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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <isRestrictedSec>N</isRestrictedSec>
        
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <descRefInstrmnt>
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            <swapFlag>Y</swapFlag>
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              <rtResetTenors>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-3178000.00000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>-2003.72000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>TRS 5N PLUS INC</title>
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        <identifiers>
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        <pctVal>0.026707355359</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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            <descRefInstrmnt>
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                <identifiers>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Equity - Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="CANADIAN OVERNIGHT REPO RATE AVERAGE" floatingRtSpread="0.00000000" pmntAmt="-80916.00000000">
              <rtResetTenors>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <curCd>CAD</curCd>
            <unrealizedAppr>10771.54000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <descRefInstrmnt>
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            <swapFlag>Y</swapFlag>
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            <rcptCurCd>USD</rcptCurCd>
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      <invstOrSec>
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        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
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        <derivativeInfo>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <derivativeInfo>
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              <rtResetTenors>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <curCd>USD</curCd>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <identifiers>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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                  <ticker value="NIC"/>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OVERNIGHT BANK FUNDING RATE" floatingRtSpread="0.00000000" pmntAmt="65175.10000000">
              <rtResetTenors>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-65175.10000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>5362.99000000</unrealizedAppr>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <floatingPmntDesc curCd="HKD" fixedOrFloating="Floating" floatingRtIndex="1 MONTH HONG KONG INTERBANK OFFERED RATE" floatingRtSpread="0.00000000" pmntAmt="-409920.00000000">
              <rtResetTenors>
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            <rcptCurCd>USD</rcptCurCd>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <isRestrictedSec>N</isRestrictedSec>
        
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              <rtResetTenors>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <identifiers>
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        <derivativeInfo>
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      <invstOrSec>
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        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <derivativeInfo>
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              <rtResetTenors>
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      <invstOrSec>
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        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <derivativeInfo>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <derivativeInfo>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <derivativeInfo>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
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      <invstOrSec>
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        <lei>7H6GLXDRUGQFU57RNE97</lei>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
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      <invstOrSec>
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        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <isRestrictedSec>N</isRestrictedSec>
        
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      <invstOrSec>
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        <lei>7H6GLXDRUGQFU57RNE97</lei>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <derivativeInfo>
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      <invstOrSec>
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        <lei>7H6GLXDRUGQFU57RNE97</lei>
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      <invstOrSec>
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        <lei>7H6GLXDRUGQFU57RNE97</lei>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <derivativeInfo>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
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        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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      <invstOrSec>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <identifiers>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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            <descRefInstrmnt>
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                  <ticker value="FR"/>
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        <securityLending>
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      <invstOrSec>
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        <identifiers>
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        <derivativeInfo>
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            <curCd>AUD</curCd>
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      <invstOrSec>
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        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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      <invstOrSec>
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        <lei>7H6GLXDRUGQFU57RNE97</lei>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <lei>7H6GLXDRUGQFU57RNE97</lei>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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            <rcptCurCd>USD</rcptCurCd>
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      <invstOrSec>
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        <identifiers>
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        <derivativeInfo>
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            <rcptCurCd>USD</rcptCurCd>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <identifiers>
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        <derivativeInfo>
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              <rtResetTenors>
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            <rcptCurCd>USD</rcptCurCd>
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      <invstOrSec>
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        <derivativeInfo>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OVERNIGHT BANK FUNDING RATE" floatingRtSpread="0.00000000" pmntAmt="-105401.16000000">
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <descRefInstrmnt>
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                <identifiers>
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            <swapFlag>Y</swapFlag>
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              <rtResetTenors>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <curCd>EUR</curCd>
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      <invstOrSec>
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        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="ZAR" fixedOrFloating="Floating" floatingRtIndex="1 MONTH JOHANNESBURG INTERBANK AGREED RATE" floatingRtSpread="0.00000000" pmntAmt="-2898351.50000000">
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      <invstOrSec>
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        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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      <invstOrSec>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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      <invstOrSec>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <derivativeInfo>
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            <rcptCurCd>USD</rcptCurCd>
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        <securityLending>
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      <invstOrSec>
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        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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                <identifiers>
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            <rcptCurCd>USD</rcptCurCd>
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            <curCd>NOK</curCd>
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      <invstOrSec>
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        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
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              <rtResetTenors>
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            <pmntCurCd>USD</pmntCurCd>
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            <rcptCurCd>USD</rcptCurCd>
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      <invstOrSec>
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        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <identifiers>
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        <derivativeInfo>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OVERNIGHT BANK FUNDING RATE" floatingRtSpread="0.00000000" pmntAmt="-46723.13000000">
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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      <invstOrSec>
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        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <derivativeInfo>
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      <invstOrSec>
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      <invstOrSec>
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        <derivativeInfo>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <curCd>USD</curCd>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>TRS KELLER GROUP PLC</title>
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        <identifiers>
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        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <descRefInstrmnt>
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                <identifiers>
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            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="STERLING OVERNIGHT INDEX AVERAGE" floatingRtSpread="0.00000000" pmntAmt="-127992.34000000">
              <rtResetTenors>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>127992.34000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>7466.66000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>TRS B2 IMPACT ASA</title>
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        <identifiers>
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        <units>NC</units>
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        <valUSD>2665.80000000</valUSD>
        <pctVal>0.006609683287</pctVal>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
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                <identifiers>
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                  <isin value="NO0010633951"/>
                  <ticker value="B2I"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Equity - Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="NOK" fixedOrFloating="Floating" floatingRtIndex="1 MONTH NORWAY INTERBANK OFFER RATE" floatingRtSpread="0.00000000" pmntAmt="-283976.31000000">
              <rtResetTenors>
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            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>283976.31000000</notionalAmt>
            <curCd>NOK</curCd>
            <unrealizedAppr>2665.80000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>TRS PAGEGROUP PLC</title>
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        <identifiers>
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        <currencyConditional curCd="GBP" exchangeRt="0.75389197"/>
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        <pctVal>-0.03171775216</pctVal>
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        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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            <counterparties>
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              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>PAGEGROUP PLC</issuerName>
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                <identifiers>
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                  <isin value="GB0030232317"/>
                  <ticker value="PAGE"/>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Equity - Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="STERLING OVERNIGHT INDEX AVERAGE" floatingRtSpread="0.00000000" pmntAmt="-72677.45000000">
              <rtResetTenors>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>72677.45000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-12792.32000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>TRS INFORMA PLC</title>
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        <identifiers>
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        <valUSD>-10979.98000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <descRefInstrmnt>
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                <identifiers>
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                  <isin value="GB00BMJ6DW54"/>
                  <ticker value="INF"/>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="STERLING OVERNIGHT INDEX AVERAGE" floatingRtSpread="0.00000000" pmntAmt="60474.26000000">
              <rtResetTenors>
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            <terminationDt>2060-12-10</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <curCd>GBP</curCd>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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                <identifiers>
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            <otherRecDesc fixedOrFloating="Other">Equity - Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="1 DAY EURO SHORT TERM RATE" floatingRtSpread="0.00000000" pmntAmt="-65626.98000000">
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <derivativeInfo>
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      <invstOrSec>
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        <lei>7H6GLXDRUGQFU57RNE97</lei>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>TRS SOFINA SA</title>
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        <pctVal>-0.00501699210</pctVal>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <descRefInstrmnt>
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                  <isin value="BE0003717312"/>
                  <ticker value="SOF"/>
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            <swapFlag>Y</swapFlag>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-46997.40000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-2023.44000000</unrealizedAppr>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <pctVal>0.014419786022</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <descRefInstrmnt>
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                  <isin value="CNE100006CQ4"/>
                  <ticker value="9880"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="HKD" fixedOrFloating="Floating" floatingRtIndex="OVERNIGHT HONG KONG INTERBANK OFFERED RATE" floatingRtSpread="0.00000000" pmntAmt="1101326.60000000">
              <rtResetTenors>
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              </rtResetTenors>
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            <terminationDt>2060-12-10</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-1101326.60000000</notionalAmt>
            <curCd>HKD</curCd>
            <unrealizedAppr>5815.75000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>TRS IG GROUP HOLDINGS PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
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        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
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        <valUSD>-8123.88000000</valUSD>
        <pctVal>-0.02014264906</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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            <descRefInstrmnt>
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                <identifiers>
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                  <ticker value="IGG"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Equity - Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="STERLING OVERNIGHT INDEX AVERAGE" floatingRtSpread="0.00000000" pmntAmt="-131865.66000000">
              <rtResetTenors>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>131865.66000000</notionalAmt>
            <curCd>GBP</curCd>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>TRS HBX GROUP INTERNATIONAL PLC</title>
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        <identifiers>
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        <pctVal>-0.00037283294</pctVal>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <descRefInstrmnt>
              <otherRefInst>
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              <rtResetTenors>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <identifiers>
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        <derivativeInfo>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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            <otherPmntDesc fixedOrFloating="Other">Equity - Performance Leg</otherPmntDesc>
            <terminationDt>2060-12-10</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-32982.83000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1082.19000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>TRS UPSTART HOLDINGS INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="466455064"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5213.95000000</valUSD>
        <pctVal>-0.01292766080</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>UPSTART HOLDINGS INC</issuerName>
                <issueTitle>UPSTART HOLDINGS INC COM</issueTitle>
                <identifiers>
                  <cusip value="91680M107"/>
                  <isin value="US91680M1071"/>
                  <ticker value="UPST"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OVERNIGHT BANK FUNDING RATE" floatingRtSpread="0.00000000" pmntAmt="154219.59000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">Equity - Performance Leg</otherPmntDesc>
            <terminationDt>2060-12-10</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-154219.59000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-5213.95000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>TRS CONDUIT HOLDINGS LTD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="440876321"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.75389197"/>
        <valUSD>3253.62000000</valUSD>
        <pctVal>0.008067145973</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CONDUIT HOLDINGS LTD</issuerName>
                <issueTitle>CONDUIT HOLDINGS LTD COM SHS USD0.01 (DI)</issueTitle>
                <identifiers>
                  <cusip value="000000000"/>
                  <isin value="BMG243851091"/>
                  <ticker value="CRE"/>
                  <other otherDesc="SEDOL" value="BN133N2"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Equity - Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="STERLING OVERNIGHT INDEX AVERAGE" floatingRtSpread="0.00000000" pmntAmt="-42074.75000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2060-12-10</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>42074.75000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>3253.62000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>TRS NH INVESTMENT &amp; SECURITIES CO LTD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="458650739"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2507.53000000</valUSD>
        <pctVal>-0.00621726278</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NH INVESTMENT &amp; SECURITIES CO LTD</issuerName>
                <issueTitle>NH INVESTMENT &amp; SECURITIES CO LTD KRW5000</issueTitle>
                <identifiers>
                  <cusip value="000000000"/>
                  <isin value="KR7005940002"/>
                  <ticker value="005940"/>
                  <other otherDesc="SEDOL" value="6537085"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Equity - Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OVERNIGHT BANK FUNDING RATE" floatingRtSpread="0.00000000" pmntAmt="-60231.60000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2060-12-10</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>60231.60000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2507.53000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>TRS TAIWAN BUSINESS BANK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="425730902"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3884.47000000</valUSD>
        <pctVal>-0.00963129883</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>TAIWAN BUSINESS BANK</issuerName>
                <issueTitle>TAIWAN BUSINESS BANK TWD10</issueTitle>
                <identifiers>
                  <cusip value="000000000"/>
                  <isin value="TW0002834009"/>
                  <ticker value="2834"/>
                  <other otherDesc="SEDOL" value="6098816"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OVERNIGHT BANK FUNDING RATE" floatingRtSpread="0.00000000" pmntAmt="88809.29000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">Equity - Performance Leg</otherPmntDesc>
            <terminationDt>2060-12-10</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-88809.29000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3884.47000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>TRS ONEWO INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="452176842"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HKD" exchangeRt="7.84285000"/>
        <valUSD>-8851.55000000</valUSD>
        <pctVal>-0.02194686101</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>ONEWO INC</issuerName>
                <issueTitle>ONEWO INC CNY1 H</issueTitle>
                <identifiers>
                  <cusip value="000000000"/>
                  <isin value="CNE100005K85"/>
                  <ticker value="2602"/>
                  <other otherDesc="SEDOL" value="BPJPDT0"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Equity - Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="HKD" fixedOrFloating="Floating" floatingRtIndex="1 MONTH HONG KONG INTERBANK OFFERED RATE" floatingRtSpread="0.00000000" pmntAmt="-301840.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2060-12-10</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>301840.00000000</notionalAmt>
            <curCd>HKD</curCd>
            <unrealizedAppr>-8851.55000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>TRS BANK OF KAOHSIUNG CO LTD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="447087682"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>180.54000000</valUSD>
        <pctVal>0.000447637564</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>BANK OF KAOHSIUNG COMPANY LTD</issuerName>
                <issueTitle>BANK OF KAOHSIUNG COMPANY LTD TWD10</issueTitle>
                <identifiers>
                  <cusip value="000000000"/>
                  <isin value="TW0002836004"/>
                  <ticker value="2836"/>
                  <other otherDesc="SEDOL" value="6116462"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OVERNIGHT BANK FUNDING RATE" floatingRtSpread="0.00000000" pmntAmt="34025.09000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">Equity - Performance Leg</otherPmntDesc>
            <terminationDt>2060-12-10</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-34025.09000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>180.54000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>TRS HANWHA CORP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="451387648"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8784.29000000</valUSD>
        <pctVal>-0.02178009408</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>HANWHA CORP</issuerName>
                <issueTitle>HANWHA CORP KRW5000</issueTitle>
                <identifiers>
                  <cusip value="000000000"/>
                  <isin value="KR7000880005"/>
                  <ticker value="000880"/>
                  <other otherDesc="SEDOL" value="6496755"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Equity - Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OVERNIGHT BANK FUNDING RATE" floatingRtSpread="0.00000000" pmntAmt="-52319.12000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2060-12-10</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>52319.12000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-8784.29000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>TRS CATRION CATERING HOLDING CO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="451388005"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1034.65000000</valUSD>
        <pctVal>0.002565349543</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CATRION CATERING HOLDING COMPANY</issuerName>
                <issueTitle>CATRION CATERING HOLDING COMPANY SAR10.00</issueTitle>
                <identifiers>
                  <cusip value="000000000"/>
                  <isin value="SA1330R2TQ16"/>
                  <ticker value="CATERIN"/>
                  <other otherDesc="SEDOL" value="B7J4PX9"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OVERNIGHT BANK FUNDING RATE" floatingRtSpread="0.00000000" pmntAmt="28468.19000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">Equity - Performance Leg</otherPmntDesc>
            <terminationDt>2060-12-10</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-28468.19000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1034.65000000</unrealizedAppr>
          </swapDeriv>
        </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>2026-08-21</ncom:dateSigned>
      <ncom:nameOfApplicant>Bridgeway Funds, Inc.</ncom:nameOfApplicant>
      <ncom:signature>Deborah Hanna</ncom:signature>
      <ncom:signerName>Deborah Hanna</ncom:signerName>
      <ncom:title>Secretary, Treasurer and Chief Compliance Officer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
