<?xml version="1.0" encoding="UTF-8"?><edgarSubmission xmlns="http://www.sec.gov/edgar/nport" xmlns:com="http://www.sec.gov/edgar/common" xmlns:ncom="http://www.sec.gov/edgar/nportcommon" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.sec.gov/edgar/nport eis_NPORT_Filer.xsd">
  <headerData>
    <submissionType>NPORT-P</submissionType>
    <isConfidential>false</isConfidential>
    <filerInfo>

      <filer>
        <issuerCredentials>
          <cik>0000825063</cik>
          <ccc>XXXXXXXX</ccc>
        </issuerCredentials>
      </filer>


      <seriesClassInfo>
        <seriesId>S000007865</seriesId>
        <classId>C000021398</classId>
        <classId>C000021395</classId>
        <classId>C000021397</classId>
        <classId>C000128732</classId>
      </seriesClassInfo>

    </filerInfo>
  </headerData>
  <formData>
    <genInfo>
      <regName>Franklin Mutual Series Funds</regName>
      <regFileNumber>811-05387</regFileNumber>
      <regCik>0000825063</regCik>
      <regLei>549300DW3N5FG4OTT022</regLei>
      <regStreet1>101 John F. Kennedy Parkway</regStreet1>
      <regCity>Short Hills</regCity>
      <regStateConditional regCountry="US" regState="US-NJ"/>
      <regZipOrPostalCode>07078-2791</regZipOrPostalCode>
      <regPhone>973-912-2000</regPhone>
      <seriesName>Franklin Mutual Financial Services Fund</seriesName>
      <seriesId>S000007865</seriesId>
      <seriesLei>PBVS5HOGS4QFZMXTTD93</seriesLei>
      <repPdEnd>2020-12-31</repPdEnd>
      <repPdDate>2020-06-30</repPdDate>
      <isFinalFiling>N</isFinalFiling>
    </genInfo>
    <fundInfo>
      <totAssets>302860576.43</totAssets>
      <totLiabs>2049709.86</totLiabs>
      <netAssets>300810866.57</netAssets>
      <assetsAttrMiscSec>0.00000000</assetsAttrMiscSec>
      <assetsInvested>0.00000000</assetsInvested>
      <amtPayOneYrBanksBorr>0.00000000</amtPayOneYrBanksBorr>
      <amtPayOneYrCtrldComp>0.00000000</amtPayOneYrCtrldComp>
      <amtPayOneYrOthAffil>0.00000000</amtPayOneYrOthAffil>
      <amtPayOneYrOther>0.00000000</amtPayOneYrOther>
      <amtPayAftOneYrBanksBorr>0.00000000</amtPayAftOneYrBanksBorr>
      <amtPayAftOneYrCtrldComp>0.00000000</amtPayAftOneYrCtrldComp>
      <amtPayAftOneYrOthAffil>0.00000000</amtPayAftOneYrOthAffil>
      <amtPayAftOneYrOther>0.00000000</amtPayAftOneYrOther>
      <delayDeliv>0.00000000</delayDeliv>
      <standByCommit>0.00000000</standByCommit>
      <liquidPref>0.00000000</liquidPref>
      <cshNotRptdInCorD>0.00000000</cshNotRptdInCorD>
      <isNonCashCollateral>N</isNonCashCollateral>
      <returnInfo>
        <monthlyTotReturns>
          <monthlyTotReturn classId="C000021398" rtn1="6.42457770" rtn2="3.34646000" rtn3="4.50799660"/>
          <monthlyTotReturn classId="C000021395" rtn1="6.48081900" rtn2="3.33765500" rtn3="4.49648000"/>
          <monthlyTotReturn classId="C000021397" rtn1="6.33797500" rtn2="3.31131200" rtn3="4.42313530"/>
          <monthlyTotReturn classId="C000128732" rtn1="6.52332070" rtn2="3.38765430" rtn3="4.47389600"/>
        </monthlyTotReturns>
        <monthlyReturnCats>
          <commodityContracts>
            <mon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <mon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <mon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <futureCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </futureCategory>
            <optionCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </optionCategory>
          </commodityContracts>
          <creditContracts>
            <mon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <mon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <mon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <futureCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </futureCategory>
            <optionCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </optionCategory>
            <swaptionCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </swaptionCategory>
            <swapCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </swapCategory>
          </creditContracts>
          <equityContracts>
            <mon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <mon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <mon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <futureCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </futureCategory>
            <optionCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </optionCategory>
            <swapCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </swapCategory>
          </equityContracts>
          <foreignExchgContracts>
            <mon1 netRealizedGain="-336707.62000000" netUnrealizedAppr="615819.15000000"/>
            <mon2 netRealizedGain="-31779.97000000" netUnrealizedAppr="-266511.34000000"/>
            <mon3 netRealizedGain="-251862.12000000" netUnrealizedAppr="-1057040.24000000"/>
            <forwardCategory>
              <instrMon1 netRealizedGain="-336707.62000000" netUnrealizedAppr="563806.65000000"/>
              <instrMon2 netRealizedGain="-31779.97000000" netUnrealizedAppr="-216386.34000000"/>
              <instrMon3 netRealizedGain="-251862.12000000" netUnrealizedAppr="-516075.27000000"/>
            </forwardCategory>
            <futureCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="52012.50000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="-50125.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="-540964.97000000"/>
            </futureCategory>
            <optionCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </optionCategory>
          </foreignExchgContracts>
          <interestRtContracts>
            <mon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <mon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <mon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <futureCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </futureCategory>
            <swaptionCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </swaptionCategory>
            <swapCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </swapCategory>
          </interestRtContracts>
          <otherContracts>
            <mon1 netRealizedGain="0.32000000" netUnrealizedAppr="0.00000000"/>
            <mon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <mon3 netRealizedGain="257088.95000000" netUnrealizedAppr="0.00000000"/>
            <futureCategory>
              <instrMon1 netRealizedGain="0.32000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="257088.95000000" netUnrealizedAppr="0.00000000"/>
            </futureCategory>
            <optionCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </optionCategory>
            <swapCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </swapCategory>
            <otherCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </otherCategory>
          </otherContracts>
        </monthlyReturnCats>
        <othMon1 netRealizedGain="-7928958.40000000" netUnrealizedAppr="24772187.74000000"/>
        <othMon2 netRealizedGain="-981543.42000000" netUnrealizedAppr="9988867.93000000"/>
        <othMon3 netRealizedGain="-4543624.63000000" netUnrealizedAppr="18618114.70000000"/>
      </returnInfo>
      <mon1Flow redemption="9287747.48000000" reinvestment="0.00000000" sales="4956857.51000000"/>
      <mon2Flow redemption="6705340.69000000" reinvestment="0.00000000" sales="3646106.79000000"/>
      <mon3Flow redemption="8381307.44000000" reinvestment="0.00000000" sales="5545672.03000000"/>

    </fundInfo>
    <invstOrSecs>
      <invstOrSec>
        <name>FIRST HORIZON NATIONAL CORP COM USD.625</name>
        <lei>TF3RXI1ZB1TQ30H9JV10</lei>
        <title>FIRST HORIZON NATIONAL CORP COM USD.625</title>
        <cusip>320517105</cusip>
        <identifiers>
          <ticker value="FHN"/>
          <other otherDesc="Internal Identifier" value="191587"/>
        </identifiers>
        <balance>553729.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5515140.84000000</valUSD>
        <pctVal>1.833424737239</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP INC COM USD0.01</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC COM USD0.01</title>
        <cusip>172967424</cusip>
        <identifiers>
          <ticker value="C"/>
          <other otherDesc="Internal Identifier" value="4476"/>
        </identifiers>
        <balance>39510.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2018961.00000000</valUSD>
        <pctVal>0.671172894457</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20201007</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6339323592262"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2057.00000000</valUSD>
        <pctVal>-0.00068381838</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>67258.67000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>73677.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-10-07</settlementDt>
            <unrealizedAppr>-2057.00000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bill 07/02/2020 TBLM</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Bill 07/02/2020 TBLM</title>
        <cusip>912796UB3</cusip>
        <identifiers>
          <ticker value="B"/>
          <other otherDesc="Internal Identifier" value="1035621"/>
        </identifiers>
        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3999990.56000000</valUSD>
        <pctVal>1.329736058278</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</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>GBP_USD_20200814</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6337723571260"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>12470.98000000</valUSD>
        <pctVal>0.004145787731</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
              <counterpartyLei>HPFHU0OQ28E4N0NFVK49</counterpartyLei>
            </counterparties>
            <amtCurSold>1350820.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1100000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-08-14</settlementDt>
            <unrealizedAppr>12470.98000000</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>USD_EUR_20200818</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6266923243370"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13064.85000000</valUSD>
        <pctVal>-0.00434321078</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>456208.32000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>500027.59000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-08-18</settlementDt>
            <unrealizedAppr>-13064.85000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AB&amp;T FINANCIAL CORP COM USD1</name>
        <lei>N/A</lei>
        <title>AB&amp;T FINANCIAL CORP COM USD1</title>
        <cusip>00037W106</cusip>
        <identifiers>
          <ticker value="ABTO"/>
          <other otherDesc="Internal Identifier" value="377839"/>
        </identifiers>
        <balance>226100.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>85918.00000000</valUSD>
        <pctVal>0.028562133070</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20201007</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6373623893508"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>202.34000000</valUSD>
        <pctVal>0.000067264857</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank and Trust Co</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>723738.66000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>815147.58000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-10-07</settlementDt>
            <unrealizedAppr>202.34000000</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>EUR_USD_20200715</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6303623410291"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1508.50000000</valUSD>
        <pctVal>0.000501477894</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA NA</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>1737969.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1547833.48000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-07-15</settlementDt>
            <unrealizedAppr>1508.50000000</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>USD_EUR_20200715</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6252323195077"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9483.02000000</valUSD>
        <pctVal>-0.00315248584</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank and Trust Co</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>1045584.99000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1165560.64000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-07-15</settlementDt>
            <unrealizedAppr>-9483.02000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRP Group Inc COM USD 0.01</name>
        <lei>N/A</lei>
        <title>BRP Group Inc COM USD 0.01</title>
        <cusip>05589G102</cusip>
        <identifiers>
          <ticker value="BRP"/>
          <other otherDesc="Internal Identifier" value="1035491"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5181000.00000000</valUSD>
        <pctVal>1.722344694218</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO &amp; CO COM USD.1666</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO &amp; CO COM USD.1666</title>
        <cusip>949746101</cusip>
        <identifiers>
          <ticker value="WFC"/>
          <other otherDesc="Internal Identifier" value="20314"/>
        </identifiers>
        <balance>101870.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2607872.00000000</valUSD>
        <pctVal>0.866947404439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_GBP_20200814</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6321623500133"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-19788.69000000</valUSD>
        <pctVal>-0.00657844918</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank and Trust Co</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>324105.84000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>381893.91000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-08-14</settlementDt>
            <unrealizedAppr>-19788.69000000</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>EUR_USD_20200715</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6313823459231"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>16652.01000000</valUSD>
        <pctVal>0.005535707599</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>780608.56000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>709423.58000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-07-15</settlementDt>
            <unrealizedAppr>16652.01000000</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>USD_EUR_20201007</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6380923928535"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2397.91000000</valUSD>
        <pctVal>0.000797148729</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>147214.19000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>168164.24000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-10-07</settlementDt>
            <unrealizedAppr>2397.91000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>International General Insurance Holdings Ltd ORD USD 1</name>
        <lei>N/A</lei>
        <title>International General Insurance Holdings Ltd ORD USD 1</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="BMG4809J1062"/>
          <other otherDesc="Internal Identifier" value="1056518"/>
        </identifiers>
        <balance>1062755.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7333009.50000000</valUSD>
        <pctVal>2.437747540045</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20200818</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6267623243363"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14871.05000000</valUSD>
        <pctVal>-0.00494365451</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA NA</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>518418.54000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>568188.53000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-08-18</settlementDt>
            <unrealizedAppr>-14871.05000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CAIRN HOMES PLC ORD EUR.001</name>
        <lei>635400DPX6WP2KKDOA83</lei>
        <title>CAIRN HOMES PLC ORD EUR.001</title>
        <cusip>G1858L107</cusip>
        <identifiers>
          <ticker value="CRN"/>
          <other otherDesc="Internal Identifier" value="605970"/>
        </identifiers>
        <balance>6659782.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.88995680"/>
        <valUSD>6751424.11000000</valUSD>
        <pctVal>2.244408317752</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</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>USD_EUR_20200715</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6254123202704"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1051.84000000</valUSD>
        <pctVal>-0.00034966821</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA NA</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>83842.71000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>93171.82000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-07-15</settlementDt>
            <unrealizedAppr>-1051.84000000</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>USD_EUR_20200818</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6267223243381"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-39567.88000000</valUSD>
        <pctVal>-0.01315374023</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>1381661.15000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1514371.09000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-08-18</settlementDt>
            <unrealizedAppr>-39567.88000000</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>USD_EUR_20201123</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6372523886235"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1946.47000000</valUSD>
        <pctVal>-0.00064707436</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>399287.21000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>448243.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-11-23</settlementDt>
            <unrealizedAppr>-1946.47000000</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>JPY_USD_20200824</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6390624022776"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1184.24000000</valUSD>
        <pctVal>-0.00039368258</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>453622.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>48817468.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-08-24</settlementDt>
            <unrealizedAppr>-1184.24000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE GROUP AG ORD CHF 0.04</name>
        <lei>549300506SI9CRFV9Z86</lei>
        <title>CREDIT SUISSE GROUP AG ORD CHF 0.04</title>
        <cusip>H3698D419</cusip>
        <identifiers>
          <ticker value="CSGN"/>
          <other otherDesc="Internal Identifier" value="32499"/>
        </identifiers>
        <balance>683381.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.95165000"/>
        <valUSD>7110488.34000000</valUSD>
        <pctVal>2.363773762922</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</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>USD_EUR_20201007</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6373923893514"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>243.75000000</valUSD>
        <pctVal>0.000081030982</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>717799.87000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>808501.78000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-10-07</settlementDt>
            <unrealizedAppr>243.75000000</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>USD_EUR_20200818</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6324623510017"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13559.02000000</valUSD>
        <pctVal>-0.00450749008</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>400598.59000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>436989.77000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-08-18</settlementDt>
            <unrealizedAppr>-13559.02000000</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>USD_EUR_20201007</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6353323725089"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9546.25000000</valUSD>
        <pctVal>-0.00317350570</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>336355.86000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>369197.65000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-10-07</settlementDt>
            <unrealizedAppr>-9546.25000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASR NEDERLAND NV ORD EUR.16</name>
        <lei>7245000G0HS48PZWUD53</lei>
        <title>ASR NEDERLAND NV ORD EUR.16</title>
        <cusip>N0709G103</cusip>
        <identifiers>
          <ticker value="ASRNL"/>
          <other otherDesc="Internal Identifier" value="636096"/>
        </identifiers>
        <balance>373840.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.88995680"/>
        <valUSD>11501044.62000000</valUSD>
        <pctVal>3.823347457869</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</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>USD_JPY_20200824</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6384223969362"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>141702.12000000</valUSD>
        <pctVal>0.047106715796</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank and Trust Co</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>1365012507.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>12792574.82000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-08-24</settlementDt>
            <unrealizedAppr>141702.12000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Guotai Junan Securities Co Ltd ORD HKD 1</name>
        <lei>300300E1005431000017</lei>
        <title>Guotai Junan Securities Co Ltd ORD HKD 1</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CNE100002FK9"/>
          <other otherDesc="Internal Identifier" value="804646"/>
        </identifiers>
        <balance>1396063.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.75045000"/>
        <valUSD>1941482.02000000</valUSD>
        <pctVal>0.645416185305</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</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>EUR_USD_20200715</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6301823397239"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2391.82000000</valUSD>
        <pctVal>-0.00079512420</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank and Trust Co</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>269254.67000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>237461.64000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-07-15</settlementDt>
            <unrealizedAppr>-2391.82000000</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>USD_EUR_20201123</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6367523845123"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-24211.49000000</valUSD>
        <pctVal>-0.00804874181</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA NA</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>903991.68000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>995023.64000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-11-23</settlementDt>
            <unrealizedAppr>-24211.49000000</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>USD_GBP_20200716</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6342023616177"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1372.23000000</valUSD>
        <pctVal>0.000456177004</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>160740.08000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>200555.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-07-16</settlementDt>
            <unrealizedAppr>1372.23000000</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>USD_GBP_20200716</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6327023518372"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-41371.62000000</valUSD>
        <pctVal>-0.01375336618</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA NA</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>1396130.94000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1688662.26000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-07-16</settlementDt>
            <unrealizedAppr>-41371.62000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STANDARD CHARTERED PLC ORD USD.50</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>STANDARD CHARTERED PLC ORD USD.50</title>
        <cusip>G84228157</cusip>
        <identifiers>
          <ticker value="STAN"/>
          <other otherDesc="Internal Identifier" value="16459"/>
        </identifiers>
        <balance>1298159.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81353730"/>
        <valUSD>7036768.74000000</valUSD>
        <pctVal>2.339266802505</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_GBP_20201123</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6368323849296"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6674.86000000</valUSD>
        <pctVal>-0.00221895574</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>1081000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1333946.43000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-11-23</settlementDt>
            <unrealizedAppr>-6674.86000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DIRECT LINE INSURANCE GROUP PLC ORD GBP.109091</name>
        <lei>213800FF2R23ALJQOP04</lei>
        <title>DIRECT LINE INSURANCE GROUP PLC ORD GBP.109091</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00BY9D0Y18"/>
          <other otherDesc="Internal Identifier" value="530977"/>
        </identifiers>
        <balance>2460898.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81353730"/>
        <valUSD>8251193.76000000</valUSD>
        <pctVal>2.742983940069</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DOLPHIN CAPITAL INVESTORS LTD ORD GBP.01</name>
        <lei>549300WM2017AHZKQ598</lei>
        <title>DOLPHIN CAPITAL INVESTORS LTD ORD GBP.01</title>
        <cusip>G2803G102</cusip>
        <identifiers>
          <ticker value="DCI"/>
          <other otherDesc="Internal Identifier" value="378922"/>
        </identifiers>
        <balance>3979650.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81353730"/>
        <valUSD>152387.30000000</valUSD>
        <pctVal>0.050658841463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO COM USD1</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE &amp; CO COM USD1</title>
        <cusip>46625H100</cusip>
        <identifiers>
          <ticker value="JPM"/>
          <other otherDesc="Internal Identifier" value="344"/>
        </identifiers>
        <balance>43980.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4136758.80000000</valUSD>
        <pctVal>1.375202580667</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>GBP_USD_20200814</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6306323420814"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6632.39000000</valUSD>
        <pctVal>-0.00220483723</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>1750447.54000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1407033.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-08-14</settlementDt>
            <unrealizedAppr>-6632.39000000</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>USD_GBP_20201123</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6372323883888"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4352.09000000</valUSD>
        <pctVal>0.001446786164</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>249384.80000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>313631.06000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-11-23</settlementDt>
            <unrealizedAppr>4352.09000000</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>USD_EUR_20200818</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6321923501849"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-38343.00000000</valUSD>
        <pctVal>-0.01274654750</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>982174.03000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1066297.24000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-08-18</settlementDt>
            <unrealizedAppr>-38343.00000000</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>USD_EUR_20201123</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6371623879231"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1644.06000000</valUSD>
        <pctVal>-0.00054654275</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>170672.27000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>190786.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-11-23</settlementDt>
            <unrealizedAppr>-1644.06000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AIB Group PLC ORD EUR.625</name>
        <lei>635400AKJBGNS5WNQL34</lei>
        <title>AIB Group PLC ORD EUR.625</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="IE00BF0L3536"/>
          <other otherDesc="Internal Identifier" value="819604"/>
        </identifiers>
        <balance>2267537.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.88995680"/>
        <valUSD>2862830.47000000</valUSD>
        <pctVal>0.951704472196</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</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>USD_EUR_20201123</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6369623863665"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8907.26000000</valUSD>
        <pctVal>-0.00296108318</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>463126.91000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>513260.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-11-23</settlementDt>
            <unrealizedAppr>-8907.26000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VOYA FINANCIAL INC COM USD NPV</name>
        <lei>549300T065Z4KJ686G75</lei>
        <title>VOYA FINANCIAL INC COM USD NPV</title>
        <cusip>929089100</cusip>
        <identifiers>
          <ticker value="VOYA"/>
          <other otherDesc="Internal Identifier" value="548333"/>
        </identifiers>
        <balance>315950.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14739067.50000000</valUSD>
        <pctVal>4.899778943514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20201007</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6357823767789"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8423.71000000</valUSD>
        <pctVal>-0.00280033434</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>220854.61000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>240263.31000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-10-07</settlementDt>
            <unrealizedAppr>-8423.71000000</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>USD_GBP_20201123</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6369523859764"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-464.92000000</valUSD>
        <pctVal>-0.00015455558</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>76369.68000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>94246.29000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-11-23</settlementDt>
            <unrealizedAppr>-464.92000000</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>USD_EUR_20201123</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6369723863659"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7925.43000000</valUSD>
        <pctVal>-0.00263468872</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>463126.92000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>514242.24000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-11-23</settlementDt>
            <unrealizedAppr>-7925.43000000</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>USD_EUR_20200818</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6269023249482"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10270.41000000</valUSD>
        <pctVal>-0.00341424168</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>360000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>394617.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-08-18</settlementDt>
            <unrealizedAppr>-10270.41000000</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>EUR_USD_20200715</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6303123410299"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>904.84000000</valUSD>
        <pctVal>0.000300800303</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>1738573.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1547833.48000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-07-15</settlementDt>
            <unrealizedAppr>904.84000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>T&amp;D HOLDINGS INC ORD JPY1</name>
        <lei>3538008ARJ1MACEWA242</lei>
        <title>T&amp;D HOLDINGS INC ORD JPY1</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP3539220008"/>
          <other otherDesc="Internal Identifier" value="303360"/>
        </identifiers>
        <balance>563469.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.62000000"/>
        <valUSD>4839750.54000000</valUSD>
        <pctVal>1.608901498534</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <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>EUR_USD_20200715</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6303223410296"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2079.91000000</valUSD>
        <pctVal>0.000691434463</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>2018886.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1798309.89000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-07-15</settlementDt>
            <unrealizedAppr>2079.91000000</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>USD_EUR_20200715</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6261323227119"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7481.18000000</valUSD>
        <pctVal>-0.00248700457</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA NA</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>345000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>380234.85000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-07-15</settlementDt>
            <unrealizedAppr>-7481.18000000</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>USD_EUR_20201007</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6373723893496"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1017.27000000</valUSD>
        <pctVal>0.000338175948</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
              <counterpartyLei>HPFHU0OQ28E4N0NFVK49</counterpartyLei>
            </counterparties>
            <amtCurSold>723738.66000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>815962.51000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-10-07</settlementDt>
            <unrealizedAppr>1017.27000000</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>USD_GBP_20201123</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6376723905507"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>25235.71000000</valUSD>
        <pctVal>0.008389228184</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>919190.03000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1165185.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-11-23</settlementDt>
            <unrealizedAppr>25235.71000000</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>USD_EUR_20201007</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6377623913177"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5124.47000000</valUSD>
        <pctVal>0.001703552155</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>652085.74000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>739386.98000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-10-07</settlementDt>
            <unrealizedAppr>5124.47000000</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>USD_EUR_20200818</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6272423265375"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-18093.02000000</valUSD>
        <pctVal>-0.00601474946</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>533262.58000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>581661.49000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-08-18</settlementDt>
            <unrealizedAppr>-18093.02000000</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>USD_EUR_20200715</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6328523520640"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-85.41000000</valUSD>
        <pctVal>-0.00002839325</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA NA</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>4781.59000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>5288.21000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-07-15</settlementDt>
            <unrealizedAppr>-85.41000000</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>GBP_USD_20200814</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6308023439348"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>19920.43000000</valUSD>
        <pctVal>0.006622244145</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>2410947.26000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1961395.43000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-08-14</settlementDt>
            <unrealizedAppr>19920.43000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDIABULLS HOUSING FINANCE LTD ORD INR2</name>
        <lei>335800A2A3G53ZQZTQ21</lei>
        <title>INDIABULLS HOUSING FINANCE LTD ORD INR2</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="INE148I01020"/>
          <other otherDesc="Internal Identifier" value="547940"/>
        </identifiers>
        <balance>1200419.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="INR" exchangeRt="75.51000000"/>
        <valUSD>3290038.31000000</valUSD>
        <pctVal>1.093723224667</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</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>USD_EUR_20200715</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6259223220998"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-43749.89000000</valUSD>
        <pctVal>-0.01454398589</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA NA</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>2083567.32000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2297793.46000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-07-15</settlementDt>
            <unrealizedAppr>-43749.89000000</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>USD_EUR_20200715</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6264023233091"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13383.43000000</valUSD>
        <pctVal>-0.00444911786</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA NA</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>515847.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>566332.95000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-07-15</settlementDt>
            <unrealizedAppr>-13383.43000000</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>USD_EUR_20201007</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6379523920209"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1204.49000000</valUSD>
        <pctVal>0.000400414391</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>103847.59000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>118139.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-10-07</settlementDt>
            <unrealizedAppr>1204.49000000</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>GBP_USD_20200814</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6303423410683"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-26270.15000000</valUSD>
        <pctVal>-0.00873311203</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>1106363.68000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>871495.61000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-08-14</settlementDt>
            <unrealizedAppr>-26270.15000000</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>USD_EUR_20201007</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6342123616549"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14919.31000000</valUSD>
        <pctVal>-0.00495969782</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>539490.78000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>592558.87000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-10-07</settlementDt>
            <unrealizedAppr>-14919.31000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHINA PACIFIC INSURANCE GROUP CO LTD ORD HKD1 CL H</name>
        <lei>529900BA5ILEL308WX03</lei>
        <title>CHINA PACIFIC INSURANCE GROUP CO LTD ORD HKD1 CL H</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CNE1000009Q7"/>
          <other otherDesc="Internal Identifier" value="460250"/>
        </identifiers>
        <balance>1238600.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.75045000"/>
        <valUSD>3328945.84000000</valUSD>
        <pctVal>1.106657441587</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CAIXABANK SA ORD EUR1</name>
        <lei>7CUNS533WID6K7DGFI87</lei>
        <title>CAIXABANK SA ORD EUR1</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="ES0140609019"/>
          <other otherDesc="Internal Identifier" value="401299"/>
        </identifiers>
        <balance>3048869.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.88995680"/>
        <valUSD>6521827.83000000</valUSD>
        <pctVal>2.168082524532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</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>USD_EUR_20201007</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6341823615341"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15456.99000000</valUSD>
        <pctVal>-0.00513844136</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
              <counterpartyLei>HPFHU0OQ28E4N0NFVK49</counterpartyLei>
            </counterparties>
            <amtCurSold>543161.98000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>596155.04000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-10-07</settlementDt>
            <unrealizedAppr>-15456.99000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SHINSEI BANK LTD ORD JPY NPV</name>
        <lei>549300PZYOQ2NW83V760</lei>
        <title>SHINSEI BANK LTD ORD JPY NPV</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP3729000004"/>
          <other otherDesc="Internal Identifier" value="296068"/>
        </identifiers>
        <balance>271911.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.62000000"/>
        <valUSD>3288820.15000000</valUSD>
        <pctVal>1.093318265892</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <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>USD_EUR_20201123</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6372423886229"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2424.82000000</valUSD>
        <pctVal>-0.00080609454</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA NA</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>399287.21000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>447764.67000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-11-23</settlementDt>
            <unrealizedAppr>-2424.82000000</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>USD_GBP_20201123</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6371423878167"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1276.39000000</valUSD>
        <pctVal>0.000424316453</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>219676.13000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>273711.63000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-11-23</settlementDt>
            <unrealizedAppr>1276.39000000</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>EUR_USD_20200715</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6337623567028"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>105876.23000000</valUSD>
        <pctVal>0.035196943251</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>2760921.38000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2550952.48000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-07-15</settlementDt>
            <unrealizedAppr>105876.23000000</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>USD_EUR_20200818</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6270923260182"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-28347.87000000</valUSD>
        <pctVal>-0.00942381846</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>859575.61000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>938407.29000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-08-18</settlementDt>
            <unrealizedAppr>-28347.87000000</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>USD_GBP_20201123</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6373523892658"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>12820.26000000</valUSD>
        <pctVal>0.004261900557</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>609550.96000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>768765.67000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-11-23</settlementDt>
            <unrealizedAppr>12820.26000000</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>USD_EUR_20200715</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6261423227121"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7488.08000000</valUSD>
        <pctVal>-0.00248929837</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>345000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>380227.95000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-07-15</settlementDt>
            <unrealizedAppr>-7488.08000000</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>GBP_USD_20200814</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6297223380385"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-49415.52000000</valUSD>
        <pctVal>-0.01642743846</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>883638.51000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>673109.92000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-08-14</settlementDt>
            <unrealizedAppr>-49415.52000000</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>USD_EUR_20200715</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6256023208547"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11817.49000000</valUSD>
        <pctVal>-0.00392854491</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>740000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>819805.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-07-15</settlementDt>
            <unrealizedAppr>-11817.49000000</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>USD_GBP_20200814</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6333323534586"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>956.51000000</valUSD>
        <pctVal>0.000317977209</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA NA</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>200788.12000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>249804.52000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-08-14</settlementDt>
            <unrealizedAppr>956.51000000</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>USD_EUR_20201007</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6381023928543"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2251.72000000</valUSD>
        <pctVal>0.000748550085</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>147214.15000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>168018.01000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-10-07</settlementDt>
            <unrealizedAppr>2251.72000000</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>EUR_USD_20200715</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6303023410294"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4085.02000000</valUSD>
        <pctVal>0.001358002803</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank and Trust Co</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>2016881.87000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1798309.89000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-07-15</settlementDt>
            <unrealizedAppr>4085.02000000</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>USD_EUR_20200818</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6306123419554"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-28527.01000000</valUSD>
        <pctVal>-0.00948337083</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
              <counterpartyLei>HPFHU0OQ28E4N0NFVK49</counterpartyLei>
            </counterparties>
            <amtCurSold>2975000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>3317422.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-08-18</settlementDt>
            <unrealizedAppr>-28527.01000000</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>USD_EUR_20201123</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6372623886241"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2644.41000000</valUSD>
        <pctVal>-0.00087909390</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank and Trust Co</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>402138.37000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>450759.71000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-11-23</settlementDt>
            <unrealizedAppr>-2644.41000000</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>USD_EUR_20201007</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6352623716763"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-22829.05000000</valUSD>
        <pctVal>-0.00758917065</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
              <counterpartyLei>HPFHU0OQ28E4N0NFVK49</counterpartyLei>
            </counterparties>
            <amtCurSold>659086.34000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>719316.29000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-10-07</settlementDt>
            <unrealizedAppr>-22829.05000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KENEDIX INC ORD JPY NPV</name>
        <lei>3538007XCHRIVYCBI985</lei>
        <title>KENEDIX INC ORD JPY NPV</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP3281630008"/>
          <other otherDesc="Internal Identifier" value="299258"/>
        </identifiers>
        <balance>874000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.62000000"/>
        <valUSD>4319506.28000000</valUSD>
        <pctVal>1.435954202470</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <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>USD_EUR_20201007</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6339223592248"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2037.86000000</valUSD>
        <pctVal>-0.00067745557</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>67844.18000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>74356.14000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-10-07</settlementDt>
            <unrealizedAppr>-2037.86000000</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>GBP_USD_20200814</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6313523458531"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>14925.84000000</valUSD>
        <pctVal>0.004961868622</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA NA</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>401862.68000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>336294.36000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-08-14</settlementDt>
            <unrealizedAppr>14925.84000000</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>USD_EUR_20200818</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6265423240114"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13962.27000000</valUSD>
        <pctVal>-0.00464154442</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>510244.11000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>559903.62000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-08-18</settlementDt>
            <unrealizedAppr>-13962.27000000</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>GBP_USD_20200716</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6388924007468"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-948.41000000</valUSD>
        <pctVal>-0.00031528448</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank and Trust Co</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>394799.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>317836.19000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-07-16</settlementDt>
            <unrealizedAppr>-948.41000000</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>USD_EUR_20201123</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6372723886247"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2354.94000000</valUSD>
        <pctVal>-0.00078286400</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>399287.21000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>447834.55000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-11-23</settlementDt>
            <unrealizedAppr>-2354.94000000</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>USD_EUR_20201123</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6368523850765"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13853.90000000</valUSD>
        <pctVal>-0.00460551846</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank and Trust Co</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>670798.16000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>742459.53000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-11-23</settlementDt>
            <unrealizedAppr>-13853.90000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Credito Valtellinese SpA ORD EUR NPV</name>
        <lei>549300BDV4C410CYAQ76</lei>
        <title>Credito Valtellinese SpA ORD EUR NPV</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="IT0005412025"/>
          <other otherDesc="Internal Identifier" value="319089"/>
        </identifiers>
        <balance>1587663.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.88995680"/>
        <valUSD>9423804.29000000</valUSD>
        <pctVal>3.132800486051</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</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>USD_GBP_20200716</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6342423616173"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1417.00000000</valUSD>
        <pctVal>0.000471060110</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
              <counterpartyLei>HPFHU0OQ28E4N0NFVK49</counterpartyLei>
            </counterparties>
            <amtCurSold>168151.23000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>209783.79000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-07-16</settlementDt>
            <unrealizedAppr>1417.00000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>METLIFE INC COM USD.01</name>
        <lei>C4BXATY60WC6XEOZDX54</lei>
        <title>METLIFE INC COM USD.01</title>
        <cusip>59156R108</cusip>
        <identifiers>
          <ticker value="MET"/>
          <other otherDesc="Internal Identifier" value="185823"/>
        </identifiers>
        <balance>155970.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5696024.40000000</valUSD>
        <pctVal>1.893556727171</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_GBP_20200814</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6262423231300"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>708101.70000000</valUSD>
        <pctVal>0.235397646392</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>11227457.92000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>14622921.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-08-14</settlementDt>
            <unrealizedAppr>708101.70000000</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>USD_EUR_20201007</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6358023767796"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-24386.61000000</valUSD>
        <pctVal>-0.00810695779</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>639373.46000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>695561.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-10-07</settlementDt>
            <unrealizedAppr>-24386.61000000</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>USD_GBP_20201123</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6377823913230"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4321.48000000</valUSD>
        <pctVal>0.001436610335</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>137572.95000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>174935.01000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-11-23</settlementDt>
            <unrealizedAppr>4321.48000000</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>USD_GBP_20201123</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6375023900541"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4906.50000000</valUSD>
        <pctVal>0.001631091341</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>233761.88000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>294810.43000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-11-23</settlementDt>
            <unrealizedAppr>4906.50000000</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>USD_EUR_20200818</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6276523278720"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5522.57000000</valUSD>
        <pctVal>-0.00183589444</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA NA</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>200318.94000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>219773.92000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-08-18</settlementDt>
            <unrealizedAppr>-5522.57000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bill 07/07/2020 TBLM</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Bill 07/07/2020 TBLM</title>
        <cusip>9127963C1</cusip>
        <identifiers>
          <ticker value="B"/>
          <other otherDesc="Internal Identifier" value="1068374"/>
        </identifiers>
        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1999962.50000000</valUSD>
        <pctVal>0.664857131926</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAWAG Group AG ORD EUR 1 144A AV</name>
        <lei>529900S9YO2JHTIIDG38</lei>
        <title>BAWAG Group AG ORD EUR 1 144A AV</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="AT0000BAWAG2"/>
          <other otherDesc="Internal Identifier" value="1026444"/>
        </identifiers>
        <balance>220031.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.88995680"/>
        <valUSD>7612844.50000000</valUSD>
        <pctVal>2.530774432056</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AT</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>USD_EUR_20200715</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6329423523162"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15023.73000000</valUSD>
        <pctVal>-0.00499441066</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank and Trust Co</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>722517.57000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>796952.05000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-07-15</settlementDt>
            <unrealizedAppr>-15023.73000000</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>USD_EUR_20201007</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6353423725094"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10462.87000000</valUSD>
        <pctVal>-0.00347822208</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
              <counterpartyLei>HPFHU0OQ28E4N0NFVK49</counterpartyLei>
            </counterparties>
            <amtCurSold>339996.85000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>372380.87000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-10-07</settlementDt>
            <unrealizedAppr>-10462.87000000</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>USD_EUR_20201123</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6374723898572"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5516.83000000</valUSD>
        <pctVal>0.001833986272</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>775693.24000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>880097.67000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-11-23</settlementDt>
            <unrealizedAppr>5516.83000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALLEGHANY CORP COM USD1</name>
        <lei>549300DCJE6AYX159479</lei>
        <title>ALLEGHANY CORP COM USD1</title>
        <cusip>017175100</cusip>
        <identifiers>
          <ticker value="Y"/>
          <other otherDesc="Internal Identifier" value="40787"/>
        </identifiers>
        <balance>21947.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10735155.58000000</valUSD>
        <pctVal>3.568739288712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PNC FINANCIAL SERVICES GROUP INC COM USD 5</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC FINANCIAL SERVICES GROUP INC COM USD 5</title>
        <cusip>693475105</cusip>
        <identifiers>
          <ticker value="PNC"/>
          <other otherDesc="Internal Identifier" value="1001"/>
        </identifiers>
        <balance>12900.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1357209.00000000</valUSD>
        <pctVal>0.451183501272</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIZENS FINANCIAL GROUP INC COM USD.01</name>
        <lei>2138004JDDA4ZQUPFW65</lei>
        <title>CITIZENS FINANCIAL GROUP INC COM USD.01</title>
        <cusip>174610105</cusip>
        <identifiers>
          <ticker value="CFG"/>
          <other otherDesc="Internal Identifier" value="585839"/>
        </identifiers>
        <balance>373300.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9422092.00000000</valUSD>
        <pctVal>3.132231261269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>EUR_USD_20200715</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6303323410288"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2741.67000000</valUSD>
        <pctVal>0.000911426515</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
              <counterpartyLei>HPFHU0OQ28E4N0NFVK49</counterpartyLei>
            </counterparties>
            <amtCurSold>2018225.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1798309.88000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-07-15</settlementDt>
            <unrealizedAppr>2741.67000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOUTHERN NATL BANCORP OF VA IN COM USD.01</name>
        <lei>549300JNX3M2EENG1F11</lei>
        <title>SOUTHERN NATL BANCORP OF VA IN COM USD.01</title>
        <cusip>843395104</cusip>
        <identifiers>
          <ticker value="SONA"/>
          <other otherDesc="Internal Identifier" value="373748"/>
        </identifiers>
        <balance>649760.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6296174.40000000</valUSD>
        <pctVal>2.093067471861</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>EUR_USD_20200715</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6389124010680"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1904.36000000</valUSD>
        <pctVal>0.000633075534</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>1065719.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>950000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-07-15</settlementDt>
            <unrealizedAppr>1904.36000000</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>USD_GBP_20201123</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6367323845090"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-542.38000000</valUSD>
        <pctVal>-0.00018030598</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>89876.99000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>110920.16000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-11-23</settlementDt>
            <unrealizedAppr>-542.38000000</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>USD_EUR_20201123</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6367423845113"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-23228.85000000</valUSD>
        <pctVal>-0.00772207808</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>903991.67000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>996006.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-11-23</settlementDt>
            <unrealizedAppr>-23228.85000000</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>USD_EUR_20200818</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6274223271766"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2198.52000000</valUSD>
        <pctVal>-0.00073086455</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>67379.59000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>73582.56000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-08-18</settlementDt>
            <unrealizedAppr>-2198.52000000</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>EUR_USD_20200715</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6308123439628"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2674.58000000</valUSD>
        <pctVal>0.000889123465</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>1321679.59000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1178445.44000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-07-15</settlementDt>
            <unrealizedAppr>2674.58000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NN GROUP NV ORD EUR NPV</name>
        <lei>724500OHYNDT9OY6Q215</lei>
        <title>NN GROUP NV ORD EUR NPV</title>
        <cusip>N64038107</cusip>
        <identifiers>
          <ticker value="NN"/>
          <other otherDesc="Internal Identifier" value="579238"/>
        </identifiers>
        <balance>362274.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.88995680"/>
        <valUSD>12174136.21000000</valUSD>
        <pctVal>4.047106525377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</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>USD_GBP_20200814</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6262623231320"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>710291.06000000</valUSD>
        <pctVal>0.236125465844</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank and Trust Co</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>11227457.92000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>14625111.24000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-08-14</settlementDt>
            <unrealizedAppr>710291.06000000</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>USD_EUR_20200818</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6267523243357"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-39489.72000000</valUSD>
        <pctVal>-0.01312775713</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA NA</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>1376648.15000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1508811.19000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-08-18</settlementDt>
            <unrealizedAppr>-39489.72000000</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>USD_EUR_20200818</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6324723510024"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-48929.92000000</valUSD>
        <pctVal>-0.01626600812</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>1445624.31000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1576947.71000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-08-18</settlementDt>
            <unrealizedAppr>-48929.92000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HARTFORD FINANCIAL SERVICES GROUP INC COM USD.01</name>
        <lei>IU7C3FTM7Y3BQM112U94</lei>
        <title>HARTFORD FINANCIAL SERVICES GROUP INC COM USD.01</title>
        <cusip>416515104</cusip>
        <identifiers>
          <ticker value="HIG"/>
          <other otherDesc="Internal Identifier" value="40830"/>
        </identifiers>
        <balance>341672.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13171455.60000000</valUSD>
        <pctVal>4.378650196446</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>GBP_USD_20200814</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6303523410694"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-25128.48000000</valUSD>
        <pctVal>-0.00835358120</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA NA</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>1105222.03000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>871495.62000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-08-14</settlementDt>
            <unrealizedAppr>-25128.48000000</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>USD_EUR_20200818</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6330523527025"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1036.44000000</valUSD>
        <pctVal>-0.00034454872</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>94060.68000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>104752.56000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-08-18</settlementDt>
            <unrealizedAppr>-1036.44000000</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>USD_EUR_20201007</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6341923615305"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15602.85000000</valUSD>
        <pctVal>-0.00518693030</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>539490.78000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>591875.33000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-10-07</settlementDt>
            <unrealizedAppr>-15602.85000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SYNOVUS FINANCIAL CORP COM USD1</name>
        <lei>549300EIUS8UN5JTLE54</lei>
        <title>SYNOVUS FINANCIAL CORP COM USD1</title>
        <cusip>87161C501</cusip>
        <identifiers>
          <ticker value="SNV"/>
          <other otherDesc="Internal Identifier" value="31548"/>
        </identifiers>
        <balance>270611.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5555643.83000000</valUSD>
        <pctVal>1.846889340584</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>EUR_USD_20200715</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6362123796168"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6132.58000000</valUSD>
        <pctVal>0.002038683000</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>152212.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>140899.25000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-07-15</settlementDt>
            <unrealizedAppr>6132.58000000</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>EUR_USD_20200715</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6362323796179"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6048.04000000</valUSD>
        <pctVal>0.002010578962</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA NA</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>152296.59000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>140899.25000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-07-15</settlementDt>
            <unrealizedAppr>6048.04000000</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>GBP_USD_20200814</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6348223673664"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6339.32000000</valUSD>
        <pctVal>0.002107410570</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>617639.79000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>503470.34000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-08-14</settlementDt>
            <unrealizedAppr>6339.32000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CAPITAL ONE FINANCIAL CORP COM USD0.01</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>CAPITAL ONE FINANCIAL CORP COM USD0.01</title>
        <cusip>14040H105</cusip>
        <identifiers>
          <ticker value="COF"/>
          <other otherDesc="Internal Identifier" value="31454"/>
        </identifiers>
        <balance>154910.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9695816.90000000</valUSD>
        <pctVal>3.223226943413</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20200715</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6328323520650"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13396.19000000</valUSD>
        <pctVal>-0.00445335973</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA NA</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>750000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>829464.75000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-07-15</settlementDt>
            <unrealizedAppr>-13396.19000000</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>GBP_USD_20200814</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6313623458525"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2751.55000000</valUSD>
        <pctVal>0.000914710971</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA NA</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>74082.48000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>61995.11000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-08-14</settlementDt>
            <unrealizedAppr>2751.55000000</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>USD_EUR_20200715</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6327723520668"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-83.51000000</valUSD>
        <pctVal>-0.00002776163</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>4781.60000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>5290.12000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-07-15</settlementDt>
            <unrealizedAppr>-83.51000000</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>USD_EUR_20201007</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6352523716759"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-22587.63000000</valUSD>
        <pctVal>-0.00750891424</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA NA</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>650913.66000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>710355.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-10-07</settlementDt>
            <unrealizedAppr>-22587.63000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS PLC ORD GBP.25</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC ORD GBP.25</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB0031348658"/>
          <other otherDesc="Internal Identifier" value="279"/>
        </identifiers>
        <balance>6526213.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81353730"/>
        <valUSD>9206800.34000000</valUSD>
        <pctVal>3.060660821525</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>EUR_USD_20200715</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6362223796170"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6118.88000000</valUSD>
        <pctVal>0.002034128643</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
              <counterpartyLei>HPFHU0OQ28E4N0NFVK49</counterpartyLei>
            </counterparties>
            <amtCurSold>153008.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>141596.05000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-07-15</settlementDt>
            <unrealizedAppr>6118.88000000</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>USD_EUR_20201007</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6373823893502"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-180.47000000</valUSD>
        <pctVal>-0.00005999450</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>717799.88000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>808077.57000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-10-07</settlementDt>
            <unrealizedAppr>-180.47000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DEUTSCHE BANK AG ORD EUR NPV *REGISTERED*</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>DEUTSCHE BANK AG ORD EUR NPV *REGISTERED*</title>
        <cusip>D18190898</cusip>
        <identifiers>
          <ticker value="DBK"/>
          <other otherDesc="Internal Identifier" value="63625"/>
        </identifiers>
        <balance>1205177.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.88995680"/>
        <valUSD>11496479.69000000</valUSD>
        <pctVal>3.821829916282</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20201123</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6368623850805"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13749.94000000</valUSD>
        <pctVal>-0.00457095854</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>665442.23000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>736524.77000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-11-23</settlementDt>
            <unrealizedAppr>-13749.94000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA CORP COM USD.01</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP COM USD.01</title>
        <cusip>060505104</cusip>
        <identifiers>
          <ticker value="BAC"/>
          <other otherDesc="Internal Identifier" value="19138"/>
        </identifiers>
        <balance>110800.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2631500.00000000</valUSD>
        <pctVal>0.874802173872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CHF_USD_20200817</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6388724007454"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>189.46000000</valUSD>
        <pctVal>0.000062983097</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank and Trust Co</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>165317.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>156580.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2020-08-17</settlementDt>
            <unrealizedAppr>189.46000000</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>USD_EUR_20201007</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6377723913185"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7667.14000000</valUSD>
        <pctVal>0.002548824145</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>978128.61000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1109060.91000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-10-07</settlementDt>
            <unrealizedAppr>7667.14000000</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>USD_EUR_20200715</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6257323215045"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-74692.64000000</valUSD>
        <pctVal>-0.02483043277</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>4114257.68000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>4548970.15000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-07-15</settlementDt>
            <unrealizedAppr>-74692.64000000</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>USD_EUR_20201007</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6339423592255"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2022.56000000</valUSD>
        <pctVal>-0.00067236932</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA NA</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>67258.68000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>73712.15000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-10-07</settlementDt>
            <unrealizedAppr>-2022.56000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bill 11/27/2020 TBLM</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Bill 11/27/2020 TBLM</title>
        <cusip>9127963B3</cusip>
        <identifiers>
          <ticker value="B"/>
          <other otherDesc="Internal Identifier" value="1074695"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>999379.17000000</valUSD>
        <pctVal>0.332228413619</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</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>USD_EUR_20200818</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6334523542691"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1350.49000000</valUSD>
        <pctVal>-0.00044894987</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>64871.54000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>71609.81000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-08-18</settlementDt>
            <unrealizedAppr>-1350.49000000</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>USD_EUR_20200715</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6263323233094"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11636.48000000</valUSD>
        <pctVal>-0.00386837089</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank and Trust Co</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>451366.12000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>495615.35000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-07-15</settlementDt>
            <unrealizedAppr>-11636.48000000</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>USD_EUR_20200715</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6226623092969"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>20016.70000000</valUSD>
        <pctVal>0.006654247643</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank and Trust Co</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>16334651.58000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>18377136.41000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-07-15</settlementDt>
            <unrealizedAppr>20016.70000000</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>GBP_USD_20200814</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6297023380383"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-38131.58000000</valUSD>
        <pctVal>-0.01267626413</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>681861.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>519406.55000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-08-14</settlementDt>
            <unrealizedAppr>-38131.58000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Bank Discount Notes 07/01/2020 AGCD</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>Federal Home Loan Bank Discount Notes 07/01/2020 AGCD</title>
        <cusip>313384YV5</cusip>
        <identifiers>
          <ticker value="FHLBDN"/>
          <other otherDesc="Internal Identifier" value="1064066"/>
        </identifiers>
        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1500000.00000000</valUSD>
        <pctVal>0.498652198673</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</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>EUR/USD Sep 20 Future</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="ECU0"/>
          <other otherDesc="Internal Identifier" value="1074104"/>
        </identifiers>
        <balance>-146.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>137125.03000000</valUSD>
        <pctVal>0.045585131801</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>JP MORGAN SECURITIES LLC</counterpartyName>
              <counterpartyLei>ZBUT11V806EZRVTWT807</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>EUR/USD Sep 20 Future</issuerName>
                <issueTitle>EUR/USD Sep 20 Future</issueTitle>
                <identifiers>
                  <ticker value="ECU0"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-14</expDate>
            <notionalAmt>-20674762.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>136764.77000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RSA INSURANCE GROUP PLC ORD GBP1</name>
        <lei>549300HOGQ7E0TY86138</lei>
        <title>RSA INSURANCE GROUP PLC ORD GBP1</title>
        <cusip>G7705H157</cusip>
        <identifiers>
          <ticker value="RSA"/>
          <other otherDesc="Internal Identifier" value="40675"/>
        </identifiers>
        <balance>1581336.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81353730"/>
        <valUSD>8008244.86000000</valUSD>
        <pctVal>2.662219271302</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>GBP/USD Sep 20 Future</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="BPU0"/>
          <other otherDesc="Internal Identifier" value="1074106"/>
        </identifiers>
        <balance>-118.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>254749.98000000</valUSD>
        <pctVal>0.084687758426</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>JP MORGAN SECURITIES LLC</counterpartyName>
              <counterpartyLei>ZBUT11V806EZRVTWT807</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>GBP/USD Sep 20 Future</issuerName>
                <issueTitle>GBP/USD Sep 20 Future</issueTitle>
                <identifiers>
                  <ticker value="BPU0"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-14</expDate>
            <notionalAmt>-9397537.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>254458.52000000</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>USD_EUR_20201123</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6368423850770"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13729.98000000</valUSD>
        <pctVal>-0.00456432314</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>665442.23000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>736544.73000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-11-23</settlementDt>
            <unrealizedAppr>-13729.98000000</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>USD_EUR_20200715</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6226423092954"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>21486.82000000</valUSD>
        <pctVal>0.007142966690</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>16334651.58000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>18378606.53000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-07-15</settlementDt>
            <unrealizedAppr>21486.82000000</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>USD_EUR_20201123</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6370623871483"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8153.12000000</valUSD>
        <pctVal>-0.00271038080</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>845507.94000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>945142.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-11-23</settlementDt>
            <unrealizedAppr>-8153.12000000</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>USD_EUR_20200818</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6325023510016"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13939.56000000</valUSD>
        <pctVal>-0.00463399482</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
              <counterpartyLei>HPFHU0OQ28E4N0NFVK49</counterpartyLei>
            </counterparties>
            <amtCurSold>400000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>435936.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-08-18</settlementDt>
            <unrealizedAppr>-13939.56000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS SA ORD EUR2</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP PARIBAS SA ORD EUR2</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="FR0000131104"/>
          <other otherDesc="Internal Identifier" value="54247"/>
        </identifiers>
        <balance>154440.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.88995680"/>
        <valUSD>6169948.48000000</valUSD>
        <pctVal>2.051105583502</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</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>USD_CHF_20200817</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6381823934670"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>47956.71000000</valUSD>
        <pctVal>0.015942479255</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>6729338.59000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>7160927.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-08-17</settlementDt>
            <unrealizedAppr>47956.71000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>M&amp;G PLC ORD GBP.05</name>
        <lei>254900TWUJUQ44TQJY84</lei>
        <title>M&amp;G PLC ORD GBP.05</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00BKFB1C65"/>
          <other otherDesc="Internal Identifier" value="1016622"/>
        </identifiers>
        <balance>2775972.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81353730"/>
        <valUSD>5763918.67000000</valUSD>
        <pctVal>1.916127145180</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SUN HUNG KAI &amp; CO LTD ORD HKD.2</name>
        <lei>N/A</lei>
        <title>SUN HUNG KAI &amp; CO LTD ORD HKD.2</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="HK0086000525"/>
          <other otherDesc="Internal Identifier" value="24175"/>
        </identifiers>
        <balance>4440704.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.75045000"/>
        <valUSD>1747944.24000000</valUSD>
        <pctVal>0.581077492289</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</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>EUR_USD_20200715</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6308223439623"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4542.42000000</valUSD>
        <pctVal>0.001510058480</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA NA</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>1319811.68000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1178445.37000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-07-15</settlementDt>
            <unrealizedAppr>4542.42000000</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>USD_EUR_20201123</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6374923898679"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4713.22000000</valUSD>
        <pctVal>0.001566838343</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank and Trust Co</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>780705.51000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>884945.31000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-11-23</settlementDt>
            <unrealizedAppr>4713.22000000</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>EUR_USD_20200715</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6300023387935"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-17175.36000000</valUSD>
        <pctVal>-0.00570968735</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>1262909.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1108487.02000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-07-15</settlementDt>
            <unrealizedAppr>-17175.36000000</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>USD_EUR_20201123</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6369823863653"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8451.81000000</valUSD>
        <pctVal>-0.00280967575</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank and Trust Co</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>466361.73000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>517363.05000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-11-23</settlementDt>
            <unrealizedAppr>-8451.81000000</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>USD_EUR_20200715</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6327523520643"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13098.44000000</valUSD>
        <pctVal>-0.00435437727</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>750000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>829762.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-07-15</settlementDt>
            <unrealizedAppr>-13098.44000000</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>USD_EUR_20201007</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6360323779580"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-68231.72000000</valUSD>
        <pctVal>-0.02268259813</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>1804192.59000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1963327.79000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-10-07</settlementDt>
            <unrealizedAppr>-68231.72000000</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>USD_EUR_20201007</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6379423920215"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1100.64000000</valUSD>
        <pctVal>0.000365891037</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>103847.60000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>118035.26000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-10-07</settlementDt>
            <unrealizedAppr>1100.64000000</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>USD_GBP_20200814</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6324123509487"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15314.56000000</valUSD>
        <pctVal>-0.00509109267</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>284359.84000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>337108.59000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-08-14</settlementDt>
            <unrealizedAppr>-15314.56000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ING GROEP NV ORD EUR.01</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>ING GROEP NV ORD EUR.01</title>
        <cusip>N4578E595</cusip>
        <identifiers>
          <ticker value="INGA"/>
          <other otherDesc="Internal Identifier" value="641059"/>
        </identifiers>
        <balance>1655210.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.88995680"/>
        <valUSD>11537282.67000000</valUSD>
        <pctVal>3.835394246741</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</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>GBP_USD_20200716</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6386923999968"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-94.33000000</valUSD>
        <pctVal>-0.00003135857</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>28556.33000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>22968.73000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-07-16</settlementDt>
            <unrealizedAppr>-94.33000000</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>EUR_USD_20200715</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6300223387924"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4418.03000000</valUSD>
        <pctVal>-0.00146870691</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>309294.62000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>271287.27000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-07-15</settlementDt>
            <unrealizedAppr>-4418.03000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EVEREST RE GROUP LTD ORD USD.01</name>
        <lei>549300N24XF2VV0B3570</lei>
        <title>EVEREST RE GROUP LTD ORD USD.01</title>
        <cusip>G3223R108</cusip>
        <identifiers>
          <ticker value="RE"/>
          <other otherDesc="Internal Identifier" value="198940"/>
        </identifiers>
        <balance>59100.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12186420.00000000</valUSD>
        <pctVal>4.051190084638</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>EUR_USD_20200715</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6301723397254"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2418.43000000</valUSD>
        <pctVal>-0.00080397029</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>262366.67000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>231308.83000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-07-15</settlementDt>
            <unrealizedAppr>-2418.43000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNICREDIT SPA ORD EUR NPV</name>
        <lei>549300TRUWO2CD2G5692</lei>
        <title>UNICREDIT SPA ORD EUR NPV</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="IT0005239360"/>
          <other otherDesc="Internal Identifier" value="198961"/>
        </identifiers>
        <balance>663877.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.88995680"/>
        <valUSD>6126519.22000000</valUSD>
        <pctVal>2.036668186178</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</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>USD_GBP_20200716</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6353223724935"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3899.49000000</valUSD>
        <pctVal>0.001296326174</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>284905.95000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>356944.42000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-07-16</settlementDt>
            <unrealizedAppr>3899.49000000</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>USD_EUR_20200818</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6325123510019"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-50700.15000000</valUSD>
        <pctVal>-0.01685449418</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
              <counterpartyLei>HPFHU0OQ28E4N0NFVK49</counterpartyLei>
            </counterparties>
            <amtCurSold>1454856.20000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1585560.48000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-08-18</settlementDt>
            <unrealizedAppr>-50700.15000000</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>EUR_USD_20200715</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6314023459225"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>18099.96000000</valUSD>
        <pctVal>0.006017056566</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
              <counterpartyLei>HPFHU0OQ28E4N0NFVK49</counterpartyLei>
            </counterparties>
            <amtCurSold>793410.86000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>722103.83000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-07-15</settlementDt>
            <unrealizedAppr>18099.96000000</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>EUR_USD_20200715</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6311723449230"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2381.05000000</valUSD>
        <pctVal>0.000791543878</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA NA</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>133811.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>121187.87000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-07-15</settlementDt>
            <unrealizedAppr>2381.05000000</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>USD_EUR_20200818</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6332623533077"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-604.44000000</valUSD>
        <pctVal>-0.00020093688</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>35536.60000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>39363.18000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-08-18</settlementDt>
            <unrealizedAppr>-604.44000000</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>USD_EUR_20201123</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6374823898587"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4205.91000000</valUSD>
        <pctVal>0.001398190845</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>775693.25000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>878786.76000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-11-23</settlementDt>
            <unrealizedAppr>4205.91000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2020-07-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Robert Kubilis</ncom:nameOfApplicant>
      <ncom:signature>Robert Kubilis</ncom:signature>
      <ncom:signerName>Robert Kubilis</ncom:signerName>
      <ncom:title>Chief Financial Officer, Chief Accounting Officer and Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
