23OKVTW34</lei>
        <title>D'IETEREN GROUP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="BE0974259880"/>
        </identifiers>
        <balance>263.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>46454.47000000</valUSD>
        <pctVal>0.002297725932</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00398581"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.89125000"/>
        <valUSD>6141.79000000</valUSD>
        <pctVal>0.000303784547</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName> SOUTH AFRICAN RAND</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>429531.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8297376.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>6141.79000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MERCK Kommanditgesellschaft auf Aktien</name>
        <lei>529900OAREIS0MOPTW25</lei>
        <title>MERCK KGAA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0006599905"/>
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        <balance>510.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>84323.96000000</valUSD>
        <pctVal>0.004170822519</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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/CZK SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00396386"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-518.28000000</valUSD>
        <pctVal>-0.00002563510</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>784212.00000000</amtCurSold>
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            <amtCurPur>35383.49000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-518.28000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00402399"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.89125000"/>
        <valUSD>-16345.70000000</valUSD>
        <pctVal>-0.00080848923</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName> SOUTH AFRICAN RAND</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>699490.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13010442.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-16345.70000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MEXICAN PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXP__00398876"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="17.15050000"/>
        <valUSD>110401.33000000</valUSD>
        <pctVal>0.005460658552</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>MEXICAN PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>5364347.11000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>95384084.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>110401.33000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hitachi Construction Machinery Co., Ltd.</name>
        <lei>5493009B7C53PDH8W826</lei>
        <title>HITACHI CONSTRUCTION MACHINE COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3787000003"/>
        </identifiers>
        <balance>3100.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>87019.53000000</valUSD>
        <pctVal>0.004304150509</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Swisscom AG</name>
        <lei>5493005SL9HHOXS3B739</lei>
        <title>SWISSCOM AG-REG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH0008742519"/>
        </identifiers>
        <balance>729.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.89465000"/>
        <valUSD>454519.87000000</valUSD>
        <pctVal>0.022481412276</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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/GBP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00396065"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-38457.40000000</valUSD>
        <pctVal>-0.00190217572</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1169000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1447734.62000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-38457.40000000</unrealizedAppr>
          </fwdDeriv>
        </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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00398559"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.27480000"/>
        <valUSD>-481.65000000</valUSD>
        <pctVal>-0.00002382331</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>MALAYSIAN RINGGIT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>21361.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>150788.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-481.65000000</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/CNY SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00399157"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4.48000000</valUSD>
        <pctVal>0.000000221589</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1500.00000000</amtCurSold>
            <curSold>CNY</curSold>
            <amtCurPur>212.19000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>4.48000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HKT Trust and HKT Limited</name>
        <lei>N/A</lei>
        <title>HKT TRUST AND HKT LTD-SS UNIT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="HK0000093390"/>
        </identifiers>
        <balance>399000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.83660000"/>
        <valUSD>464548.81000000</valUSD>
        <pctVal>0.022977462613</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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/CLP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398883"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>80.23000000</valUSD>
        <pctVal>0.000003968327</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>7758621.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>9660.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>80.23000000</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/AUD SETTLE 2023-07-28</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00384618"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>30311.16000000</valUSD>
        <pctVal>0.001499247292</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>STATE STREET BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>5640000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>3787147.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-07-28</settlementDt>
            <unrealizedAppr>30311.16000000</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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403281"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6846.08000000</valUSD>
        <pctVal>0.000338620062</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>6500000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>348144.09000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>6846.08000000</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/GBP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00396382"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-51938.91000000</valUSD>
        <pctVal>-0.00256899670</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1588181.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1967173.09000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-51938.91000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kintetsu Group Holdings Co.,Ltd.</name>
        <lei>N/A</lei>
        <title>KINTETSU GROUP HOLDINGS CO L COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3260800002"/>
        </identifiers>
        <balance>4000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>138298.99000000</valUSD>
        <pctVal>0.006840529571</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RELX PLC</name>
        <lei>549300WSX3VBUFFJOO66</lei>
        <title>RELX PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B2B0DG97"/>
        </identifiers>
        <balance>3034.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>101098.62000000</valUSD>
        <pctVal>0.005000528924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403520"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4306.22000000</valUSD>
        <pctVal>0.000212993784</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>5500000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>293096.84000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>4306.22000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ANA HOLDINGS INC.</name>
        <lei>5493008IRKIY0G3TE305</lei>
        <title>ANA HOLDINGS INC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3429800000"/>
        </identifiers>
        <balance>3500.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>83232.59000000</valUSD>
        <pctVal>0.004116841295</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEXON Co., Ltd.</name>
        <lei>5299005SFO0GAJFLKN43</lei>
        <title>NEXON CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3758190007"/>
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        <balance>3800.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>72750.39000000</valUSD>
        <pctVal>0.003598371861</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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/CLP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403965"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>467.46000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
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          <isin value="US9128287D64"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>HUNGARIAN FORINT</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTHUF__00403284"/>
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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">
            <counterparties>
              <counterpartyName>HUNGARIAN FORINT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>Zalando SE</name>
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          <isin value="DE000ZAL1111"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States of America</name>
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          <isin value="US912797FK87"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-16</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00397735"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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      <invstOrSec>
        <name>Zurich Insurance Group AG</name>
        <lei>529900QVNRBND50TXP03</lei>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JARDINE CYCLE &amp; CARRIAGE LIMITED</name>
        <lei>254900WEP6OCEXFWML09</lei>
        <title>JARDINE CYCLE &amp; CARRIAGE LTD COMMON STOCK</title>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ANTOFAGASTA PLC</name>
        <lei>213800MY6QVH4FVLD628</lei>
        <title>ANTOFAGASTA PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>SODEXO SA</name>
        <lei>969500LCBOG12HXPYM84</lei>
        <title>SODEXO SA COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="FR0000121220"/>
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        <balance>477.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TOYOTA MOTOR CORPORATION</name>
        <lei>5493006W3QUS5LMH6R84</lei>
        <title>TOYOTA MOTOR CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3633400001"/>
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        <balance>8800.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2023-09-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00399169"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2023-09-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00397503"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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      <invstOrSec>
        <name>Koninklijke Philips N.V.</name>
        <lei>H1FJE8H61JGM1JSGM897</lei>
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        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>AUCKLAND INTERNATIONAL AIRPORT LIMITED</name>
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        <name>INTESA SANPAOLO SPA</name>
        <lei>2W8N8UU78PMDQKZENC08</lei>
        <title>INTESA SANPAOLO COMMON STOCK</title>
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        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Bundesrepublik Deutschland</name>
        <lei>529900AQBND3S6YJLY83</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00399931"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1317.65000000"/>
        <valUSD>-18671.60000000</valUSD>
        <pctVal>-0.00092353264</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>KOREAN WON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>552481.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>700000000.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-18671.60000000</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/BRL SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398318"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-88.79000000</valUSD>
        <pctVal>-0.00000439172</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>15070.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2989.37000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-88.79000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Acciona, S.A.</name>
        <lei>54930002KP75TLLLNO21</lei>
        <title>ACCIONA SA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ES0125220311"/>
        </identifiers>
        <balance>722.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>122408.93000000</valUSD>
        <pctVal>0.006054577155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JOHNSON MATTHEY PLC</name>
        <lei>2138001AVBSD1HSC6Z10</lei>
        <title>JOHNSON MATTHEY PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00BZ4BQC70"/>
        </identifiers>
        <balance>2742.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>60865.94000000</valUSD>
        <pctVal>0.003010544491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Rheinmetall Aktiengesellschaft</name>
        <lei>5299001OU9CSE29O6S05</lei>
        <title>RHEINMETALL AG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0007030009"/>
        </identifiers>
        <balance>281.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>76888.03000000</valUSD>
        <pctVal>0.003803027360</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MEDIBANK PRIVATE LIMITED</name>
        <lei>BDYVSUPTML83OLINBJ17</lei>
        <title>MEDIBANK PRIVATE LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000MPL3"/>
        </identifiers>
        <balance>28257.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
        <valUSD>66325.22000000</valUSD>
        <pctVal>0.003280570803</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ENI S.P.A.</name>
        <lei>BUCRF72VH5RBN7X3VL35</lei>
        <title>ENI SPA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IT0003132476"/>
        </identifiers>
        <balance>15298.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>220009.21000000</valUSD>
        <pctVal>0.010882071568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ENEOS Holdings, Inc.</name>
        <lei>3538001KQ5SAOZSQTT44</lei>
        <title>ENEOS Holdings, Inc. COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3386450005"/>
        </identifiers>
        <balance>70100.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>240549.06000000</valUSD>
        <pctVal>0.011898011390</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASX LIMITED</name>
        <lei>549300VSBVYUCBIQKT71</lei>
        <title>ASX LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000ASX7"/>
        </identifiers>
        <balance>1383.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
        <valUSD>58157.15000000</valUSD>
        <pctVal>0.002876562615</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LEAN HOGS FUTURE  AUG23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LHQ3"/>
          <other otherDesc="Bloomberg Ticker" value="LHQ3"/>
        </identifiers>
        <balance>54.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2000160.00000000</valUSD>
        <pctVal>0.098931695941</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>LEAN HOGS FUTURE  AUG23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Hogs</issuerName>
                <issueTitle>LEAN HOGS FUTURE(Consolidated) Aug 2023</issueTitle>
                <identifiers>
                  <ticker value="LNCQ23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-08-17</expDate>
            <notionalAmt>1969617.70000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>30542.30000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME PRI ALUM FUTR SEP23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CMALU23"/>
          <other otherDesc="Bloomberg Ticker" value="LAU23"/>
        </identifiers>
        <balance>15.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>805312.50000000</valUSD>
        <pctVal>0.039832279111</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME PRI ALUM FUTR SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Aluminum</issuerName>
                <issueTitle>Aluminium High Grade Composite Commodity Future Sep 2023</issueTitle>
                <identifiers>
                  <ticker value="AHCU23"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-21</expDate>
            <notionalAmt>864895.20000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-59582.70000000</unrealizedAppr>
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        </derivativeInfo>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00402812"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="4.82400000"/>
        <valUSD>-495.96000000</valUSD>
        <pctVal>-0.00002453111</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>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>BRAZILIAN REAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>95679.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>466000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-495.96000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>REMY COINTREAU SA</name>
        <lei>5493004V6A3Z027YT216</lei>
        <title>REMY COINTREAU COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0000130395"/>
        </identifiers>
        <balance>674.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>108057.36000000</valUSD>
        <pctVal>0.005344721364</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00402609"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1317.65000000"/>
        <valUSD>-1628.63000000</valUSD>
        <pctVal>-0.00008055511</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</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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            <counterparties>
              <counterpartyName>KOREAN WON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>77887.23000000</amtCurSold>
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            <amtCurPur>100000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1628.63000000</unrealizedAppr>
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        <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/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398836"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-182586.07000000</valUSD>
        <pctVal>-0.00903105229</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>9861458.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>10620076.45000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-182586.07000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Repsol S.A.</name>
        <lei>BSYCX13Y0NOTV14V9N85</lei>
        <title>REPSOL SA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ES0173516115"/>
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        <balance>13993.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>203500.68000000</valUSD>
        <pctVal>0.010065528456</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00402398"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.89125000"/>
        <valUSD>-16349.20000000</valUSD>
        <pctVal>-0.00080866234</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</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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              <counterpartyName> SOUTH AFRICAN RAND</counterpartyName>
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      <invstOrSec>
        <name>FIRST QUANTUM MINERALS LTD.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>KINGFISHER PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>KONAMI GROUP CORPORATION</name>
        <lei>353800FC4A5QCMIZFV94</lei>
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          <isin value="JP3300200007"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>INDONESIA RUPIAH</name>
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          <other otherDesc="FX Forwards" value="CCTIDR__00397148"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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      <invstOrSec>
        <name>INDONESIA RUPIAH</name>
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          <other otherDesc="FX Forwards" value="CCTIDR__00398864"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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      <invstOrSec>
        <name>KOITO MANUFACTURING CO., LTD.</name>
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          <isin value="JP3284600008"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>United States of America</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>JP MORGAN</counterpartyName>
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              <counterpartyName>US 10YR NOTE (CBT)SEP23</counterpartyName>
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                <issuerName>U.S. Treasury Futures</issuerName>
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        <name>Republique Francaise</name>
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          <isin value="FR0011982776"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Just Eat Takeaway.com N.V.</name>
        <lei>724500FVZIBSSQ7SHI95</lei>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>EURO</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTEUR__00402810"/>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <name>Sartorius AG</name>
        <lei>529900EQV2DY4FOAMU38</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Euronext N.V.</name>
        <lei>724500QJ4QSZ3H9QU415</lei>
        <title>EURONEXT NV COMMON STOCK</title>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>DASSAULT SYSTEMES SE</name>
        <lei>96950065LBWY0APQIM86</lei>
        <title>DASSAULT SYSTEMES SE COMMON STOCK</title>
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          <isin value="FR0014003TT8"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ORACLE CORPORATION JAPAN</name>
        <lei>529900MIMKY9RU60Z323</lei>
        <title>ORACLE CORP JAPAN COMMON STOCK</title>
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        <name>DOLLARAMA INC.</name>
        <lei>5493002GJ0NJP1HI0C79</lei>
        <title>DOLLARAMA INC COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>TRYG A/S</name>
        <lei>213800ZRS8AC4LSTCE39</lei>
        <title>TRYG A/S COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2023-09-20</title>
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        <name>U.S. DOLLARS</name>
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        <title>FX Forward Contract: USD/CNY SETTLE 2023-09-20</title>
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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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>4145.00000000</amtCurSold>
            <curSold>CNY</curSold>
            <amtCurPur>589.41000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>15.45000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RENTOKIL INITIAL PLC</name>
        <lei>549300VN4WV7Z6T14K68</lei>
        <title>RENTOKIL INITIAL PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B082RF11"/>
        </identifiers>
        <balance>12011.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>93911.10000000</valUSD>
        <pctVal>0.004645020593</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA RUPIAH</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: IDR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTIDR__00398283"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="IDR" exchangeRt="14992.50000000"/>
        <valUSD>-2401.35000000</valUSD>
        <pctVal>-0.00011877531</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>INDONESIA RUPIAH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>192487.35000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2857061227.00000000</amtCurPur>
            <curPur>IDR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-2401.35000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bechtle AG</name>
        <lei>529900HA2QT774RUXW59</lei>
        <title>BECHTLE AG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0005158703"/>
        </identifiers>
        <balance>3183.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>126126.80000000</valUSD>
        <pctVal>0.006238470036</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>GASOLINE RBOB FUT AUG23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="RBQ3"/>
          <other otherDesc="Bloomberg Ticker" value="XBQ3"/>
        </identifiers>
        <balance>16.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1710172.80000000</valUSD>
        <pctVal>0.084588380657</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GASOLINE RBOB FUT AUG23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Unleaded Gas</issuerName>
                <issueTitle>RBOB Unleaded Gasoline Future (Consolidated) Aug 2023</issueTitle>
                <identifiers>
                  <ticker value="RBQ23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-08-03</expDate>
            <notionalAmt>1656790.43000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>53382.37000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARRATT DEVELOPMENTS P L C</name>
        <lei>2138006R85VEOF5YNK29</lei>
        <title>BARRATT DEVELOPMENTS PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB0000811801"/>
        </identifiers>
        <balance>6905.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>36299.60000000</valUSD>
        <pctVal>0.001795446859</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</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/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPZL__00396705"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.06295000"/>
        <valUSD>19.78000000</valUSD>
        <pctVal>0.000000978356</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>POLISH ZLOTY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>593.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2500.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>19.78000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRK: CITIGROUP</name>
        <lei>N/A</lei>
        <title>BRK: CITIGROUP REF: MSCI INTERNATIONAL CANADA NET INDEX CAD REAL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="TRM7CA920"/>
        </identifiers>
        <balance>1792613.83000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>-17395.18000000</valUSD>
        <pctVal>-0.00086039849</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="3271.38000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <terminationDt>2023-09-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>-203.00000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>-17395.18000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HALEON PLC</name>
        <lei>549300PSB3WWEODCUP19</lei>
        <title>HALEON PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00BMX86B70"/>
        </identifiers>
        <balance>22671.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>92880.86000000</valUSD>
        <pctVal>0.004594062975</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>West Japan Railway Company</name>
        <lei>353800QGUXHZ7EBCR121</lei>
        <title>WEST JAPAN RAILWAY CO COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3659000008"/>
        </identifiers>
        <balance>3400.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>141178.15000000</valUSD>
        <pctVal>0.006982938269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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 .125 07/15/2030</title>
        <cusip>912828ZZ6</cusip>
        <identifiers>
          <isin value="US912828ZZ63"/>
        </identifiers>
        <balance>6500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6895433.08000000</valUSD>
        <pctVal>0.341061159533</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</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>CyberAgent,Inc.</name>
        <lei>3538006T5KZABPGS8Q08</lei>
        <title>CYBERAGENT INC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3311400000"/>
        </identifiers>
        <balance>13100.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>95605.10000000</valUSD>
        <pctVal>0.004728809037</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Power Assets Holdings Limited</name>
        <lei>254900JOWYUW1ZX4DF47</lei>
        <title>POWER ASSETS HOLDINGS LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="HK0006000050"/>
        </identifiers>
        <balance>68474.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.83660000"/>
        <valUSD>359425.33000000</valUSD>
        <pctVal>0.017777856502</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wartsila Oyj Abp</name>
        <lei>743700G7A9J1PHM3X223</lei>
        <title>WARTSILA OYJ ABP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FI0009003727"/>
        </identifiers>
        <balance>4133.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>46511.42000000</valUSD>
        <pctVal>0.002300542787</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FI</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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/GBP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00402820"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-177.93000000</valUSD>
        <pctVal>-0.00000880075</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>163000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>207049.87000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-177.93000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHILEAN PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00396719"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="802.15000000"/>
        <valUSD>9986.33000000</valUSD>
        <pctVal>0.000493942766</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CHILEAN PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1123807.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>918254250.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>9986.33000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00396441"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1317.65000000"/>
        <valUSD>2804.67000000</valUSD>
        <pctVal>0.000138724281</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>KOREAN WON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>797910.63000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1050000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>2804.67000000</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/KRW SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397140"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1070.18000000</valUSD>
        <pctVal>-0.00005293312</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>530357142.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>403372.75000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1070.18000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHUGAI PHARMACEUTICAL CO., LTD.</name>
        <lei>529900T9LAII161DCN95</lei>
        <title>CHUGAI PHARMACEUTICAL CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3519400000"/>
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        <balance>2500.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>71079.32000000</valUSD>
        <pctVal>0.003515717579</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOYBEAN FUTURE    NOV23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SX3"/>
          <other otherDesc="Bloomberg Ticker" value="S X3"/>
        </identifiers>
        <balance>231.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>15514537.50000000</valUSD>
        <pctVal>0.767378363039</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>SOYBEAN FUTURE    NOV23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Soybeans</issuerName>
                <issueTitle>Soybean Future Nov 2023</issueTitle>
                <identifiers>
                  <ticker value="SX23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-11-17</expDate>
            <notionalAmt>14549020.77000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>965516.73000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00402000"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1317.65000000"/>
        <valUSD>-19910.53000000</valUSD>
        <pctVal>-0.00098481246</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>KOREAN WON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>591850.03000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>750000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-19910.53000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mercedes-Benz Group AG</name>
        <lei>529900R27DL06UVNT076</lei>
        <title>MERCEDES-BENZ GROUP AG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0007100000"/>
        </identifiers>
        <balance>2395.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>192495.72000000</valUSD>
        <pctVal>0.009521202324</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00403679"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.27480000"/>
        <valUSD>-163.37000000</valUSD>
        <pctVal>-0.00000808058</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>MALAYSIAN RINGGIT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>86630.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>624441.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-163.37000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KERING SA</name>
        <lei>549300VGEJKB7SVUZR78</lei>
        <title>KERING COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0000121485"/>
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        <balance>119.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>65641.56000000</valUSD>
        <pctVal>0.003246755687</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</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/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPZL__00397129"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.06295000"/>
        <valUSD>4076.82000000</valUSD>
        <pctVal>0.000201647226</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>POLISH ZLOTY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>84322.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>360500.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>4076.82000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COFFEE 'C' FUTURE DEC23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="KCZ3"/>
          <other otherDesc="Bloomberg Ticker" value="KCZ3"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>59287.50000000</valUSD>
        <pctVal>0.002932471863</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>COFFEE 'C' FUTURE DEC23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Coffee</issuerName>
                <issueTitle>Coffee C Future Dec 2023</issueTitle>
                <identifiers>
                  <ticker value="KCZ23"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-12-21</expDate>
            <notionalAmt>61109.62000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1822.12000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SINGAPORE DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: SGD/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTSGD__00396412"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.35335000"/>
        <valUSD>-84.15000000</valUSD>
        <pctVal>-0.00000416221</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>SINGAPORE DOLLAR</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>45314.47000000</amtCurSold>
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            <amtCurPur>61000.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-84.15000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Repubblica Italiana</name>
        <lei>815600DE60799F5A9309</lei>
        <title>FRENCH TREASURY NOTE BUONI PELIENNALI DEL TES 2.35%  09/15/2035   SERIES CPI</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IT0003745541"/>
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        <balance>750000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>1263607.25000000</valUSD>
        <pctVal>0.062500404090</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-15</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>
        <title>FX Forward Contract: USD/CNY SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403940"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13.24000000</valUSD>
        <pctVal>0.000000654875</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">
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              <counterpartyName>U.S. DOLLARS</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>POLISH ZLOTY</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2023-09-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPZL__00402818"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="PLN" exchangeRt="4.06295000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>POLISH ZLOTY</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Republique Francaise</name>
        <lei>969500KCGF3SUYJHPV70</lei>
        <title>FRANCE OATI/L 0.10% 07/25/2038</title>
        <cusip>BW7932815</cusip>
        <identifiers>
          <isin value="FR001400AQH0"/>
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        <balance>1000000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>1163113.37000000</valUSD>
        <pctVal>0.057529786750</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.10000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <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/SGD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00396376"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>145.28000000</valUSD>
        <pctVal>0.000007185823</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>139000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>103211.09000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>145.28000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>529900AQBND3S6YJLY83</lei>
        <title>DEUTSCHLAND I/L BOND 0.10%  04/15/2026</title>
        <cusip>D2R06JAC9</cusip>
        <identifiers>
          <isin value="DE0001030567"/>
        </identifiers>
        <balance>930000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>1219094.14000000</valUSD>
        <pctVal>0.060298701494</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.10000000</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>DAIFUKU CO.,LTD.</name>
        <lei>N/A</lei>
        <title>DAIFUKU CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3497400006"/>
        </identifiers>
        <balance>2100.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>43179.36000000</valUSD>
        <pctVal>0.002135732798</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MSCI EMGMKT       SEP23 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="MEMU3"/>
          <other otherDesc="Bloomberg Ticker" value="MESU3"/>
        </identifiers>
        <balance>1149.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>57329355.00000000</valUSD>
        <pctVal>2.835618309215</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MSCI EMGMKT       SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>JPM CHASE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>US MSCI Emerging Markets Equity Index Future Sep 2023</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2023-09-18</expDate>
            <notionalAmt>57946953.99000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-617598.99000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TAIWAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00397486"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="31.14450000"/>
        <valUSD>-3052.08000000</valUSD>
        <pctVal>-0.00015096164</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>TAIWAN DOLLAR</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>148022.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4500000.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-3052.08000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Shimadzu Corporation</name>
        <lei>N/A</lei>
        <title>SHIMADZU CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3357200009"/>
        </identifiers>
        <balance>2300.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>70971.76000000</valUSD>
        <pctVal>0.003510397458</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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/PHP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397161"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2252.09000000</valUSD>
        <pctVal>-0.00011139263</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>6160714.00000000</amtCurSold>
            <curSold>PHP</curSold>
            <amtCurPur>108993.73000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-2252.09000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>FTSE KLCI FUTURE  JUL23 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FKLIN3"/>
          <other otherDesc="Bloomberg Ticker" value="IKN3"/>
        </identifiers>
        <balance>-1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MYR" exchangeRt="4.66750000"/>
        <valUSD>-14734.87000000</valUSD>
        <pctVal>-0.00072881453</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>FTSE KLCI FUTURE  JUL23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Bursa Malaysia Derivatives Data FTSE Bursa Malaysia KLCI Index Future Jul 2023</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2023-08-03</expDate>
            <notionalAmt>-14862.46000000</notionalAmt>
            <curCd>MYR</curCd>
            <unrealizedAppr>127.59000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Republique Francaise</name>
        <lei>969500KCGF3SUYJHPV70</lei>
        <title>FRENCH REPUBLIC GOVERNMENT BOND OAT .100000% 03/01/2026</title>
        <cusip>BK0496913</cusip>
        <identifiers>
          <isin value="FR0013519253"/>
        </identifiers>
        <balance>1500000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>1790118.54000000</valUSD>
        <pctVal>0.088542648137</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.10000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REF: TAIEX FUTURES JUL23 BRK: BANK OF AMERICA</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TXN3"/>
        </identifiers>
        <balance>432.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="31.14450000"/>
        <valUSD>46569917.64000000</valUSD>
        <pctVal>2.303436191086</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TW</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MERRILL LYNCH, PIERCE, FENNER &amp; SMITH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <terminationDt>2023-07-22</terminationDt>
            <upfrontPmnt>48089322.90000000</upfrontPmnt>
            <pmntCurCd>TWD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>TWD</rcptCurCd>
            <notionalAmt>432.00000000</notionalAmt>
            <curCd>TWD</curCd>
            <unrealizedAppr>-1519405.26000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COCHLEAR LIMITED</name>
        <lei>5493001OLLWY8KV5UC08</lei>
        <title>COCHLEAR LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000COH5"/>
        </identifiers>
        <balance>834.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
        <valUSD>127679.76000000</valUSD>
        <pctVal>0.006315282374</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PEARSON PLC</name>
        <lei>2138004JBXWWJKIURC57</lei>
        <title>PEARSON PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB0006776081"/>
        </identifiers>
        <balance>15564.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>162650.60000000</valUSD>
        <pctVal>0.008045006251</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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/PHP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397475"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1960.56000000</valUSD>
        <pctVal>-0.00009697300</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>6160714.00000000</amtCurSold>
            <curSold>PHP</curSold>
            <amtCurPur>109285.26000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1960.56000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ELIA GROUP SA</name>
        <lei>549300S1MP1NFDIKT460</lei>
        <title>ELIA GROUP SA/NV COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="BE0003822393"/>
        </identifiers>
        <balance>1691.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>214559.73000000</valUSD>
        <pctVal>0.010612529982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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/KRW SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403964"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1378.75000000</valUSD>
        <pctVal>-0.00006819558</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>800000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>608690.05000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1378.75000000</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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXP__00397488"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="17.15050000"/>
        <valUSD>160297.38000000</valUSD>
        <pctVal>0.007928611540</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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        <name>N/A</name>
        <lei>N/A</lei>
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          <ticker value="CLU3"/>
          <other otherDesc="Bloomberg Ticker" value="CLU3"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>WTI CRUDE FUTURE  SEP23</counterpartyName>
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            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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              <otherRefInst>
                <issuerName>Crude Oil</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>BRK: CITIGROUP</name>
        <lei>N/A</lei>
        <title>BRK: CITIGROUP REF: MSCI INTERNATIONAL UNITED KINGDOM NET INDEX G</title>
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        <identifiers>
          <other otherDesc="All Others" value="TRM7GB920"/>
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        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>UCB SA</name>
        <lei>2138008J191VLSGY5A09</lei>
        <title>UCB SA COMMON STOCK</title>
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          <isin value="BE0003739530"/>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2023-09-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00402610"/>
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        <currencyConditional curCd="KRW" exchangeRt="1317.65000000"/>
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        <pctVal>-0.00008057440</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</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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            <counterparties>
              <counterpartyName>KOREAN WON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <unrealizedAppr>-1629.02000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>BKW AG</name>
        <lei>549300IE30SKTUO98Q38</lei>
        <title>BKW AG COMMON STOCK</title>
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        <identifiers>
          <isin value="CH0130293662"/>
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        <balance>2261.00000000</balance>
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        <currencyConditional curCd="CHF" exchangeRt="0.89465000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00396697"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.89125000"/>
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        <pctVal>0.000965290845</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName> SOUTH AFRICAN RAND</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>416157.62000000</amtCurSold>
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            <amtCurPur>8297375.00000000</amtCurPur>
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            <unrealizedAppr>19515.85000000</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 Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>UKTI 0 1/8 I/L GILT - SOVEREIGN (GB) 0.125% 08/10/2048</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00BZ13DV40"/>
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        <balance>5000000.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
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        <pctVal>0.344936065408</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-10</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DAIWA HOUSE INDUSTRY CO.,LTD.</name>
        <lei>N/A</lei>
        <title>DAIWA HOUSE INDUSTRY CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3505000004"/>
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        <balance>1300.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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 2023-09-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397182"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>857.15000000</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
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              <counterpartyName>U.S. DOLLARS</counterpartyName>
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            <amtCurSold>1973301.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2023-09-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00399658"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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      <invstOrSec>
        <name>TAIWAN DOLLAR</name>
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        <title>FX Forward Contract: TWD/USD SETTLE 2023-09-20</title>
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          <other otherDesc="FX Forwards" value="CCTTWD__00397471"/>
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      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2023-09-20</title>
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          <other otherDesc="FX Forwards" value="CCTZAR__00398258"/>
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      <invstOrSec>
        <name>Nomura Real Estate Master Fund, Inc.</name>
        <lei>353800TNNZOQ1CPZE086</lei>
        <title>NOMURA REAL ESTATE MASTER FU REIT</title>
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          <isin value="JP3048110005"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>U.K. TSY GILT STOCK - INFLATION LINKED 1.25% 11/22/2055</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Lasertec Corporation</name>
        <lei>N/A</lei>
        <title>LASERTEC CORP COMMON STOCK</title>
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          <isin value="JP3979200007"/>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME PRI ALUM FUTR DEC23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CMALZ23"/>
          <other otherDesc="Bloomberg Ticker" value="LAZ23"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>54600.00000000</valUSD>
        <pctVal>0.002700619249</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME PRI ALUM FUTR DEC23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Aluminum</issuerName>
                <issueTitle>Aluminium High Grade Composite Commodity Future Dec 2023</issueTitle>
                <identifiers>
                  <ticker value="AHCZ23"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
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            <curCd>USD</curCd>
            <unrealizedAppr>27.82000000</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/KRW SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398572"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>987.70000000</valUSD>
        <pctVal>0.000048853509</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>82023810.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>63537.91000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>987.70000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INDIA RUPEE</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00398296"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.03625000"/>
        <valUSD>19784.26000000</valUSD>
        <pctVal>0.000978566912</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>INDIA RUPEE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2347836.18000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>194807293.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>19784.26000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00402404"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.89125000"/>
        <valUSD>-16787.02000000</valUSD>
        <pctVal>-0.00083031775</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName> SOUTH AFRICAN RAND</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>698834.76000000</amtCurSold>
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            <amtCurPur>12989558.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-16787.02000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>POLISH ZLOTY</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPZL__00402620"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.06295000"/>
        <valUSD>-38.93000000</valUSD>
        <pctVal>-0.00000192555</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>POLISH ZLOTY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>5188.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>21000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-38.93000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nitori Holdings Co., Ltd.</name>
        <lei>N/A</lei>
        <title>NITORI HOLDINGS CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3756100008"/>
        </identifiers>
        <balance>600.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>67264.69000000</valUSD>
        <pctVal>0.003327038766</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Deutsche Lufthansa Aktiengesellschaft</name>
        <lei>529900PH63HYJ86ASW55</lei>
        <title>DEUTSCHE LUFTHANSA-REG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0008232125"/>
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        <balance>6970.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>71320.47000000</valUSD>
        <pctVal>0.003527645314</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 0.000000% 09/28/2023</title>
        <cusip>912796CS6</cusip>
        <identifiers>
          <isin value="US912796CS67"/>
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        <balance>10000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9875300.00000000</valUSD>
        <pctVal>0.488451012382</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-28</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>N/A</name>
        <lei>N/A</lei>
        <title>COTTON NO.2 FUTR  DEC23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CTZ3"/>
          <other otherDesc="Bloomberg Ticker" value="CTZ3"/>
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        <balance>27.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1084995.00000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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              <counterpartyName>COTTON NO.2 FUTR  DEC23</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Cotton</issuerName>
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                  <ticker value="CTZ23"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GSK PLC</name>
        <lei>5493000HZTVUYLO1D793</lei>
        <title>GSK PLC COMMON STOCK</title>
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          <isin value="GB00BN7SWP63"/>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US 5YR NOTE (CBT) SEP23 FINANCIAL COMMODITY FUTURE.</title>
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          <ticker value="FVU3"/>
          <other otherDesc="Bloomberg Ticker" value="FVU3"/>
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        <assetCat>DIR</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
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              <counterpartyName>US 5YR NOTE (CBT) SEP23</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <issuerName>U.S. Treasury Futures</issuerName>
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                  <isin value="US91282CFZ95"/>
                  <ticker value="FVU23"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ABN AMRO Bank N.V.</name>
        <lei>BFXS5XCH7N0Y05NIXW11</lei>
        <title>ABN AMRO BANK NV-CVA DEPOSITARY RECEIPT</title>
        <cusip>N/A</cusip>
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          <isin value="NL0011540547"/>
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        <balance>5808.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <assetCat>EC</assetCat>
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        <invCountry>NL</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CZECH REPUBLIC KORUNA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2023-09-20</title>
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          <other otherDesc="FX Forwards" value="CCTCZK__00398857"/>
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        <currencyConditional curCd="CZK" exchangeRt="21.77685000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CZECH REPUBLIC KORUNA</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HOYA CORPORATION</name>
        <lei>353800X4VR3BHEUCJB42</lei>
        <title>HOYA CORP COMMON STOCK</title>
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        <identifiers>
          <isin value="JP3837800006"/>
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        <balance>500.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TAIWAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00397472"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="TWD" exchangeRt="31.14450000"/>
        <valUSD>-1628.49000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TW</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>TAIWAN DOLLAR</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>82167.39000000</amtCurSold>
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            <amtCurPur>2500000.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1628.49000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA RUPIAH</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: IDR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTIDR__00398001"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="IDR" exchangeRt="14992.50000000"/>
        <valUSD>-1874.15000000</valUSD>
        <pctVal>-0.00009269900</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>INDONESIA RUPIAH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>239519.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3571897944.00000000</amtCurPur>
            <curPur>IDR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1874.15000000</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/HUF SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00399926"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-527.70000000</valUSD>
        <pctVal>-0.00002610103</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>20000000.00000000</amtCurSold>
            <curSold>HUF</curSold>
            <amtCurPur>56830.18000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-527.70000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>UK TSY I/L GILT 0.125% 03/22/2026 SERIES 3MO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00BYY5F144"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>885543.35000000</valUSD>
        <pctVal>0.043800648670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</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>Partners Group Holding AG</name>
        <lei>549300I3IVVWZWDHI788</lei>
        <title>PARTNERS GROUP HOLDING AG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH0024608827"/>
        </identifiers>
        <balance>76.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.89465000"/>
        <valUSD>71493.43000000</valUSD>
        <pctVal>0.003536200243</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00398580"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.89125000"/>
        <valUSD>6143.94000000</valUSD>
        <pctVal>0.000303890890</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName> SOUTH AFRICAN RAND</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>429529.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8297375.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>6143.94000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SUGAR #11 (WORLD) OCT23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SBV3"/>
          <other otherDesc="Bloomberg Ticker" value="SBV3"/>
        </identifiers>
        <balance>17.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>433921.60000000</valUSD>
        <pctVal>0.021462582890</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JPM CHASE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>SUGAR #11 (WORLD) OCT23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Sugar</issuerName>
                <issueTitle>Sugar #11 World Future Oct 2023</issueTitle>
                <identifiers>
                  <ticker value="SBV23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-10-02</expDate>
            <notionalAmt>475105.29000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-41183.69000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VEOLIA ENVIRONNEMENT SA</name>
        <lei>969500LENY69X51OOT31</lei>
        <title>VEOLIA ENVIRONNEMENT COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0000124141"/>
        </identifiers>
        <balance>6279.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>198318.82000000</valUSD>
        <pctVal>0.009809223861</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLOMBIA PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00402411"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4175.77500000"/>
        <valUSD>7.44000000</valUSD>
        <pctVal>0.000000367996</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>COLOMBIA PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>11949.48000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>50859951.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>7.44000000</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/CLP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403966"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>468.39000000</valUSD>
        <pctVal>0.000023167455</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>150000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>185677.59000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>468.39000000</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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397124"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3645.12000000</valUSD>
        <pctVal>-0.00018029452</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>55000001.00000000</amtCurSold>
            <curSold>HUF</curSold>
            <amtCurPur>154089.05000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-3645.12000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Republique Francaise</name>
        <lei>969500KCGF3SUYJHPV70</lei>
        <title>FRANCE OATI/L 0.10% 07/25/2031</title>
        <cusip>BN5634736</cusip>
        <identifiers>
          <isin value="FR0014001N38"/>
        </identifiers>
        <balance>9000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>11019613.48000000</valUSD>
        <pctVal>0.545050921022</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.10000000</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>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00396708"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-146843.41000000</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>9861457.00000000</amtCurSold>
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            <amtCurPur>10655818.01000000</amtCurPur>
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            <unrealizedAppr>-146843.41000000</unrealizedAppr>
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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/BRL SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398299"/>
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        <balance>1.00000000</balance>
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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>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <amtCurSold>15465.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BRK: BANK OF AMERICA REF: HSCEI FUTURES  SWAP JUN23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HCEIN3"/>
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        <balance>1812.00000000</balance>
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        <currencyConditional curCd="HKD" exchangeRt="7.83660000"/>
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        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>MERRILL LYNCH, PIERCE, FENNER &amp; SMITH</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELCIA HOLDINGS CO.,LTD.</name>
        <lei>N/A</lei>
        <title>WELCIA HOLDINGS CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3274280001"/>
        </identifiers>
        <balance>5700.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>118529.12000000</valUSD>
        <pctVal>0.005862674416</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CZECH REPUBLIC KORUNA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00397460"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="21.77685000"/>
        <valUSD>22192.47000000</valUSD>
        <pctVal>0.001097681532</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CZECH REPUBLIC KORUNA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>983441.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>21966333.00000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>22192.47000000</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/HUF SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00396700"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3860.20000000</valUSD>
        <pctVal>-0.00019093279</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>60000000.00000000</amtCurSold>
            <curSold>HUF</curSold>
            <amtCurPur>168213.44000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-3860.20000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nomura Real Estate Holdings, Inc.</name>
        <lei>N/A</lei>
        <title>NOMURA REAL ESTATE HOLDINGS COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3762900003"/>
        </identifiers>
        <balance>8400.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>199375.22000000</valUSD>
        <pctVal>0.009861475403</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEC Corporation</name>
        <lei>5493000QYMPFRTEY4K28</lei>
        <title>NEC CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3733000008"/>
        </identifiers>
        <balance>4600.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>222787.01000000</valUSD>
        <pctVal>0.011019466809</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00402004"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.03625000"/>
        <valUSD>-148.81000000</valUSD>
        <pctVal>-0.00000736042</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>INDIA RUPEE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>243221.89000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>20000000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-148.81000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Telefonica S.A.</name>
        <lei>549300EEJH4FEPDBBR25</lei>
        <title>TELEFONICA SA COMMON STOCK</title>
        <cusip>879382109</cusip>
        <identifiers>
          <isin value="ES0178430E18"/>
        </identifiers>
        <balance>41335.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>167578.59000000</valUSD>
        <pctVal>0.008288753955</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOYBEAN FUTURE    NOV23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SX3"/>
          <other otherDesc="Bloomberg Ticker" value="S X3"/>
        </identifiers>
        <balance>6.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>402975.00000000</valUSD>
        <pctVal>0.019931905533</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>SOYBEAN FUTURE    NOV23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>JPM CHASE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Soybeans</issuerName>
                <issueTitle>Soybean Future Nov 2023</issueTitle>
                <identifiers>
                  <ticker value="SX23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-11-17</expDate>
            <notionalAmt>371869.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>31105.50000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>YAMAHA CORPORATION</name>
        <lei>529900S5TENP3IJS7S02</lei>
        <title>YAMAHA CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3942600002"/>
        </identifiers>
        <balance>1100.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>42302.55000000</valUSD>
        <pctVal>0.002092364117</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Adecco Group AG</name>
        <lei>NI14Y5UMU60O7JE9P611</lei>
        <title>ADECCO GROUP AG-REG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH0012138605"/>
        </identifiers>
        <balance>1187.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.89465000"/>
        <valUSD>38781.66000000</valUSD>
        <pctVal>0.001918214240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00399413"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1317.65000000"/>
        <valUSD>-12146.59000000</valUSD>
        <pctVal>-0.00060079331</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>KOREAN WON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>584086.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>750000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-12146.59000000</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/HUF SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00402385"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>180.15000000</valUSD>
        <pctVal>0.000008910559</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>55000000.00000000</amtCurSold>
            <curSold>HUF</curSold>
            <amtCurPur>157914.32000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>180.15000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>WHEAT FUTURE(CBT) DEC23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="WZ3"/>
          <other otherDesc="Bloomberg Ticker" value="W Z3"/>
        </identifiers>
        <balance>16.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>535400.00000000</valUSD>
        <pctVal>0.026481896451</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>WHEAT FUTURE(CBT) DEC23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>JPM CHASE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Wheat</issuerName>
                <issueTitle>Wheat Future (CBT) Dec 2023</issueTitle>
                <identifiers>
                  <ticker value="WZ23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-12-17</expDate>
            <notionalAmt>579252.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-43852.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AUST 10Y BOND FUT SEP23</name>
        <lei>N/A</lei>
        <title>AUST 10Y BOND FUT SEP23 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="YTCU3"/>
        </identifiers>
        <balance>1268.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
        <valUSD>98054629.32000000</valUSD>
        <pctVal>4.849967389361</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetConditional assetCat="OTHER" desc="AUST 10Y BOND FUT SEP23"/>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Chiba Bank, Ltd.</name>
        <lei>FGJPAKKCTZVSKZXNBS63</lei>
        <title>CHIBA BANK LTD/THE COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3511800009"/>
        </identifiers>
        <balance>7300.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>44194.76000000</valUSD>
        <pctVal>0.002185956402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sompo Holdings, Inc.</name>
        <lei>353800CWW4SRGEYEB512</lei>
        <title>SOMPO HOLDINGS INC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3165000005"/>
        </identifiers>
        <balance>2100.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>94068.95000000</valUSD>
        <pctVal>0.004652828153</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ArcelorMittal SA</name>
        <lei>2EULGUTUI56JI9SAL165</lei>
        <title>ARCELORMITTAL COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="LU1598757687"/>
        </identifiers>
        <balance>2187.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>59483.42000000</valUSD>
        <pctVal>0.002942162437</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NIBE Industrier AB</name>
        <lei>549300ZQH0FIF1P0MX67</lei>
        <title>NIBE INDUSTRIER AB-B SHS COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="SE0015988019"/>
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        <balance>13845.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>912828S50</cusip>
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          <isin value="US912828S505"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1188727.66000000</valUSD>
        <pctVal>0.058796717970</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</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>INDIA RUPEE</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00403962"/>
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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>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>INDIA RUPEE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>INDIA RUPEE</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTINR__00402412"/>
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        <balance>1.00000000</balance>
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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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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>INDIA RUPEE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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        <securityLending>
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      <invstOrSec>
        <name>INDIA RUPEE</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTINR__00397491"/>
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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>IN</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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            <counterparties>
              <counterpartyName>INDIA RUPEE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2473400.90000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CZECH REPUBLIC KORUNA</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00398265"/>
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        <balance>1.00000000</balance>
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        <valUSD>9056.50000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>CZECH REPUBLIC KORUNA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>973687.06000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Stora Enso Oyj</name>
        <lei>7437000ZP669LKUTZ738</lei>
        <title>STORA ENSO OYJ-R SHS COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FI0009005961"/>
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        <balance>7398.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FI</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CLP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00399411"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-236.41000000</valUSD>
        <pctVal>-0.00001169328</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">
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              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>50000000.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>OCADO GROUP PLC</name>
        <lei>213800LO8F61YB8MBC74</lei>
        <title>OCADO GROUP PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="GB00B3MBS747"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 0.000000% 07/20/2023</title>
        <cusip>912796ZZ5</cusip>
        <identifiers>
          <isin value="US912796ZZ53"/>
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        <balance>14000000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-20</maturityDt>
          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CANADIAN NATURAL RESOURCES LIMITED</name>
        <lei>549300T15RIMIKZC5Q38</lei>
        <title>CANADIAN NATURAL RESOURCES COMMON STOCK</title>
        <cusip>136385101</cusip>
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          <isin value="CA1363851017"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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        <name>Republique Francaise</name>
        <lei>969500KCGF3SUYJHPV70</lei>
        <title>FRENCH TREASURY NOTE 1.85% 07/25/2027</title>
        <cusip>N/A</cusip>
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          <isin value="FR0011008705"/>
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        <balance>49309.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2023-09-20</title>
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          <other otherDesc="FX Forwards" value="CCTKRW__00397700"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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      <invstOrSec>
        <name>CZECH REPUBLIC KORUNA</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>FUJIFILM Holdings Corporation</name>
        <lei>529900UBKMFM0ST6H474</lei>
        <title>FUJIFILM HOLDINGS CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SECOM CO., LTD.</name>
        <lei>529900TYCL9N3E9PGE47</lei>
        <title>SECOM CO LTD COMMON STOCK</title>
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        <identifiers>
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        <balance>1100.00000000</balance>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>ANHEUSER-BUSCH INBEV SA</name>
        <lei>5493008H3828EMEXB082</lei>
        <title>ANHEUSER-BUSCH INBEV SA/NV COMMON STOCK</title>
        <cusip>N/A</cusip>
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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__00399929"/>
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        <isRestrictedSec>N</isRestrictedSec>

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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US912796CS67"/>
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        <curCd>USD</curCd>
        <valUSD>69127100.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>None</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>UK TREASURY 2% 01/26/2035</title>
        <cusip>N/A</cusip>
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          <isin value="GB0031790826"/>
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        <balance>932000.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-26</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00397991"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="ZAR" exchangeRt="18.89125000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName> SOUTH AFRICAN RAND</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CapitaLand Ascendas REIT</name>
        <lei>549300ILIBAEMQZK3L20</lei>
        <title>CAPITALAND ASCENDAS REIT REIT</title>
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          <isin value="SG1M77906915"/>
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        <balance>28900.00000000</balance>
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        <currencyConditional curCd="SGD" exchangeRt="1.35335000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Vonovia SE</name>
        <lei>5299005A2ZEP6AP7KM81</lei>
        <title>VONOVIA SE COMMON STOCK</title>
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        <identifiers>
          <isin value="DE000A1ML7J1"/>
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        <balance>1664.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Seven &amp; i Holdings Co., Ltd.</name>
        <lei>52990037G8JRM3TWGY86</lei>
        <title>SEVEN &amp; I HOLDINGS CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3422950000"/>
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        <balance>3600.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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/MXN SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403041"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6.49000000</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
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            <amtCurSold>1340000.00000000</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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397714"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-126744.97000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>U.S. DOLLARS</counterpartyName>
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>GLP J-REIT</name>
        <lei>353800E27V9KA51K2I90</lei>
        <title>GLP J-REIT REIT</title>
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          <isin value="JP3047510007"/>
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        <balance>44.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>WOODSIDE ENERGY GROUP LTD</name>
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        <title>WOODSIDE ENERGY GROUP LTD COMMON STOCK</title>
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        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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        <title>FX Forward Contract: USD/GBP SETTLE 2023-09-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00397112"/>
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        <name>MEXICAN PESO</name>
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          <other otherDesc="FX Forwards" value="CCTMXP__00396423"/>
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        <name>United States of America</name>
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        <name>Repubblica Italiana</name>
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        <name>HUNGARIAN FORINT</name>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00402618"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.89125000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</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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            <counterparties>
              <counterpartyName> SOUTH AFRICAN RAND</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>270412.16000000</amtCurSold>
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            <amtCurPur>5000000.00000000</amtCurPur>
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            <unrealizedAppr>-7875.23000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SCSK Corporation</name>
        <lei>529900SNGFXMSUBB7864</lei>
        <title>SCSK CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3400400002"/>
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        <balance>4600.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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>
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          <isin value="US912828H458"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>613889.69000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
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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>
        <title>FX Forward Contract: USD/CAD SETTLE 2023-07-28</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00384612"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>36067.35000000</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>U.S. DOLLARS</counterpartyName>
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            <counterparties>
              <counterpartyName>STATE STREET BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>9170000.00000000</amtCurSold>
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            <unrealizedAppr>36067.35000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JFE Holdings, Inc.</name>
        <lei>N/A</lei>
        <title>JFE HOLDINGS INC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3386030005"/>
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        <balance>5400.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>77073.23000000</valUSD>
        <pctVal>0.003812187702</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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/HUF SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397465"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1648.96000000</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>U.S. DOLLARS</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>25000000.00000000</amtCurSold>
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            <amtCurPur>70048.39000000</amtCurPur>
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            <unrealizedAppr>-1648.96000000</unrealizedAppr>
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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/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398835"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-182639.19000000</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>9861459.00000000</amtCurSold>
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            <amtCurPur>10620024.42000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>THE SAGE GROUP PLC.</name>
        <lei>2138005RN5XYLTF8G138</lei>
        <title>SAGE GROUP PLC/THE COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B8C3BL03"/>
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        <balance>12410.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>145909.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>UK TSY I/L GILT 0.125% 03/22/2024 SERIES 3MO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B85SFQ54"/>
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        <balance>700000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>1341402.32000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>McDonald's Holdings Company (Japan), Ltd.</name>
        <lei>529900FY9FV0AYNRC729</lei>
        <title>MCDONALD'S HOLDINGS CO JAPAN COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3750500005"/>
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        <balance>5223.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>202726.19000000</valUSD>
        <pctVal>0.010027220716</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/PHP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397160"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2251.55000000</valUSD>
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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>CITIGROUP GLOBAL MARKETS</counterpartyName>
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              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>6160714.00000000</amtCurSold>
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      <invstOrSec>
        <name>COLOMBIA PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2023-09-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00398590"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>EURO STOXX 50     SEP23 PHYSICAL INDEX FUTURE.</title>
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          <ticker value="STXEU3"/>
          <other otherDesc="Bloomberg Ticker" value="VGU3"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>UK TREASURY INDEX-LINKED 4.125%  07/22/2030</title>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Trend Micro Incorporated</name>
        <lei>3538005O5UJ5RNAGVE16</lei>
        <title>TREND MICRO INC COMMON STOCK</title>
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          <isin value="JP3637300009"/>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-5/8% 10/15/27</title>
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          <isin value="US91282CFR79"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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>Hexagon Aktiebolag</name>
        <lei>549300WJFW6ILNI4TA80</lei>
        <title>HEXAGON AB-B SHS COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SE0015961909"/>
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        <balance>6475.00000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="10.80130000"/>
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        <pctVal>0.003936125846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Demant A/S</name>
        <lei>213800RM6L9LN78BVA56</lei>
        <title>DEMANT A/S COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DK0060738599"/>
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        <balance>3284.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.82485000"/>
        <valUSD>138821.22000000</valUSD>
        <pctVal>0.006866360054</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397736"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2087.45000000</valUSD>
        <pctVal>0.000103249224</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>440357142.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Elisa Oyj</name>
        <lei>743700TU2S3DXWGU7H32</lei>
        <title>ELISA OYJ COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FI0009007884"/>
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        <balance>3805.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FI</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CAE INC.</name>
        <lei>549300FFM2BEH2GF1E44</lei>
        <title>CAE INC COMMON STOCK</title>
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        <identifiers>
          <isin value="CA1247651088"/>
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        <balance>3606.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/ILS SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398856"/>
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        <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>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>U.S. DOLLARS</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <amtCurSold>93500.00000000</amtCurSold>
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            <amtCurPur>25635.70000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 0.000000% 11/09/2023</title>
        <cusip>912797FJ1</cusip>
        <identifiers>
          <isin value="US912797FJ15"/>
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        <balance>119881000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-09</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</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>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00397179"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1317.65000000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>KOREAN WON</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <amtCurSold>608602.51000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BRK: CITIGROUP</name>
        <lei>N/A</lei>
        <title>BRK: CITIGROUP REF: MSCI INTERNATIONAL NETHERLANDS NET INDEX EUR</title>
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        <identifiers>
          <other otherDesc="All Others" value="TRM7NL920"/>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="2168.79000000">
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2023-09-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397467"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>U.S. DOLLARS</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <amtCurSold>9861456.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00396432"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>MALAYSIAN RINGGIT</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>AEON CO.,LTD.</name>
        <lei>5299009MXFL34SA71416</lei>
        <title>AEON CO LTD COMMON STOCK</title>
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          <isin value="JP3388200002"/>
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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 ULTRA BOND CBT SEP23 FINANCIAL COMMODITY FUTURE.</title>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>JP MORGAN</counterpartyName>
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                <issuerName>U.S. Treasury Futures</issuerName>
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      <invstOrSec>
        <name>Henkel AG &amp; Co. KGaA</name>
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        <title>HENKEL AG &amp; CO KGAA COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>INDIA RUPEE</name>
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          <other otherDesc="FX Forwards" value="CCTINR__00398295"/>
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        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HUNGARIAN FORINT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00397729"/>
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        <valUSD>643.99000000</valUSD>
        <pctVal>0.000031852963</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>HUNGARIAN FORINT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>42374.42000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>15000000.00000000</amtCurPur>
            <curPur>HUF</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>643.99000000</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/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00401989"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>866.77000000</valUSD>
        <pctVal>0.000042872083</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>251000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>275822.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>866.77000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Asahi Group Holdings, Ltd.</name>
        <lei>353800KAJ02XNHLCJW79</lei>
        <title>ASAHI GROUP HOLDINGS LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3116000005"/>
        </identifiers>
        <balance>2400.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>92964.97000000</valUSD>
        <pctVal>0.004598223214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IBEX 35 INDX FUTR JUL23 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="MFXIN3"/>
          <other otherDesc="Bloomberg Ticker" value="IBN3"/>
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        <balance>15.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>1562857.99000000</valUSD>
        <pctVal>0.077301911579</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>IBEX 35 INDX FUTR JUL23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>IBEX 35 INDX FUTR Jul 2023</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2023-07-24</expDate>
            <notionalAmt>1508350.40000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>54507.59000000</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/CZK SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00396048"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1087.06000000</valUSD>
        <pctVal>-0.00005376804</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2000000.00000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>90474.32000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1087.06000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>N/A</lei>
        <title>EURO-SCHATZ FUT   SEP23 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FGBSU3"/>
          <other otherDesc="Bloomberg Ticker" value="DUU3"/>
        </identifiers>
        <balance>31.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>3546132.95000000</valUSD>
        <pctVal>0.175398441512</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>EURO-SCHATZ FUT   SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Germany Govt. Bond Futures</issuerName>
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                <identifiers>
                  <isin value="DE000BU22015"/>
                  <ticker value="FGBSU23"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-10</expDate>
            <notionalAmt>3546615.25000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-482.30000000</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>BRK: JP MORGAN CHASE REF: AEX INDEX FUTURE SWAP - JUL23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="AEXN3"/>
        </identifiers>
        <balance>-270.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>-45670736.04000000</valUSD>
        <pctVal>-2.25896096878</pctVal>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</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="0.00000000"/>
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            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>-45046944.84000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>-270.00000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-623791.20000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA RUPIAH</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: IDR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTIDR__00397149"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="IDR" exchangeRt="14992.50000000"/>
        <valUSD>294.65000000</valUSD>
        <pctVal>0.000014573946</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>INDONESIA RUPIAH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>332355.85000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4999857146.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>294.65000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NOVO NORDISK A/S</name>
        <lei>549300DAQ1CVT6CXN342</lei>
        <title>NOVO NORDISK A/S-B COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DK0060534915"/>
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        <balance>2301.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.82485000"/>
        <valUSD>370663.00000000</valUSD>
        <pctVal>0.018333692910</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>YAKULT HONSHA CO.,LTD.</name>
        <lei>353800YJPSPGG7KI0S71</lei>
        <title>YAKULT HONSHA CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3931600005"/>
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        <balance>2100.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>132596.18000000</valUSD>
        <pctVal>0.006558457804</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00396759"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1317.65000000"/>
        <valUSD>1669.05000000</valUSD>
        <pctVal>0.000082554369</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</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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            <counterparties>
              <counterpartyName>KOREAN WON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>341494.65000000</amtCurSold>
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            <amtCurPur>450000000.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>1669.05000000</unrealizedAppr>
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        </derivativeInfo>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00399933"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="INR" exchangeRt="82.03625000"/>
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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>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>INDIA RUPEE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>968884.58000000</amtCurSold>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>3407.74000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Kirin Holdings Company, Limited</name>
        <lei>353800GBVL72LLMTYM96</lei>
        <title>KIRIN HOLDINGS CO LTD COMMON STOCK</title>
        <cusip>497350108</cusip>
        <identifiers>
          <isin value="JP3258000003"/>
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        <balance>4100.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>U.K. GILT STOCK - INFLATION LINKED 0 1/4% 03/22/2052</title>
        <cusip>N/A</cusip>
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          <isin value="GB00B3MYD345"/>
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        <balance>1200000.00000000</balance>
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        <valUSD>1943453.74000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <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>ASAHI INTECC CO., LTD.</name>
        <lei>353800J3AV2SCNIO8L39</lei>
        <title>ASAHI INTECC CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3110650003"/>
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        <balance>2900.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>57000.28000000</valUSD>
        <pctVal>0.002819341637</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDIA RUPEE</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00396748"/>
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        <balance>1.00000000</balance>
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        <pctVal>0.001284337849</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>INDIA RUPEE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <unrealizedAppr>25966.21000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028</title>
        <cusip>9128283R9</cusip>
        <identifiers>
          <isin value="US9128283R96"/>
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        <balance>7900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9086753.97000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/ILS SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398844"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>235.77000000</valUSD>
        <pctVal>0.000011661630</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>63720.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>17470.15000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>235.77000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KONE Oyj</name>
        <lei>2138001CNF45JP5XZK38</lei>
        <title>KONE OYJ-B COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FI0009013403"/>
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        <balance>1311.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>68411.32000000</valUSD>
        <pctVal>0.003383753254</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FI</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TAIWAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00397153"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="31.14450000"/>
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        <pctVal>-0.00009271977</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>TAIWAN DOLLAR</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>82413.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2500000.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1874.57000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EURO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00403514"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>-1410.71000000</valUSD>
        <pctVal>-0.00006977638</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>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>EURO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>355786.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>323500.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1410.71000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PUBLICIS GROUPE SA</name>
        <lei>2138004KW8BV57III342</lei>
        <title>PUBLICIS GROUPE COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0000130577"/>
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        <balance>2309.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>185155.30000000</valUSD>
        <pctVal>0.009158131270</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Galaxy Entertainment Group Limited</name>
        <lei>549300ZSEBV3HR826S10</lei>
        <title>GALAXY ENTERTAINMENT GROUP L COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="HK0027032686"/>
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        <balance>23000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.83660000"/>
        <valUSD>146515.29000000</valUSD>
        <pctVal>0.007246923306</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397727"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4076.57000000</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>338000.00000000</amtCurSold>
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            <amtCurPur>366183.07000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>QUEBECOR INC.</name>
        <lei>N/A</lei>
        <title>QUEBECOR INC  -CL B COMMON STOCK</title>
        <cusip>748193208</cusip>
        <identifiers>
          <isin value="CA7481932084"/>
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        <balance>3150.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>77723.41000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CLP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398896"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1753.88000000</valUSD>
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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>U.S. DOLLARS</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <amtCurSold>142241379.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MONDI PLC</name>
        <lei>213800LOZA69QFDC9N34</lei>
        <title>MONDI PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="GB00B1CRLC47"/>
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        <balance>5822.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>COLOMBIA PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2023-09-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00397166"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>SINGAPORE EXCHANGE LIMITED</name>
        <lei>549300IQ650PPXM76X03</lei>
        <title>SINGAPORE EXCHANGE LTD COMMON STOCK</title>
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          <isin value="SG1J26887955"/>
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        <balance>7100.00000000</balance>
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        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Republique Francaise</name>
        <lei>969500KCGF3SUYJHPV70</lei>
        <title>FRANCE (GOVT OF) 3.40% 07/25/2029 SERIES OATI</title>
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        <identifiers>
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        <balance>500000.00000000</balance>
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        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00397726"/>
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        <valUSD>-4078.40000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>U.S. DOLLARS</counterpartyName>
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CLP SETTLE 2023-09-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403691"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>13576159.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>16756.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-6.64000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>POLISH ZLOTY</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPZL__00396399"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.06295000"/>
        <valUSD>35481.89000000</valUSD>
        <pctVal>0.001755001376</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>POLISH ZLOTY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>986404.33000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4167344.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>35481.89000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00398909"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1317.65000000"/>
        <valUSD>-21083.97000000</valUSD>
        <pctVal>-0.00104285302</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>KOREAN WON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>2254401.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2928610125.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-21083.97000000</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/CZK SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397451"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-596.74000000</valUSD>
        <pctVal>-0.00002951588</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>592088.00000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>26509.46000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-596.74000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLOMBIA PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00397165"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4175.77500000"/>
        <valUSD>12458.10000000</valUSD>
        <pctVal>0.000616201184</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>COLOMBIA PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>183376.03000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>833000000.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>12458.10000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00403277"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>-865.49000000</valUSD>
        <pctVal>-0.00004280877</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>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>EURO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>317448.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>289000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-865.49000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WORLDLINE SA</name>
        <lei>549300CJMQNCA0U4TS33</lei>
        <title>WORLDLINE SA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0011981968"/>
        </identifiers>
        <balance>1571.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>57417.71000000</valUSD>
        <pctVal>0.002839988514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KDDI CORPORATION</name>
        <lei>5299003FU7V4I45FU310</lei>
        <title>KDDI CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3496400007"/>
        </identifiers>
        <balance>12600.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>388481.17000000</valUSD>
        <pctVal>0.019215013293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00403031"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.27480000"/>
        <valUSD>-132.72000000</valUSD>
        <pctVal>-0.00000656458</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>MALAYSIAN RINGGIT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>15534.26000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>111226.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-132.72000000</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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00399407"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4.30000000</valUSD>
        <pctVal>0.000000212686</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>500.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>139.54000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>4.30000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BP P.L.C.</name>
        <lei>213800LH1BZH3DI6G760</lei>
        <title>BP PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB0007980591"/>
        </identifiers>
        <balance>46411.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>270446.14000000</valUSD>
        <pctVal>0.013376777503</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOHO CO., LTD.</name>
        <lei>529900IYHHYWU4O3H185</lei>
        <title>TOHO CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3598600009"/>
        </identifiers>
        <balance>4200.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>159710.24000000</valUSD>
        <pctVal>0.007899570485</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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/MXN SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00402615"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-31.17000000</valUSD>
        <pctVal>-0.00000154172</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>2500000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>143461.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-31.17000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FISHER &amp; PAYKEL HEALTHCARE CORPORATION LIMITED</name>
        <lei>N/A</lei>
        <title>FISHER &amp; PAYKEL HEALTHCARE C COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NZFAPE0001S2"/>
        </identifiers>
        <balance>11240.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="NZD" exchangeRt="1.63225000"/>
        <valUSD>168959.86000000</valUSD>
        <pctVal>0.008357074181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLOMBIA PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00397731"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4175.77500000"/>
        <valUSD>9234.57000000</valUSD>
        <pctVal>0.000456759294</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>COLOMBIA PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>175079.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>784000000.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>9234.57000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SoftBank Corp.</name>
        <lei>353800M1YCTS9JRBJ535</lei>
        <title>SOFTBANK CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3732000009"/>
        </identifiers>
        <balance>18300.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>195216.31000000</valUSD>
        <pctVal>0.009655767850</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>argenx SE</name>
        <lei>7245009C5FZE6G9ODQ71</lei>
        <title>ARGENX SE COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0010832176"/>
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        <balance>357.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>138423.72000000</valUSD>
        <pctVal>0.006846698953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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 2023-07-05</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00403969"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>4153.80000000</valUSD>
        <pctVal>0.000205454802</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>EURO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1936135.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1778000.00000000</amtCurPur>
            <curPur>EUR</curPur>
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            <unrealizedAppr>4153.80000000</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/CNY SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00396033"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2396.70000000</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>584367.00000000</amtCurSold>
            <curSold>CNY</curSold>
            <amtCurPur>83314.37000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>2396.70000000</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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398317"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-88.77000000</valUSD>
        <pctVal>-0.00000439073</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>15070.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2989.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-88.77000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SEVERN TRENT PLC</name>
        <lei>213800RPBXRETY4A4C59</lei>
        <title>SEVERN TRENT PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B1FH8J72"/>
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        <balance>3984.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>129968.65000000</valUSD>
        <pctVal>0.006428495202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INDIA RUPEE</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00397747"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.03625000"/>
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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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>INDIA RUPEE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2476911.16000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>204807292.00000000</amtCurPur>
            <curPur>INR</curPur>
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            <unrealizedAppr>12245.80000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>U.K. GILT STOCK - INFLATION LINKED 0 1/8% 03/22/2044</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B3MYD345"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>821359.50000000</valUSD>
        <pctVal>0.040625994076</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</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>Open Text Corporation</name>
        <lei>549300HP7ONDQODZJV16</lei>
        <title>OPEN TEXT CORP COMMON STOCK</title>
        <cusip>683715106</cusip>
        <identifiers>
          <isin value="CA6837151068"/>
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        <balance>2952.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
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        <pctVal>0.006079904611</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MEX BOLSA IDX FUT SEP23 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="IPCU3"/>
          <other otherDesc="Bloomberg Ticker" value="ISU3"/>
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        <balance>9.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="17.15050000"/>
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        <pctVal>0.014222548635</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MEX BOLSA IDX FUT SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>MEX BOLSA IPC IDX FUT Sep 2023</indexName>
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                <narrativeDesc>N/A</narrativeDesc>
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            <curCd>MXN</curCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>YASKAWA Electric Corporation</name>
        <lei>3538003K39GR98R0CK58</lei>
        <title>YASKAWA ELECTRIC CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="JP3932000007"/>
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        <balance>1400.00000000</balance>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Carl Zeiss Meditec AG</name>
        <lei>529900GRL4MZ8NMOOK95</lei>
        <title>CARL ZEISS MEDITEC AG - BR COMMON STOCK</title>
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        <identifiers>
          <isin value="DE0005313704"/>
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        <balance>837.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <assetCat>EC</assetCat>
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        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SMURFIT KAPPA GROUP PUBLIC LIMITED COMPANY</name>
        <lei>635400CPLP8H5ITDVT56</lei>
        <title>SMURFIT KAPPA GROUP PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IE00B1RR8406"/>
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        <balance>3889.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)</title>
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          <other otherDesc="All Others" value="BBHMMSEI"/>
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        <balance>165203633.55000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>STIV</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>WTI CRUDE FUTURE  DEC23 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="CLZ3"/>
          <other otherDesc="Bloomberg Ticker" value="CLZ3"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>Crude Oil</issuerName>
                <issueTitle>WTI Crude Oil Future (NYM Consolidated) Dec 2023</issueTitle>
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        <securityLending>
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      <invstOrSec>
        <name>TEVA PHARMACEUTICAL INDUSTRIES LIMITED</name>
        <lei>549300BAFGM4RC74ZJ94</lei>
        <title>TEVA PHARMACEUTICAL-SP ADR DEPOSITARY RECEIPT</title>
        <cusip>881624209</cusip>
        <identifiers>
          <isin value="US8816242098"/>
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        <balance>19121.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2023-09-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398548"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>U.S. DOLLARS</counterpartyName>
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CZECH REPUBLIC KORUNA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00396706"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CZECH REPUBLIC KORUNA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>67905.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1500000.00000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>765.96000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ENDEAVOUR GROUP LIMITED</name>
        <lei>254900JAN9FOLMWAD533</lei>
        <title>ENDEAVOUR GROUP LTD/AUSTRALI COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU0000154833"/>
        </identifiers>
        <balance>22375.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
        <valUSD>94098.65000000</valUSD>
        <pctVal>0.004654297171</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>529900AQBND3S6YJLY83</lei>
        <title>DEUTSCHLAND I/L BOND 0.10%  04/15/2046</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0001030542"/>
        </identifiers>
        <balance>1205000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>1697097.67000000</valUSD>
        <pctVal>0.083941660002</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.10000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CORN FUTURE       DEC23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CZ3"/>
          <other otherDesc="Bloomberg Ticker" value="C Z3"/>
        </identifiers>
        <balance>18.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>445275.00000000</valUSD>
        <pctVal>0.022024143523</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CORN FUTURE       DEC23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Corn</issuerName>
                <issueTitle>Corn Future Dec 2023</issueTitle>
                <identifiers>
                  <ticker value="CZ23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-12-17</expDate>
            <notionalAmt>494383.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-49108.50000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00399409"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.89125000"/>
        <valUSD>-5439.51000000</valUSD>
        <pctVal>-0.00026904845</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName> SOUTH AFRICAN RAND</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>556767.06000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10500000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-5439.51000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STMicroelectronics N.V.</name>
        <lei>213800Z8NOHIKRI42W10</lei>
        <title>STMICROELECTRONICS NV COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0000226223"/>
        </identifiers>
        <balance>2074.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>103101.51000000</valUSD>
        <pctVal>0.005099595651</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>S&amp;P500 EMINI FUT  SEP23 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ESU3"/>
          <other otherDesc="Bloomberg Ticker" value="ESU3"/>
        </identifiers>
        <balance>1127.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>252912887.50000000</valUSD>
        <pctVal>12.50954967889</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>S&amp;P500 EMINI FUT  SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>S&amp;P 500 Future (e-Mini) Sep 2023</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2023-09-18</expDate>
            <notionalAmt>244780712.74000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>8132174.76000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PERNOD RICARD SA</name>
        <lei>52990097YFPX9J0H5D87</lei>
        <title>PERNOD RICARD SA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0000120693"/>
        </identifiers>
        <balance>584.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>128957.99000000</valUSD>
        <pctVal>0.006378506047</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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/PHP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398576"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1808.71000000</valUSD>
        <pctVal>-0.00008946221</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>6160716.00000000</amtCurSold>
            <curSold>PHP</curSold>
            <amtCurPur>109437.14000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1808.71000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00403684"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>55.91000000</valUSD>
        <pctVal>0.000002765414</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>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>EURO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>325290.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>297000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>55.91000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TAIWAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00397174"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="31.14450000"/>
        <valUSD>-3292.85000000</valUSD>
        <pctVal>-0.00016287058</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>TAIWAN DOLLAR</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>164370.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5000000.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-3292.85000000</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/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00402392"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>690.05000000</valUSD>
        <pctVal>0.000034131177</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>910000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>997542.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>690.05000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>YARA INTERNATIONAL ASA</name>
        <lei>213800WKOUWXWFJ5Z514</lei>
        <title>YARA INTERNATIONAL ASA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NO0010208051"/>
        </identifiers>
        <balance>560.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="NOK" exchangeRt="10.71355000"/>
        <valUSD>19810.43000000</valUSD>
        <pctVal>0.000979861329</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TAIWAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00398027"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="31.14450000"/>
        <valUSD>-2646.31000000</valUSD>
        <pctVal>-0.00013089149</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>TAIWAN DOLLAR</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>131508.55000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4000000.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-2646.31000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ACS, ACTIVIDADES DE CONSTRUCCION Y SERVICIOS, S.A.</name>
        <lei>95980020140005558665</lei>
        <title>ACS ACTIVIDADES CONS Y SERV COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ES0167050915"/>
        </identifiers>
        <balance>1954.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>68580.48000000</valUSD>
        <pctVal>0.003392120227</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CZECH REPUBLIC KORUNA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00401994"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="21.77685000"/>
        <valUSD>49.26000000</valUSD>
        <pctVal>0.000002436492</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CZECH REPUBLIC KORUNA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States of America</name>
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          <isin value="US91282CCM10"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Aktiebolaget SKF</name>
        <lei>549300B6HWYEE57O8J84</lei>
        <title>SKF AB-B SHARES COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="SE0000108227"/>
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        <balance>7979.00000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="10.80130000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Brookfield Corporation</name>
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          <isin value="CA11271J1075"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTKRW__00396687"/>
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        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1317.65000000"/>
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        <payoffProfile>N/A</payoffProfile>
        <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">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>KOREAN WON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2224102.17000000</amtCurSold>
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            <unrealizedAppr>9214.91000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Chocoladefabriken Lindt &amp; Spruengli AG</name>
        <lei>529900JYJNNOKKAGK736</lei>
        <title>CHOCOLADEFABRIKEN LINDT-REG COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="CH0010570759"/>
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        <currencyConditional curCd="CHF" exchangeRt="0.89465000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COTTON NO.2 FUTR  DEC23 PHYSICAL COMMODITY FUTURE.</title>
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        <identifiers>
          <ticker value="CTZ3"/>
          <other otherDesc="Bloomberg Ticker" value="CTZ3"/>
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        <balance>8.00000000</balance>
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        <assetCat>DCO</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>JP MORGAN</counterpartyName>
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              <counterpartyName>COTTON NO.2 FUTR  DEC23</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>Cotton</issuerName>
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                  <ticker value="CTZ23"/>
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            <unrealizedAppr>-14296.16000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SG HOLDINGS CO.,LTD.</name>
        <lei>N/A</lei>
        <title>SG HOLDINGS CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="JP3162770006"/>
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        <balance>8000.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403043"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-49.95000000</valUSD>
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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>U.S. DOLLARS</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <amtCurSold>1340000.00000000</amtCurSold>
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            <amtCurPur>76861.86000000</amtCurPur>
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            <unrealizedAppr>-49.95000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>INDIA RUPEE</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00403961"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.03625000"/>
        <valUSD>-62.09000000</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>INDIA RUPEE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>182366.90000000</amtCurSold>
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            <amtCurPur>15000000.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-62.09000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Repubblica Italiana</name>
        <lei>815600DE60799F5A9309</lei>
        <title>BUONI POLIENNALI DEL TES 2.55% 09/15/2041</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IT0004545890"/>
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        <balance>790000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>1267056.55000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.55000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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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/ILS SETTLE 2023-09-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397116"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>U.S. DOLLARS</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>TAIWAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00398303"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="TWD" exchangeRt="31.14450000"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>TW</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SILVER FUTURE     SEP23 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="SIU3"/>
          <other otherDesc="Bloomberg Ticker" value="SIU3"/>
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        <balance>8.00000000</balance>
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            <counterparties>
              <counterpartyName>JPM CHASE</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>Silver</issuerName>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2023-09-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00396693"/>
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>M3, Inc.</name>
        <lei>3538001UOKRWIODYM055</lei>
        <title>M3 INC COMMON STOCK</title>
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          <isin value="JP3435750009"/>
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        <balance>1900.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>NIPPON STEEL CORPORATION</name>
        <lei>35380065QWQ4U2V3PA33</lei>
        <title>NIPPON STEEL CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3381000003"/>
        </identifiers>
        <balance>4300.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>89846.47000000</valUSD>
        <pctVal>0.004443976307</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Repubblica Italiana</name>
        <lei>815600DE60799F5A9309</lei>
        <title>BUONI POLIENNALI DEL TES 2.6% 09/15/2023</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IT0004243512"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>1527126.35000000</valUSD>
        <pctVal>0.075534557096</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.60000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Nutrien Ltd.</name>
        <lei>5493002QQ7GD21OWF963</lei>
        <title>NUTRIEN LTD COMMON STOCK</title>
        <cusip>67077M108</cusip>
        <identifiers>
          <isin value="CA67077M1086"/>
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        <balance>1332.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>78727.16000000</valUSD>
        <pctVal>0.003893994208</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Getinge AB</name>
        <lei>5493003PZ4F570G3W735</lei>
        <title>GETINGE AB-B SHS COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SE0000202624"/>
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        <balance>3429.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="10.80130000"/>
        <valUSD>59984.40000000</valUSD>
        <pctVal>0.002966941855</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/BRL SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397757"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3939.47000000</valUSD>
        <pctVal>-0.00019485363</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>581000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>114733.95000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-3939.47000000</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>TREASURY BILL 0.000000% 10/26/2023</title>
        <cusip>912797FC6</cusip>
        <identifiers>
          <isin value="US912797FC61"/>
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        <balance>250000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>245847222.50000000</valUSD>
        <pctVal>12.16006852668</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-26</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>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>GASOLINE RBOB FUT OCT23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="RBV3"/>
          <other otherDesc="Bloomberg Ticker" value="XBV3"/>
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        <balance>6.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>558936.00000000</valUSD>
        <pctVal>0.027646031518</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GASOLINE RBOB FUT OCT23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Unleaded Gas</issuerName>
                <issueTitle>RBOB Unleaded Gasoline Future (Consolidated) Oct 2023</issueTitle>
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                  <ticker value="RBV23"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-10-02</expDate>
            <notionalAmt>543269.90000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>15666.10000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00403269"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.27480000"/>
        <valUSD>-0.88000000</valUSD>
        <pctVal>-0.00000004352</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>MALAYSIAN RINGGIT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>139.35000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1000.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-0.88000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Muenchener Rueckversicherungs-Gesellschaft Aktiengesellschaft in Muenchen</name>
        <lei>529900MUF4C20K50JS49</lei>
        <title>MUENCHENER RUECKVER AG-REG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0008430026"/>
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        <balance>274.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>102713.75000000</valUSD>
        <pctVal>0.005080416308</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Concordia Financial Group, Ltd.</name>
        <lei>N/A</lei>
        <title>CONCORDIA FINANCIAL GROUP LT COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3305990008"/>
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        <balance>15100.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>58940.90000000</valUSD>
        <pctVal>0.002915328372</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Atlas Copco Aktiebolag</name>
        <lei>213800T8PC8Q4FYJZR07</lei>
        <title>ATLAS COPCO AB-A SHS COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SE0017486889"/>
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        <balance>1380.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="10.80130000"/>
        <valUSD>19854.28000000</valUSD>
        <pctVal>0.000982030233</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Schindler Holding AG</name>
        <lei>5299007DRLI319H7Q933</lei>
        <title>SCHINDLER HOLDING AG-REG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH0024638212"/>
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        <balance>179.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.89465000"/>
        <valUSD>40215.73000000</valUSD>
        <pctVal>0.001989146054</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US 2YR NOTE (CBT) SEP23 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="1TUU3"/>
          <other otherDesc="Bloomberg Ticker" value="TUU3"/>
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        <balance>65.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13217343.75000000</valUSD>
        <pctVal>0.653754816126</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>US 2YR NOTE (CBT) SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
                <issueTitle>US 2-YEAR NOTE (Globex) Sep 2023</issueTitle>
                <identifiers>
                  <isin value="US91282CHL81"/>
                  <ticker value="ZTU23"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-10-02</expDate>
            <notionalAmt>13360598.17000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-143254.42000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GEA Group Aktiengesellschaft</name>
        <lei>549300PHUU0ZZWO8EO07</lei>
        <title>GEA GROUP AG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0006602006"/>
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        <balance>1568.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>65536.48000000</valUSD>
        <pctVal>0.003241558231</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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/PHP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398577"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1808.17000000</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">
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              <counterpartyName>U.S. DOLLARS</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <amtCurSold>6160714.00000000</amtCurSold>
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            <amtCurPur>109437.65000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00399178"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8910.04000000</valUSD>
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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>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>605000.00000000</amtCurSold>
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            <amtCurPur>653832.81000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Norsk Hydro ASA</name>
        <lei>549300N1SDN71ZZ8BO45</lei>
        <title>NORSK HYDRO ASA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NO0005052605"/>
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        <balance>18290.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="NOK" exchangeRt="10.71355000"/>
        <valUSD>108918.33000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00396049"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1086.61000000</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>2000000.00000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>90474.77000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1086.61000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EURO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00403278"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>-867.07000000</valUSD>
        <pctVal>-0.00004288692</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>EURO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>317450.02000000</amtCurSold>
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            <amtCurPur>289000.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-867.07000000</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>NATURAL GAS FUTR  NOV23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NGX23"/>
          <other otherDesc="Bloomberg Ticker" value="NGX23"/>
        </identifiers>
        <balance>38.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1220180.00000000</valUSD>
        <pctVal>0.060352410183</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>NATURAL GAS FUTR  NOV23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Natural Gas</issuerName>
                <issueTitle>Natural Gas Future Nov 2023</issueTitle>
                <identifiers>
                  <ticker value="NGX23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-10-30</expDate>
            <notionalAmt>1238715.26000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-18535.26000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Enagas, S.A.</name>
        <lei>213800OU3FQKGM4M2U23</lei>
        <title>ENAGAS SA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ES0130960018"/>
        </identifiers>
        <balance>5761.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>113134.55000000</valUSD>
        <pctVal>0.005595848782</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LES COMPAGNIES LOBLAW LIMITEE</name>
        <lei>5493008LN3O1DIDTSH67</lei>
        <title>LOBLAW COMPANIES LTD COMMON STOCK</title>
        <cusip>539481101</cusip>
        <identifiers>
          <isin value="CA5394811015"/>
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        <balance>2051.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>187980.56000000</valUSD>
        <pctVal>0.009297873972</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Daiwa House REIT Investment Corporation</name>
        <lei>3538001FWU534P8JMO05</lei>
        <title>DAIWA HOUSE REIT INVESTMENT REIT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3046390005"/>
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        <balance>42.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>80394.85000000</valUSD>
        <pctVal>0.003976481309</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00399167"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="4.82400000"/>
        <valUSD>3713.20000000</valUSD>
        <pctVal>0.000183661893</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>BRAZILIAN REAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>214637.72000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1069000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>3713.20000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Meiji Holdings Co.,Ltd.</name>
        <lei>5299002D52YIP6DWMV49</lei>
        <title>MEIJI HOLDINGS CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3918000005"/>
        </identifiers>
        <balance>4800.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>107010.15000000</valUSD>
        <pctVal>0.005292924377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SARTORIUS STEDIM BIOTECH S.A.</name>
        <lei>52990006IVXY7GCSSR39</lei>
        <title>SARTORIUS STEDIM BIOTECH COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0013154002"/>
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        <balance>137.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>34183.11000000</valUSD>
        <pctVal>0.001690761261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WIX.COM LTD</name>
        <lei>5493008P6N29Q1AG9464</lei>
        <title>WIX.COM LTD COMMON STOCK</title>
        <cusip>M98068105</cusip>
        <identifiers>
          <isin value="IL0011301780"/>
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        <balance>1638.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>128157.12000000</valUSD>
        <pctVal>0.006338893502</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB0005405286"/>
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        <balance>17725.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>140097.30000000</valUSD>
        <pctVal>0.006929477384</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00396760"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1317.65000000"/>
        <valUSD>1670.75000000</valUSD>
        <pctVal>0.000082638454</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>KOREAN WON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>341492.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>450000000.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>1670.75000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Japan Real Estate Investment Corporation</name>
        <lei>3538003YAIR3CBGJJ928</lei>
        <title>JAPAN REAL ESTATE INVESTMENT REIT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3027680002"/>
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        <balance>12.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>45591.09000000</valUSD>
        <pctVal>0.002255021525</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>THALES SA</name>
        <lei>529900FNDVTQJOVVPZ19</lei>
        <title>THALES SA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0000121329"/>
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        <balance>220.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ORIENTAL LAND CO.,LTD.</name>
        <lei>353800PIFKBZ6KTU5994</lei>
        <title>ORIENTAL LAND CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3198900007"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>FTSE 100 IDX FUT  SEP23 PHYSICAL INDEX FUTURE.</title>
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        <identifiers>
          <ticker value="FFIU3"/>
          <other otherDesc="Bloomberg Ticker" value="Z U3"/>
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        <balance>241.00000000</balance>
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        <assetCat>DE</assetCat>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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              <counterpartyName>FTSE 100 IDX FUT  SEP23</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <indexName>FTSE 100 IDX FUT Sep 2023</indexName>
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            <expDate>2023-09-18</expDate>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2023-09-20</title>
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          <other otherDesc="FX Forwards" value="CCTKRW__00397438"/>
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        <currencyConditional curCd="KRW" exchangeRt="1317.65000000"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>KOREAN WON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1116042.90000000</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/GBP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397711"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-25306.07000000</valUSD>
        <pctVal>-0.00125168607</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1588183.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1993808.47000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-25306.07000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KOEI TECMO HOLDINGS CO., LTD.</name>
        <lei>353800RQ25FIYLPYXP11</lei>
        <title>KOEI TECMO HOLDINGS CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3283460008"/>
        </identifiers>
        <balance>5660.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>97876.39000000</valUSD>
        <pctVal>0.004841151335</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00399168"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1317.65000000"/>
        <valUSD>-11374.41000000</valUSD>
        <pctVal>-0.00056259982</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>KOREAN WON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>659572.51000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>850000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-11374.41000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOYBEAN OIL FUTR  DEC23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BOZ3"/>
          <other otherDesc="Bloomberg Ticker" value="BOZ3"/>
        </identifiers>
        <balance>151.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5342682.00000000</valUSD>
        <pctVal>0.264259154834</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>SOYBEAN OIL FUTR  DEC23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Soybean Oil</issuerName>
                <issueTitle>Soybean Oil Future Dec 2023</issueTitle>
                <identifiers>
                  <ticker value="BOZ23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-12-17</expDate>
            <notionalAmt>4675102.86000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>667579.14000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sumitomo Metal Mining Co., Ltd.</name>
        <lei>353800CF81IXL9974H84</lei>
        <title>SUMITOMO METAL MINING CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3402600005"/>
        </identifiers>
        <balance>1000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>32228.59000000</valUSD>
        <pctVal>0.001594087006</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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/CZK SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398261"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-240.63000000</valUSD>
        <pctVal>-0.00001190201</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>584082.00000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>26499.05000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-240.63000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SYSMEX CORPORATION</name>
        <lei>5299001ZO4CKWACMZI55</lei>
        <title>SYSMEX CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3351100007"/>
        </identifiers>
        <balance>1000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>68383.25000000</valUSD>
        <pctVal>0.003382364859</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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/CNY SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00399152"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10.46000000</valUSD>
        <pctVal>0.000000517371</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>3508.00000000</amtCurSold>
            <curSold>CNY</curSold>
            <amtCurPur>496.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>10.46000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMPOL LIMITED</name>
        <lei>5493009TD1CGVRZ27U11</lei>
        <title>AMPOL LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU0000088338"/>
        </identifiers>
        <balance>9426.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
        <valUSD>188156.75000000</valUSD>
        <pctVal>0.009306588663</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00397718"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.89125000"/>
        <valUSD>33110.38000000</valUSD>
        <pctVal>0.001637702007</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName> SOUTH AFRICAN RAND</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>838236.51000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>16594749.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>33110.38000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00402613"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>-421.36000000</valUSD>
        <pctVal>-0.00002084126</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>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>EURO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>55741.22000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>50500.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-421.36000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TAISEI CORPORATION</name>
        <lei>529900TF7XJKIOWMLQ79</lei>
        <title>TAISEI CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3443600006"/>
        </identifiers>
        <balance>1900.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>66272.66000000</valUSD>
        <pctVal>0.003277971086</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CZECH REPUBLIC KORUNA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00403286"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="21.77685000"/>
        <valUSD>-383.43000000</valUSD>
        <pctVal>-0.00001896517</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CZECH REPUBLIC KORUNA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>46164.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1000000.00000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-383.43000000</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/JPY SETTLE 2023-07-28</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00384822"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8.80000000</valUSD>
        <pctVal>0.000000435264</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>STATE STREET BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>6248810.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>43449.75000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-07-28</settlementDt>
            <unrealizedAppr>8.80000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J SAINSBURY PLC</name>
        <lei>213800VGZAAJIKJ9Y484</lei>
        <title>SAINSBURY (J) PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B019KW72"/>
        </identifiers>
        <balance>54025.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>184760.73000000</valUSD>
        <pctVal>0.009138615091</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Iida Group Holdings Co.,Ltd.</name>
        <lei>35380051BV8PV1I4S949</lei>
        <title>IIDA GROUP HOLDINGS CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3131090007"/>
        </identifiers>
        <balance>3400.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>57360.65000000</valUSD>
        <pctVal>0.002837166219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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/SGD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397100"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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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>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>509000.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00403042"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Sika AG</name>
        <lei>549300R3N69ECGYPU434</lei>
        <title>SIKA AG-REG COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="CH0418792922"/>
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        <balance>195.00000000</balance>
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        <currencyConditional curCd="CHF" exchangeRt="0.89465000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00399161"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5353.06000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>U.S. DOLLARS</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Swedish Orphan Biovitrum AB (publ)</name>
        <lei>549300124Y3MQI87PT35</lei>
        <title>SWEDISH ORPHAN BIOVITRUM AB COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="SE0000872095"/>
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        <balance>5208.00000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="10.80130000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HALMA PUBLIC LIMITED COMPANY</name>
        <lei>2138007FRGLUR9KGBT40</lei>
        <title>HALMA PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB0004052071"/>
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        <balance>5482.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>DIASORIN S.P.A.</name>
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        <title>DIASORIN SPA COMMON STOCK</title>
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          <isin value="IT0003492391"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00398020"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="KRW" exchangeRt="1317.65000000"/>
        <valUSD>-19800.50000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</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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            <counterparties>
              <counterpartyName>KOREAN WON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2253117.58000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>ORIGIN ENERGY LIMITED</name>
        <lei>ZSN2LWNPYW6ISMRUC664</lei>
        <title>ORIGIN ENERGY LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="AU000000ORG5"/>
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        <balance>9571.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2023-09-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00396709"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>U.S. DOLLARS</counterpartyName>
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>Republique Francaise</name>
        <lei>969500KCGF3SUYJHPV70</lei>
        <title>FRANCE OATI/L 0.10% 07/25/2031</title>
        <cusip>BN5634736</cusip>
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          <isin value="FR0014001N38"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Renesas Electronics Corporation</name>
        <lei>5299000EPC47VJQOFB81</lei>
        <title>RENESAS ELECTRONICS CORP COMMON STOCK</title>
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        <identifiers>
          <isin value="JP3164720009"/>
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        <balance>4800.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>JP</invCountry>

        <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/EUR SETTLE 2023-09-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398323"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2023-09-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00403942"/>
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              <counterpartyName>U.S. DOLLARS</counterpartyName>
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      <invstOrSec>
        <name>COLOMBIA PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2023-09-20</title>
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          <other otherDesc="FX Forwards" value="CCTCOP__00398291"/>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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        <title>FX Forward Contract: USD/GBP SETTLE 2023-09-20</title>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8394.65000000</valUSD>
        <pctVal>0.000415215263</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1028000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1315328.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>8394.65000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>East Japan Railway Company</name>
        <lei>353800SENYJ2DSM6PS44</lei>
        <title>EAST JAPAN RAILWAY CO COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3783600004"/>
        </identifiers>
        <balance>1200.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>66433.65000000</valUSD>
        <pctVal>0.003285933956</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00398860"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.89125000"/>
        <valUSD>1303.30000000</valUSD>
        <pctVal>0.000064463682</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName> SOUTH AFRICAN RAND</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>129965.16000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2500000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>1303.30000000</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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXP__00397137"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="17.15050000"/>
        <valUSD>4108.96000000</valUSD>
        <pctVal>0.000203236931</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>MEXICAN PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>110684.79000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2000000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>4108.96000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SILVER FUTURE     SEP23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SIU3"/>
          <other otherDesc="Bloomberg Ticker" value="SIU3"/>
        </identifiers>
        <balance>82.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9438200.00000000</valUSD>
        <pctVal>0.466831219818</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>SILVER FUTURE     SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Silver</issuerName>
                <issueTitle>SILVER FUTURE Sep 2023</issueTitle>
                <identifiers>
                  <ticker value="SIU23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-30</expDate>
            <notionalAmt>9638129.54000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-199929.54000000</unrealizedAppr>
          </futrDeriv>
        </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/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00399939"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1478.94000000</valUSD>
        <pctVal>-0.00007315116</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>240000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>261427.32000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1478.94000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Republique Francaise</name>
        <lei>969500KCGF3SUYJHPV70</lei>
        <title>FRENCH REPUBLIC GOVERNMENT BOND OAT .100000% 03/01/2028</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0013238268"/>
        </identifiers>
        <balance>100000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>125640.23000000</valUSD>
        <pctVal>0.006214403363</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.10000000</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>CYBERARK SOFTWARE LTD.</name>
        <lei>529900YEXNDM894PWS93</lei>
        <title>CYBERARK SOFTWARE LTD/ISRAEL COMMON STOCK</title>
        <cusip>M2682V108</cusip>
        <identifiers>
          <isin value="IL0011334468"/>
        </identifiers>
        <balance>1176.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>183844.08000000</valUSD>
        <pctVal>0.009093275849</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Constellation Software Inc.</name>
        <lei>549300B6PYHMCTDWQV29</lei>
        <title>CONSTELLATION SOFTWARE INC COMMON STOCK</title>
        <cusip>21037X100</cusip>
        <identifiers>
          <isin value="CA21037X1006"/>
        </identifiers>
        <balance>100.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>207425.66000000</valUSD>
        <pctVal>0.010259665389</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00399919"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3218.42000000</valUSD>
        <pctVal>-0.00015918913</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>289500.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>313912.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-3218.42000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SUMITOMO CORPORATION</name>
        <lei>V82KK8NH1P0JS71FJC05</lei>
        <title>SUMITOMO CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3404600003"/>
        </identifiers>
        <balance>6500.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>137668.36000000</valUSD>
        <pctVal>0.006809337419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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/CNY SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403941"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-21.84000000</valUSD>
        <pctVal>-0.00000108024</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1827000.00000000</amtCurSold>
            <curSold>CNY</curSold>
            <amtCurPur>252964.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-21.84000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA RUPIAH</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: IDR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTIDR__00396731"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="IDR" exchangeRt="14992.50000000"/>
        <valUSD>-426.66000000</valUSD>
        <pctVal>-0.00002110341</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>INDONESIA RUPIAH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>190512.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2857061226.00000000</amtCurPur>
            <curPur>IDR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-426.66000000</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>S&amp;P/TSX 60 IX FUT SEP23 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SXFU3"/>
          <other otherDesc="Bloomberg Ticker" value="PTU3"/>
        </identifiers>
        <balance>82.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>15102996.41000000</valUSD>
        <pctVal>0.747022762495</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>S&amp;P/TSX 60 IX FUT SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>S&amp;P/TSE 60 IX FUT Sep 2023</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2023-09-17</expDate>
            <notionalAmt>14708574.82000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>394421.59000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CORPORACION ACCIONA ENERGIAS RENOVABLES SA</name>
        <lei>254900UPX0OEHTKB9Y44</lei>
        <title>CORP ACCIONA ENERGIAS RENOVA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ES0105563003"/>
        </identifiers>
        <balance>3758.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>125541.37000000</valUSD>
        <pctVal>0.006209513561</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA RUPIAH</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: IDR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTIDR__00398284"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="IDR" exchangeRt="14992.50000000"/>
        <valUSD>-2400.39000000</valUSD>
        <pctVal>-0.00011872782</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>INDONESIA RUPIAH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>192486.39000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2857061227.00000000</amtCurPur>
            <curPur>IDR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-2400.39000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLOMBIA PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00396758"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4175.77500000"/>
        <valUSD>838.85000000</valUSD>
        <pctVal>0.000041491107</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>COLOMBIA PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>10915.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>50000000.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>838.85000000</unrealizedAppr>
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        </derivativeInfo>
        <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 0-1/8% 01/15/2031</title>
        <cusip>91282CBF7</cusip>
        <identifiers>
          <isin value="US91282CBF77"/>
        </identifiers>
        <balance>11000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11389721.08000000</valUSD>
        <pctVal>0.563357142798</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</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>Nokia Oyj</name>
        <lei>549300A0JPRWG1KI7U06</lei>
        <title>NOKIA OYJ COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FI0009000681"/>
        </identifiers>
        <balance>31563.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>132076.38000000</valUSD>
        <pctVal>0.006532747513</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FI</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENMAB A/S</name>
        <lei>529900MTJPDPE4MHJ122</lei>
        <title>GENMAB A/S COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DK0010272202"/>
        </identifiers>
        <balance>210.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.82485000"/>
        <valUSD>79386.36000000</valUSD>
        <pctVal>0.003926599486</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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/MXN SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403035"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6.04000000</valUSD>
        <pctVal>-0.00000029874</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1320000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>75757.84000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-6.04000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Takeda Pharmaceutical Company Limited</name>
        <lei>549300ZLMVP4X0OGR454</lei>
        <title>TAKEDA PHARMACEUTICAL CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3463000004"/>
        </identifiers>
        <balance>4318.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>135457.31000000</valUSD>
        <pctVal>0.006699974704</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LAND SECURITIES GROUP PLC</name>
        <lei>213800V8IAVKS37D6B88</lei>
        <title>LAND SECURITIES GROUP PLC REIT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00BYW0PQ60"/>
        </identifiers>
        <balance>4420.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>32266.22000000</valUSD>
        <pctVal>0.001595948257</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HUNGARIAN FORINT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00396744"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="341.88820000"/>
        <valUSD>52064.52000000</valUSD>
        <pctVal>0.002575209614</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HUNGARIAN FORINT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>2372017.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>845248000.00000000</amtCurPur>
            <curPur>HUF</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>52064.52000000</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/CZK SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398847"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-253.52000000</valUSD>
        <pctVal>-0.00001253957</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>417448.00000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>18857.54000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-253.52000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ferrari N.V.</name>
        <lei>549300RIVY5EX8RCON76</lei>
        <title>FERRARI NV COMMON STOCK</title>
        <cusip>N3167Y103</cusip>
        <identifiers>
          <isin value="NL0011585146"/>
        </identifiers>
        <balance>832.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>271859.83000000</valUSD>
        <pctVal>0.013446701283</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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/CZK SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00399921"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3878.50000000</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>4500000.00000000</amtCurSold>
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            <amtCurPur>202134.61000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-3878.50000000</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/KRW SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398017"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2296.28000000</valUSD>
        <pctVal>0.000113578351</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>357023810.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>274557.64000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>2296.28000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>METRO INC.</name>
        <lei>549300KQ7DCG4IXSNW78</lei>
        <title>METRO INC/CN COMMON STOCK</title>
        <cusip>59162N109</cusip>
        <identifiers>
          <isin value="CA59162N1096"/>
        </identifiers>
        <balance>4352.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LIVE CATTLE FUTR  AUG23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LCQ3"/>
          <other otherDesc="Bloomberg Ticker" value="LCQ3"/>
        </identifiers>
        <balance>66.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4677420.00000000</valUSD>
        <pctVal>0.231354038291</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LIVE CATTLE FUTR  AUG23</counterpartyName>
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            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Live Cattle</issuerName>
                <issueTitle>Live Cattle Future(Consolidated) Aug 2023</issueTitle>
                <identifiers>
                  <ticker value="LDQ23"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
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            <expDate>2023-09-03</expDate>
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            <unrealizedAppr>367610.70000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KUBOTA CORPORATION</name>
        <lei>549300CSY4INHEHQQT13</lei>
        <title>KUBOTA CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3266400005"/>
        </identifiers>
        <balance>3100.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>45305.16000000</valUSD>
        <pctVal>0.002240878886</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00396701"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3861.04000000</valUSD>
        <pctVal>-0.00019097433</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>U.S. DOLLARS</counterpartyName>
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        <lei>35380016EMHNBOVYE123</lei>
        <title>ORIX CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3200450009"/>
        </identifiers>
        <balance>3400.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>61900.12000000</valUSD>
        <pctVal>0.003061696989</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00403506"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.27480000"/>
        <valUSD>-0.75000000</valUSD>
        <pctVal>-0.00000003709</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>MALAYSIAN RINGGIT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>139.22000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1000.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-0.75000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TAIWAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00397152"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="31.14450000"/>
        <valUSD>-1874.98000000</valUSD>
        <pctVal>-0.00009274005</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>TAIWAN DOLLAR</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>82413.88000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2500000.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1874.98000000</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/MXN SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00402622"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-168.85000000</valUSD>
        <pctVal>-0.00000835164</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>2500000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>143323.34000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-168.85000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLOMBIA PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00398292"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4175.77500000"/>
        <valUSD>2914.44000000</valUSD>
        <pctVal>0.000144153713</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>COLOMBIA PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>125408.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>545833332.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>2914.44000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00397743"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="4.82400000"/>
        <valUSD>369959.14000000</valUSD>
        <pctVal>0.018298878664</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>BRAZILIAN REAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>11258393.96000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>56929962.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>369959.14000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HANG LUNG PROPERTIES LIMITED</name>
        <lei>529900CIVTNMXQT59E61</lei>
        <title>HANG LUNG PROPERTIES LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="HK0101000591"/>
        </identifiers>
        <balance>77000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.83660000"/>
        <valUSD>119145.74000000</valUSD>
        <pctVal>0.005893173607</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Prosus N.V.</name>
        <lei>635400Z5LQ5F9OLVT688</lei>
        <title>PROSUS NV COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0013654783"/>
        </identifiers>
        <balance>898.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>65748.90000000</valUSD>
        <pctVal>0.003252064926</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TAIWAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00398872"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="31.14450000"/>
        <valUSD>-1356.23000000</valUSD>
        <pctVal>-0.00006708170</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>TAIWAN DOLLAR</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>81895.13000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2500000.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1356.23000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <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 0-1/8% 01/15/2031</title>
        <cusip>91282CBF7</cusip>
        <identifiers>
          <isin value="US91282CBF77"/>
        </identifiers>
        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5177145.95000000</valUSD>
        <pctVal>0.256071428769</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>WHEAT FUTURE(CBT) SEP23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="WU3"/>
          <other otherDesc="Bloomberg Ticker" value="W U3"/>
        </identifiers>
        <balance>28.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>911400.00000000</valUSD>
        <pctVal>0.045079567474</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>WHEAT FUTURE(CBT) SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Wheat</issuerName>
                <issueTitle>Wheat Future (CBT) Sep 2023</issueTitle>
                <identifiers>
                  <ticker value="WU23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-17</expDate>
            <notionalAmt>990588.85000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-79188.85000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00402624"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="4.82400000"/>
        <valUSD>-1528.79000000</valUSD>
        <pctVal>-0.00007561684</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>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>BRAZILIAN REAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>138483.22000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>670500.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1528.79000000</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/PHP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397752"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1604.64000000</valUSD>
        <pctVal>-0.00007936852</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>6160714.00000000</amtCurSold>
            <curSold>PHP</curSold>
            <amtCurPur>109641.18000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1604.64000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AUST 3YR BOND FUT SEP23</name>
        <lei>N/A</lei>
        <title>AUST 3YR BOND FUT SEP23 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="YTTU3"/>
        </identifiers>
        <balance>132.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
        <valUSD>9281304.87000000</valUSD>
        <pctVal>0.459070889996</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetConditional assetCat="OTHER" desc="AUST 3YR BOND FUT SEP23"/>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00397699"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1317.65000000"/>
        <valUSD>-8342.33000000</valUSD>
        <pctVal>-0.00041262741</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>KOREAN WON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1125000.87000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1464305063.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-8342.33000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INPEX CORPORATION</name>
        <lei>353800VHYYADPR6MXQ47</lei>
        <title>INPEX CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3294460005"/>
        </identifiers>
        <balance>12100.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>132715.48000000</valUSD>
        <pctVal>0.006564358608</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JAPAN POST HOLDINGS Co.,Ltd.</name>
        <lei>5299003D9N4JBS256X18</lei>
        <title>JAPAN POST HOLDINGS CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3752900005"/>
        </identifiers>
        <balance>13200.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>94714.15000000</valUSD>
        <pctVal>0.004684740965</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VINCI SA</name>
        <lei>213800WFQ334R8UXUG83</lei>
        <title>VINCI SA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0000125486"/>
        </identifiers>
        <balance>720.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>83563.64000000</valUSD>
        <pctVal>0.004133215654</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Republique Francaise</name>
        <lei>969500KCGF3SUYJHPV70</lei>
        <title>FRENCH REPUBLIC GOVERNMENT BOND OAT .100000% 03/01/2029</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0011982776"/>
        </identifiers>
        <balance>100000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>119928.14000000</valUSD>
        <pctVal>0.005931872590</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.10000000</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>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/ILS SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398843"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>235.85000000</valUSD>
        <pctVal>0.000011665586</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>63720.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>17470.23000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>235.85000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>POLISH ZLOTY</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPZL__00403279"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.06295000"/>
        <valUSD>-6.48000000</valUSD>
        <pctVal>-0.00000032051</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>POLISH ZLOTY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2213.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-6.48000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00399932"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1317.65000000"/>
        <valUSD>-18674.36000000</valUSD>
        <pctVal>-0.00092366915</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>KOREAN WON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>552484.56000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>700000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-18674.36000000</unrealizedAppr>
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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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXP__00397765"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="17.15050000"/>
        <valUSD>3822.45000000</valUSD>
        <pctVal>0.000189065605</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MEXICAN PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>139669.74000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2500000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>3822.45000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Akzo Nobel N.V.</name>
        <lei>724500XYIJUGXAA5QD70</lei>
        <title>AKZO NOBEL N.V. COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0013267909"/>
        </identifiers>
        <balance>725.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>59101.67000000</valUSD>
        <pctVal>0.002923280360</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VENTURE CORPORATION LIMITED</name>
        <lei>254900B1NLZC3J1MAE72</lei>
        <title>VENTURE CORP LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SG0531000230"/>
        </identifiers>
        <balance>25300.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SGD" exchangeRt="1.35335000"/>
        <valUSD>276026.22000000</valUSD>
        <pctVal>0.013652778812</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GETLINK S.E.</name>
        <lei>9695007ZEQ7M0OE74G82</lei>
        <title>GETLINK SE COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0010533075"/>
        </identifiers>
        <balance>4624.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>78597.76000000</valUSD>
        <pctVal>0.003887593839</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ABIOMED INC - CVR CONTINGENT VALUE RIGHT</title>
        <cusip>003CVR016</cusip>
        <identifiers>
          <other otherDesc="All Others" value="003CVR016"/>
        </identifiers>
        <balance>422.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>0.01000000</valUSD>
        <pctVal>0.000000000494</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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/CNY SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00396369"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3644.32000000</valUSD>
        <pctVal>0.000180254958</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>S&amp;P/TSX 60 IX FUT SEP23 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SXFU3"/>
          <other otherDesc="Bloomberg Ticker" value="PTU3"/>
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        <balance>13.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
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        <pctVal>0.118430437974</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>S&amp;P/TSX 60 IX FUT SEP23</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>S&amp;P/TSE 60 IX FUT Sep 2023</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
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            <unrealizedAppr>59216.24000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00399668"/>
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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>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>KOREAN WON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>549833.40000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>OTSUKA CORPORATION</name>
        <lei>529900RG9DJ58J3UIE72</lei>
        <title>OTSUKA CORP COMMON STOCK</title>
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        <identifiers>
          <isin value="JP3188200004"/>
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        <balance>3100.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
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        <pctVal>0.005962612166</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Chubu Electric Power Company, Incorporated</name>
        <lei>529900A76GOP0PGNHT63</lei>
        <title>CHUBU ELECTRIC POWER CO INC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3526600006"/>
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        <balance>24700.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>300827.18000000</valUSD>
        <pctVal>0.014879481192</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPZL__00403516"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.06295000"/>
        <valUSD>-2.05000000</valUSD>
        <pctVal>-0.00000010139</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>POLISH ZLOTY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>7358.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>30000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-2.05000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UMICORE SA</name>
        <lei>529900F3AIQECS8ZSV61</lei>
        <title>UMICORE COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="BE0974320526"/>
        </identifiers>
        <balance>2797.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>78088.60000000</valUSD>
        <pctVal>0.003862409823</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BE</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/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPZL__00402621"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.06295000"/>
        <valUSD>-38.91000000</valUSD>
        <pctVal>-0.00000192456</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>POLISH ZLOTY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>5188.38000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>21000.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-38.91000000</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/EUR SETTLE 2023-07-05</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403957"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9213.49000000</valUSD>
        <pctVal>-0.00045571663</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1778000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1931076.14000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-07-05</settlementDt>
            <unrealizedAppr>-9213.49000000</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/JPY SETTLE 2023-07-28</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00384613"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>127112.08000000</valUSD>
        <pctVal>0.006287203848</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>STATE STREET BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2639080000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>18473668.99000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-07-28</settlementDt>
            <unrealizedAppr>127112.08000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OLYMPUS CORPORATION</name>
        <lei>5299000Y52IFDI1I2A21</lei>
        <title>OLYMPUS CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3201200007"/>
        </identifiers>
        <balance>3600.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>56876.67000000</valUSD>
        <pctVal>0.002813227653</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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/CLP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403690"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6.72000000</valUSD>
        <pctVal>-0.00000033238</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>13576159.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>16756.14000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-6.72000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>XINYI GLASS HOLDINGS LIMITED</name>
        <lei>52990082YXVVZFK1QJ17</lei>
        <title>XINYI GLASS HOLDINGS LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="KYG9828G1082"/>
        </identifiers>
        <balance>30000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.83660000"/>
        <valUSD>46896.00000000</valUSD>
        <pctVal>0.002319564841</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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/CZK SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398887"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3823.94000000</valUSD>
        <pctVal>-0.00018913930</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>7832552.00000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>354755.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-3823.94000000</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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXP__00397136"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="17.15050000"/>
        <valUSD>4108.41000000</valUSD>
        <pctVal>0.000203209727</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>MEXICAN PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>110685.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2000000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>4108.41000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SUNCORP GROUP LIMITED</name>
        <lei>549300BVOKRTHDIWVT46</lei>
        <title>SUNCORP GROUP LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000SUN6"/>
        </identifiers>
        <balance>7008.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
        <valUSD>62921.21000000</valUSD>
        <pctVal>0.003112202031</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANCO SANTANDER, S.A.</name>
        <lei>5493006QMFDDMYWIAM13</lei>
        <title>BANCO SANTANDER SA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ES0113900J37"/>
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        <balance>14314.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <pctVal>0.002614660418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00398278"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.27480000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>MALAYSIAN RINGGIT</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SET50 FUTURES     SEP23 PHYSICAL INDEX FUTURE.</title>
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        <identifiers>
          <ticker value="S50U3"/>
          <other otherDesc="Bloomberg Ticker" value="BCU3"/>
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        <invCountry>TH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>SET50 FUTURES     SEP23</counterpartyName>
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            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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                <indexName>SET50 FUTURES Sep 2023</indexName>
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        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US 2YR NOTE (CBT) SEP23 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
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          <ticker value="1TUU3"/>
          <other otherDesc="Bloomberg Ticker" value="TUU3"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>US 2YR NOTE (CBT) SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
                <issueTitle>US 2-YEAR NOTE (Globex) Sep 2023</issueTitle>
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                  <isin value="US91282CHL81"/>
                  <ticker value="ZTU23"/>
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            </descRefInstrmnt>
            <expDate>2023-10-02</expDate>
            <notionalAmt>274441372.31000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3790841.06000000</unrealizedAppr>
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        </derivativeInfo>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00402625"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="4.82400000"/>
        <valUSD>-1528.09000000</valUSD>
        <pctVal>-0.00007558222</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>BRAZILIAN REAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>138482.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>670500.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1528.09000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ADMIRAL GROUP PLC</name>
        <lei>213800FGVM7Z9EJB2685</lei>
        <title>ADMIRAL GROUP PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B02J6398"/>
        </identifiers>
        <balance>2390.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>63261.76000000</valUSD>
        <pctVal>0.003129046278</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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/KRW SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398573"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>988.01000000</valUSD>
        <pctVal>0.000048868842</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>82023810.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>63538.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>988.01000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PHOENIX GROUP HOLDINGS PLC</name>
        <lei>2138001P49OLAEU33T68</lei>
        <title>PHOENIX GROUP HOLDINGS PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00BGXQNP29"/>
        </identifiers>
        <balance>7887.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>53324.01000000</valUSD>
        <pctVal>0.002637506371</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CATTLE FEEDER FUT AUG23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FCQ3"/>
          <other otherDesc="Bloomberg Ticker" value="FCQ3"/>
        </identifiers>
        <balance>13.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1609237.50000000</valUSD>
        <pctVal>0.079595929849</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CATTLE FEEDER FUT AUG23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Feeder Cattle</issuerName>
                <issueTitle>CATTLE FEEDER FUT(Consolidated) Aug 2023</issueTitle>
                <identifiers>
                  <ticker value="FCCQ23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-03</expDate>
            <notionalAmt>1488180.48000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>121057.02000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <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/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPZL__00401996"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.06295000"/>
        <valUSD>0.25000000</valUSD>
        <pctVal>0.000000012365</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>POLISH ZLOTY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>122.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>500.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>0.25000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CZECH REPUBLIC KORUNA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00398858"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="21.77685000"/>
        <valUSD>7051.67000000</valUSD>
        <pctVal>0.000348788933</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CZECH REPUBLIC KORUNA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>450755.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10000000.00000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>7051.67000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CZECH REPUBLIC KORUNA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00402396"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="21.77685000"/>
        <valUSD>28.45000000</valUSD>
        <pctVal>0.000001407190</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CZECH REPUBLIC KORUNA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>45752.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1000000.00000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>28.45000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SSE PLC</name>
        <lei>549300KI75VYLLMSK856</lei>
        <title>SSE PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB0007908733"/>
        </identifiers>
        <balance>6499.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>152111.81000000</valUSD>
        <pctVal>0.007523737768</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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/PHP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397476"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1961.11000000</valUSD>
        <pctVal>-0.00009700020</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>6160714.00000000</amtCurSold>
            <curSold>PHP</curSold>
            <amtCurPur>109284.71000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1961.11000000</unrealizedAppr>
          </fwdDeriv>
        </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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00399399"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.27480000"/>
        <valUSD>-29.57000000</valUSD>
        <pctVal>-0.00000146258</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>MALAYSIAN RINGGIT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1708.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12123.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-29.57000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON H. SOUL PATTINSON AND COMPANY LIMITED</name>
        <lei>549300G2Q3P6ZVNC1465</lei>
        <title>WASHINGTON H. SOUL PATTINSON COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000SOL3"/>
        </identifiers>
        <balance>10657.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
        <valUSD>226068.36000000</valUSD>
        <pctVal>0.011181768585</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRAMBLES LIMITED</name>
        <lei>N/A</lei>
        <title>BRAMBLES LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000BXB1"/>
        </identifiers>
        <balance>4589.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
        <valUSD>44092.77000000</valUSD>
        <pctVal>0.002180911784</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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/GBP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397447"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-41397.50000000</valUSD>
        <pctVal>-0.00204759863</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1588183.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1977717.04000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-41397.50000000</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/CZK SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00399404"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1140.73000000</valUSD>
        <pctVal>-0.00005642266</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>2000000.00000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>90420.65000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1140.73000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sharp Corporation</name>
        <lei>353800YEPK9PD7QO3449</lei>
        <title>SHARP CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3359600008"/>
        </identifiers>
        <balance>4700.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>26311.48000000</valUSD>
        <pctVal>0.001301415556</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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-CLASS A COMMON STOCK</title>
        <cusip>136681202</cusip>
        <identifiers>
          <isin value="CA1366812024"/>
        </identifiers>
        <balance>894.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>122366.36000000</valUSD>
        <pctVal>0.006052471562</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398560"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-194784.42000000</valUSD>
        <pctVal>-0.00963440575</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>9861458.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>10607878.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-194784.42000000</unrealizedAppr>
          </fwdDeriv>
        </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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00403508"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.27480000"/>
        <valUSD>-588.08000000</valUSD>
        <pctVal>-0.00002908754</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>MALAYSIAN RINGGIT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>112360.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>807194.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-588.08000000</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/MXN SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00402382"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-667.83000000</valUSD>
        <pctVal>-0.00003303213</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>4500000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>257618.11000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-667.83000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RENAULT SA</name>
        <lei>969500F7JLTX36OUI695</lei>
        <title>RENAULT SA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0000131906"/>
        </identifiers>
        <balance>1557.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>65535.36000000</valUSD>
        <pctVal>0.003241502834</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HAKUHODO DY HOLDINGS INCORPORATED</name>
        <lei>N/A</lei>
        <title>HAKUHODO DY HOLDINGS INC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3766550002"/>
        </identifiers>
        <balance>5800.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>61122.46000000</valUSD>
        <pctVal>0.003023232455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Grifols, S.A.</name>
        <lei>959800HSSNXWRKBK4N60</lei>
        <title>GRIFOLS SA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ES0171996087"/>
        </identifiers>
        <balance>12839.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>164446.33000000</valUSD>
        <pctVal>0.008133826452</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00399665"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1052.85000000</valUSD>
        <pctVal>-0.00005207595</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>75000000.00000000</amtCurSold>
            <curSold>HUF</curSold>
            <amtCurPur>214039.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1052.85000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Scout24 SE</name>
        <lei>5493007EIKM2ENQS7U66</lei>
        <title>SCOUT24 SE COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000A12DM80"/>
        </identifiers>
        <balance>3632.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>230142.77000000</valUSD>
        <pctVal>0.011383296608</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Qiagen N.V.</name>
        <lei>54930036WK3GMCN17Z57</lei>
        <title>QIAGEN N.V. COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0012169213"/>
        </identifiers>
        <balance>3375.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>151482.67000000</valUSD>
        <pctVal>0.007492619314</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLOMBIA PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00402410"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4175.77500000"/>
        <valUSD>7.38000000</valUSD>
        <pctVal>0.000000365028</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>COLOMBIA PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>11949.54000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>50859951.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>7.38000000</unrealizedAppr>
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        </derivativeInfo>
        <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>9128287D6</cusip>
        <identifiers>
          <isin value="US9128287D64"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2165460.77000000</valUSD>
        <pctVal>0.107107784612</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</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> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00402405"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.89125000"/>
        <valUSD>-16783.52000000</valUSD>
        <pctVal>-0.00083014463</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName> SOUTH AFRICAN RAND</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>698831.26000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12989558.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-16783.52000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>U.K. GILT STOCK - INFLATION LINKED 1 1/4% 11/22/2032</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B3D4VD98"/>
        </identifiers>
        <balance>3300000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>7682728.77000000</valUSD>
        <pctVal>0.380002293152</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25000000</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>BRK: CITIGROUP</name>
        <lei>N/A</lei>
        <title>BRK: CITIGROUP REF: MSCI INTERNATIONAL MEXICO NET RETURN INDEX IN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="TRM7MX920"/>
        </identifiers>
        <balance>111.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="17.15050000"/>
        <valUSD>-155.91000000</valUSD>
        <pctVal>-0.00000771160</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <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>2023-09-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>MXN</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>MXN</rcptCurCd>
            <notionalAmt>-144139.05000000</notionalAmt>
            <curCd>MXN</curCd>
            <unrealizedAppr>-155.91000000</unrealizedAppr>
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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/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398561"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-194731.34000000</valUSD>
        <pctVal>-0.00963178031</pctVal>
        <payoffProfile>N/A</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>U.S. DOLLARS</counterpartyName>
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00403939"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>U.S. DOLLARS</counterpartyName>
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>Heineken N.V.</name>
        <lei>724500K5PTPSST86UQ23</lei>
        <title>HEINEKEN NV COMMON STOCK</title>
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          <isin value="NL0000009165"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTCNH__00398558"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>MALAYSIAN RINGGIT</counterpartyName>
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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      <invstOrSec>
        <name>BANQUE ROYALE DU CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>ROYAL BANK OF CANADA COMMON STOCK</title>
        <cusip>780087102</cusip>
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          <isin value="CA7800871021"/>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>DIAGEO PLC</name>
        <lei>213800ZVIELEA55JMJ32</lei>
        <title>DIAGEO PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="GB0002374006"/>
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        <balance>2888.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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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__00397180"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>KOREAN WON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>608599.47000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
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          <isin value="US912797FL60"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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__00399403"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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              <counterpartyName>U.S. DOLLARS</counterpartyName>
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      <invstOrSec>
        <name>BRAZILIAN REAL</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00397744"/>
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        <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">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <counterparties>
              <counterpartyName>BRAZILIAN REAL</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>ICL GROUP LTD</name>
        <lei>529900FQVQD88SHIGM04</lei>
        <title>ICL GROUP LTD COMMON STOCK</title>
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        <identifiers>
          <isin value="IL0002810146"/>
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        <balance>15926.00000000</balance>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2023-09-20</title>
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          <other otherDesc="FX Forwards" value="CCTCNH__00403507"/>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/PHP SETTLE 2023-09-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00396723"/>
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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        <name>U.S. DOLLARS</name>
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        <name>BRAZILIAN REAL</name>
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      <invstOrSec>
        <name>N/A</name>
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        <title>LEAN HOGS FUTURE  DEC23 PHYSICAL COMMODITY FUTURE.</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LEAN HOGS FUTURE  DEC23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Hogs</issuerName>
                <issueTitle>LEAN HOGS FUTURE(Consolidated) Dec 2023</issueTitle>
                <identifiers>
                  <ticker value="LNCZ23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-12-17</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>-2616.80000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASM International N.V.</name>
        <lei>7245001I22ND6ZFHX623</lei>
        <title>ASM INTERNATIONAL NV COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0000334118"/>
        </identifiers>
        <balance>322.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>136428.17000000</valUSD>
        <pctVal>0.006747995276</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00402817"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1317.65000000"/>
        <valUSD>-473.28000000</valUSD>
        <pctVal>-0.00002340932</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>KOREAN WON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>38602.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>50000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-473.28000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Telefonica Deutschland Holding AG</name>
        <lei>391200ECRPJ3SWQJUM30</lei>
        <title>TELEFONICA DEUTSCHLAND HOLDI COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000A1J5RX9"/>
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        <balance>49295.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>138593.29000000</valUSD>
        <pctVal>0.006855086205</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Continental Aktiengesellschaft</name>
        <lei>529900A7YD9C0LLXM621</lei>
        <title>CONTINENTAL AG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0005439004"/>
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        <balance>779.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>58727.35000000</valUSD>
        <pctVal>0.002904765785</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXP__00397487"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="17.15050000"/>
        <valUSD>160270.81000000</valUSD>
        <pctVal>0.007927297337</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MEXICAN PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>5314477.63000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>95384084.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>160270.81000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SMITHS GROUP PLC</name>
        <lei>213800MJL6IPZS3ASA11</lei>
        <title>SMITHS GROUP PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B1WY2338"/>
        </identifiers>
        <balance>3056.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>63873.07000000</valUSD>
        <pctVal>0.003159282827</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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/CNY SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00399659"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1.03000000</valUSD>
        <pctVal>0.000000050945</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>500.00000000</amtCurSold>
            <curSold>CNY</curSold>
            <amtCurPur>70.27000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>1.03000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00396415"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1530.70000000</valUSD>
        <pctVal>-0.00007571131</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>587500000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>446488.57000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1530.70000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLOMBIA PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00398589"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4175.77500000"/>
        <valUSD>1656.05000000</valUSD>
        <pctVal>0.000081911364</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>COLOMBIA PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>126666.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>545833334.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>1656.05000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL HOTELS GROUP PLC</name>
        <lei>2138007ZFQYRUSLU3J98</lei>
        <title>INTERCONTINENTAL HOTELS GROU COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00BHJYC057"/>
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        <balance>861.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>59481.98000000</valUSD>
        <pctVal>0.002942091212</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MSCI SING IX ETS  JUL23 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SSGN3"/>
          <other otherDesc="Bloomberg Ticker" value="QZN3"/>
        </identifiers>
        <balance>-115.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.35335000"/>
        <valUSD>-2454908.19000000</valUSD>
        <pctVal>-0.12142440135</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>MSCI SING IX ETS  JUL23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>MSCI SING IX ETS Jul 2023</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
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            <expDate>2023-07-31</expDate>
            <notionalAmt>-2453508.24000000</notionalAmt>
            <curCd>SGD</curCd>
            <unrealizedAppr>-1399.95000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VAT Group AG</name>
        <lei>529900MVFK7NVALR7Y83</lei>
        <title>VAT GROUP AG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH0311864901"/>
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        <balance>332.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.89465000"/>
        <valUSD>137305.09000000</valUSD>
        <pctVal>0.006791369397</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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/BRL SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403947"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7.32000000</valUSD>
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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>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
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            <amtCurSold>37500.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>7666.96000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>7.32000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>LA BANQUE TORONTO-DOMINION</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO-DOMINION BANK COMMON STOCK</title>
        <cusip>891160509</cusip>
        <identifiers>
          <isin value="CA8911605092"/>
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        <balance>1857.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPI 200 FUTURES   SEP23 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="YAPU3"/>
          <other otherDesc="Bloomberg Ticker" value="XPU3"/>
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        <balance>115.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
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        <pctVal>0.677841980996</pctVal>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>SPI 200 FUTURES   SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>JPM CHASE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>SPI 200 Future Sep 2023</indexName>
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                <narrativeDesc>N/A</narrativeDesc>
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            </descRefInstrmnt>
            <expDate>2023-09-24</expDate>
            <notionalAmt>13733418.20000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>-29090.14000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INDIA RUPEE</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00396747"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.03625000"/>
        <valUSD>25978.59000000</valUSD>
        <pctVal>0.001284950187</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>INDIA RUPEE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>2473306.39000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>205640623.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>25978.59000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN SCA</name>
        <lei>549300SOSI58J6VIW052</lei>
        <title>MICHELIN (CGDE) COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR001400AJ45"/>
        </identifiers>
        <balance>1899.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>56063.17000000</valUSD>
        <pctVal>0.002772990404</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>529900AQBND3S6YJLY83</lei>
        <title>DEUTSCHLAND I/L BOND 0.5% 04/15/2030</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0001030559"/>
        </identifiers>
        <balance>27200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>37440246.52000000</valUSD>
        <pctVal>1.851865393107</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</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>Amadeus IT Group, S.A.</name>
        <lei>9598004A3FTY3TEHHN09</lei>
        <title>AMADEUS IT GROUP SA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ES0109067019"/>
        </identifiers>
        <balance>1707.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>129804.93000000</valUSD>
        <pctVal>0.006420397301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NY HARB ULSD FUT  DEC23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HOZ3"/>
          <other otherDesc="Bloomberg Ticker" value="HOZ3"/>
        </identifiers>
        <balance>5.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>508389.00000000</valUSD>
        <pctVal>0.025145881313</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>NY HARB ULSD FUT  DEC23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>JPM CHASE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Heating Oil</issuerName>
                <issueTitle>Heating Oil Future Dec 2023</issueTitle>
                <identifiers>
                  <ticker value="HOZ23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-12-03</expDate>
            <notionalAmt>503526.65000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>4862.35000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00403693"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="4.82400000"/>
        <valUSD>3.55000000</valUSD>
        <pctVal>0.000000175589</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>BRAZILIAN REAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>610.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3005.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>3.55000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Shionogi &amp; Co., Ltd.</name>
        <lei>35380049VXDTHZI3DY35</lei>
        <title>SHIONOGI &amp; CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3347200002"/>
        </identifiers>
        <balance>1600.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>67375.06000000</valUSD>
        <pctVal>0.003332497875</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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/GBP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00396381"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-51948.81000000</valUSD>
        <pctVal>-0.00256948637</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1588183.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1967165.73000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-51948.81000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TEMENOS AG</name>
        <lei>5067007NW6550481FH64</lei>
        <title>TEMENOS AG - REG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH0012453913"/>
        </identifiers>
        <balance>2087.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.89465000"/>
        <valUSD>165952.25000000</valUSD>
        <pctVal>0.008208312103</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Indutrade Aktiebolag</name>
        <lei>549300FISLQ6CEFP1867</lei>
        <title>INDUTRADE AB COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SE0001515552"/>
        </identifiers>
        <balance>8779.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="10.80130000"/>
        <valUSD>197422.45000000</valUSD>
        <pctVal>0.009764887706</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>N/A</lei>
        <title>LONG GILT FUTURE  SEP23 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FLGU3"/>
          <other otherDesc="Bloomberg Ticker" value="G U3"/>
        </identifiers>
        <balance>274.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>33197553.93000000</valUSD>
        <pctVal>1.642013794592</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>LONG GILT FUTURE  SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>U.K. Gilt Futures</issuerName>
                <issueTitle>U.K. Long Gilt Future Sep 2023</issueTitle>
                <identifiers>
                  <isin value="GB00BMGR2916"/>
                  <ticker value="GRU23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-30</expDate>
            <notionalAmt>32397415.23000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>800138.70000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMPUTERSHARE LIMITED</name>
        <lei>N/A</lei>
        <title>COMPUTERSHARE LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000CPU5"/>
        </identifiers>
        <balance>8847.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
        <valUSD>137962.86000000</valUSD>
        <pctVal>0.006823903946</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SANTOS LIMITED</name>
        <lei>5299000RK70B5O2M7077</lei>
        <title>SANTOS LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000STO6"/>
        </identifiers>
        <balance>43557.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
        <valUSD>217773.49000000</valUSD>
        <pctVal>0.010771488629</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398586"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-21474.64000000</valUSD>
        <pctVal>-0.00106217630</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1103000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1186798.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-21474.64000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>FTSE TAIWAN INDEX JUL23 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="STWNN3"/>
          <other otherDesc="Bloomberg Ticker" value="TWTN3"/>
        </identifiers>
        <balance>224.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>12942720.00000000</valUSD>
        <pctVal>0.640171406132</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>FTSE TAIWAN INDEX JUL23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>SGX FTSE Taiwan Index Future Jul 2023</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2023-07-31</expDate>
            <notionalAmt>12973126.95000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-30406.95000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Franco-Nevada Corporation</name>
        <lei>N/A</lei>
        <title>FRANCO-NEVADA CORP COMMON STOCK</title>
        <cusip>351858105</cusip>
        <identifiers>
          <isin value="CA3518581051"/>
        </identifiers>
        <balance>892.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>127276.42000000</valUSD>
        <pctVal>0.006295332415</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00398277"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.27480000"/>
        <valUSD>-23.47000000</valUSD>
        <pctVal>-0.00000116087</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>MALAYSIAN RINGGIT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </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__00399913"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CNY" exchangeRt="7.27480000"/>
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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>MALAYSIAN RINGGIT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00399410"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.89125000"/>
        <valUSD>-5436.72000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</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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            <counterparties>
              <counterpartyName> SOUTH AFRICAN RAND</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>556764.27000000</amtCurSold>
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            <amtCurPur>10500000.00000000</amtCurPur>
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            <unrealizedAppr>-5436.72000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INDIA RUPEE</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00402413"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.03625000"/>
        <valUSD>67.48000000</valUSD>
        <pctVal>0.000003337688</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>INDIA RUPEE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>121469.06000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10000000.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>67.48000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Geberit AG</name>
        <lei>52990093Z5OHD6T7BS47</lei>
        <title>GEBERIT AG-REG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH0030170408"/>
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        <balance>215.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.89465000"/>
        <valUSD>112492.59000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SBI Holdings, Inc.</name>
        <lei>353800L6LMHYIPSMRQ17</lei>
        <title>SBI HOLDINGS INC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3436120004"/>
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        <balance>2400.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>46209.42000000</valUSD>
        <pctVal>0.002285605296</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LEGRAND SA</name>
        <lei>969500XXRPGD7HCAFA90</lei>
        <title>LEGRAND SA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0010307819"/>
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        <balance>1748.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>173161.83000000</valUSD>
        <pctVal>0.008564911564</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031</title>
        <cusip>91282CCM1</cusip>
        <identifiers>
          <isin value="US91282CCM10"/>
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        <balance>14000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14047731.08000000</valUSD>
        <pctVal>0.694827343747</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Swedbank AB</name>
        <lei>M312WZV08Y7LYUC71685</lei>
        <title>SWEDBANK AB - A SHARES COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SE0000242455"/>
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        <balance>3925.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="10.80130000"/>
        <valUSD>66081.05000000</valUSD>
        <pctVal>0.003268493693</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00402806"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.27480000"/>
        <valUSD>-315.59000000</valUSD>
        <pctVal>-0.00001560967</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>MALAYSIAN RINGGIT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>42427.56000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CARREFOUR SA</name>
        <lei>549300B8P6MUJ1YWTS08</lei>
        <title>CARREFOUR SA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0000120172"/>
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        <balance>6251.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>FTSE/MIB IDX FUT  SEP23 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="IFSU3"/>
          <other otherDesc="Bloomberg Ticker" value="STU3"/>
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        <balance>154.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>FTSE/MIB IDX FUT  SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
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              <indexBasketInfo>
                <indexName>FTSE/MIB IDX FUT Sep 2023</indexName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00397455"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName> SOUTH AFRICAN RAND</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>KOSPI2 INX FUT    SEP23 PHYSICAL INDEX FUTURE.</title>
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        <identifiers>
          <ticker value="KSU3"/>
          <other otherDesc="Bloomberg Ticker" value="KMU3"/>
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        <balance>216.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NY HARB ULSD FUT  SEP23 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="HOU3"/>
          <other otherDesc="Bloomberg Ticker" value="HOU3"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>Heating Oil</issuerName>
                <issueTitle>Heating Oil Future Sep 2023</issueTitle>
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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/SGD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398269"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>24.29000000</valUSD>
        <pctVal>0.000001201429</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>8000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>5956.14000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>24.29000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hankyu Hanshin Holdings, Inc.</name>
        <lei>N/A</lei>
        <title>HANKYU HANSHIN HOLDINGS INC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3774200004"/>
        </identifiers>
        <balance>3600.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>118833.22000000</valUSD>
        <pctVal>0.005877715777</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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/SGD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00396690"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>263.03000000</valUSD>
        <pctVal>0.000013009961</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>311500.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>231234.26000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>263.03000000</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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00397976"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.27480000"/>
        <valUSD>-148.12000000</valUSD>
        <pctVal>-0.00000732629</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>MALAYSIAN RINGGIT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>6193.89000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>43661.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-148.12000000</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/MXN SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403945"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1028.05000000</valUSD>
        <pctVal>0.000050849297</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>3500000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>201917.12000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>1028.05000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Svenska Handelsbanken AB</name>
        <lei>NHBDILHZTYCNBV5UYZ31</lei>
        <title>SVENSKA HANDELSBANKEN-A SHS COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SE0007100599"/>
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        <balance>7194.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="10.80130000"/>
        <valUSD>60169.24000000</valUSD>
        <pctVal>0.002976084391</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRK: CITIGROUP</name>
        <lei>N/A</lei>
        <title>BRK: CITIGROUP REF: MSCI INTERNATIONAL ITALY NET INDEX EUR REAL T</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="TRM7IT920"/>
        </identifiers>
        <balance>11482.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>52988.64000000</valUSD>
        <pctVal>0.002620918336</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <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>2023-09-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>-1630788.46000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>52988.64000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Allianz SE</name>
        <lei>529900K9B0N5BT694847</lei>
        <title>ALLIANZ SE-REG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0008404005"/>
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        <balance>347.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>80712.64000000</valUSD>
        <pctVal>0.003992199803</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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 1% 02/15/46</title>
        <cusip>912810RR1</cusip>
        <identifiers>
          <isin value="US912810RR14"/>
        </identifiers>
        <balance>900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>998679.31000000</valUSD>
        <pctVal>0.049396567194</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.00000000</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>Nordea Bank Abp</name>
        <lei>529900ODI3047E2LIV03</lei>
        <title>NORDEA BANK ABP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FI4000297767"/>
        </identifiers>
        <balance>6982.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="10.80130000"/>
        <valUSD>75823.15000000</valUSD>
        <pctVal>0.003750356382</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLOMBIA PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00397496"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4175.77500000"/>
        <valUSD>12210.14000000</valUSD>
        <pctVal>0.000603936614</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>COLOMBIA PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>183623.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>833000000.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>12210.14000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RB Global Inc</name>
        <lei>5493002H8U24DJXQ4886</lei>
        <title>RB GLOBAL INC COMMON STOCK</title>
        <cusip>74935Q107</cusip>
        <identifiers>
          <isin value="CA74935Q1072"/>
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        <balance>2228.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>133856.79000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00403956"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>9176.13000000</valUSD>
        <pctVal>0.000453868742</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>EURO</counterpartyName>
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            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1938521.05000000</amtCurSold>
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            <amtCurPur>1778000.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>9176.13000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GLENCORE PLC</name>
        <lei>2138002658CPO9NBH955</lei>
        <title>GLENCORE PLC COMMON STOCK</title>
        <cusip>G39420107</cusip>
        <identifiers>
          <isin value="JE00B4T3BW64"/>
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        <balance>20900.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>118108.37000000</valUSD>
        <pctVal>0.005841863325</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KIKKOMAN CORPORATION</name>
        <lei>529900T9K5UH9HXOND47</lei>
        <title>KIKKOMAN CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3240400006"/>
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        <balance>900.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>51312.44000000</valUSD>
        <pctVal>0.002538010315</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>U.K. GILT STOCK - INFLATION LINKED 0 1/8% 03/22/2068</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B3MYD345"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>751430.07000000</valUSD>
        <pctVal>0.037167152230</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2068-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TOSHIBA CORPORATION</name>
        <lei>549300LBHTST91VKHO68</lei>
        <title>TOSHIBA CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3592200004"/>
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        <balance>2700.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>84583.53000000</valUSD>
        <pctVal>0.004183661342</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASTRAZENECA PLC</name>
        <lei>PY6ZZQWO2IZFZC3IOL08</lei>
        <title>ASTRAZENECA PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB0009895292"/>
        </identifiers>
        <balance>1035.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>148374.08000000</valUSD>
        <pctVal>0.007338862575</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Cellnex Telecom S.A.</name>
        <lei>5493008T4YG3AQUI7P67</lei>
        <title>CELLNEX TELECOM SA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ES0105066007"/>
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        <balance>4726.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>190722.94000000</valUSD>
        <pctVal>0.009433517273</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ES</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>THE HONG KONG AND CHINA GAS COMPANY LIMITED</name>
        <lei>254900P7BETXGC7YU827</lei>
        <title>HONG KONG &amp; CHINA GAS COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="HK0003000038"/>
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        <balance>595999.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.83660000"/>
        <valUSD>516089.99000000</valUSD>
        <pctVal>0.025526786841</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA RUPIAH</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: IDR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTIDR__00398569"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="IDR" exchangeRt="14992.50000000"/>
        <valUSD>-1328.24000000</valUSD>
        <pctVal>-0.00006569726</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>INDONESIA RUPIAH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>158148.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2357061226.00000000</amtCurPur>
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            <unrealizedAppr>-1328.24000000</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/PLN SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403953"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-944.52000000</valUSD>
        <pctVal>-0.00004671774</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>557500.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>135761.63000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-944.52000000</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/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397998"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5694.07000000</valUSD>
        <pctVal>-0.00028163946</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>285500.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>307054.83000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-5694.07000000</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 Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>BUONI POLIENNALI DEL TES 2.35%  09/15/2024</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B3MYD345"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>1353316.61000000</valUSD>
        <pctVal>0.066937598678</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.35000000</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>HARGREAVES LANSDOWN PLC</name>
        <lei>2138008ZCE93ZDSESG90</lei>
        <title>HARGREAVES LANSDOWN PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B1VZ0M25"/>
        </identifiers>
        <balance>4638.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>48091.75000000</valUSD>
        <pctVal>0.002378708897</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Odakyu Electric Railway Co.,Ltd.</name>
        <lei>N/A</lei>
        <title>ODAKYU ELECTRIC RAILWAY CO COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3196000008"/>
        </identifiers>
        <balance>3500.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>46821.02000000</valUSD>
        <pctVal>0.002315856188</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MANULIFE FINANCIAL CORP</name>
        <lei>5493007GBX87QOZACS27</lei>
        <title>MANULIFE FINANCIAL CORP COMMON STOCK</title>
        <cusip>56501R106</cusip>
        <identifiers>
          <isin value="CA56501R1064"/>
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        <balance>3345.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>63297.79000000</valUSD>
        <pctVal>0.003130828390</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHILEAN PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00396720"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="802.15000000"/>
        <valUSD>9991.95000000</valUSD>
        <pctVal>0.000494220741</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CHILEAN PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1123802.28000000</amtCurSold>
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            <amtCurPur>918254250.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>9991.95000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bayerische Motoren Werke Aktiengesellschaft</name>
        <lei>YEH5ZCD6E441RHVHD759</lei>
        <title>BAYERISCHE MOTOREN WERKE AG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0005190003"/>
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        <balance>600.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>73655.61000000</valUSD>
        <pctVal>0.003643145754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CZECH REPUBLIC KORUNA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00398274"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CZK" exchangeRt="21.77685000"/>
        <valUSD>949.97000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CZECH REPUBLIC KORUNA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>113501.76000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2500000.00000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>INSURANCE AUSTRALIA GROUP LIMITED</name>
        <lei>549300PFEWKNHRG25N08</lei>
        <title>INSURANCE AUSTRALIA GROUP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000IAG3"/>
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        <balance>20132.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HIKMA PHARMACEUTICALS PUBLIC LIMITED COMPANY</name>
        <lei>549300BNS685UXH4JI75</lei>
        <title>HIKMA PHARMACEUTICALS PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="GB00B0LCW083"/>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Adyen N.V.</name>
        <lei>724500973ODKK3IFQ447</lei>
        <title>ADYEN NV COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0012969182"/>
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        <balance>65.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>112457.04000000</valUSD>
        <pctVal>0.005562337856</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NL</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Suncor Energy Inc.</name>
        <lei>549300W70ZOQDVLCHY06</lei>
        <title>SUNCOR ENERGY INC COMMON STOCK</title>
        <cusip>867224107</cusip>
        <identifiers>
          <isin value="CA8672241079"/>
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        <balance>5194.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>152532.66000000</valUSD>
        <pctVal>0.007544553805</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OMV Aktiengesellschaft</name>
        <lei>549300V62YJ9HTLRI486</lei>
        <title>OMV AG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AT0000743059"/>
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        <balance>5753.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>243780.23000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>AT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00399156"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4.49000000</valUSD>
        <pctVal>0.000000222083</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>US</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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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1500.00000000</amtCurSold>
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            <amtCurPur>212.20000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Hannover Rueck SE</name>
        <lei>529900KIN5BE45V5KB18</lei>
        <title>HANNOVER RUECK SE COMMON STOCK</title>
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        <identifiers>
          <isin value="DE0008402215"/>
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        <balance>313.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EDENRED SE</name>
        <lei>9695006LOD5B2D7Y0N70</lei>
        <title>EDENRED COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0010908533"/>
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        <balance>1730.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>DAX INDEX FUTURE  SEP23 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FDXU3"/>
          <other otherDesc="Bloomberg Ticker" value="GXU3"/>
        </identifiers>
        <balance>22.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>9764016.63000000</valUSD>
        <pctVal>0.482946726463</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>DAX INDEX FUTURE  SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>DAX INDEX FUTURE Sep 2023</indexName>
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                <narrativeDesc>N/A</narrativeDesc>
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            <expDate>2023-09-18</expDate>
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            <curCd>EUR</curCd>
            <unrealizedAppr>172515.46000000</unrealizedAppr>
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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/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398040"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-41579.37000000</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2361000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2544760.93000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NTT DATA CORPORATION</name>
        <lei>353800SZGJGSLJRRWB43</lei>
        <title>NTT DATA GROUP CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3165700000"/>
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        <balance>5300.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>74187.39000000</valUSD>
        <pctVal>0.003669448599</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>T&amp;D Holdings, Inc.</name>
        <lei>3538008ARJ1MACEWA242</lei>
        <title>T&amp;D HOLDINGS INC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3539220008"/>
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        <balance>4600.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>67350.87000000</valUSD>
        <pctVal>0.003331301391</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00403268"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.27480000"/>
        <valUSD>-502.95000000</valUSD>
        <pctVal>-0.00002487685</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>MALAYSIAN RINGGIT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>82252.14000000</amtCurSold>
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            <amtCurPur>590372.00000000</amtCurPur>
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            <unrealizedAppr>-502.95000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INDIA RUPEE</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00396427"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.03625000"/>
        <valUSD>25930.02000000</valUSD>
        <pctVal>0.001282547823</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>INDIA RUPEE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2473354.96000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>205640623.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>25930.02000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FINECOBANK BANCA FINECO S.P.A.</name>
        <lei>549300L7YCATGO57ZE10</lei>
        <title>FINECOBANK SPA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IT0000072170"/>
        </identifiers>
        <balance>4628.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>62180.28000000</valUSD>
        <pctVal>0.003075554232</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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/SGD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00396375"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>145.80000000</valUSD>
        <pctVal>0.000007211543</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>139000.00000000</amtCurSold>
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            <amtCurPur>103211.61000000</amtCurPur>
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            <unrealizedAppr>145.80000000</unrealizedAppr>
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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/GBP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00400172"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2140.22000000</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
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            <amtCurSold>289000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>MTU Aero Engines AG</name>
        <lei>529900807L67JY81RD65</lei>
        <title>MTU AERO ENGINES AG COMMON STOCK</title>
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        <identifiers>
          <isin value="DE000A0D9PT0"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BOLLORE SE</name>
        <lei>969500LEKCHH6VV86P94</lei>
        <title>BOLLORE SE COMMON STOCK</title>
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          <isin value="FR0000039299"/>
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        <balance>21575.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>FLUTTER ENTERTAINMENT PUBLIC LIMITED COMPANY</name>
        <lei>635400EG4YIJLJMZJ782</lei>
        <title>FLUTTER ENTERTAINMENT PLC-DI COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="IE00BWT6H894"/>
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        <balance>818.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>INDIA RUPEE</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2023-09-20</title>
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          <other otherDesc="FX Forwards" value="CCTINR__00397144"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>INDIA RUPEE</counterpartyName>
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2023-09-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00399923"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bachem Holding AG</name>
        <lei>506700S81111XI7TG884</lei>
        <title>BACHEM HOLDING AG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH1176493729"/>
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        <balance>1569.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00398913"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1317.65000000"/>
        <valUSD>-10615.20000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</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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            <counterparties>
              <counterpartyName>KOREAN WON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1154494.20000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Vicinity Centres</name>
        <lei>N/A</lei>
        <title>VICINITY CENTRES REIT</title>
        <cusip>N/A</cusip>
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          <isin value="AU000000VCX7"/>
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        <balance>121603.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TECHTRONIC INDUSTRIES COMPANY LIMITED</name>
        <lei>549300HZW2SBE758OK89</lei>
        <title>TECHTRONIC INDUSTRIES CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="HK0669013440"/>
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        <balance>4001.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.83660000"/>
        <valUSD>43750.03000000</valUSD>
        <pctVal>0.002163959215</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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 0-3/4% 02/15/2045</title>
        <cusip>912810RL4</cusip>
        <identifiers>
          <isin value="US912810RL44"/>
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        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>797786.99000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-02-15</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>NUVEI CORPORATION</name>
        <lei>N/A</lei>
        <title>NUVEI CORP-SUBORDINATE VTG COMMON STOCK</title>
        <cusip>67079A102</cusip>
        <identifiers>
          <isin value="CA67079A1021"/>
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        <balance>1571.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>46444.38000000</valUSD>
        <pctVal>0.002297226862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SWIRE PROPERTIES LIMITED</name>
        <lei>5299001L12PHYVQ92465</lei>
        <title>SWIRE PROPERTIES LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="HK0000063609"/>
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        <balance>18400.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.83660000"/>
        <valUSD>45331.65000000</valUSD>
        <pctVal>0.002242189132</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CSL LIMITED</name>
        <lei>529900ECSECK5ZDQTE14</lei>
        <title>CSL LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000CSL8"/>
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        <balance>892.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>N/A</lei>
        <title>EURO-BOBL FUTURE  SEP23 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FGBMU3"/>
          <other otherDesc="Bloomberg Ticker" value="OEU3"/>
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        <balance>215.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>EURO-BOBL FUTURE  SEP23</counterpartyName>
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            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Germany Govt. Bond Futures</issuerName>
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                  <isin value="DE000BU25000"/>
                  <ticker value="FGBMU23"/>
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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 0-1/8%  01/15/32</title>
        <cusip>91282CDX6</cusip>
        <identifiers>
          <isin value="US91282CDX65"/>
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        <balance>26800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>25811913.27000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</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>INDIA RUPEE</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2023-09-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00397748"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.03625000"/>
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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>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>INDIA RUPEE</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>INDIA RUPEE</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTINR__00398008"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>INDIA RUPEE</counterpartyName>
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2023-09-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398839"/>
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        <balance>1.00000000</balance>
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        <valUSD>-37491.41000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LOW SU GASOIL G   DEC23 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="LGOZ3"/>
          <other otherDesc="Bloomberg Ticker" value="QSZ3"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>JPM CHASE</counterpartyName>
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              <counterpartyName>LOW SU GASOIL G   DEC23</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>Gasoil</issuerName>
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        <securityLending>
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      <invstOrSec>
        <name>Galp Energia, SGPS, S.A.</name>
        <lei>2138003319Y7NM75FG53</lei>
        <title>GALP ENERGIA SGPS SA COMMON STOCK</title>
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          <isin value="PTGAL0AM0009"/>
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        <balance>27201.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2023-09-20</title>
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          <other otherDesc="FX Forwards" value="CCTKRW__00398552"/>
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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>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>KOREAN WON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2266539.20000000</amtCurSold>
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        <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/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPZL__00397725"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
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        <pctVal>0.000050471902</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>POLISH ZLOTY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>30489.43000000</amtCurSold>
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            <amtCurPur>128500.00000000</amtCurPur>
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            <unrealizedAppr>1020.42000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHILEAN PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00398565"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="802.15000000"/>
        <valUSD>-9586.69000000</valUSD>
        <pctVal>-0.00047417581</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CHILEAN PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1112512.72000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>893254250.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-9586.69000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BIOMERIEUX SA</name>
        <lei>549300AK8Y0LBIQ4T071</lei>
        <title>BIOMERIEUX COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0013280286"/>
        </identifiers>
        <balance>1345.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>141046.05000000</valUSD>
        <pctVal>0.006976404353</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OVERSEA-CHINESE BANKING CORPORATION LIMITED</name>
        <lei>5493007O3QFXCPOGWK22</lei>
        <title>OVERSEA-CHINESE BANKING CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SG1S04926220"/>
        </identifiers>
        <balance>4100.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SGD" exchangeRt="1.35335000"/>
        <valUSD>37271.47000000</valUSD>
        <pctVal>0.001843517387</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BRENT CRUDE FUTR  SEP23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LCOU3"/>
          <other otherDesc="Bloomberg Ticker" value="COU3"/>
        </identifiers>
        <balance>76.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5731160.00000000</valUSD>
        <pctVal>0.283474011334</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BRENT CRUDE FUTR  SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Crude Oil</issuerName>
                <issueTitle>BRENT CRUDE OIL(ICE) Sep 2023</issueTitle>
                <identifiers>
                  <ticker value="BRNU23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-08-03</expDate>
            <notionalAmt>5692285.12000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>38874.88000000</unrealizedAppr>
          </futrDeriv>
        </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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00399400"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.27480000"/>
        <valUSD>-29.58000000</valUSD>
        <pctVal>-0.00000146308</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>MALAYSIAN RINGGIT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1708.26000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12123.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-29.58000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sino Land Company Limited</name>
        <lei>529900G5P51053HJVZ92</lei>
        <title>SINO LAND CO COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="HK0083000502"/>
        </identifiers>
        <balance>28000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.83660000"/>
        <valUSD>34468.37000000</valUSD>
        <pctVal>0.001704870760</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EIFFAGE SA</name>
        <lei>969500OQXKE5WDM9M994</lei>
        <title>EIFFAGE COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0000130452"/>
        </identifiers>
        <balance>687.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>71638.86000000</valUSD>
        <pctVal>0.003543393486</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>S&amp;P MID 400 EMINI SEP23 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="DMU3"/>
          <other otherDesc="Bloomberg Ticker" value="FAU3"/>
        </identifiers>
        <balance>86.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>22739260.00000000</valUSD>
        <pctVal>1.124726799978</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>S&amp;P MID 400 EMINI SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>S&amp;P MID 400 EMINI Sep 2023</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2023-09-18</expDate>
            <notionalAmt>22173906.46000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>565353.54000000</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/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398861"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3696.82000000</valUSD>
        <pctVal>-0.00018285170</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>193500.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>208271.35000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-3696.82000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>L'OREAL SA</name>
        <lei>529900JI1GG6F7RKVI53</lei>
        <title>L'OREAL COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0000120321"/>
        </identifiers>
        <balance>545.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>253951.60000000</valUSD>
        <pctVal>0.012560926363</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00403685"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>54.28000000</valUSD>
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        <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">
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              <counterpartyName>EURO</counterpartyName>
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            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>POLISH ZLOTY</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPZL__00396447"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="PLN" exchangeRt="4.06295000"/>
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        <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>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>POLISH ZLOTY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>FTSE 100 IDX FUT  SEP23 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FFIU3"/>
          <other otherDesc="Bloomberg Ticker" value="Z U3"/>
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        <balance>152.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
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        <pctVal>0.720833001327</pctVal>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>FTSE 100 IDX FUT  SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FTSE 100 IDX FUT Sep 2023</indexName>
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                <narrativeDesc>N/A</narrativeDesc>
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            <expDate>2023-09-18</expDate>
            <notionalAmt>14429535.74000000</notionalAmt>
            <curCd>GBP</curCd>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397131"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3599.31000000</valUSD>
        <pctVal>-0.00017802867</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>U.S. DOLLARS</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
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          <ticker value="USU3"/>
          <other otherDesc="Bloomberg Ticker" value="USU3"/>
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        <curCd>USD</curCd>
        <valUSD>77159000.00000000</valUSD>
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        <assetCat>DIR</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>US LONG BOND(CBT) SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
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                  <isin value="US912810QC53"/>
                  <ticker value="UPU23"/>
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            <unrealizedAppr>-188223.12000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00399414"/>
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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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>KOREAN WON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>584089.01000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>INDONESIA RUPIAH</name>
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          <other otherDesc="FX Forwards" value="CCTIDR__00398000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ID</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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            <counterparties>
              <counterpartyName>INDONESIA RUPIAH</counterpartyName>
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            <amtCurPur>3571897946.00000000</amtCurPur>
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        <securityLending>
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      <invstOrSec>
        <name>GEORGE WESTON LIMITEE.</name>
        <lei>549300FAHC3L1QKNT280</lei>
        <title>WESTON (GEORGE) LTD COMMON STOCK</title>
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          <isin value="CA9611485090"/>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States of America</name>
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          <isin value="US912828XL95"/>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <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>
        <name>CZECH REPUBLIC KORUNA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00398851"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CZECH REPUBLIC KORUNA</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>Canada</name>
        <lei>N/A</lei>
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          <ticker value="CGBU3"/>
          <other otherDesc="Bloomberg Ticker" value="CNU3"/>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
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              <counterpartyName>CAN 10YR BOND FUT SEP23</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>Canada Govt. Bond Futures</issuerName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Aena SME, S.A.</name>
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        <title>AENA SME SA COMMON STOCK</title>
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          <isin value="ES0105046009"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CLP SETTLE 2023-09-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00399412"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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        <name>Keio Corporation</name>
        <lei>N/A</lei>
        <title>KEIO CORP COMMON STOCK</title>
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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/CZK SETTLE 2023-09-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00396385"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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      <invstOrSec>
        <name>CHILEAN PESO</name>
        <lei>N/A</lei>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>INTERNATIONAL FINANCE CORPORATION</name>
        <lei>QKL54NQY28TCDAI75F60</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Deutsche Boerse Aktiengesellschaft</name>
        <lei>529900G3SW56SHYNPR95</lei>
        <title>DEUTSCHE BOERSE AG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0005810055"/>
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        <balance>198.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Rakuten Group, Inc.</name>
        <lei>529900IMXUCQKUL1H943</lei>
        <title>RAKUTEN GROUP INC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3967200001"/>
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        <balance>7600.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Landwirtschaftliche Rentenbank</name>
        <lei>529900Z3J0N6S0F7CT25</lei>
        <title>LANDWIRTSCHAFTLICHE RENTENBANK 2.000000% 01/13/2025</title>
        <cusip>515110BN3</cusip>
        <identifiers>
          <isin value="US515110BN30"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>238189.03000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TIS Inc.</name>
        <lei>35380064HYEZXBQHDF07</lei>
        <title>TIS INC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3104890003"/>
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        <balance>3300.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/BRL SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00399928"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-335.33000000</valUSD>
        <pctVal>-0.00001658605</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BRAZILIAN REAL</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00403049"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BRAZILIAN REAL</counterpartyName>
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            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SEA LIMITED</name>
        <lei>529900OM6JLLW44YKI15</lei>
        <title>SEA LTD-ADR DEPOSITARY RECEIPT</title>
        <cusip>81141R100</cusip>
        <identifiers>
          <isin value="US81141R1005"/>
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        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Novartis AG</name>
        <lei>5493007HIVTX6SY6XD66</lei>
        <title>NOVARTIS AG-REG COMMON STOCK</title>
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          <isin value="CH0012005267"/>
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        <balance>1266.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Heidelberg Materials AG</name>
        <lei>LZ2C6E0W5W7LQMX5ZI37</lei>
        <title>HEIDELBERG MATERIALS AG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0006047004"/>
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        <balance>1561.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <pctVal>0.006334558168</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TELEPERFORMANCE SE</name>
        <lei>9695004GI61FHFFNRG61</lei>
        <title>TELEPERFORMANCE COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0000051807"/>
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        <balance>223.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>37333.32000000</valUSD>
        <pctVal>0.001846576605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Republique Francaise</name>
        <lei>969500KCGF3SUYJHPV70</lei>
        <title>FRANCE (GOVT OF) 0.10% 03/01/2032 SERIES OATI</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0014003N51"/>
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        <balance>2500000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>2978845.53000000</valUSD>
        <pctVal>0.147339332968</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SINGAPORE TECHNOLOGIES ENGINEERING LTD</name>
        <lei>254900OEXGGWCR24DG90</lei>
        <title>SINGAPORE TECH ENGINEERING COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SG1F60858221"/>
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        <balance>26600.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SGD" exchangeRt="1.35335000"/>
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        <pctVal>0.003587552073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TOYOTA MOTOR CORPORATION</name>
        <lei>5493006W3QUS5LMH6R84</lei>
        <title>TOYOTA MOTOR CORP 3.419000% 07/20/2023</title>
        <cusip>892331AC3</cusip>
        <identifiers>
          <isin value="US892331AC30"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>499604.86000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-20</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>
        <name>JAPAN TOBACCO INC.</name>
        <lei>353800Z0ENYBQO0XRJ31</lei>
        <title>JAPAN TOBACCO INC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3726800000"/>
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        <balance>6700.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>SMITH &amp; NEPHEW PLC</name>
        <lei>213800ZTMDN8S67S1H61</lei>
        <title>SMITH &amp; NEPHEW PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB0009223206"/>
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        <balance>9612.00000000</balance>
        <units>NS</units>
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        <assetCat>EC</assetCat>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2023-09-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00396372"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3644.97000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CHF SETTLE 2023-07-28</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00384617"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>STATE STREET BANK</counterpartyName>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CLP SETTLE 2023-09-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00403697"/>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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              <counterpartyName>U.S. DOLLARS</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>ITOCHU Techno-Solutions Corporation</name>
        <lei>N/A</lei>
        <title>ITOCHU TECHNO-SOLUTIONS CORP COMMON STOCK</title>
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          <isin value="JP3143900003"/>
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        <assetCat>EC</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>SOYBEAN OIL FUTR  DEC23 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="BOZ3"/>
          <other otherDesc="Bloomberg Ticker" value="BOZ3"/>
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        <balance>11.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>389202.00000000</valUSD>
        <pctVal>0.019250666908</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>SOYBEAN OIL FUTR  DEC23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>Soybean Oil</issuerName>
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                  <ticker value="BOZ23"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Holcim AG</name>
        <lei>529900EHPFPYHV6IQO98</lei>
        <title>HOLCIM LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH0012214059"/>
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        <balance>1540.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.89465000"/>
        <valUSD>103624.88000000</valUSD>
        <pctVal>0.005125482521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00399155"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3060.30000000</valUSD>
        <pctVal>0.000151368225</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>527000.00000000</amtCurSold>
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            <amtCurPur>393820.62000000</amtCurPur>
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            <unrealizedAppr>3060.30000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00399401"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>982.79000000</valUSD>
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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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>400500.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397133"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-220629.40000000</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>9869133.00000000</amtCurSold>
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            <amtCurPur>10590440.64000000</amtCurPur>
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            <unrealizedAppr>-220629.40000000</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/HUF SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00402384"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>179.36000000</valUSD>
        <pctVal>0.000008871484</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>55000000.00000000</amtCurSold>
            <curSold>HUF</curSold>
            <amtCurPur>157913.53000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>179.36000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>N/A</lei>
        <title>EURO-BUND FUTURE  SEP23 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FGBLU3"/>
          <other otherDesc="Bloomberg Ticker" value="RXU3"/>
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        <balance>293.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <pctVal>2.114582046720</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>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>EURO-BUND FUTURE  SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Germany Govt. Bond Futures</issuerName>
                <issueTitle>Euro-Bund Future Sep 2023</issueTitle>
                <identifiers>
                  <isin value="DE0001102606"/>
                  <ticker value="FGBLU23"/>
                  <other otherDesc="Other" value="N/A"/>
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            <expDate>2023-09-10</expDate>
            <notionalAmt>42400020.19000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>351722.68000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ACCOR SA</name>
        <lei>969500QZC2Q0TK11NV07</lei>
        <title>ACCOR SA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0000120404"/>
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        <balance>1293.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>47990.77000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Japan Metropolitan Fund Investment Corporation</name>
        <lei>353800QDHNIP60E1LQ93</lei>
        <title>JAPAN METROPOLITAN FUND INVE REIT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3039710003"/>
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        <balance>64.00000000</balance>
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        <valUSD>42750.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TOWER SEMICONDUCTOR LTD</name>
        <lei>54930086ZSNXZOUX0C54</lei>
        <title>TOWER SEMICONDUCTOR LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="IL0010823792"/>
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        <balance>4148.00000000</balance>
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        <currencyConditional curCd="ILS" exchangeRt="3.71095000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MonotaRO Co Ltd</name>
        <lei>N/A</lei>
        <title>MONOTARO CO LTD COMMON STOCK</title>
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          <isin value="JP3922950005"/>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ADVANTEST CORPORATION</name>
        <lei>353800EMK32PDKS9XR54</lei>
        <title>ADVANTEST CORP COMMON STOCK</title>
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          <isin value="JP3122400009"/>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>THE BANK OF NOVA SCOTIA</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>BANK OF NOVA SCOTIA COMMON STOCK</title>
        <cusip>064149107</cusip>
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          <isin value="CA0641491075"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00397156"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Dai-ichi Life Holdings, Inc.</name>
        <lei>549300ZUFXI7JXZVTZ25</lei>
        <title>DAI-ICHI LIFE HOLDINGS INC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3476480003"/>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 0.000000% 09/21/2023</title>
        <cusip>912796CR8</cusip>
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          <isin value="US912796CR84"/>
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        <balance>90000000.00000000</balance>
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        <valUSD>88967700.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
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          <isDefault>N</isDefault>
          <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>N/A</name>
        <lei>N/A</lei>
        <title>LME PRI ALUM FUTR SEP23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CMALU23"/>
          <other otherDesc="Bloomberg Ticker" value="LAU23"/>
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        <balance>42.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME PRI ALUM FUTR SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Aluminum</issuerName>
                <issueTitle>Aluminium High Grade Composite Commodity Future Sep 2023</issueTitle>
                <identifiers>
                  <ticker value="AHCU23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-21</expDate>
            <notionalAmt>2372214.65000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-117339.65000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMMONWEALTH BANK OF AUSTRALIA</name>
        <lei>MSFSBD3QN1GSN7Q6C537</lei>
        <title>COMMONWEALTH BANK OF AUSTRAL COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000CBA7"/>
        </identifiers>
        <balance>792.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
        <valUSD>52982.10000000</valUSD>
        <pctVal>0.002620594856</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPZL__00403687"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.06295000"/>
        <valUSD>437.81000000</valUSD>
        <pctVal>0.000021654910</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>POLISH ZLOTY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>53876.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>221500.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>437.81000000</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/CZK SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398311"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3997.92000000</valUSD>
        <pctVal>-0.00019774468</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>7665918.00000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>346953.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-3997.92000000</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/SGD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398829"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1013.05000000</valUSD>
        <pctVal>0.000050107368</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>296000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>220491.33000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>1013.05000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>GASOLINE RBOB FUT SEP23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="RBU3"/>
          <other otherDesc="Bloomberg Ticker" value="XBU3"/>
        </identifiers>
        <balance>60.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6205500.00000000</valUSD>
        <pctVal>0.306935764720</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GASOLINE RBOB FUT SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Unleaded Gas</issuerName>
                <issueTitle>RBOB Unleaded Gasoline Future (Consolidated) Sep 2023</issueTitle>
                <identifiers>
                  <ticker value="RBU23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-03</expDate>
            <notionalAmt>6061826.25000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>143673.75000000</unrealizedAppr>
          </futrDeriv>
        </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/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397108"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-222393.52000000</valUSD>
        <pctVal>-0.01100000404</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>9853779.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>10571857.09000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-222393.52000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>WTI CRUDE FUTURE  AUG23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CLQ3"/>
          <other otherDesc="Bloomberg Ticker" value="CLQ3"/>
        </identifiers>
        <balance>-129.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9112560.00000000</valUSD>
        <pctVal>-0.45072444962</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>WTI CRUDE FUTURE  AUG23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Crude Oil</issuerName>
                <issueTitle>WTI Crude Oil Future (NYM Consolidated) Aug 2023</issueTitle>
                <identifiers>
                  <ticker value="CLQ23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-07-23</expDate>
            <notionalAmt>-8967967.32000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-144592.68000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INFRASTRUTTURE WIRELESS ITALIANE S.P.A.</name>
        <lei>81560066183FE361C071</lei>
        <title>INFRASTRUTTURE WIRELESS ITAL COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IT0005090300"/>
        </identifiers>
        <balance>16055.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>211593.41000000</valUSD>
        <pctVal>0.010465810185</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IT</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OCI N.V.</name>
        <lei>549300NCMRGIBJYUOE57</lei>
        <title>OCI NV COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0010558797"/>
        </identifiers>
        <balance>1649.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>39525.34000000</valUSD>
        <pctVal>0.001954998059</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MERIDIAN ENERGY LIMITED</name>
        <lei>254900IFKXIGNCY3A092</lei>
        <title>MERIDIAN ENERGY LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NZMELE0002S7"/>
        </identifiers>
        <balance>52952.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="NZD" exchangeRt="1.63225000"/>
        <valUSD>182033.16000000</valUSD>
        <pctVal>0.009003704321</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPI 200 FUTURES   SEP23 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="YAPU3"/>
          <other otherDesc="Bloomberg Ticker" value="XPU3"/>
        </identifiers>
        <balance>87.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
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        <pctVal>0.512802193944</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>SPI 200 FUTURES   SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>SPI 200 Future Sep 2023</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
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            <expDate>2023-09-24</expDate>
            <notionalAmt>10469731.46000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>-102109.37000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 0.000000% 08/31/2023</title>
        <cusip>912796Z51</cusip>
        <identifiers>
          <isin value="US912796Z517"/>
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        <balance>5240000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5195672.06000000</valUSD>
        <pctVal>0.256987765203</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-31</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>
        <title>FX Forward Contract: CNY/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00398834"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.27480000"/>
        <valUSD>-36.55000000</valUSD>
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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>MALAYSIAN RINGGIT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2006.85000000</amtCurSold>
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            <amtCurPur>14229.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-36.55000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00402616"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-30.45000000</valUSD>
        <pctVal>-0.00000150611</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
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            <amtCurSold>2500000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>143461.74000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-30.45000000</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/CNY SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397102"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1081.10000000</valUSD>
        <pctVal>0.000053473250</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>320026.00000000</amtCurSold>
            <curSold>CNY</curSold>
            <amtCurPur>45395.31000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>1081.10000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLOMBIA PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00402395"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4175.77500000"/>
        <valUSD>17.43000000</valUSD>
        <pctVal>0.000000862120</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>COLOMBIA PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>11535.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>49140049.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>17.43000000</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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398855"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>346.57000000</valUSD>
        <pctVal>0.000017142007</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>93500.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>25635.57000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>346.57000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <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/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPZL__00396448"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.06295000"/>
        <valUSD>128991.19000000</valUSD>
        <pctVal>0.006380148182</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>POLISH ZLOTY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>3618941.29000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>15284406.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>128991.19000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME COPPER FUTURE SEP23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CMCUU23"/>
          <other otherDesc="Bloomberg Ticker" value="LPU23"/>
        </identifiers>
        <balance>144.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>29941200.00000000</valUSD>
        <pctVal>1.480948371386</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>LME COPPER FUTURE SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Copper</issuerName>
                <issueTitle>LME Copper Composite Future Sep 2023</issueTitle>
                <identifiers>
                  <ticker value="CMCUU23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-21</expDate>
            <notionalAmt>30827361.97000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-886161.97000000</unrealizedAppr>
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        </derivativeInfo>
        <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) SEP23 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="JGBU3"/>
          <other otherDesc="Bloomberg Ticker" value="JBU3"/>
        </identifiers>
        <balance>143.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>146972359.63000000</valUSD>
        <pctVal>7.269530834864</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>JPN 10Y BOND(OSE) SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Japan Govt. Bond Futures</issuerName>
                <issueTitle>Japan Govt 10 Year Bond Future (TSE) Sep 2023</issueTitle>
                <identifiers>
                  <isin value="JP1103601LA4"/>
                  <ticker value="BTU23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-15</expDate>
            <notionalAmt>151347524.52000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>-4375164.89000000</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>OMXS30 IND FUTURE JUL23 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="OMXS30N3"/>
          <other otherDesc="Bloomberg Ticker" value="QCN3"/>
        </identifiers>
        <balance>-365.00000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="10.80130000"/>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>OMXS30 IND FUTURE JUL23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>OMXS30 IND FUTURE Jul 2023</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
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            <expDate>2023-07-24</expDate>
            <notionalAmt>-7900162.52000000</notionalAmt>
            <curCd>SEK</curCd>
            <unrealizedAppr>73037.54000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BRK: CITIGROUP</name>
        <lei>N/A</lei>
        <title>BRK: CITIGROUP REF: MSCI INTERNATIONAL SOUTH AFRICA NET INDEX ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="TRM7ZA920"/>
        </identifiers>
        <balance>8541.00000000</balance>
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        <currencyConditional curCd="ZAR" exchangeRt="18.89125000"/>
        <valUSD>-9960.07000000</valUSD>
        <pctVal>-0.00049264389</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <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>2023-09-20</terminationDt>
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            <rcptCurCd>ZAR</rcptCurCd>
            <notionalAmt>-10495693.26000000</notionalAmt>
            <curCd>ZAR</curCd>
            <unrealizedAppr>-9960.07000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00402623"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-168.14000000</valUSD>
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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>U.S. DOLLARS</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2500000.00000000</amtCurSold>
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            <amtCurPur>143324.05000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HYDRO ONE LIMITED</name>
        <lei>5493007QZDXTP1W2VL44</lei>
        <title>HYDRO ONE LTD COMMON STOCK</title>
        <cusip>448811208</cusip>
        <identifiers>
          <isin value="CA4488112083"/>
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        <balance>7241.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ONO PHARMACEUTICAL CO., LTD.</name>
        <lei>529900G26L4NG4GFJZ86</lei>
        <title>ONO PHARMACEUTICAL CO LTD COMMON STOCK</title>
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          <isin value="JP3197600004"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BRK: JP MORGAN REF: HSCEI FUTURES  SWAP JUN23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HCEIN3"/>
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        <balance>1794.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HKD" exchangeRt="7.83660000"/>
        <valUSD>72718283.40000000</valUSD>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>HKD</rcptCurCd>
            <notionalAmt>1794.00000000</notionalAmt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>TOPIX INDX FUTR   SEP23 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="JTIU3"/>
          <other otherDesc="Bloomberg Ticker" value="TPU3"/>
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        <balance>78.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>12347459.09000000</valUSD>
        <pctVal>0.610728675874</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>TOPIX INDX FUTR   SEP23</counterpartyName>
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            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <indexName>TOPIX INDX FUTR Sep 2023</indexName>
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            </descRefInstrmnt>
            <expDate>2023-09-10</expDate>
            <notionalAmt>12385964.91000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>-38505.82000000</unrealizedAppr>
          </futrDeriv>
        </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/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398862"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3695.78000000</valUSD>
        <pctVal>-0.00018280026</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>193500.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>208272.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-3695.78000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Skandinaviska Enskilda Banken AB</name>
        <lei>F3JS33DEI6XQ4ZBPTN86</lei>
        <title>SKANDINAVISKA ENSKILDA BAN-A COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SE0000148884"/>
        </identifiers>
        <balance>5484.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="10.80130000"/>
        <valUSD>60494.44000000</valUSD>
        <pctVal>0.002992169398</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Holmen Aktiebolag</name>
        <lei>52990080SH3454F0QE68</lei>
        <title>HOLMEN AB-B SHARES COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SE0011090018"/>
        </identifiers>
        <balance>3015.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="10.80130000"/>
        <valUSD>108136.15000000</valUSD>
        <pctVal>0.005348618466</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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/CNY SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397106"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1564.53000000</valUSD>
        <pctVal>0.000077384612</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>463000.00000000</amtCurSold>
            <curSold>CNY</curSold>
            <amtCurPur>65676.44000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>1564.53000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SUMCO CORPORATION</name>
        <lei>353800SUSRUOM0V6KU92</lei>
        <title>SUMCO CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3322930003"/>
        </identifiers>
        <balance>3000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>42490.90000000</valUSD>
        <pctVal>0.002101680265</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HANG SENG IDX FUT JUL23 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HSIN3"/>
          <other otherDesc="Bloomberg Ticker" value="HIN3"/>
        </identifiers>
        <balance>105.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HKD" exchangeRt="7.83660000"/>
        <valUSD>12599437.26000000</valUSD>
        <pctVal>0.623191992658</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>HANG SENG IDX FUT JUL23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>HANG SENG IDX FUT Jul 2023</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2023-07-31</expDate>
            <notionalAmt>12610211.13000000</notionalAmt>
            <curCd>HKD</curCd>
            <unrealizedAppr>-10773.87000000</unrealizedAppr>
          </futrDeriv>
        </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/KRW SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00396416"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1528.46000000</valUSD>
        <pctVal>-0.00007560052</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>587500000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>446490.81000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1528.46000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00397990"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.89125000"/>
        <valUSD>14933.81000000</valUSD>
        <pctVal>0.000738654482</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName> SOUTH AFRICAN RAND</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>420739.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8297375.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>14933.81000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PRUDENTIAL PUBLIC LIMITED COMPANY</name>
        <lei>5493001Z3ZE83NGK8Y12</lei>
        <title>PRUDENTIAL PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB0007099541"/>
        </identifiers>
        <balance>1980.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>27903.81000000</valUSD>
        <pctVal>0.001380175209</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wheaton Precious Metals Corp.</name>
        <lei>549300XSFG5ZCGVYD886</lei>
        <title>WHEATON PRECIOUS METALS CORP COMMON STOCK</title>
        <cusip>962879102</cusip>
        <identifiers>
          <isin value="CA9628791027"/>
        </identifiers>
        <balance>2919.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>126377.87000000</valUSD>
        <pctVal>0.006250888433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00403032"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.27480000"/>
        <valUSD>-132.65000000</valUSD>
        <pctVal>-0.00000656111</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>MALAYSIAN RINGGIT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>15534.19000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>111226.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-132.65000000</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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXP__00398875"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="17.15050000"/>
        <valUSD>110374.51000000</valUSD>
        <pctVal>0.005459331984</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>MEXICAN PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>5364373.93000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>95384084.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>110374.51000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ITOCHU Corporation</name>
        <lei>J48DJYXDTLHM30UMYI18</lei>
        <title>ITOCHU CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3143600009"/>
        </identifiers>
        <balance>3700.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>146725.71000000</valUSD>
        <pctVal>0.007257331077</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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/SGD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398270"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>24.26000000</valUSD>
        <pctVal>0.000001199945</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>8000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>5956.11000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>24.26000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>XERO LIMITED</name>
        <lei>254900UG5D8YST164N14</lei>
        <title>XERO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NZXROE0001S2"/>
        </identifiers>
        <balance>2369.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
        <valUSD>189661.78000000</valUSD>
        <pctVal>0.009381030292</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>KC HRW WHEAT FUT  SEP23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="KWU3"/>
          <other otherDesc="Bloomberg Ticker" value="KWU3"/>
        </identifiers>
        <balance>35.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1400000.00000000</valUSD>
        <pctVal>0.069246647426</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>KC HRW WHEAT FUT  SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Wheat</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>CCL INDUSTRIES INC.</name>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>EURO</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTEUR__00402005"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00398897"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>U.S. DOLLARS</counterpartyName>
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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      <invstOrSec>
        <name>Lonza Group AG</name>
        <lei>549300EFW4H2TCZ71055</lei>
        <title>LONZA GROUP AG-REG COMMON STOCK</title>
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          <isin value="CH0013841017"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SOUTH32 LIMITED</name>
        <lei>213800LAZNPXSBKVHR17</lei>
        <title>SOUTH32 LTD COMMON STOCK</title>
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          <isin value="AU000000S320"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Yokogawa Electric Corporation</name>
        <lei>529900MV0U7C9WWF4L22</lei>
        <title>YOKOGAWA ELECTRIC CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3955000009"/>
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        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>

        <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/EUR SETTLE 2023-09-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00397715"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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      <invstOrSec>
        <name>Repubblica Italiana</name>
        <lei>815600DE60799F5A9309</lei>
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          <isin value="IT0005482994"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SINGAPORE DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: SGD/USD SETTLE 2023-09-20</title>
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          <other otherDesc="FX Forwards" value="CCTSGD__00396411"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>TAIWAN DOLLAR</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTTWD__00398304"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>U.S. DOLLARS</name>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00397103"/>
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      <invstOrSec>
        <name>Fresenius Medical Care AG &amp; Co. KGaA</name>
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      <invstOrSec>
        <name>COLOMBIA PESO</name>
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        <name>INDIA RUPEE</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COFFEE 'C' FUTURE SEP23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="KCU3"/>
          <other otherDesc="Bloomberg Ticker" value="KCU3"/>
        </identifiers>
        <balance>5.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>298125.00000000</valUSD>
        <pctVal>0.014745826260</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>COFFEE 'C' FUTURE SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>JPM CHASE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Coffee</issuerName>
                <issueTitle>Coffee C Future Sep 2023</issueTitle>
                <identifiers>
                  <ticker value="KCU23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-22</expDate>
            <notionalAmt>328610.60000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-30485.60000000</unrealizedAppr>
          </futrDeriv>
        </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/BRL SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398024"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7745.41000000</valUSD>
        <pctVal>-0.00038310262</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1459500.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>290367.93000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-7745.41000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>N/A</lei>
        <title>EURO-BUND FUTURE  SEP23 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FGBLU3"/>
          <other otherDesc="Bloomberg Ticker" value="RXU3"/>
        </identifiers>
        <balance>8.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>1167283.09000000</valUSD>
        <pctVal>0.057736028986</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>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>EURO-BUND FUTURE  SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Germany Govt. Bond Futures</issuerName>
                <issueTitle>Euro-Bund Future Sep 2023</issueTitle>
                <identifiers>
                  <isin value="DE0001102606"/>
                  <ticker value="FGBLU23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-10</expDate>
            <notionalAmt>1172963.50000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-5680.41000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <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/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPZL__00402391"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.06295000"/>
        <valUSD>174.86000000</valUSD>
        <pctVal>0.000008648906</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>POLISH ZLOTY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>51932.87000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>212500.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>174.86000000</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/SGD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397101"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>115.91000000</valUSD>
        <pctVal>0.000005733127</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>509000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>377529.58000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>115.91000000</unrealizedAppr>
          </fwdDeriv>
        </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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00398833"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.27480000"/>
        <valUSD>-36.53000000</valUSD>
        <pctVal>-0.00000180684</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>MALAYSIAN RINGGIT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>2006.69000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>14228.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-36.53000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TAIWAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00397759"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="31.14450000"/>
        <valUSD>-3472.62000000</valUSD>
        <pctVal>-0.00017176235</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>TAIWAN DOLLAR</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>148442.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4500000.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-3472.62000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TERNA - RETE ELETTRICA NAZIONALE SOCIETA PER AZIONI</name>
        <lei>8156009E94ED54DE7C31</lei>
        <title>TERNA-RETE ELETTRICA NAZIONA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IT0003242622"/>
        </identifiers>
        <balance>19352.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>164808.38000000</valUSD>
        <pctVal>0.008151734130</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Logitech international S.A.</name>
        <lei>549300SN6PRK6IJJC215</lei>
        <title>LOGITECH INTERNATIONAL-REG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH0025751329"/>
        </identifiers>
        <balance>1488.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.89465000"/>
        <valUSD>88549.85000000</valUSD>
        <pctVal>0.004379843030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AUTO TRADER GROUP PLC</name>
        <lei>213800QLK9BZILB1DI86</lei>
        <title>AUTO TRADER GROUP PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00BVYVFW23"/>
        </identifiers>
        <balance>23673.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>183709.00000000</valUSD>
        <pctVal>0.009086594537</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DSM-Firmenich AG</name>
        <lei>506700G44V67MPM4BI12</lei>
        <title>DSM-FIRMENICH AG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH1216478797"/>
        </identifiers>
        <balance>490.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>52721.28000000</valUSD>
        <pctVal>0.002607694205</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NISSHIN SEIFUN GROUP INC.</name>
        <lei>529900N4QFZS1P6PYX29</lei>
        <title>NISSHIN SEIFUN GROUP INC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3676800000"/>
        </identifiers>
        <balance>4815.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>59418.60000000</valUSD>
        <pctVal>0.002938956317</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="BBHMMSEI"/>
        </identifiers>
        <balance>312400760.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0.01000000</valUSD>
        <pctVal>0.000000000494</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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/SGD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398830"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1014.15000000</valUSD>
        <pctVal>0.000050161776</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>U.S. DOLLARS</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>296000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>220492.43000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>1014.15000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Japan Exchange Group, Inc.</name>
        <lei>353800578ADEGIJTVW07</lei>
        <title>JAPAN EXCHANGE GROUP INC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3183200009"/>
        </identifiers>
        <balance>12200.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>213127.13000000</valUSD>
        <pctVal>0.010541670877</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPZL__00397128"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.06295000"/>
        <valUSD>4076.39000000</valUSD>
        <pctVal>0.000201625957</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>POLISH ZLOTY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>84322.84000000</amtCurSold>
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            <amtCurPur>360500.00000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SOLVAY SA</name>
        <lei>549300MMVL80RTBP3O28</lei>
        <title>SOLVAY SA COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="BE0003470755"/>
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        <balance>1000.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ASML Holding N.V.</name>
        <lei>724500Y6DUVHQD6OXN27</lei>
        <title>ASML HOLDING NV COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0010273215"/>
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        <balance>209.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>WH GROUP LIMITED</name>
        <lei>254900A4AYEDRWYSE928</lei>
        <title>WH GROUP LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="KYG960071028"/>
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        <balance>477329.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.83660000"/>
        <valUSD>254193.56000000</valUSD>
        <pctVal>0.012572894162</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00397120"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.89125000"/>
        <valUSD>21503.96000000</valUSD>
        <pctVal>0.001063626526</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName> SOUTH AFRICAN RAND</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>414169.46000000</amtCurSold>
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            <amtCurPur>8297374.00000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fortum Oyj</name>
        <lei>635400IUIZZIUJSAMF76</lei>
        <title>FORTUM OYJ COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FI0009007132"/>
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        <balance>11294.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>151126.36000000</valUSD>
        <pctVal>0.007474995548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FI</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AEGON N.V.</name>
        <lei>O4QK7KMMK83ITNTHUG69</lei>
        <title>AEGON NV COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0000303709"/>
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        <balance>14434.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>72910.92000000</valUSD>
        <pctVal>0.003606311979</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Givaudan SA</name>
        <lei>213800SVRMQA1TD91D41</lei>
        <title>GIVAUDAN-REG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH0010645932"/>
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        <balance>26.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.89465000"/>
        <valUSD>86167.78000000</valUSD>
        <pctVal>0.004262021343</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Pan Pacific International Holdings Corporation</name>
        <lei>529900QLHJM2E18A5763</lei>
        <title>PAN PACIFIC INTERNATIONAL HO COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3639650005"/>
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        <balance>19300.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>345083.23000000</valUSD>
        <pctVal>0.017068469114</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>FRENCH TREASURY NOTE BUONI PELIENNALI DEL TES 0.65%  05/15/2026   SERIES CPI</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B1VWPJ53"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>304501.33000000</valUSD>
        <pctVal>0.015061211599</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.65000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BRITISH AMERICAN TOBACCO P.L.C.</name>
        <lei>213800FKA5MF17RJKT63</lei>
        <title>BRITISH AMERICAN TOBACCO PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB0002875804"/>
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        <balance>4565.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>151359.96000000</valUSD>
        <pctVal>0.007486549846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTR  AUG23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NGQ23"/>
          <other otherDesc="Bloomberg Ticker" value="NGQ23"/>
        </identifiers>
        <balance>25.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>699500.00000000</valUSD>
        <pctVal>0.034598592767</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>NATURAL GAS FUTR  AUG23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Natural Gas</issuerName>
                <issueTitle>Natural Gas Future Aug 2023</issueTitle>
                <identifiers>
                  <ticker value="NGQ23"/>
                  <other otherDesc="Other" value="N/A"/>
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            <expDate>2023-07-30</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>18353.25000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AEROPORTS DE PARIS SA</name>
        <lei>969500PJMBSFHYC37989</lei>
        <title>ADP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0010340141"/>
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        <balance>373.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>53513.02000000</valUSD>
        <pctVal>0.002646855163</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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/CZK SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398312"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3996.19000000</valUSD>
        <pctVal>-0.00019765911</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>7665918.00000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>346954.83000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-3996.19000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Sonova Holding AG</name>
        <lei>5299004A0QNX7FBNHS61</lei>
        <title>SONOVA HOLDING AG-REG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH0012549785"/>
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        <balance>526.00000000</balance>
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        <currencyConditional curCd="CHF" exchangeRt="0.89465000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HIKARI TSUSHIN, INC.</name>
        <lei>3538001SOIIV8U3OXH94</lei>
        <title>HIKARI TSUSHIN INC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3783420007"/>
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        <balance>1400.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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 0-5/8% 07/15/2032</title>
        <cusip>91282CEZ0</cusip>
        <identifiers>
          <isin value="US91282CEZ05"/>
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        <balance>25600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24560599.60000000</valUSD>
        <pctVal>1.214813700783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.62500000</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>Caixabank, S.A.</name>
        <lei>7CUNS533WID6K7DGFI87</lei>
        <title>CAIXABANK SA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ES0140609019"/>
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        <balance>13416.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 02/15/2043</title>
        <cusip>912810RA8</cusip>
        <identifiers>
          <isin value="US912810RA88"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>540780.63000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EURO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00402811"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>1022.00000000</valUSD>
        <pctVal>0.000050550052</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>EURO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>278315.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>255000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>1022.00000000</unrealizedAppr>
          </fwdDeriv>
        </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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00396431"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.27480000"/>
        <valUSD>-194471.55000000</valUSD>
        <pctVal>-0.00961893061</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>MALAYSIAN RINGGIT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>6668287.28000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>46752262.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-194471.55000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00402619"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.89125000"/>
        <valUSD>-7876.58000000</valUSD>
        <pctVal>-0.00038959054</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName> SOUTH AFRICAN RAND</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>270413.51000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5000000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-7876.58000000</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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXP__00396739"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="17.15050000"/>
        <valUSD>203023.21000000</valUSD>
        <pctVal>0.010041911887</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>MEXICAN PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>5271725.23000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>95384084.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>203023.21000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00403515"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>-1412.49000000</valUSD>
        <pctVal>-0.00006986442</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>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>EURO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>355788.21000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>323500.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1412.49000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>529900AQBND3S6YJLY83</lei>
        <title>DEUTSCHLAND I/L BOND 0.10% 04/15/2033</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0001030583"/>
        </identifiers>
        <balance>2500000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>3201812.23000000</valUSD>
        <pctVal>0.158367687584</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.10000000</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>WSP GLOBAL INC.</name>
        <lei>549300IQ87LU6X6ERQ78</lei>
        <title>WSP GLOBAL INC COMMON STOCK</title>
        <cusip>92938W202</cusip>
        <identifiers>
          <isin value="CA92938W2022"/>
        </identifiers>
        <balance>1000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>132265.26000000</valUSD>
        <pctVal>0.006542089875</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ROLLS-ROYCE HOLDINGS PLC</name>
        <lei>213800EC7997ZBLZJH69</lei>
        <title>ROLLS-ROYCE HOLDINGS PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B63H8491"/>
        </identifiers>
        <balance>19553.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>37548.86000000</valUSD>
        <pctVal>0.001857237621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398279"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-200081.17000000</valUSD>
        <pctVal>-0.00989639302</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>9861457.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>10602580.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-200081.17000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>U.K. GILT STOCK - INFLATION LINKED 0.75% 03/22/2034</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B128DH60"/>
        </identifiers>
        <balance>1100000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>2267208.11000000</valUSD>
        <pctVal>0.112140400454</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</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>COLOMBIA PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00398050"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4175.77500000"/>
        <valUSD>4832.88000000</valUSD>
        <pctVal>0.000239043383</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>COLOMBIA PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>123489.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>545833332.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>4832.88000000</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/CLP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398884"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>80.28000000</valUSD>
        <pctVal>0.000003970800</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>7758621.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>9660.07000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>80.28000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00399669"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1317.65000000"/>
        <valUSD>-16020.45000000</valUSD>
        <pctVal>-0.00079240175</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>KOREAN WON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>549830.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>700000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-16020.45000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kao Corporation</name>
        <lei>353800HM38HFCB8RGL63</lei>
        <title>KAO CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3205800000"/>
        </identifiers>
        <balance>1800.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>65213.37000000</valUSD>
        <pctVal>0.003225576599</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00399663"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.89125000"/>
        <valUSD>-5392.02000000</valUSD>
        <pctVal>-0.00026669950</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName> SOUTH AFRICAN RAND</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>346690.03000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6500000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-5392.02000000</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/BRL SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398315"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-87.47000000</valUSD>
        <pctVal>-0.00000432643</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>15465.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>3071.37000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-87.47000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <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/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPZL__00396396"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.06295000"/>
        <valUSD>1828.84000000</valUSD>
        <pctVal>0.000090457884</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>POLISH ZLOTY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>48685.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>206000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>1828.84000000</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/BRL SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398316"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-87.49000000</valUSD>
        <pctVal>-0.00000432742</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>15465.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>3071.35000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-87.49000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dai Nippon Printing Co., Ltd.</name>
        <lei>529900S7NFNQ4FT6OP83</lei>
        <title>DAI NIPPON PRINTING CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3493800001"/>
        </identifiers>
        <balance>3300.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>93582.95000000</valUSD>
        <pctVal>0.004628789674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>iA Societe Financiere Inc.</name>
        <lei>549300ZXLJVHQAIXV215</lei>
        <title>IA FINANCIAL CORP INC COMMON STOCK</title>
        <cusip>45075E104</cusip>
        <identifiers>
          <isin value="CA45075E1043"/>
        </identifiers>
        <balance>1313.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>89550.92000000</valUSD>
        <pctVal>0.004429357845</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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/PLN SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403954"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-943.84000000</valUSD>
        <pctVal>-0.00004668411</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>557500.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>135762.31000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-943.84000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BRK: BANK OF AMERICA REF: SWISS MARKET INDEX FUTURE</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FSMIU3"/>
        </identifiers>
        <balance>450.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.89465000"/>
        <valUSD>56973676.92000000</valUSD>
        <pctVal>2.818025798784</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MERRILL LYNCH, PIERCE, FENNER &amp; SMITH</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="0.00000000"/>
            <terminationDt>2023-09-18</terminationDt>
            <upfrontPmnt>56454015.72000000</upfrontPmnt>
            <pmntCurCd>CHF</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CHF</rcptCurCd>
            <notionalAmt>450.00000000</notionalAmt>
            <curCd>CHF</curCd>
            <unrealizedAppr>519661.20000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ORANGE SA</name>
        <lei>969500MCOONR8990S771</lei>
        <title>ORANGE COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0000133308"/>
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        <balance>26305.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>307134.17000000</valUSD>
        <pctVal>0.015191436844</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>YAMATO HOLDINGS CO.,LTD.</name>
        <lei>N/A</lei>
        <title>YAMATO HOLDINGS CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3940000007"/>
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        <balance>2500.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>45239.30000000</valUSD>
        <pctVal>0.002237621326</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BUDWEISER BREWING COMPANY APAC LIMITED</name>
        <lei>549300YF1MR4GTF18132</lei>
        <title>BUDWEISER BREWING CO APAC LT COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="KYG1674K1013"/>
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        <balance>60300.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.83660000"/>
        <valUSD>156024.01000000</valUSD>
        <pctVal>0.007717242579</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CAPITALAND INVESTMENT LIMITED</name>
        <lei>254900AT4UQDU7SNXX49</lei>
        <title>CAPITALAND INVESTMENT LTD/SI COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SGXE62145532"/>
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        <balance>15100.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SGD" exchangeRt="1.35335000"/>
        <valUSD>37073.82000000</valUSD>
        <pctVal>0.001833741244</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SUBARU CORPORATION</name>
        <lei>549300N244BVAEE6HH86</lei>
        <title>SUBARU CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3814800003"/>
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        <balance>3700.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>69569.27000000</valUSD>
        <pctVal>0.003441027651</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KOMATSU LTD.</name>
        <lei>5493004LQ0B4T7QPQV17</lei>
        <title>KOMATSU LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3304200003"/>
        </identifiers>
        <balance>4100.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>110712.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00399162"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.89125000"/>
        <valUSD>190.96000000</valUSD>
        <pctVal>0.000009445242</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</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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            <counterparties>
              <counterpartyName> SOUTH AFRICAN RAND</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>734912.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>14000000.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>190.96000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AZRIELI GROUP LTD.</name>
        <lei>N/A</lei>
        <title>AZRIELI GROUP LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IL0011194789"/>
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        <balance>746.00000000</balance>
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        <currencyConditional curCd="ILS" exchangeRt="3.71095000"/>
        <valUSD>41813.55000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Svenska Cellulosa Aktiebolaget SCA</name>
        <lei>549300FW5JDRV1IJ0M67</lei>
        <title>SVENSKA CELLULOSA AB SCA-B COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SE0000112724"/>
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        <balance>8996.00000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="10.80130000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Kesko Oyj</name>
        <lei>743700OX6HSVMCAHPB95</lei>
        <title>KESKO OYJ-B SHS COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FI0009000202"/>
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        <balance>5815.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>FI</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 0.000000% 07/20/2023</title>
        <cusip>912796ZZ5</cusip>
        <identifiers>
          <isin value="US912796ZZ53"/>
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        <balance>48000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47886496.80000000</valUSD>
        <pctVal>2.368556686016</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-20</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <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>MEXICAN PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXP__00396424"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="17.15050000"/>
        <valUSD>254109.79000000</valUSD>
        <pctVal>0.012568750739</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MEXICAN PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>5258903.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>96050750.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>254109.79000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <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/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPZL__00403280"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.06295000"/>
        <valUSD>-6.47000000</valUSD>
        <pctVal>-0.00000032001</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>POLISH ZLOTY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2213.39000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-6.47000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>S&amp;P500 EMINI FUT  SEP23 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ESU3"/>
          <other otherDesc="Bloomberg Ticker" value="ESU3"/>
        </identifiers>
        <balance>501.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>112430662.50000000</valUSD>
        <pctVal>5.561033175799</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>S&amp;P500 EMINI FUT  SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>JPM CHASE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>S&amp;P 500 Future (e-Mini) Sep 2023</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2023-09-18</expDate>
            <notionalAmt>108775529.33000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3655133.17000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TAIWAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00398004"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="31.14450000"/>
        <valUSD>-1679.83000000</valUSD>
        <pctVal>-0.00008308756</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>TAIWAN DOLLAR</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>82218.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2500000.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1679.83000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <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 0.125%  01/15/2030</title>
        <cusip>912828Z37</cusip>
        <identifiers>
          <isin value="US912828Z377"/>
        </identifiers>
        <balance>7000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7402214.80000000</valUSD>
        <pctVal>0.366127541738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOYBEAN MEAL FUTR DEC23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SMZ3"/>
          <other otherDesc="Bloomberg Ticker" value="SMZ3"/>
        </identifiers>
        <balance>10.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>397300.00000000</valUSD>
        <pctVal>0.019651209301</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JPM CHASE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>SOYBEAN MEAL FUTR DEC23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Soybean Meal</issuerName>
                <issueTitle>Soybean Meal Future Dec 2023</issueTitle>
                <identifiers>
                  <ticker value="SMZ23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-12-17</expDate>
            <notionalAmt>432032.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-34732.50000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TAIWAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00398026"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="31.14450000"/>
        <valUSD>-2646.97000000</valUSD>
        <pctVal>-0.00013092414</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>TAIWAN DOLLAR</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>131509.21000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4000000.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-2646.97000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RWE Aktiengesellschaft</name>
        <lei>529900GB7KCA94ACC940</lei>
        <title>RWE AG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0007037129"/>
        </identifiers>
        <balance>3800.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>165293.10000000</valUSD>
        <pctVal>0.008175709298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397130"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3600.24000000</valUSD>
        <pctVal>-0.00017807467</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>173500.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>186459.07000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-3600.24000000</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/PHP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398013"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3565.78000000</valUSD>
        <pctVal>-0.00017637022</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>12321428.00000000</amtCurSold>
            <curSold>PHP</curSold>
            <amtCurPur>218925.86000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-3565.78000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NICE LTD</name>
        <lei>254900YTY4EF5Z4W0A51</lei>
        <title>NICE LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IL0002730112"/>
        </identifiers>
        <balance>842.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="ILS" exchangeRt="3.71095000"/>
        <valUSD>171760.33000000</valUSD>
        <pctVal>0.008495590723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00402813"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="4.82400000"/>
        <valUSD>-495.48000000</valUSD>
        <pctVal>-0.00002450737</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>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>BRAZILIAN REAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>95679.32000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>466000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-495.48000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLOMBIA PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00397732"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4175.77500000"/>
        <valUSD>9235.44000000</valUSD>
        <pctVal>0.000456802326</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>COLOMBIA PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>175079.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>784000000.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>9235.44000000</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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398891"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3840.51000000</valUSD>
        <pctVal>0.000189958887</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1078031.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>295416.15000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>3840.51000000</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/MXN SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403036"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5.67000000</valUSD>
        <pctVal>-0.00000028044</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1320000.00000000</amtCurSold>
            <curSold>MXN</curSold>
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            <unrealizedAppr>-5.67000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00401999"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1317.65000000"/>
        <valUSD>-19907.57000000</valUSD>
        <pctVal>-0.00098466605</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>KOREAN WON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>591847.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>750000000.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-19907.57000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028</title>
        <cusip>912828Y38</cusip>
        <identifiers>
          <isin value="US912828Y388"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5725340.24000000</valUSD>
        <pctVal>0.283186154999</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</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>AISIN CORPORATION</name>
        <lei>3538004IOK08PDY6I723</lei>
        <title>AISIN CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3102000001"/>
        </identifiers>
        <balance>1500.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>46244.50000000</valUSD>
        <pctVal>0.002287340419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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/KRW SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398905"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>545.85000000</valUSD>
        <pctVal>0.000026998773</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>82023810.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>63096.06000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>545.85000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Symrise AG</name>
        <lei>529900D82I6R9601CF26</lei>
        <title>SYMRISE AG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000SYM9999"/>
        </identifiers>
        <balance>1058.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>110833.81000000</valUSD>
        <pctVal>0.005482049831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WESFARMERS LIMITED</name>
        <lei>5493003L32ZX9557ST85</lei>
        <title>WESFARMERS LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000WES1"/>
        </identifiers>
        <balance>2749.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
        <valUSD>90564.66000000</valUSD>
        <pctVal>0.004479499343</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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/SGD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397969"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>642.88000000</valUSD>
        <pctVal>0.000031798060</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>318000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>236433.74000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>642.88000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Telefonaktiebolaget LM Ericsson</name>
        <lei>549300W9JLPW15XIFM52</lei>
        <title>ERICSSON LM-B SHS COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SE0000108656"/>
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        <balance>24467.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="10.80130000"/>
        <valUSD>132309.77000000</valUSD>
        <pctVal>0.006544291424</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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/GBP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397710"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-25316.03000000</valUSD>
        <pctVal>-0.00125217871</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1588182.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1993797.24000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-25316.03000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CGI INC.</name>
        <lei>549300WSRCZY73ZG3090</lei>
        <title>CGI INC COMMON STOCK</title>
        <cusip>12532H104</cusip>
        <identifiers>
          <isin value="CA12532H1047"/>
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        <balance>1997.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>210830.08000000</valUSD>
        <pctVal>0.010428054440</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LONDON STOCK EXCHANGE GROUP PLC</name>
        <lei>213800QAUUUP6I445N30</lei>
        <title>LONDON STOCK EXCHANGE GROUP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B0SWJX34"/>
        </identifiers>
        <balance>585.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>62220.91000000</valUSD>
        <pctVal>0.003077563869</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ING Groep N.V.</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>ING GROEP NV COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0011821202"/>
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        <balance>6781.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>91277.43000000</valUSD>
        <pctVal>0.004514754295</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403294"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1658.35000000</valUSD>
        <pctVal>0.000082025126</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>7500000.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>LME ZINC FUTURE   SEP23</name>
        <lei>N/A</lei>
        <title>LME ZINC FUTURE   SEP23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CMZNU23"/>
          <other otherDesc="Bloomberg Ticker" value="LXU3"/>
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        <balance>12.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>716775.00000000</valUSD>
        <pctVal>0.035453046935</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
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            <counterparties>
              <counterpartyName>LME ZINC FUTURE   SEP23</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BRK: BANK OF AMERICA FTSE/JSE SHAREHOLDER WEIGHTED TOP 40 INDEX FUTURE</title>
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          <ticker value="DTOPU3"/>
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        <assetCat>DE</assetCat>
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        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>MERRILL LYNCH, PIERCE, FENNER &amp; SMITH</counterpartyName>
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            <swapFlag>Y</swapFlag>
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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/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398280"/>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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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 .875% 01/15/2029</title>
        <cusip>9128285W6</cusip>
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          <isin value="US9128285W63"/>
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        <balance>1100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1250744.95000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>COLES GROUP LIMITED</name>
        <lei>549300OHQRG2HN8LZ793</lei>
        <title>COLES GROUP LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU0000030678"/>
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        <balance>12289.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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/CNY SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397706"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>15.46000000</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SPARK NEW ZEALAND LIMITED</name>
        <lei>529900HUN51H3Y7QBB66</lei>
        <title>SPARK NEW ZEALAND LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NZTELE0001S4"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NISSIN FOODS HOLDINGS CO.,LTD.</name>
        <lei>529900YMZMNSHC1W6V41</lei>
        <title>NISSIN FOODS HOLDINGS CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="JP3675600005"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MEXICAN PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXP__00397766"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="MXN" exchangeRt="17.15050000"/>
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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>J.P. MORGAN SECURITIES</counterpartyName>
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            <counterparties>
              <counterpartyName>MEXICAN PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>139669.04000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CHILEAN PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00397739"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="802.15000000"/>
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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>CHILEAN PESO</counterpartyName>
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            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1136886.76000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397448"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-41387.59000000</valUSD>
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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>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
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            <amtCurSold>1588182.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CNOOC PETROLEUM NORTH AMERICA ULC</name>
        <lei>549300I04PB7X2824122</lei>
        <title>CNOOC PETROLEUM NORTH AMERICA ULC 5.875000% 03/10/2035</title>
        <cusip>65334HAE2</cusip>
        <identifiers>
          <isin value="US65334HAE27"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104657.15000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-10</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>Delivery Hero SE</name>
        <lei>529900C3EX1FZGE48X78</lei>
        <title>DELIVERY HERO SE COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000A2E4K43"/>
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        <balance>1113.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/PHP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00396724"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1630.42000000</valUSD>
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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>U.S. DOLLARS</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>6875000.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Stellantis N.V.</name>
        <lei>549300LKT9PW7ZIBDF31</lei>
        <title>STELLANTIS NV COMMON STOCK</title>
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          <isin value="NL00150001Q9"/>
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        <assetCat>EC</assetCat>
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        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2023-09-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00399402"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <valUSD>982.51000000</valUSD>
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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      <invstOrSec>
        <name>CLP HOLDINGS LIMITED</name>
        <lei>25490002BUTSMP94GO68</lei>
        <title>CLP HOLDINGS LTD COMMON STOCK</title>
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          <isin value="HK0002007356"/>
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        <balance>60338.00000000</balance>
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        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CK HUTCHISON HOLDINGS LIMITED</name>
        <lei>254900Z8HM1VEPOQ2G79</lei>
        <title>CK HUTCHISON HOLDINGS LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="KYG217651051"/>
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        <balance>18208.00000000</balance>
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        <currencyConditional curCd="HKD" exchangeRt="7.83660000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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 0.25% 02/15/2050</title>
        <cusip>912810SM1</cusip>
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          <isin value="US912810SM18"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>247162.73000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PRYSMIAN S.P.A.</name>
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          <isin value="IT0004176001"/>
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        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397109"/>
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        <balance>1.00000000</balance>
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        <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>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
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      </invstOrSec>
      <invstOrSec>
        <name>CZECH REPUBLIC KORUNA</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTCZK__00399159"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>CZECH REPUBLIC KORUNA</counterpartyName>
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      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTKRW__00397169"/>
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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>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>KOREAN WON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>POLISH ZLOTY</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPZL__00396400"/>
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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">
            <counterparties>
              <counterpartyName>POLISH ZLOTY</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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      <invstOrSec>
        <name>TAIWAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00398005"/>
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        <balance>1.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>TW</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>TAIWAN DOLLAR</counterpartyName>
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            <amtCurSold>82218.32000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US912796CQ02"/>
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        <balance>50000000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-14</maturityDt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00402611"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>149.73000000</valUSD>
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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>CITIGROUP GLOBAL MARKETS</counterpartyName>
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              <counterpartyName>U.S. DOLLARS</counterpartyName>
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            <amtCurSold>76645.00000000</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/ZAR SETTLE 2023-09-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403282"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
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            <amtCurSold>6500000.00000000</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/CNY SETTLE 2023-09-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398831"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>U.S. DOLLARS</counterpartyName>
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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        <securityLending>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Orsted A/S</name>
        <lei>W9NG6WMZIYEU8VEDOG48</lei>
        <title>ORSTED A/S COMMON STOCK</title>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>TAIWAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00397173"/>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTKRW__00398914"/>
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        <securityLending>
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      <invstOrSec>
        <name>TOURMALINE OIL CORP.</name>
        <lei>549300LCHLN94A7Y1572</lei>
        <title>TOURMALINE OIL CORP COMMON STOCK</title>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VESTAS WIND SYSTEMS A/S</name>
        <lei>549300DYMC8BGZZC8844</lei>
        <title>VESTAS WIND SYSTEMS A/S COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DK0061539921"/>
        </identifiers>
        <balance>1472.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.82485000"/>
        <valUSD>39137.73000000</valUSD>
        <pctVal>0.001935826136</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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/CZK SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00396444"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4578.16000000</valUSD>
        <pctVal>-0.00022644445</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>7465788.00000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>337210.77000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-4578.16000000</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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397987"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-66.41000000</valUSD>
        <pctVal>-0.00000328476</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>65028.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>17521.75000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-66.41000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Orion Oyj</name>
        <lei>74370029VAHCXDR7B745</lei>
        <title>ORION OYJ-CLASS B COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FI0009014377"/>
        </identifiers>
        <balance>1076.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>44632.30000000</valUSD>
        <pctVal>0.002207597958</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FI</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Alcon AG</name>
        <lei>549300LDT5AP8S0NBM78</lei>
        <title>ALCON INC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH0432492467"/>
        </identifiers>
        <balance>2354.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.89465000"/>
        <valUSD>194971.66000000</valUSD>
        <pctVal>0.009643666998</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00397492"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.03625000"/>
        <valUSD>15768.42000000</valUSD>
        <pctVal>0.000779935871</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>INDIA RUPEE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>2473388.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>204807291.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>15768.42000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kyowa Kirin Co., Ltd.</name>
        <lei>529900TBXKVTQGYA3582</lei>
        <title>KYOWA KIRIN CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3256000005"/>
        </identifiers>
        <balance>4100.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>75868.38000000</valUSD>
        <pctVal>0.003752593543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COCOA FUTURE      SEP23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CCU3"/>
          <other otherDesc="Bloomberg Ticker" value="CCU3"/>
        </identifiers>
        <balance>38.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1274140.00000000</valUSD>
        <pctVal>0.063021373823</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>COCOA FUTURE      SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Cocoa</issuerName>
                <issueTitle>Cocoa Future Sep 2023</issueTitle>
                <identifiers>
                  <ticker value="CCU23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-17</expDate>
            <notionalAmt>1163746.25000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>110393.75000000</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 SEP23 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CGBU3"/>
          <other otherDesc="Bloomberg Ticker" value="CNU3"/>
        </identifiers>
        <balance>86.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>7963408.27000000</valUSD>
        <pctVal>0.393885231992</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>CAN 10YR BOND FUT SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Canada Govt. Bond Futures</issuerName>
                <issueTitle>Canadian Govt 10 Year Bond Future Sep 2023</issueTitle>
                <identifiers>
                  <isin value="CA135087N266"/>
                  <ticker value="CGBU23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-23</expDate>
            <notionalAmt>7840154.00000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>123254.27000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COPPER FUTURE     SEP23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HGU3"/>
          <other otherDesc="Bloomberg Ticker" value="HGU3"/>
        </identifiers>
        <balance>7.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>657912.50000000</valUSD>
        <pctVal>0.032541596375</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>COPPER FUTURE     SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Copper</issuerName>
                <issueTitle>COPPER FUTURE (Consolidated) Sep 2023</issueTitle>
                <identifiers>
                  <ticker value="HGCU23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-30</expDate>
            <notionalAmt>658194.74000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-282.24000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NY HARB ULSD FUT  AUG23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HOQ3"/>
          <other otherDesc="Bloomberg Ticker" value="HOQ3"/>
        </identifiers>
        <balance>7.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>719594.40000000</valUSD>
        <pctVal>0.035592499790</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>NY HARB ULSD FUT  AUG23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Heating Oil</issuerName>
                <issueTitle>Heating Oil Future Aug 2023</issueTitle>
                <identifiers>
                  <ticker value="HOQ23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-08-03</expDate>
            <notionalAmt>694509.69000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>25084.71000000</unrealizedAppr>
          </futrDeriv>
        </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/GBP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397113"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-52021.81000000</valUSD>
        <pctVal>-0.00257309709</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1588181.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1967090.19000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-52021.81000000</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/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397999"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5695.61000000</valUSD>
        <pctVal>-0.00028171564</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>285500.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>307053.29000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-5695.61000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BUNZL PUBLIC LIMITED COMPANY</name>
        <lei>213800Q1Q9DV4L78UM09</lei>
        <title>BUNZL PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B0744B38"/>
        </identifiers>
        <balance>3000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>114382.70000000</valUSD>
        <pctVal>0.005657584641</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OSAKA GAS CO., LTD.</name>
        <lei>353800024KMNOPQRWZ02</lei>
        <title>OSAKA GAS CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3180400008"/>
        </identifiers>
        <balance>40900.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>625866.49000000</valUSD>
        <pctVal>0.030956540120</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHR. HANSEN HOLDING A/S</name>
        <lei>549300MKPW8ZF3E8MW37</lei>
        <title>CHR HANSEN HOLDING A/S COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DK0060227585"/>
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        <balance>3738.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.82485000"/>
        <valUSD>259392.78000000</valUSD>
        <pctVal>0.012830057415</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>IBIDEN CO.,LTD.</name>
        <lei>52990051DBFIQEY37C91</lei>
        <title>IBIDEN CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3148800000"/>
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        <balance>1500.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>85204.48000000</valUSD>
        <pctVal>0.004214374704</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CK INFRASTRUCTURE HOLDINGS LIMITED</name>
        <lei>5299005U11RQ1C27MR12</lei>
        <title>CK INFRASTRUCTURE HOLDINGS L COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="BMG2178K1009"/>
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        <balance>61500.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.83660000"/>
        <valUSD>326176.10000000</valUSD>
        <pctVal>0.016133286711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EURO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00403037"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>9.07000000</valUSD>
        <pctVal>0.000000448619</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>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>EURO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>20804.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>19000.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>9.07000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNICHARM CORPORATION</name>
        <lei>353800UQ4BZIJTAQEG85</lei>
        <title>UNICHARM CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3951600000"/>
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        <balance>5000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>185615.74000000</valUSD>
        <pctVal>0.009180905503</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTER AMERICAN DEVELOPMENT BANK</name>
        <lei>VKU1UKDS9E7LYLMACP54</lei>
        <title>INTER-AMERICAN DEVELOPMENT BANK 2.625000% 01/16/2024</title>
        <cusip>4581X0DF2</cusip>
        <identifiers>
          <isin value="US4581X0DF28"/>
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        <balance>375000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>369445.92000000</valUSD>
        <pctVal>0.018273493832</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Nestle S.A.</name>
        <lei>KY37LUS27QQX7BB93L28</lei>
        <title>NESTLE SA-REG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH0038863350"/>
        </identifiers>
        <balance>1850.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.89465000"/>
        <valUSD>222500.42000000</valUSD>
        <pctVal>0.011005291525</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397773"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-59808.02000000</valUSD>
        <pctVal>-0.00295821776</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>3244000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>3493808.21000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-59808.02000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDIA RUPEE</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00398879"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.03625000"/>
        <valUSD>13908.71000000</valUSD>
        <pctVal>0.000687951098</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>INDIA RUPEE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1806797.31000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>149807294.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>13908.71000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CAC40 10 EURO FUT JUL23 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FCEN3"/>
          <other otherDesc="Bloomberg Ticker" value="CFN3"/>
        </identifiers>
        <balance>19.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>1536123.02000000</valUSD>
        <pctVal>0.075979549407</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CAC40 10 EURO FUT JUL23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CAC40 10 EURO FUT Jul 2023</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
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            <expDate>2023-07-24</expDate>
            <notionalAmt>1502644.04000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>33478.98000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLOMBIA PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00398049"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4175.77500000"/>
        <valUSD>4832.26000000</valUSD>
        <pctVal>0.000239012717</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>COLOMBIA PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>123490.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>545833334.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>4832.26000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JAMES HARDIE INDUSTRIES PUBLIC LIMITED COMPANY</name>
        <lei>635400NSGXKTVOO7JU45</lei>
        <title>JAMES HARDIE INDUSTRIES-CDI DEPOSITARY RECEIPT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000JHX1"/>
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        <balance>2747.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
        <valUSD>73223.91000000</valUSD>
        <pctVal>0.003621793056</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00403680"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.27480000"/>
        <valUSD>-1.90000000</valUSD>
        <pctVal>-0.00000009397</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>MALAYSIAN RINGGIT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>763.49000000</amtCurSold>
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            <amtCurPur>5500.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1.90000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SoftBank Group Corp.</name>
        <lei>5493003BZYYYCDIO0R13</lei>
        <title>SOFTBANK GROUP CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3436100006"/>
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        <balance>900.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHILEAN PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00397740"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="802.15000000"/>
        <valUSD>-3086.84000000</valUSD>
        <pctVal>-0.00015268094</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CHILEAN PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1136881.07000000</amtCurSold>
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            <amtCurPur>918254249.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-3086.84000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ADIDAS AG</name>
        <lei>549300JSX0Z4CW0V5023</lei>
        <title>ADIDAS AG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000A1EWWW0"/>
        </identifiers>
        <balance>399.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>77389.26000000</valUSD>
        <pctVal>0.003827819144</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CZECH REPUBLIC KORUNA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00398273"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="21.77685000"/>
        <valUSD>949.40000000</valUSD>
        <pctVal>0.000046959119</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CZECH REPUBLIC KORUNA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>113502.33000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2500000.00000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>949.40000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COFFEE 'C' FUTURE SEP23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="KCU3"/>
          <other otherDesc="Bloomberg Ticker" value="KCU3"/>
        </identifiers>
        <balance>102.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6081750.00000000</valUSD>
        <pctVal>0.300814855706</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>COFFEE 'C' FUTURE SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Coffee</issuerName>
                <issueTitle>Coffee C Future Sep 2023</issueTitle>
                <identifiers>
                  <ticker value="KCU23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-22</expDate>
            <notionalAmt>6966814.86000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-885064.86000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Universal Music Group N.V.</name>
        <lei>724500GJBUL3D9TW9Y18</lei>
        <title>UNIVERSAL MUSIC GROUP NV COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0015000IY2"/>
        </identifiers>
        <balance>5777.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>128260.13000000</valUSD>
        <pctVal>0.006343988572</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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/EUR SETTLE 2023-07-28</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00384776"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9.29000000</valUSD>
        <pctVal>0.000000459500</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>STATE STREET BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>32451.56000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>35464.14000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-07-28</settlementDt>
            <unrealizedAppr>9.29000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HUNGARIAN FORINT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00403518"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="341.88820000"/>
        <valUSD>-466.99000000</valUSD>
        <pctVal>-0.00002309820</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>HUNGARIAN FORINT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>43485.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>15000000.00000000</amtCurPur>
            <curPur>HUF</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-466.99000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <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/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPZL__00398037"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.06295000"/>
        <valUSD>144658.14000000</valUSD>
        <pctVal>0.007155065155</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>POLISH ZLOTY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>4207979.97000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>17750450.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>144658.14000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATIONAL GRID PLC</name>
        <lei>8R95QZMKZLJX5Q2XR704</lei>
        <title>NATIONAL GRID PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00BDR05C01"/>
        </identifiers>
        <balance>16672.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>220542.56000000</valUSD>
        <pctVal>0.010908452067</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IMPERIAL BRANDS PLC</name>
        <lei>549300DFVPOB67JL3A42</lei>
        <title>IMPERIAL BRANDS PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB0004544929"/>
        </identifiers>
        <balance>5956.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>131641.25000000</valUSD>
        <pctVal>0.006511225161</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OBIC Co.,Ltd.</name>
        <lei>N/A</lei>
        <title>OBIC CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3173400007"/>
        </identifiers>
        <balance>400.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>64096.76000000</valUSD>
        <pctVal>0.003170346957</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Evolution AB (publ)</name>
        <lei>549300SUH6ZR1RF6TA88</lei>
        <title>EVOLUTION AB COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SE0012673267"/>
        </identifiers>
        <balance>948.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="10.80130000"/>
        <valUSD>119872.46000000</valUSD>
        <pctVal>0.005929118552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PARKLAND CORPORATION.</name>
        <lei>549300UY5C6HUV0XLS53</lei>
        <title>PARKLAND CORP COMMON STOCK</title>
        <cusip>70137W108</cusip>
        <identifiers>
          <isin value="CA70137W1086"/>
        </identifiers>
        <balance>6250.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>155866.24000000</valUSD>
        <pctVal>0.007709438976</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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/GBP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00399942"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-437.49000000</valUSD>
        <pctVal>-0.00002163908</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>180000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>228403.03000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-437.49000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Davide Campari-Milano N.V.</name>
        <lei>213800ED5AN2J56N6Z02</lei>
        <title>DAVIDE CAMPARI-MILANO NV COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0015435975"/>
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        <balance>7301.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>101080.84000000</valUSD>
        <pctVal>0.004999649492</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Commerzbank Aktiengesellschaft</name>
        <lei>851WYGNLUQLFZBSYGB56</lei>
        <title>COMMERZBANK AG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000CBK1001"/>
        </identifiers>
        <balance>4489.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>49709.63000000</valUSD>
        <pctVal>0.002458732301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LENDLEASE GROUP</name>
        <lei>N/A</lei>
        <title>LENDLEASE GROUP UNIT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000LLC3"/>
        </identifiers>
        <balance>5588.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
        <valUSD>28971.26000000</valUSD>
        <pctVal>0.001432973304</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CZECH REPUBLIC KORUNA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00398266"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="21.77685000"/>
        <valUSD>9061.36000000</valUSD>
        <pctVal>0.000448192000</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</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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            <counterparties>
              <counterpartyName>CZECH REPUBLIC KORUNA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>973682.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>21466333.00000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>9061.36000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COCOA FUTURE      DEC23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CCZ3"/>
          <other otherDesc="Bloomberg Ticker" value="CCZ3"/>
        </identifiers>
        <balance>22.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>739860.00000000</valUSD>
        <pctVal>0.036594874689</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JPM CHASE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>COCOA FUTURE      DEC23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Cocoa</issuerName>
                <issueTitle>Cocoa Future Dec 2023</issueTitle>
                <identifiers>
                  <ticker value="CCZ23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-12-16</expDate>
            <notionalAmt>713534.14000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>26325.86000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEIKO EPSON CORPORATION</name>
        <lei>549300NIOFQDR749W206</lei>
        <title>SEIKO EPSON CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3414750004"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Swatch Group AG</name>
        <lei>529900NTES2LEON1JZ55</lei>
        <title>SWATCH GROUP AG/THE-BR COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH0012255151"/>
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        <currencyConditional curCd="CHF" exchangeRt="0.89465000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHILEAN PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTCLP__00398868"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CLP" exchangeRt="802.15000000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CHILEAN PESO</counterpartyName>
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            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CNH Industrial N.V.</name>
        <lei>549300WGC2HZ5J67V817</lei>
        <title>CNH INDUSTRIAL NV COMMON STOCK</title>
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        <identifiers>
          <isin value="NL0010545661"/>
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        <balance>1935.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTZAR__00398859"/>
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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"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName> SOUTH AFRICAN RAND</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PERSIMMON PUBLIC LIMITED COMPANY</name>
        <lei>213800XI72Y57UWN6F31</lei>
        <title>PERSIMMON PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB0006825383"/>
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        <balance>2512.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
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        <payoffProfile>Long</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="BBHMMSEI"/>
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        <assetCat>STIV</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Repubblica Italiana</name>
        <lei>N/A</lei>
        <title>EURO-BTP FUTURE   SEP23 FINANCIAL COMMODITY FUTURE.</title>
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        <identifiers>
          <ticker value="FBTPU3"/>
          <other otherDesc="Bloomberg Ticker" value="IKU3"/>
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        <balance>142.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <pctVal>0.889720446687</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>JP MORGAN</counterpartyName>
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            <counterparties>
              <counterpartyName>EURO-BTP FUTURE   SEP23</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>Italy Govt. Bond Futures</issuerName>
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                  <isin value="IT0005518128"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>KYOCERA CORPORATION</name>
        <lei>N/A</lei>
        <title>KYOCERA CORP COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="JP3249600002"/>
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        <balance>2400.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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/KRW SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397480"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-343.03000000</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>U.S. DOLLARS</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <curSold>KRW</curSold>
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        <securityLending>
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      <invstOrSec>
        <name>AMPLIFON S.P.A.</name>
        <lei>ZYXJDNVM2JI3VBM8G556</lei>
        <title>AMPLIFON SPA COMMON STOCK</title>
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          <isin value="IT0004056880"/>
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        <balance>4119.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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%  07/15/2023</title>
        <cusip>912828VM9</cusip>
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          <isin value="US912828VM96"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Covestro AG</name>
        <lei>3912005AWHKLQ1CPLV11</lei>
        <title>COVESTRO AG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0006062144"/>
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        <balance>2090.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>108491.47000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>DE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NOVOZYMES A/S</name>
        <lei>529900T6WNZXD2R3JW38</lei>
        <title>NOVOZYMES A/S-B SHARES COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DK0060336014"/>
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        <balance>2193.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.82485000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>DK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00396696"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2023-09-20</title>
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          <other otherDesc="FX Forwards" value="CCTCNH__00402807"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HUNGARIAN FORINT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2023-09-20</title>
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          <other otherDesc="FX Forwards" value="CCTHUF__00396420"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <amtCurPur>905248001.00000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHILEAN PESO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00397768"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="802.15000000"/>
        <valUSD>-264.12000000</valUSD>
        <pctVal>-0.00001306387</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CHILEAN PESO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>62000.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>50000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-264.12000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00397121"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.89125000"/>
        <valUSD>21501.89000000</valUSD>
        <pctVal>0.001063524139</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName> SOUTH AFRICAN RAND</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>414171.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8297375.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>21501.89000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Industria de Diseno Textil, S.A.</name>
        <lei>549300TTCXZOGZM2EY83</lei>
        <title>INDUSTRIA DE DISENO TEXTIL COMMON STOCK</title>
        <cusip>E6282N100</cusip>
        <identifiers>
          <isin value="ES0148396007"/>
        </identifiers>
        <balance>6407.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>247866.79000000</valUSD>
        <pctVal>0.012259960154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALIMENTATION COUCHE-TARD INC.</name>
        <lei>549300OSW32RVX8CCZ87</lei>
        <title>ALIMENTATION COUCHE-TARD INC COMMON STOCK</title>
        <cusip>01626P148</cusip>
        <identifiers>
          <isin value="CA01626P1484"/>
        </identifiers>
        <balance>2364.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>121357.66000000</valUSD>
        <pctVal>0.006002579353</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEWCREST MINING LIMITED</name>
        <lei>5299006MN50OZJUJI655</lei>
        <title>NEWCREST MINING LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000NCM7"/>
        </identifiers>
        <balance>5302.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
        <valUSD>94508.34000000</valUSD>
        <pctVal>0.004674561213</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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/MXN SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403293"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1660.51000000</valUSD>
        <pctVal>0.000082131964</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>7500000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>432137.08000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>1660.51000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Idemitsu Kosan Co.,Ltd.</name>
        <lei>549300P0R46FF6DUA630</lei>
        <title>IDEMITSU KOSAN CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3142500002"/>
        </identifiers>
        <balance>8998.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>180245.43000000</valUSD>
        <pctVal>0.008915279815</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CZECH REPUBLIC KORUNA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00397459"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="21.77685000"/>
        <valUSD>22187.55000000</valUSD>
        <pctVal>0.001097438180</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CZECH REPUBLIC KORUNA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>983446.35000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>21966333.00000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>22187.55000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ONEX CORPORATION</name>
        <lei>894500LB8PNE5C7CEN88</lei>
        <title>ONEX CORPORATION COMMON STOCK</title>
        <cusip>68272K103</cusip>
        <identifiers>
          <isin value="CA68272K1030"/>
        </identifiers>
        <balance>1334.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>73764.43000000</valUSD>
        <pctVal>0.003648528197</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FAIRFAX FINANCIAL HOLDINGS LIMITED</name>
        <lei>GLS7OQD0WOEDI8YAP031</lei>
        <title>FAIRFAX FINANCIAL HLDGS LTD COMMON STOCK</title>
        <cusip>303901102</cusip>
        <identifiers>
          <isin value="CA3039011026"/>
        </identifiers>
        <balance>161.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>120732.05000000</valUSD>
        <pctVal>0.005971635499</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pandora A/S</name>
        <lei>5299007OWYZ6I1E46843</lei>
        <title>PANDORA A/S COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DK0060252690"/>
        </identifiers>
        <balance>852.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.82485000"/>
        <valUSD>76051.25000000</valUSD>
        <pctVal>0.003761638639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DEXUS</name>
        <lei>N/A</lei>
        <title>DEXUS REIT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000DXS1"/>
        </identifiers>
        <balance>7723.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
        <valUSD>40189.83000000</valUSD>
        <pctVal>0.001987864991</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Siemens Healthineers AG</name>
        <lei>529900QBVWXMWANH7H45</lei>
        <title>SIEMENS HEALTHINEERS AG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000SHL1006"/>
        </identifiers>
        <balance>2595.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>146823.23000000</valUSD>
        <pctVal>0.007262154601</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HIROSE ELECTRIC CO., LTD.</name>
        <lei>N/A</lei>
        <title>HIROSE ELECTRIC CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3799000009"/>
        </identifiers>
        <balance>682.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>90646.90000000</valUSD>
        <pctVal>0.004483567089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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 2023-07-05</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00403967"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>4163.48000000</valUSD>
        <pctVal>0.000205933594</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>EURO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1936126.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1778000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2023-07-05</settlementDt>
            <unrealizedAppr>4163.48000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NIPPON SANSO HOLDINGS CORPORATION</name>
        <lei>353800F1K6653B4VPY57</lei>
        <title>NIPPON SANSO HOLDINGS CORPORATION COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3711600001"/>
        </identifiers>
        <balance>2600.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>56393.53000000</valUSD>
        <pctVal>0.002789330635</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00398275"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3966.50000000</valUSD>
        <pctVal>-0.00019619059</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>235500.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>254010.26000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-3966.50000000</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/CZK SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397502"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6078.55000000</valUSD>
        <pctVal>-0.00030065657</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>7657912.00000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>344505.95000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-6078.55000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Telia Company AB</name>
        <lei>213800FSR9RNDUOTXO25</lei>
        <title>TELIA CO AB COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SE0000667925"/>
        </identifiers>
        <balance>107041.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="10.80130000"/>
        <valUSD>234371.76000000</valUSD>
        <pctVal>0.011592470451</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VERBUND AG</name>
        <lei>5299006UDSEJCTTEJS30</lei>
        <title>VERBUND AG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AT0000746409"/>
        </identifiers>
        <balance>1703.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>136468.16000000</valUSD>
        <pctVal>0.006749973257</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARC RESOURCES LTD.</name>
        <lei>FIR47I6FEYKYNJBYW622</lei>
        <title>ARC RESOURCES LTD COMMON STOCK</title>
        <cusip>00208D408</cusip>
        <identifiers>
          <isin value="CA00208D4084"/>
        </identifiers>
        <balance>15527.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>207339.57000000</valUSD>
        <pctVal>0.010255407215</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CZECH REPUBLIC KORUNA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00398852"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="21.77685000"/>
        <valUSD>11174.88000000</valUSD>
        <pctVal>0.000552730696</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CZECH REPUBLIC KORUNA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>971568.77000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>21466335.00000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>11174.88000000</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/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397185"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-65651.19000000</valUSD>
        <pctVal>-0.00324723200</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2984000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>3203149.93000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-65651.19000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HUNGARIAN FORINT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00397728"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="341.88820000"/>
        <valUSD>643.78000000</valUSD>
        <pctVal>0.000031842576</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HUNGARIAN FORINT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>42374.63000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>15000000.00000000</amtCurPur>
            <curPur>HUF</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>643.78000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nippon Yusen Kabushiki Kaisha</name>
        <lei>353800YPW4XM0ZN5I149</lei>
        <title>NIPPON YUSEN KK COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3753000003"/>
        </identifiers>
        <balance>900.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>19954.60000000</valUSD>
        <pctVal>0.000986992250</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Swiss Life Holding AG</name>
        <lei>5493000KUC3Z24U77V93</lei>
        <title>SWISS LIFE HOLDING AG-REG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH0014852781"/>
        </identifiers>
        <balance>180.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.89465000"/>
        <valUSD>105225.51000000</valUSD>
        <pctVal>0.005204652708</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DAITO TRUST CONSTRUCTION CO.,LTD.</name>
        <lei>353800QQ4DRI3KXS3038</lei>
        <title>DAITO TRUST CONSTRUCT CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3486800000"/>
        </identifiers>
        <balance>900.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>91023.70000000</valUSD>
        <pctVal>0.004502204329</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPZL__00398036"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.06295000"/>
        <valUSD>144637.10000000</valUSD>
        <pctVal>0.007154024477</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>POLISH ZLOTY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>4208001.01000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>17750450.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>144637.10000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED UTILITIES GROUP PLC</name>
        <lei>2138002IEYQAOC88ZJ59</lei>
        <title>UNITED UTILITIES GROUP PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B39J2M42"/>
        </identifiers>
        <balance>16150.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78657000"/>
        <valUSD>197437.48000000</valUSD>
        <pctVal>0.009765631118</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CZECH REPUBLIC KORUNA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00396403"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="21.77685000"/>
        <valUSD>14639.05000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</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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            <counterparties>
              <counterpartyName>CZECH REPUBLIC KORUNA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>14639.05000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00399912"/>
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        <currencyConditional curCd="CNY" exchangeRt="7.27480000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>MALAYSIAN RINGGIT</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00397437"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>KOREAN WON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HUNGARIAN FORINT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00396419"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>HUNGARIAN FORINT</counterpartyName>
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            <amtCurSold>2529381.38000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA RUPIAH</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: IDR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTIDR__00398568"/>
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        <balance>1.00000000</balance>
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        <valUSD>-1329.03000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>INDONESIA RUPIAH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>158149.03000000</amtCurSold>
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            <amtCurPur>2357061228.00000000</amtCurPur>
            <curPur>IDR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1329.03000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00399662"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.89125000"/>
        <valUSD>-5393.76000000</valUSD>
        <pctVal>-0.00026678556</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName> SOUTH AFRICAN RAND</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>346691.77000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6500000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-5393.76000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00396366"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1317.65000000"/>
        <valUSD>8138.13000000</valUSD>
        <pctVal>0.000402527299</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>KOREAN WON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2225178.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2928610124.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>8138.13000000</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/CZK SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403943"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1429.79000000</valUSD>
        <pctVal>-0.00007072011</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>8500000.00000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>387706.08000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1429.79000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Republique Francaise</name>
        <lei>969500KCGF3SUYJHPV70</lei>
        <title>FRANCE OATI/L 0.10% 03/01/2036</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0013524014"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>576280.55000000</valUSD>
        <pctVal>0.028503925760</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.10000000</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>AIA Group Limited</name>
        <lei>ZP5ILWVSYE4LJGMMVD57</lei>
        <title>AIA GROUP LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="HK0000069689"/>
        </identifiers>
        <balance>6600.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.83660000"/>
        <valUSD>67027.76000000</valUSD>
        <pctVal>0.003315319760</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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/CZK SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00396393"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1651.23000000</valUSD>
        <pctVal>-0.00008167295</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>2500000.00000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>112800.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-1651.23000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <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/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPZL__00402819"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.06295000"/>
        <valUSD>63.58000000</valUSD>
        <pctVal>0.000003144787</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>POLISH ZLOTY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>12197.06000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>50000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>63.58000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US ULTRA BOND CBT SEP23 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="AULU3"/>
          <other otherDesc="Bloomberg Ticker" value="WNU3"/>
        </identifiers>
        <balance>71.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9671531.25000000</valUSD>
        <pctVal>0.478372224677</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>US ULTRA BOND CBT SEP23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
                <issueTitle>US Ultra T-Bond Futures (Composite) Sep 2023</issueTitle>
                <identifiers>
                  <isin value="US912810SE91"/>
                  <ticker value="ULU23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-23</expDate>
            <notionalAmt>9582956.62000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>88574.63000000</unrealizedAppr>
          </futrDeriv>
        </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/GBP SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397981"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-45689.66000000</valUSD>
        <pctVal>-0.00225989698</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>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1588183.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1973424.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-45689.66000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SHOPIFY INC.</name>
        <lei>549300HGQ43STJLLP808</lei>
        <title>SHOPIFY INC - CLASS A COMMON STOCK</title>
        <cusip>82509L107</cusip>
        <identifiers>
          <isin value="CA82509L1076"/>
        </identifiers>
        <balance>1129.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>73051.18000000</valUSD>
        <pctVal>0.003613249503</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KONGSBERG GRUPPEN ASA</name>
        <lei>5967007LIEEXZXJ9HK73</lei>
        <title>KONGSBERG GRUPPEN ASA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NO0003043309"/>
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        <balance>3110.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="NOK" exchangeRt="10.71355000"/>
        <valUSD>141717.92000000</valUSD>
        <pctVal>0.007009636314</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FirstService Corp</name>
        <lei>5493000XUDIV75BCF118</lei>
        <title>FIRSTSERVICE CORP COMMON STOCK</title>
        <cusip>33767E202</cusip>
        <identifiers>
          <isin value="CA33767E2024"/>
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        <balance>514.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>79249.03000000</valUSD>
        <pctVal>0.003919806885</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>APA Group</name>
        <lei>N/A</lei>
        <title>APA GROUP UNIT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000APA1"/>
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        <balance>26821.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
        <valUSD>173400.61000000</valUSD>
        <pctVal>0.008576722074</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AUST 10Y BOND FUT SEP23</name>
        <lei>N/A</lei>
        <title>AUST 10Y BOND FUT SEP23 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="YTCU3"/>
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        <balance>1066.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
        <valUSD>82433939.15000000</valUSD>
        <pctVal>4.077338514526</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetConditional assetCat="OTHER" desc="AUST 10Y BOND FUT SEP23"/>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>FRANCE (GOVT OF) 1.80%  07/25/2040 SERIES OATE</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B1VWPJ53"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>910832.02000000</valUSD>
        <pctVal>0.045051474110</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.80000000</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>INDIA RUPEE</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00398009"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.03625000"/>
        <valUSD>18342.08000000</valUSD>
        <pctVal>0.000907233962</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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>INDIA RUPEE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2470814.88000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Sony Group Corporation</name>
        <lei>529900R5WX9N2OI2N910</lei>
        <title>SONY GROUP CORP COMMON STOCK</title>
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          <isin value="JP3435000009"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2023-09-20</title>
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          <other otherDesc="FX Forwards" value="CCTZAR__00396703"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName> SOUTH AFRICAN RAND</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>25119.91000000</amtCurSold>
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            <unrealizedAppr>1133.78000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>COLOMBIA PESO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTCOP__00397175"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>COLOMBIA PESO</counterpartyName>
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            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>110154.95000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Koninklijke Ahold Delhaize N.V.</name>
        <lei>724500C9GNBV20UYRX36</lei>
        <title>KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="NL0011794037"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Ferrovial SE</name>
        <lei>72450022R2ZFL41Y6I04</lei>
        <title>FERROVIAL SE COMMON STOCK</title>
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        <identifiers>
          <isin value="NL0015001FS8"/>
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        <balance>2453.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>TOPIX INDX FUTR   SEP23 PHYSICAL INDEX FUTURE.</title>
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        <identifiers>
          <ticker value="JTIU3"/>
          <other otherDesc="Bloomberg Ticker" value="TPU3"/>
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        <balance>369.00000000</balance>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>TOPIX INDX FUTR   SEP23</counterpartyName>
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            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <indexName>TOPIX INDX FUTR Sep 2023</indexName>
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        <securityLending>
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      <invstOrSec>
        <name>Ajinomoto Co., Inc.</name>
        <lei>353800UT0TLROREPIC92</lei>
        <title>AJINOMOTO CO INC COMMON STOCK</title>
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        <identifiers>
          <isin value="JP3119600009"/>
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        <balance>8000.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SIG Group AG</name>
        <lei>5493004Z6P7TSVB1L042</lei>
        <title>SIG GROUP AG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH0435377954"/>
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        <balance>4394.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00399405"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-6316.73000000</valUSD>
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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>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00398257"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="ZAR" exchangeRt="18.89125000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName> SOUTH AFRICAN RAND</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>N/A</lei>
        <title>EURO-BUXL 30Y BND SEP23 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FGBXU3"/>
          <other otherDesc="Bloomberg Ticker" value="UBU3"/>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
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            <counterparties>
              <counterpartyName>EURO-BUXL 30Y BND SEP23</counterpartyName>
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                <issuerName>Germany Govt. Bond Futures</issuerName>
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                  <isin value="DE0001102432"/>
                  <ticker value="FGBXU23"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>U.K. GILT STOCK - INFLATION LINKED 0.75% 03/22/2034</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B128DH60"/>
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        <balance>3200000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <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>FORTESCUE METALS GROUP LTD</name>
        <lei>529900VEJFORCO6I4826</lei>
        <title>FORTESCUE METALS GROUP LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000FMG4"/>
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        <balance>3424.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.50229000"/>
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        <assetCat>EC</assetCat>
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        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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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/GBP SETTLE 2023-08-30</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00384320"/>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2023-09-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00398848"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HSCEI FUTURES     JUL23 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
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          <ticker value="HCEIN3"/>
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        <currencyConditional curCd="HKD" exchangeRt="7.83660000"/>
        <valUSD>10944223.26000000</valUSD>
        <pctVal>0.541321978176</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>HSCEI FUTURES     JUL23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>H-SHARES IDX FUT Jul 2023</indexName>
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                <narrativeDesc>N/A</narrativeDesc>
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            <expDate>2023-07-31</expDate>
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            <curCd>HKD</curCd>
            <unrealizedAppr>-98183.02000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nippon Shinyaku Co., Ltd.</name>
        <lei>N/A</lei>
        <title>NIPPON SHINYAKU CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3717600005"/>
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        <balance>2600.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>106199.20000000</valUSD>
        <pctVal>0.005252813256</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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>TREASURY BILL 0.000000% 11/09/2023</title>
        <cusip>912797FJ1</cusip>
        <identifiers>
          <isin value="US912797FJ15"/>
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        <balance>40515000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39762006.04000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-09</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>
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      </invstOrSec>
      <invstOrSec>
        <name>Shiseido Company, Limited</name>
        <lei>5299008QCD0YDT5OF506</lei>
        <title>SHISEIDO CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3351600006"/>
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        <balance>1900.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.53500000"/>
        <valUSD>85983.47000000</valUSD>
        <pctVal>0.004252905022</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRAZILIAN REAL</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00403291"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="4.82400000"/>
        <valUSD>-3153.41000000</valUSD>
        <pctVal>-0.00015597362</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>BRAZILIAN REAL</counterpartyName>
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            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>317300.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1538000.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-3153.41000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KINROSS GOLD CORPORATION</name>
        <lei>549300UEBMAQDN0K0R06</lei>
        <title>KINROSS GOLD CORP COMMON STOCK</title>
        <cusip>496902404</cusip>
        <identifiers>
          <isin value="CA4969024047"/>
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        <balance>13832.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32325000"/>
        <valUSD>66063.28000000</valUSD>
        <pctVal>0.003267614755</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LOW SU GASOIL G   AUG23 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LGOQ3"/>
          <other otherDesc="Bloomberg Ticker" value="QSQ3"/>
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        <balance>18.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1264500.00000000</valUSD>
        <pctVal>0.062544561193</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LOW SU GASOIL G   AUG23</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Gasoil</issuerName>
                <issueTitle>GAS OIL FUT (ICE) Aug 2023</issueTitle>
                <identifiers>
                  <ticker value="ARAQ23"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-08-13</expDate>
            <notionalAmt>1236462.48000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>28037.52000000</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/CNY SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00397107"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1564.20000000</valUSD>
        <pctVal>0.000077368289</pctVal>
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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>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>463000.00000000</amtCurSold>
            <curSold>CNY</curSold>
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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/ZAR SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00403689"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3032.62000000</valUSD>
        <pctVal>0.000149999119</pctVal>
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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>U.S. DOLLARS</counterpartyName>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>7000000.00000000</amtCurSold>
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            <amtCurPur>370584.32000000</amtCurPur>
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            <unrealizedAppr>3032.62000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KOREAN WON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2023-09-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00397435"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1317.65000000"/>
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        <pctVal>0.000031656599</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</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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            <counterparties>
              <counterpartyName>KOREAN WON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1116018.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1464305062.00000000</amtCurPur>
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            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>640.02000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>POSTE ITALIANE - SOCIETA PER AZIONI</name>
        <lei>815600354DEDBD0BA991</lei>
        <title>POSTE ITALIANE SPA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IT0003796171"/>
        </identifiers>
        <balance>8102.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>87650.35000000</valUSD>
        <pctVal>0.004335352059</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IT</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COCA-COLA EUROPACIFIC PARTNERS PLC</name>
        <lei>549300LTH67W4GWMRF57</lei>
        <title>COCA-COLA EUROPACIFIC PARTNERS PLC COMMON STOCK</title>
        <cusip>G25839104</cusip>
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          <isin value="GB00BDCPN049"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LA BANQUE TORONTO-DOMINION</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO-DOMINION BANK/THE MTN 3.500000% 07/19/2023</title>
        <cusip>89114QC48</cusip>
        <identifiers>
          <isin value="US89114QC484"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>249794.58000000</valUSD>
        <pctVal>0.012355312293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KINGSPAN GROUP PUBLIC LIMITED COMPANY</name>
        <lei>635400HM7V74SUB9OG75</lei>
        <title>KINGSPAN GROUP PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IE0004927939"/>
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        <balance>608.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ARKEMA SA</name>
        <lei>9695000EHMS84KKP2785</lei>
        <title>ARKEMA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0010313833"/>
        </identifiers>
        <balance>736.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91659000"/>
        <valUSD>69296.85000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2023-06-30</ncom:dateSigned>
      <ncom:nameOfApplicant>SEI INSTITUTIONAL MANAGED TRUST</ncom:nameOfApplicant>
      <ncom:signature>Ankit Puri</ncom:signature>
      <ncom:signerName>Ankit Puri</ncom:signerName>
      <ncom:title>CFO</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
