<?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">
  <headerData>
    <submissionType>NPORT-P</submissionType>
    <isConfidential>false</isConfidential>
    <filerInfo>

      <filer>
        <issuerCredentials>
          <cik>0001318342</cik>
          <ccc>XXXXXXXX</ccc>
        </issuerCredentials>
      </filer>


      <seriesClassInfo>
        <seriesId>S000041405</seriesId>
        <classId>C000128406</classId>
        <classId>C000128407</classId>
      </seriesClassInfo>


    </filerInfo>
  </headerData>
  <formData>
    <genInfo>
      <regName>INVESTMENT MANAGERS SERIES TRUST</regName>
      <regFileNumber>811-21719</regFileNumber>
      <regCik>0001318342</regCik>
      <regLei>549300ESWU4ZNAH5Y054</regLei>
      <regStreet1>235 WEST GALENA STREET</regStreet1>
      <regCity>MILWAUKEE</regCity>
      <regStateConditional regCountry="US" regState="US-WI"/>
      <regZipOrPostalCode>532123948</regZipOrPostalCode>
      <regPhone>4142992000</regPhone>
      <seriesName>SilverPepper Commodity Strategies Global Macro Fund</seriesName>
      <seriesId>S000041405</seriesId>
      <seriesLei>549300L0SCJ3RX9YNM35</seriesLei>
      <repPdEnd>2022-06-30</repPdEnd>
      <repPdDate>2021-09-30</repPdDate>
      <isFinalFiling>N</isFinalFiling>
    </genInfo>
    <fundInfo>
      <totAssets>181321635.520000000000</totAssets>
      <totLiabs>439226.200000000000</totLiabs>
      <netAssets>180882409.320000000000</netAssets>
      <assetsAttrMiscSec>0.000000000000</assetsAttrMiscSec>
      <assetsInvested>42598913.020000000000</assetsInvested>
      <amtPayOneYrBanksBorr>0.000000000000</amtPayOneYrBanksBorr>
      <amtPayOneYrCtrldComp>0.000000000000</amtPayOneYrCtrldComp>
      <amtPayOneYrOthAffil>0.000000000000</amtPayOneYrOthAffil>
      <amtPayOneYrOther>0.000000000000</amtPayOneYrOther>
      <amtPayAftOneYrBanksBorr>0.000000000000</amtPayAftOneYrBanksBorr>
      <amtPayAftOneYrCtrldComp>0.000000000000</amtPayAftOneYrCtrldComp>
      <amtPayAftOneYrOthAffil>0.000000000000</amtPayAftOneYrOthAffil>
      <amtPayAftOneYrOther>0.000000000000</amtPayAftOneYrOther>
      <delayDeliv>0.000000000000</delayDeliv>
      <standByCommit>0.000000000000</standByCommit>
      <liquidPref>0.000000000000</liquidPref>
      <cshNotRptdInCorD>37522293.980000000000</cshNotRptdInCorD>
      <isNonCashCollateral>N</isNonCashCollateral>
      <returnInfo>
        <monthlyTotReturns>
          <monthlyTotReturn classId="C000128406" rtn1="1.75076080" rtn2="-0.10118980" rtn3="4.25529590"/>
          <monthlyTotReturn classId="C000128407" rtn1="1.844246" rtn2="-0.20122880" rtn3="4.233921"/>
        </monthlyTotReturns>
        <monthlyReturnCats>
          <commodityContracts>
            <mon1 netRealizedGain="-432063.82" netUnrealizedAppr="4107048.50"/>
            <mon2 netRealizedGain="2165765.97" netUnrealizedAppr="-2024974.05"/>
            <mon3 netRealizedGain="2127099.81" netUnrealizedAppr="5763654.34"/>
            <futureCategory>
              <instrMon1 netRealizedGain="2319113.36" netUnrealizedAppr="2863953.37"/>
              <instrMon2 netRealizedGain="4513900.60" netUnrealizedAppr="-1668199.05"/>
              <instrMon3 netRealizedGain="4283298.88" netUnrealizedAppr="6471380.79"/>
            </futureCategory>
            <optionCategory>
              <instrMon1 netRealizedGain="-2751177.18" netUnrealizedAppr="1243095.13"/>
              <instrMon2 netRealizedGain="-2348134.63" netUnrealizedAppr="-356775.00"/>
              <instrMon3 netRealizedGain="-2156199.07" netUnrealizedAppr="-707726.45"/>
            </optionCategory>
          </commodityContracts>
          <equityContracts>
            <mon1 netRealizedGain="N/A" netUnrealizedAppr="-15135.00"/>
            <mon2 netRealizedGain="N/A" netUnrealizedAppr="-19650.00"/>
            <mon3 netRealizedGain="-56196.17" netUnrealizedAppr="76314.65"/>
            <futureCategory>
              <instrMon1 netRealizedGain="N/A" netUnrealizedAppr="-15135.00"/>
              <instrMon2 netRealizedGain="N/A" netUnrealizedAppr="-19650.00"/>
              <instrMon3 netRealizedGain="-41422.32" netUnrealizedAppr="76314.65"/>
            </futureCategory>
            <optionCategory>
              <instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/>
              <instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/>
              <instrMon3 netRealizedGain="-14773.85" netUnrealizedAppr="N/A"/>
            </optionCategory>
          </equityContracts>
          <foreignExchgContracts>
            <mon1 netRealizedGain="-138642.30" netUnrealizedAppr="-83239.33"/>
            <mon2 netRealizedGain="-149889.88" netUnrealizedAppr="149164.79"/>
            <mon3 netRealizedGain="-213103.57" netUnrealizedAppr="-125126.05"/>
            <forwardCategory>
              <instrMon1 netRealizedGain="N/A" netUnrealizedAppr="4980.67"/>
              <instrMon2 netRealizedGain="7283.35" netUnrealizedAppr="-4980.67"/>
              <instrMon3 netRealizedGain="N/A" netUnrealizedAppr="-24978.97"/>
            </forwardCategory>
            <futureCategory>
              <instrMon1 netRealizedGain="-52454.10" netUnrealizedAppr="166950.80"/>
              <instrMon2 netRealizedGain="7543.77" netUnrealizedAppr="202991.25"/>
              <instrMon3 netRealizedGain="-90886.78" netUnrealizedAppr="20320.73"/>
            </futureCategory>
            <optionCategory>
              <instrMon1 netRealizedGain="-86188.20" netUnrealizedAppr="-255170.80"/>
              <instrMon2 netRealizedGain="-164717" netUnrealizedAppr="-48845.79"/>
              <instrMon3 netRealizedGain="-122216.79" netUnrealizedAppr="-120467.81"/>
            </optionCategory>
          </foreignExchgContracts>
          <interestRtContracts>
            <mon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/>
            <mon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/>
            <mon3 netRealizedGain="43787" netUnrealizedAppr="N/A"/>
            <futureCategory>
              <instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/>
              <instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/>
              <instrMon3 netRealizedGain="50281" netUnrealizedAppr="N/A"/>
            </futureCategory>
            <optionCategory>
              <instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/>
              <instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/>
              <instrMon3 netRealizedGain="-6494" netUnrealizedAppr="N/A"/>
            </optionCategory>
          </interestRtContracts>
        </monthlyReturnCats>
        <othMon1 netRealizedGain="-45472.57" netUnrealizedAppr="15908.21"/>
        <othMon2 netRealizedGain="-90452.20" netUnrealizedAppr="49872.97"/>
        <othMon3 netRealizedGain="44584.84" netUnrealizedAppr="-47417.67"/>
      </returnInfo>
      <mon1Flow redemption="-1450564.84" reinvestment="0" sales="2848130.95"/>
      <mon2Flow redemption="-998589.57" reinvestment="0" sales="2770614.07"/>
      <mon3Flow redemption="-1112301.75" reinvestment="0" sales="2263907.26"/>


    </fundInfo>
    <invstOrSecs>
      <invstOrSec>
        <name>TREASURY BILL</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Bill</title>
        <cusip>912796K73</cusip>
        <identifiers>
          <isin value="US912796K733"/>
          <ticker value="912796K7"/>
        </identifiers>
        <balance>5000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4999545</valUSD>
        <pctVal>2.7639752361</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AUD USD CURNCY FUT DEC 2021   /</name>
        <lei>N/A</lei>
        <title>AUD USD CURNCY FUT DEC 2021   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="ADZ1"/>
        </identifiers>
        <balance>-40</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>63071.20</valUSD>
        <pctVal>0.0348686200</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>AUD USD CURNCY FUT DEC 2021   /</issuerName>
                <issueTitle>AUD USD CURNCY FUT DEC 2021   /</issueTitle>
                <identifiers>
                  <other otherDesc="Bloomberg BPIPE identifier" value="614187374557"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-12-14</expDate>
            <notionalAmt>-2956671.20</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>63071.20</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AUSTRALIAN DOLLAR  /</name>
        <lei>N/A</lei>
        <title>AUSTRALIAN DOLLAR  /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="AUD$"/>
        </identifiers>
        <balance>-173.66</balance>
        <units>OU</units>
        <descOthUnits>Currency</descOthUnits>
        <currencyConditional curCd="AUD" exchangeRt="1.3832"/>
        <valUSD>-125.55</valUSD>
        <pctVal>-0.0000694097</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOYBEAN OIL FUTURE DEC 2021   /</name>
        <lei>N/A</lei>
        <title>SOYBEAN OIL FUTURE DEC 2021   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="BOZ1"/>
        </identifiers>
        <balance>157</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>153508.76</valUSD>
        <pctVal>0.0848666051</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>SOYBEAN OIL FUTURE DEC 2021   /</issuerName>
                <issueTitle>SOYBEAN OIL FUTURE DEC 2021   /</issueTitle>
                <identifiers>
                  <other otherDesc="Bloomberg BPIPE identifier" value="575532669130"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-12-15</expDate>
            <notionalAmt>5375089.24</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>153508.76</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CORN FUTURE MAR 22   /</name>
        <lei>N/A</lei>
        <title>CORN FUTURE MAR 22   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="C H2"/>
        </identifiers>
        <balance>-74</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>76510.82</valUSD>
        <pctVal>0.0422986515</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CORN FUTURE MAR 22   /</issuerName>
                <issueTitle>CORN FUTURE MAR 22   /</issueTitle>
                <identifiers>
                  <other otherDesc="Bloomberg BPIPE identifier" value="575532669231"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-03-15</expDate>
            <notionalAmt>-2091160.82</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>76510.82</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CORN FUTURE DEC 21   /</name>
        <lei>N/A</lei>
        <title>CORN FUTURE DEC 21   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="C Z1"/>
        </identifiers>
        <balance>248</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-45318.86</valUSD>
        <pctVal>-0.0250543213</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CORN FUTURE DEC 21   /</issuerName>
                <issueTitle>CORN FUTURE DEC 21   /</issueTitle>
                <identifiers>
                  <other otherDesc="Bloomberg BPIPE identifier" value="575532669231"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-12-15</expDate>
            <notionalAmt>6701018.86</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-45318.86</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CORN FUTURE DEC 22   /</name>
        <lei>N/A</lei>
        <title>CORN FUTURE DEC 22   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="C Z2"/>
        </identifiers>
        <balance>-20</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-17789.40</valUSD>
        <pctVal>-0.0098347872</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CORN FUTURE DEC 22   /</issuerName>
                <issueTitle>CORN FUTURE DEC 22   /</issueTitle>
                <identifiers>
                  <other otherDesc="Bloomberg BPIPE identifier" value="575532669231"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-12-15</expDate>
            <notionalAmt>-504960.60</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-17789.40</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COCOA FUTR OPTION Nov21P 2550</name>
        <lei>N/A</lei>
        <title>COCOA FUTR OPTION Nov21P 2550</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="CCX1P255"/>
        </identifiers>
        <balance>100</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1000</valUSD>
        <pctVal>0.0005528454</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>COCOA FUTURE DEC 21</name>
                    <lei>N/A</lei>
                    <title>COCOA FUTURE DEC 21</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="CCZ1"/>
                    </identifiers>
                    <balance>100</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>1000</valUSD>
                    <pctVal>0.000005528454</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>COCOA</issuerName>
                      <issueTitle>COCOA</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="COCOA"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-01</expDate>
                  <notionalAmt>2550000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>10</shareNo>
            <exercisePrice>2550.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-01</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-18372</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COCOA FUTURE DEC 21   /</name>
        <lei>N/A</lei>
        <title>COCOA FUTURE DEC 21   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="CCZ1"/>
        </identifiers>
        <balance>100</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>200271</valUSD>
        <pctVal>0.1107188923</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ICE Futures US Softs</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>COCOA FUTURE DEC 21   /</issuerName>
                <issueTitle>COCOA FUTURE DEC 21   /</issueTitle>
                <identifiers>
                  <other otherDesc="Bloomberg BPIPE identifier" value="2100246059215"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-12-16</expDate>
            <notionalAmt>2451729</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>200271</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CLP SPOT 10-12-21 FORWARD CONTRACT   /</name>
        <lei>N/A</lei>
        <title>CLP SPOT 10-12-21 FORWARD CONTRACT   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="CLPF1012"/>
        </identifiers>
        <balance>735800000</balance>
        <units>OU</units>
        <descOthUnits>Currency</descOthUnits>
        <currencyConditional curCd="CLP" exchangeRt="1"/>
        <valUSD>906371.95</valUSD>
        <pctVal>0.5010835235</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WTI CRUDE FUTURE NOV 2021   /</name>
        <lei>N/A</lei>
        <title>WTI CRUDE FUTURE NOV 2021   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="CLX1"/>
        </identifiers>
        <balance>207</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1292814.16</valUSD>
        <pctVal>0.7147263047</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>WTI CRUDE FUTURE NOV 2021   /</issuerName>
                <issueTitle>WTI CRUDE FUTURE NOV 2021   /</issueTitle>
                <identifiers>
                  <ticker value="USCRWTIC"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1614914754776"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-10-21</expDate>
            <notionalAmt>14238395.84</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1292814.16</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WTI CRUDE FUTURE DEC 2021   /</name>
        <lei>N/A</lei>
        <title>WTI CRUDE FUTURE DEC 2021   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="CLZ1"/>
        </identifiers>
        <balance>65</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>312137.20</valUSD>
        <pctVal>0.1725636015</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>WTI CRUDE FUTURE DEC 2021   /</issuerName>
                <issueTitle>WTI CRUDE FUTURE DEC 2021   /</issueTitle>
                <identifiers>
                  <ticker value="USCRWTIC"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1614914754776"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-11-20</expDate>
            <notionalAmt>4543362.80</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>312137.20</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CNH SPOT FORWARD  10/13/2021   /</name>
        <lei>N/A</lei>
        <title>CNH SPOT FORWARD  10/13/2021   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="CN101321"/>
        </identifiers>
        <balance>7040900</balance>
        <units>OU</units>
        <descOthUnits>Currency</descOthUnits>
        <currencyConditional curCd="CNY" exchangeRt="1"/>
        <valUSD>1090775.04</valUSD>
        <pctVal>0.6030299155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRENT CRUDE FUTURE JAN 22   /</name>
        <lei>N/A</lei>
        <title>BRENT CRUDE FUTURE JAN 22   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <isin value="GB00H1JWQX24"/>
          <ticker value="COF2"/>
        </identifiers>
        <balance>122</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>762754.76</valUSD>
        <pctVal>0.4216854269</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ICE Futures Europe Commodities</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>BRENT CRUDE FUTURE JAN 22   /</issuerName>
                <issueTitle>BRENT CRUDE FUTURE JAN 22   /</issueTitle>
                <identifiers>
                  <ticker value="COY"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1172533123286"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-12-01</expDate>
            <notionalAmt>8695905.24</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>762754.76</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COTTON #2 FUTURE DEC 2021   /</name>
        <lei>N/A</lei>
        <title>COTTON #2 FUTURE DEC 2021   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="CTZ1"/>
        </identifiers>
        <balance>61</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>589028.08</valUSD>
        <pctVal>0.3256414387</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ICE Futures US Softs</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>COTTON #2 FUTURE DEC 2021   /</issuerName>
                <issueTitle>COTTON #2 FUTURE DEC 2021   /</issueTitle>
                <identifiers>
                  <other otherDesc="Bloomberg BPIPE identifier" value="2100246059219"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-12-09</expDate>
            <notionalAmt>2637871.92</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>589028.08</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CORN FUTURE OPTN  Nov21P 495</name>
        <lei>N/A</lei>
        <title>CORN FUTURE OPTN  Nov21P 495</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="CX1P495"/>
        </identifiers>
        <balance>300</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>20625</valUSD>
        <pctVal>0.0114024355</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>CORN FUTURE DEC 21</name>
                    <lei>N/A</lei>
                    <title>CORN FUTURE DEC 21</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="C Z1"/>
                    </identifiers>
                    <balance>300</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>20625</valUSD>
                    <pctVal>0.000114024355</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>CORN</issuerName>
                      <issueTitle>CORN</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="CORN"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-22</expDate>
                  <notionalAmt>7425000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>5000</shareNo>
            <exercisePrice>495.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-22</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-42396</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CORN FUTURE OPTN  Nov21P 505</name>
        <lei>N/A</lei>
        <title>CORN FUTURE OPTN  Nov21P 505</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="CX1P505"/>
        </identifiers>
        <balance>250</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>31250</valUSD>
        <pctVal>0.0172764174</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>CORN FUTURE DEC 21</name>
                    <lei>N/A</lei>
                    <title>CORN FUTURE DEC 21</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="C Z1"/>
                    </identifiers>
                    <balance>250</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>31250</valUSD>
                    <pctVal>0.000172764174</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>CORN</issuerName>
                      <issueTitle>CORN</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="CORN"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-22</expDate>
                  <notionalAmt>6312500</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>5000</shareNo>
            <exercisePrice>505.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-22</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-33705</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CORN FUTURE OPTN  Nov21P 510</name>
        <lei>N/A</lei>
        <title>CORN FUTURE OPTN  Nov21P 510</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="CX1P510"/>
        </identifiers>
        <balance>50</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8125</valUSD>
        <pctVal>0.0044918685</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>CORN FUTURE DEC 21</name>
                    <lei>N/A</lei>
                    <title>CORN FUTURE DEC 21</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="C Z1"/>
                    </identifiers>
                    <balance>50</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>8125</valUSD>
                    <pctVal>0.000044918685</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>CORN</issuerName>
                      <issueTitle>CORN</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="CORN"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-22</expDate>
                  <notionalAmt>1275000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>5000</shareNo>
            <exercisePrice>510.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-22</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-2678.50</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CORN FUTURE OPTN  Nov21P 515</name>
        <lei>N/A</lei>
        <title>CORN FUTURE OPTN  Nov21P 515</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="CX1P515"/>
        </identifiers>
        <balance>50</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10625</valUSD>
        <pctVal>0.0058739819</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>CORN FUTURE DEC 21</name>
                    <lei>N/A</lei>
                    <title>CORN FUTURE DEC 21</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="C Z1"/>
                    </identifiers>
                    <balance>50</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>10625</valUSD>
                    <pctVal>0.000058739819</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>CORN</issuerName>
                      <issueTitle>CORN</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="CORN"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-22</expDate>
                  <notionalAmt>1287500</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>5000</shareNo>
            <exercisePrice>515.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-22</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-3303.50</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CORN FUTURE OPTN  Nov21P 520</name>
        <lei>N/A</lei>
        <title>CORN FUTURE OPTN  Nov21P 520</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="CX1P520"/>
        </identifiers>
        <balance>-150</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-41250</valUSD>
        <pctVal>-0.0228048709</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>CORN FUTURE DEC 21</name>
                    <lei>N/A</lei>
                    <title>CORN FUTURE DEC 21</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="C Z1"/>
                    </identifiers>
                    <balance>-150</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>-41250</valUSD>
                    <pctVal>-0.000228048709</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Short</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>CORN</issuerName>
                      <issueTitle>CORN</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="CORN"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-22</expDate>
                  <notionalAmt>-3900000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>5000</shareNo>
            <exercisePrice>520.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-22</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>49114.50</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ROBUSTA COFFEE FUTUR JAN 2022   /</name>
        <lei>N/A</lei>
        <title>ROBUSTA COFFEE FUTUR JAN 2022   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <isin value="GB00J41P8V09"/>
          <ticker value="DFF2"/>
        </identifiers>
        <balance>78</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>149751.59</valUSD>
        <pctVal>0.0827894711</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ICE Futures Europe Commodities</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>ROBUSTA COFFEE FUTUR JAN 2022   /</issuerName>
                <issueTitle>ROBUSTA COFFEE FUTUR JAN 2022   /</issueTitle>
                <identifiers>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1172533124128"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-01-26</expDate>
            <notionalAmt>1503068.41</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>149751.59</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ROBUSTA COFFEE FUTUR NOV 2021   /</name>
        <lei>N/A</lei>
        <title>ROBUSTA COFFEE FUTUR NOV 2021   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <isin value="GB00J3X2P335"/>
          <ticker value="DFX1"/>
        </identifiers>
        <balance>67</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>160620.91</valUSD>
        <pctVal>0.0887985242</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ICE Futures Europe Commodities</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>ROBUSTA COFFEE FUTUR NOV 2021   /</issuerName>
                <issueTitle>ROBUSTA COFFEE FUTUR NOV 2021   /</issueTitle>
                <identifiers>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1172533124128"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-11-25</expDate>
            <notionalAmt>1263799.09</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>160620.91</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DOLLAR INDEX      Oct21P 91</name>
        <lei>N/A</lei>
        <title>DOLLAR INDEX      Oct21P 91</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="DXV1P91"/>
        </identifiers>
        <balance>100</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>500</valUSD>
        <pctVal>0.0002764227</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>US DOLLAR INDEX FUT DEC 2020</name>
                    <lei>N/A</lei>
                    <title>US DOLLAR INDEX FUT DEC 2020</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="DXZ0"/>
                    </identifiers>
                    <balance>100</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>500</valUSD>
                    <pctVal>0.000002764227</pctVal>
                    <assetCat>DFE</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>US DOLLAR INDEX FUT DEC 2020</issuerName>
                      <issueTitle>US DOLLAR INDEX FUT DEC 2020</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="US DOLLAR INDEX FUT DEC 2020"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-08</expDate>
                  <notionalAmt>9100000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>91.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-08</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-29797</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DOLLAR INDEX      Oct21P 92</name>
        <lei>N/A</lei>
        <title>DOLLAR INDEX      Oct21P 92</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="DXV1P920"/>
        </identifiers>
        <balance>100</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1500</valUSD>
        <pctVal>0.0008292680</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>US DOLLAR INDEX FUT DEC 2021</name>
                    <lei>N/A</lei>
                    <title>US DOLLAR INDEX FUT DEC 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="DXZ1"/>
                    </identifiers>
                    <balance>100</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>1500</valUSD>
                    <pctVal>0.000008292680</pctVal>
                    <assetCat>DFE</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>US DOLLAR INDEX FUT DEC 2021</issuerName>
                      <issueTitle>US DOLLAR INDEX FUT DEC 2021</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="US DOLLAR INDEX FUT DEC 2021"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-08</expDate>
                  <notionalAmt>9200000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>92.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-08</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-28297</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLAR INDEX FUT DEC 2021   /</name>
        <lei>N/A</lei>
        <title>U.S. DOLLAR INDEX FUT DEC 2021   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="DXZ1"/>
        </identifiers>
        <balance>-30</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-67049.10</valUSD>
        <pctVal>-0.0370677836</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ICE Futures US Currencies</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>U.S. DOLLAR INDEX FUT DEC 2021   /</issuerName>
                <issueTitle>U.S. DOLLAR INDEX FUT DEC 2021   /</issueTitle>
                <identifiers>
                  <ticker value="DXY"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="2100246059203"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-12-14</expDate>
            <notionalAmt>-2760150.90</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-67049.10</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>S&amp;P 500 EMINI FUT DEC 2021   /</name>
        <lei>N/A</lei>
        <title>S&amp;P 500 EMINI FUT DEC 2021   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <isin value="GB00H22VMS09"/>
          <ticker value="ESZ1"/>
        </identifiers>
        <balance>-4</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>33714.74</valUSD>
        <pctVal>0.0186390374</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>S&amp;P 500 EMINI FUT DEC 2021   /</indexName>
                <indexIdentifier>SPX</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2021-12-18</expDate>
            <notionalAmt>-893264.74</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>33714.74</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EURO CURRENCY  /</name>
        <lei>N/A</lei>
        <title>EURO CURRENCY  /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="EUR"/>
        </identifiers>
        <balance>-182.75</balance>
        <units>OU</units>
        <descOthUnits>Currency</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.8633"/>
        <valUSD>-211.69</valUSD>
        <pctVal>-0.0001170318</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GREAT BRITAIN POUND  /</name>
        <lei>N/A</lei>
        <title>GREAT BRITAIN POUND  /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="GBP"/>
        </identifiers>
        <balance>-51.98</balance>
        <units>OU</units>
        <descOthUnits>Currency</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.7422"/>
        <valUSD>-70.04</valUSD>
        <pctVal>-0.0000387213</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GREAT BRITAIN POUND  /</name>
        <lei>N/A</lei>
        <title>GREAT BRITAIN POUND  /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="GBP"/>
        </identifiers>
        <balance>-1868.99</balance>
        <units>OU</units>
        <descOthUnits>Currency</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.7422"/>
        <valUSD>-2518.18</valUSD>
        <pctVal>-0.0013921641</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLD 100 OZ FUTR DECEMBER 2021   /</name>
        <lei>N/A</lei>
        <title>GOLD 100 OZ FUTR DECEMBER 2021   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="GCZ1"/>
        </identifiers>
        <balance>50</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-63938.50</valUSD>
        <pctVal>-0.0353481028</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Commodity Exchange, Inc.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>GOLD 100 OZ FUTR DECEMBER 2021   /</issuerName>
                <issueTitle>GOLD 100 OZ FUTR DECEMBER 2021   /</issueTitle>
                <identifiers>
                  <other otherDesc="Bloomberg BPIPE identifier" value="588417571005"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-12-30</expDate>
            <notionalAmt>8848938.50</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-63938.50</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLD 100 Week Opt Oct21C 1750</name>
        <lei>N/A</lei>
        <title>GOLD 100 Week Opt Oct21C 1750</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="GV1C1750"/>
        </identifiers>
        <balance>35</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>39550</valUSD>
        <pctVal>0.0218650338</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>GOLD 100 OZ FUTR DECEMBER 2021</name>
                    <lei>N/A</lei>
                    <title>GOLD 100 OZ FUTR DECEMBER 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="GCZ1"/>
                    </identifiers>
                    <balance>35</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>39550</valUSD>
                    <pctVal>0.000218650338</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>GOLD</issuerName>
                      <issueTitle>GOLD</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="GOLD"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-01</expDate>
                  <notionalAmt>6125000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>1750.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-01</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>22290.80</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLD 100 Week Opt Oct21C 1765</name>
        <lei>N/A</lei>
        <title>GOLD 100 Week Opt Oct21C 1765</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="GV1C1765"/>
        </identifiers>
        <balance>50</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>17000</valUSD>
        <pctVal>0.0093983711</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>GOLD 100 OZ FUTR DECEMBER 2021</name>
                    <lei>N/A</lei>
                    <title>GOLD 100 OZ FUTR DECEMBER 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="GCZ1"/>
                    </identifiers>
                    <balance>50</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>17000</valUSD>
                    <pctVal>0.000093983711</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>GOLD</issuerName>
                      <issueTitle>GOLD</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="GOLD"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-01</expDate>
                  <notionalAmt>8825000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>1765.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-01</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-9656</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLD 100 Week Opt Oct21C 1770</name>
        <lei>N/A</lei>
        <title>GOLD 100 Week Opt Oct21C 1770</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="GV1C1770"/>
        </identifiers>
        <balance>80</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>16800</valUSD>
        <pctVal>0.0092878020</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>GOLD 100 OZ FUTR DECEMBER 2021</name>
                    <lei>N/A</lei>
                    <title>GOLD 100 OZ FUTR DECEMBER 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="GCZ1"/>
                    </identifiers>
                    <balance>80</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>16800</valUSD>
                    <pctVal>0.000092878020</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>GOLD</issuerName>
                      <issueTitle>GOLD</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="GOLD"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-01</expDate>
                  <notionalAmt>14160000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>1770.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-01</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-29049.60</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLD 100 Week Opt Oct21C 1785</name>
        <lei>N/A</lei>
        <title>GOLD 100 Week Opt Oct21C 1785</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="GV1C1785"/>
        </identifiers>
        <balance>100</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7000</valUSD>
        <pctVal>0.0038699175</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>GOLD 100 OZ FUTR DECEMBER 2021</name>
                    <lei>N/A</lei>
                    <title>GOLD 100 OZ FUTR DECEMBER 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="GCZ1"/>
                    </identifiers>
                    <balance>100</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>7000</valUSD>
                    <pctVal>0.000038699175</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>GOLD</issuerName>
                      <issueTitle>GOLD</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="GOLD"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-01</expDate>
                  <notionalAmt>17850000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>1785.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-01</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-79742</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLD 100 Week Opt Oct21P 1720</name>
        <lei>N/A</lei>
        <title>GOLD 100 Week Opt Oct21P 1720</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="GV1P1720"/>
        </identifiers>
        <balance>35</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3500</valUSD>
        <pctVal>0.0019349587</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>GOLD 100 OZ FUTR DECEMBER 2021</name>
                    <lei>N/A</lei>
                    <title>GOLD 100 OZ FUTR DECEMBER 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="GCZ1"/>
                    </identifiers>
                    <balance>35</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>3500</valUSD>
                    <pctVal>0.000019349587</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>GOLD</issuerName>
                      <issueTitle>GOLD</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="GOLD"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-01</expDate>
                  <notionalAmt>6020000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>1720.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-01</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-14609.20</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLD 100 Week Opt Oct21P 1735</name>
        <lei>N/A</lei>
        <title>GOLD 100 Week Opt Oct21P 1735</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="GV1P1735"/>
        </identifiers>
        <balance>50</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9500</valUSD>
        <pctVal>0.0052520309</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>GOLD 100 OZ FUTR DECEMBER 2021</name>
                    <lei>N/A</lei>
                    <title>GOLD 100 OZ FUTR DECEMBER 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="GCZ1"/>
                    </identifiers>
                    <balance>50</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>9500</valUSD>
                    <pctVal>0.000052520309</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>GOLD</issuerName>
                      <issueTitle>GOLD</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="GOLD"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-01</expDate>
                  <notionalAmt>8675000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>1735.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-01</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-16656</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COPPER FUTURE DEC 21   /</name>
        <lei>N/A</lei>
        <title>COPPER FUTURE DEC 21   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="HGZ1"/>
        </identifiers>
        <balance>97</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-675944.99</valUSD>
        <pctVal>-0.3736930487</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Commodity Exchange, Inc.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>COPPER FUTURE DEC 21   /</issuerName>
                <issueTitle>COPPER FUTURE DEC 21   /</issueTitle>
                <identifiers>
                  <other otherDesc="Bloomberg BPIPE identifier" value="588417571035"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-12-30</expDate>
            <notionalAmt>10591769.99</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-675944.99</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HONG KONG DOLLAR  /</name>
        <lei>N/A</lei>
        <title>HONG KONG DOLLAR  /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="HKD"/>
        </identifiers>
        <balance>-0.03</balance>
        <units>OU</units>
        <descOthUnits>Currency</descOthUnits>
        <currencyConditional curCd="HKD" exchangeRt="7.7847"/>
        <valUSD>0</valUSD>
        <pctVal>0.0000000000</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NY HARBOR ULSD NOV 2021   /</name>
        <lei>N/A</lei>
        <title>NY HARBOR ULSD NOV 2021   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="HOX1"/>
        </identifiers>
        <balance>44</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>434142.72</valUSD>
        <pctVal>0.2400137867</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NY HARBOR ULSD NOV 2021   /</issuerName>
                <issueTitle>NY HARBOR ULSD NOV 2021   /</issueTitle>
                <identifiers>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1614914754775"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-10-30</expDate>
            <notionalAmt>3887405.28</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>434142.72</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FCOJ-A FUTURE NOV 21   /</name>
        <lei>N/A</lei>
        <title>FCOJ-A FUTURE NOV 21   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="JOX1"/>
        </identifiers>
        <balance>4</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3494.88</valUSD>
        <pctVal>-0.0019321282</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ICE Futures US Softs</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>FCOJ-A FUTURE NOV 21   /</issuerName>
                <issueTitle>FCOJ-A FUTURE NOV 21   /</issueTitle>
                <identifiers>
                  <other otherDesc="Bloomberg BPIPE identifier" value="2100246059221"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-11-10</expDate>
            <notionalAmt>82994.88</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3494.88</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPY FORWARD CONTRACT 10/13/2021   /</name>
        <lei>N/A</lei>
        <title>JPY FORWARD CONTRACT 10/13/2021   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="JP101321"/>
        </identifiers>
        <balance>219928000</balance>
        <units>OU</units>
        <descOthUnits>Currency</descOthUnits>
        <currencyConditional curCd="JPY" exchangeRt="1"/>
        <valUSD>1976258.56</valUSD>
        <pctVal>1.0925653674</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>2001237.53</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>219928000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-10-13</settlementDt>
            <unrealizedAppr>-24978.97</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JAPANESE YEN  /</name>
        <lei>N/A</lei>
        <title>JAPANESE YEN  /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="JPY"/>
        </identifiers>
        <balance>-16</balance>
        <units>OU</units>
        <descOthUnits>Currency</descOthUnits>
        <currencyConditional curCd="JPY" exchangeRt="111.2950"/>
        <valUSD>-0.14</valUSD>
        <pctVal>-0.0000000774</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COFFEE 'C' FUT OP Nov21C 202.5</name>
        <lei>N/A</lei>
        <title>COFFEE 'C' FUT OP Nov21C 202.5</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="KCX1C202"/>
        </identifiers>
        <balance>35</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>18375</valUSD>
        <pctVal>0.0101585334</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>COFFEE C FUTURE DEC 2021</name>
                    <lei>N/A</lei>
                    <title>COFFEE C FUTURE DEC 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="KCZ1"/>
                    </identifiers>
                    <balance>35</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>18375</valUSD>
                    <pctVal>0.000101585334</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>COFFEE</issuerName>
                      <issueTitle>COFFEE</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="COFFEE"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-08</expDate>
                  <notionalAmt>2657812.5</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>37500</shareNo>
            <exercisePrice>202.500000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-08</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-4202.45</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COFFEE 'C' FUT OP Nov21P 167.5</name>
        <lei>N/A</lei>
        <title>COFFEE 'C' FUT OP Nov21P 167.5</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="KCX1P167"/>
        </identifiers>
        <balance>100</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1875</valUSD>
        <pctVal>0.0010365850</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>COFFEE C FUTURE DEC 2021</name>
                    <lei>N/A</lei>
                    <title>COFFEE C FUTURE DEC 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="KCZ1"/>
                    </identifiers>
                    <balance>100</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>1875</valUSD>
                    <pctVal>0.000010365850</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>COFFEE</issuerName>
                      <issueTitle>COFFEE</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="COFFEE"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-08</expDate>
                  <notionalAmt>6281250</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>37500</shareNo>
            <exercisePrice>167.500000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-08</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-32467</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COFFEE 'C' FUT OP Nov21P 170</name>
        <lei>N/A</lei>
        <title>COFFEE 'C' FUT OP Nov21P 170</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="KCX1P170"/>
        </identifiers>
        <balance>200</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5250</valUSD>
        <pctVal>0.0029024381</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>COFFEE C FUTURE DEC 2021</name>
                    <lei>N/A</lei>
                    <title>COFFEE C FUTURE DEC 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="KCZ1"/>
                    </identifiers>
                    <balance>200</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>5250</valUSD>
                    <pctVal>0.000029024381</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>COFFEE</issuerName>
                      <issueTitle>COFFEE</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="COFFEE"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-08</expDate>
                  <notionalAmt>12750000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>37500</shareNo>
            <exercisePrice>170.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-08</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-105246.50</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COFFEE 'C' FUT OP Nov21P 172.5</name>
        <lei>N/A</lei>
        <title>COFFEE 'C' FUT OP Nov21P 172.5</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="KCX1P172"/>
        </identifiers>
        <balance>150</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5625</valUSD>
        <pctVal>0.0031097551</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>COFFEE C FUTURE DEC 2021</name>
                    <lei>N/A</lei>
                    <title>COFFEE C FUTURE DEC 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="KCZ1"/>
                    </identifiers>
                    <balance>150</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>5625</valUSD>
                    <pctVal>0.000031097551</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>COFFEE</issuerName>
                      <issueTitle>COFFEE</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="COFFEE"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-08</expDate>
                  <notionalAmt>9703125</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>37500</shareNo>
            <exercisePrice>172.500000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-08</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-41488</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COFFEE 'C' FUT OP Nov21P 177.5</name>
        <lei>N/A</lei>
        <title>COFFEE 'C' FUT OP Nov21P 177.5</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="KCX1P177"/>
        </identifiers>
        <balance>40</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3150</valUSD>
        <pctVal>0.0017414629</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>COFFEE C FUTURE DEC 2021</name>
                    <lei>N/A</lei>
                    <title>COFFEE C FUTURE DEC 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="KCZ1"/>
                    </identifiers>
                    <balance>40</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>3150</valUSD>
                    <pctVal>0.000017414629</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>COFFEE</issuerName>
                      <issueTitle>COFFEE</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="COFFEE"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-08</expDate>
                  <notionalAmt>2662500</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>37500</shareNo>
            <exercisePrice>177.500000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-08</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-41068.80</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COFFEE 'C' FUT OP Nov21P 180</name>
        <lei>N/A</lei>
        <title>COFFEE 'C' FUT OP Nov21P 180</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="KCX1P180"/>
        </identifiers>
        <balance>70</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8925</valUSD>
        <pctVal>0.0049341448</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>COFFEE C FUTURE DEC 2021</name>
                    <lei>N/A</lei>
                    <title>COFFEE C FUTURE DEC 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="KCZ1"/>
                    </identifiers>
                    <balance>70</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>8925</valUSD>
                    <pctVal>0.000049341448</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>COFFEE</issuerName>
                      <issueTitle>COFFEE</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="COFFEE"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-08</expDate>
                  <notionalAmt>4725000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>37500</shareNo>
            <exercisePrice>180.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-08</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-22905.40</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COFFEE 'C' FUT OP Nov21P 185</name>
        <lei>N/A</lei>
        <title>COFFEE 'C' FUT OP Nov21P 185</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="KCX1P185"/>
        </identifiers>
        <balance>50</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>16125</valUSD>
        <pctVal>0.0089146314</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>COFFEE C FUTURE DEC 2021</name>
                    <lei>N/A</lei>
                    <title>COFFEE C FUTURE DEC 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="KCZ1"/>
                    </identifiers>
                    <balance>50</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>16125</valUSD>
                    <pctVal>0.000089146314</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>COFFEE</issuerName>
                      <issueTitle>COFFEE</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="COFFEE"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-08</expDate>
                  <notionalAmt>3468750</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>37500</shareNo>
            <exercisePrice>185.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-08</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-17066</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COFFEE 'C' FUT OP Nov21P 190</name>
        <lei>N/A</lei>
        <title>COFFEE 'C' FUT OP Nov21P 190</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="KCX1P190"/>
        </identifiers>
        <balance>-70</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-56175</valUSD>
        <pctVal>-0.0310560879</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>COFFEE C FUTURE DEC 2021</name>
                    <lei>N/A</lei>
                    <title>COFFEE C FUTURE DEC 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="KCZ1"/>
                    </identifiers>
                    <balance>-70</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>-56175</valUSD>
                    <pctVal>-0.000310560879</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Short</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>COFFEE</issuerName>
                      <issueTitle>COFFEE</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="COFFEE"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-08</expDate>
                  <notionalAmt>-4987500</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>37500</shareNo>
            <exercisePrice>190.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-08</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>51119.60</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COFFEE C FUTURE DEC 2021   /</name>
        <lei>N/A</lei>
        <title>COFFEE C FUTURE DEC 2021   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="KCZ1"/>
        </identifiers>
        <balance>318</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>839969.89</valUSD>
        <pctVal>0.4643734530</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ICE Futures US Softs</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>COFFEE C FUTURE DEC 2021   /</issuerName>
                <issueTitle>COFFEE C FUTURE DEC 2021   /</issueTitle>
                <identifiers>
                  <other otherDesc="Bloomberg BPIPE identifier" value="2100246059216"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-12-21</expDate>
            <notionalAmt>22294530.11</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>839969.89</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KC HRW WHEAT FUT MAR 2022   /</name>
        <lei>N/A</lei>
        <title>KC HRW WHEAT FUT MAR 2022   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="KWH2"/>
        </identifiers>
        <balance>-80</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-49305.60</valUSD>
        <pctVal>-0.0272583720</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>KC HRW WHEAT FUT MAR 2022   /</issuerName>
                <issueTitle>KC HRW WHEAT FUT MAR 2022   /</issueTitle>
                <identifiers>
                  <other otherDesc="Bloomberg BPIPE identifier" value="575532669131"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-03-15</expDate>
            <notionalAmt>-2907694.40</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-49305.60</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KC WHEAT FUT OPT  Nov21P 680</name>
        <lei>N/A</lei>
        <title>KC WHEAT FUT OPT  Nov21P 680</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="KWX1P680"/>
        </identifiers>
        <balance>150</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>18750</valUSD>
        <pctVal>0.0103658504</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>KC HRW WHEAT FUT DEC 2021</name>
                    <lei>N/A</lei>
                    <title>KC HRW WHEAT FUT DEC 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="KWZ1"/>
                    </identifiers>
                    <balance>150</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>18750</valUSD>
                    <pctVal>0.000103658504</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>KC HRW WHEAT</issuerName>
                      <issueTitle>KC HRW WHEAT</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="KC HRW WHEAT"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-22</expDate>
                  <notionalAmt>5100000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>5000</shareNo>
            <exercisePrice>680.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-22</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-32448</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KC HRW WHEAT FUT DEC 2021   /</name>
        <lei>N/A</lei>
        <title>KC HRW WHEAT FUT DEC 2021   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="KWZ1"/>
        </identifiers>
        <balance>265</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>57791.45</valUSD>
        <pctVal>0.0319497348</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>KC HRW WHEAT FUT DEC 2021   /</issuerName>
                <issueTitle>KC HRW WHEAT FUT DEC 2021   /</issueTitle>
                <identifiers>
                  <other otherDesc="Bloomberg BPIPE identifier" value="575532669131"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-12-15</expDate>
            <notionalAmt>9637896.05</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>57791.45</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LME PRI ALUM FUT NOV 21   /</name>
        <lei>N/A</lei>
        <title>LME PRI ALUM FUT NOV 21   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <isin value="GB00DV8PQK34"/>
          <ticker value="LAX21"/>
        </identifiers>
        <balance>120</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>708920.40</valUSD>
        <pctVal>0.3919233510</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>London Metal Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>LME PRI ALUM FUT NOV 21   /</issuerName>
                <issueTitle>LME PRI ALUM FUT NOV 21   /</issueTitle>
                <identifiers>
                  <other otherDesc="Bloomberg BPIPE identifier" value="661436900949"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-11-16</expDate>
            <notionalAmt>7861329.60</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>708920.40</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LIVE CATTLE FUTR DEC 21   /</name>
        <lei>N/A</lei>
        <title>LIVE CATTLE FUTR DEC 21   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="LCZ1"/>
        </identifiers>
        <balance>80</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-70132</valUSD>
        <pctVal>-0.0387721505</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>LIVE CATTLE FUTR DEC 21   /</issuerName>
                <issueTitle>LIVE CATTLE FUTR DEC 21   /</issueTitle>
                <identifiers>
                  <other otherDesc="Bloomberg BPIPE identifier" value="614187374797"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-01-01</expDate>
            <notionalAmt>4093332</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-70132</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LEAN HOG FUTURE DEC 21   /</name>
        <lei>N/A</lei>
        <title>LEAN HOG FUTURE DEC 21   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="LHZ1"/>
        </identifiers>
        <balance>85</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>374358.50</valUSD>
        <pctVal>0.2069623583</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>LEAN HOG FUTURE DEC 21   /</issuerName>
                <issueTitle>LEAN HOG FUTURE DEC 21   /</issueTitle>
                <identifiers>
                  <ticker value="IHX"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="614187374798"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-12-15</expDate>
            <notionalAmt>2529241.50</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>374358.50</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LME NICKEL FUTURE NOV 2021   /</name>
        <lei>N/A</lei>
        <title>LME NICKEL FUTURE NOV 2021   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <isin value="GB00GH36XQ50"/>
          <ticker value="LNX1"/>
        </identifiers>
        <balance>49</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-488056.17</valUSD>
        <pctVal>-0.2698195871</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>London Metal Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>LME NICKEL FUTURE NOV 2021   /</issuerName>
                <issueTitle>LME NICKEL FUTURE NOV 2021   /</issueTitle>
                <identifiers>
                  <other otherDesc="Bloomberg BPIPE identifier" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-11-16</expDate>
            <notionalAmt>5762563.17</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-488056.17</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WTI CRUDE Week OptOct21C 75.25</name>
        <lei>N/A</lei>
        <title>WTI CRUDE Week OptOct21C 75.25</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="LV1C1752"/>
        </identifiers>
        <balance>35</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>16800</valUSD>
        <pctVal>0.0092878020</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>WTI CRUDE FUTURE NOV 2021</name>
                    <lei>N/A</lei>
                    <title>WTI CRUDE FUTURE NOV 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="CLX1"/>
                    </identifiers>
                    <balance>35</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>16800</valUSD>
                    <pctVal>0.000092878020</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>WTF CRUDE</issuerName>
                      <issueTitle>WTF CRUDE</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="WTF CRUDE"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-01</expDate>
                  <notionalAmt>2633750</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>1000</shareNo>
            <exercisePrice>75.250000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-01</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-5357.45</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WTI CRUDE Week OptOct21P 67</name>
        <lei>N/A</lei>
        <title>WTI CRUDE Week OptOct21P 67</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="LV1P1670"/>
        </identifiers>
        <balance>100</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1000</valUSD>
        <pctVal>0.0005528454</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>WTI CRUDE FUTURE NOV 2021</name>
                    <lei>N/A</lei>
                    <title>WTI CRUDE FUTURE NOV 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="CLX1"/>
                    </identifiers>
                    <balance>100</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>1000</valUSD>
                    <pctVal>0.000005528454</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>WTF CRUDE</issuerName>
                      <issueTitle>WTF CRUDE</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="WTF CRUDE"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-01</expDate>
                  <notionalAmt>6700000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>1000</shareNo>
            <exercisePrice>67.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-01</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-33307</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WTI CRUDE Week OptOct21P 69.5</name>
        <lei>N/A</lei>
        <title>WTI CRUDE Week OptOct21P 69.5</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="LV1P1695"/>
        </identifiers>
        <balance>90</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>900</valUSD>
        <pctVal>0.0004975608</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>WTI CRUDE FUTURE NOV 2021</name>
                    <lei>N/A</lei>
                    <title>WTI CRUDE FUTURE NOV 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="CLX1"/>
                    </identifiers>
                    <balance>90</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>900</valUSD>
                    <pctVal>0.000004975608</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>WTF CRUDE</issuerName>
                      <issueTitle>WTF CRUDE</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="WTF CRUDE"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-01</expDate>
                  <notionalAmt>6255000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>1000</shareNo>
            <exercisePrice>69.500000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-01</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-75876.30</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WTI CRUDE Week OptOct21P 70</name>
        <lei>N/A</lei>
        <title>WTI CRUDE Week OptOct21P 70</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="LV1P1700"/>
        </identifiers>
        <balance>80</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>800</valUSD>
        <pctVal>0.0004422763</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>WTI CRUDE FUTURE NOV 2021</name>
                    <lei>N/A</lei>
                    <title>WTI CRUDE FUTURE NOV 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="CLX1"/>
                    </identifiers>
                    <balance>80</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>800</valUSD>
                    <pctVal>0.000004422763</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>WTF CRUDE</issuerName>
                      <issueTitle>WTF CRUDE</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="WTF CRUDE"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-01</expDate>
                  <notionalAmt>5600000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>1000</shareNo>
            <exercisePrice>70.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-01</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-109155.60</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WTI CRUDE Week OptOct21P 73</name>
        <lei>N/A</lei>
        <title>WTI CRUDE Week OptOct21P 73</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="LV1P1730"/>
        </identifiers>
        <balance>200</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>20000</valUSD>
        <pctVal>0.0110569071</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>WTI CRUDE FUTURE NOV 2021</name>
                    <lei>N/A</lei>
                    <title>WTI CRUDE FUTURE NOV 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="CLX1"/>
                    </identifiers>
                    <balance>200</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>20000</valUSD>
                    <pctVal>0.000110569071</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>WTF CRUDE</issuerName>
                      <issueTitle>WTF CRUDE</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="WTF CRUDE"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-01</expDate>
                  <notionalAmt>14600000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>1000</shareNo>
            <exercisePrice>73.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-01</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-76614</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WTI CRUDE Week OptOct21P 74</name>
        <lei>N/A</lei>
        <title>WTI CRUDE Week OptOct21P 74</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="LV1P1740"/>
        </identifiers>
        <balance>100</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>24000</valUSD>
        <pctVal>0.0132682885</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>WTI CRUDE FUTURE NOV 2021</name>
                    <lei>N/A</lei>
                    <title>WTI CRUDE FUTURE NOV 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="CLX1"/>
                    </identifiers>
                    <balance>100</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>24000</valUSD>
                    <pctVal>0.000132682885</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>WTF CRUDE</issuerName>
                      <issueTitle>WTF CRUDE</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="WTF CRUDE"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-01</expDate>
                  <notionalAmt>7400000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>1000</shareNo>
            <exercisePrice>74.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-01</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-34307</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WTI CRUDE Week OptOct21P 74.25</name>
        <lei>N/A</lei>
        <title>WTI CRUDE Week OptOct21P 74.25</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="LV1P1742"/>
        </identifiers>
        <balance>100</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>31000</valUSD>
        <pctVal>0.0171382060</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>WTI CRUDE FUTURE NOV 2021</name>
                    <lei>N/A</lei>
                    <title>WTI CRUDE FUTURE NOV 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="CLX1"/>
                    </identifiers>
                    <balance>100</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>31000</valUSD>
                    <pctVal>0.000171382060</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>WTF CRUDE</issuerName>
                      <issueTitle>WTF CRUDE</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="WTF CRUDE"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-01</expDate>
                  <notionalAmt>7425000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>1000</shareNo>
            <exercisePrice>74.250000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-01</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-29307</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WTI CRUDE Week OptOct21P 75.25</name>
        <lei>N/A</lei>
        <title>WTI CRUDE Week OptOct21P 75.25</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="LV1P1752"/>
        </identifiers>
        <balance>40</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>28000</valUSD>
        <pctVal>0.0154796700</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>WTI CRUDE FUTURE NOV 2021</name>
                    <lei>N/A</lei>
                    <title>WTI CRUDE FUTURE NOV 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="CLX1"/>
                    </identifiers>
                    <balance>40</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>28000</valUSD>
                    <pctVal>0.000154796700</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>WTF CRUDE</issuerName>
                      <issueTitle>WTF CRUDE</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="WTF CRUDE"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-01</expDate>
                  <notionalAmt>3010000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>1000</shareNo>
            <exercisePrice>75.250000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-01</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-9322.80</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WTI CRUDE Week OptOct21P 71.5</name>
        <lei>N/A</lei>
        <title>WTI CRUDE Week OptOct21P 71.5</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="LV1P2715"/>
        </identifiers>
        <balance>100</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>45000</valUSD>
        <pctVal>0.0248780410</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>WTI CRUDE FUTURE NOV 2021</name>
                    <lei>N/A</lei>
                    <title>WTI CRUDE FUTURE NOV 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="CLX1"/>
                    </identifiers>
                    <balance>100</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>45000</valUSD>
                    <pctVal>0.000248780410</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>WTF CRUDE</issuerName>
                      <issueTitle>WTF CRUDE</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="WTF CRUDE"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-08</expDate>
                  <notionalAmt>7150000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>1000</shareNo>
            <exercisePrice>71.500000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-08</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-39307</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LME ZINC FUTURE NOV 21   /</name>
        <lei>N/A</lei>
        <title>LME ZINC FUTURE NOV 21   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <isin value="GB00GH36XS74"/>
          <ticker value="LXX1"/>
        </identifiers>
        <balance>37</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-43598.21</valUSD>
        <pctVal>-0.0241030679</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>London Metal Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>LME ZINC FUTURE NOV 21   /</issuerName>
                <issueTitle>LME ZINC FUTURE NOV 21   /</issueTitle>
                <identifiers>
                  <other otherDesc="Bloomberg BPIPE identifier" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-11-16</expDate>
            <notionalAmt>2804260.71</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-43598.21</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UMB MONEY MARKET FIDUCIARY   /</name>
        <lei>N/A</lei>
        <title>UMB MONEY MARKET FIDUCIARY   /</title>
        <cusip>SF8888528</cusip>
        <identifiers>
          <ticker value="MMFIDU"/>
        </identifiers>
        <balance>1597968.50</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1597968.50</valUSD>
        <pctVal>0.8834294645</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</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>UMB MONEY MARKET FIDUCIARY   /</name>
        <lei>N/A</lei>
        <title>UMB MONEY MARKET FIDUCIARY   /</title>
        <cusip>SF8888528</cusip>
        <identifiers>
          <ticker value="MMFIDU"/>
        </identifiers>
        <balance>122419721.33</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>122419721.33</valUSD>
        <pctVal>67.6791744373</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</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>RED WHEAT FUT MGE DEC 2021   /</name>
        <lei>N/A</lei>
        <title>RED WHEAT FUT MGE DEC 2021   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="MWZ1"/>
        </identifiers>
        <balance>3</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3272.76</valUSD>
        <pctVal>-0.0018093302</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Minneapolis Grain Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>RED WHEAT FUT MGE DEC 2021   /</issuerName>
                <issueTitle>RED WHEAT FUT MGE DEC 2021   /</issueTitle>
                <identifiers>
                  <other otherDesc="Bloomberg BPIPE identifier" value="2095951091945"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-12-15</expDate>
            <notionalAmt>140147.76</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3272.76</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS FUTURE JAN 2023   /</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTURE JAN 2023   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGF23"/>
        </identifiers>
        <balance>5</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>85283.90</valUSD>
        <pctVal>0.0471488081</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NATURAL GAS FUTURE JAN 2023   /</issuerName>
                <issueTitle>NATURAL GAS FUTURE JAN 2023   /</issueTitle>
                <identifiers>
                  <ticker value="NGUSHHUB"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1614914754865"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-12-29</expDate>
            <notionalAmt>125916.10</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>85283.90</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS FUTURE JAN 2024   /</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTURE JAN 2024   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGF24"/>
        </identifiers>
        <balance>5</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>41333.90</valUSD>
        <pctVal>0.0228512547</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NATURAL GAS FUTURE JAN 2024   /</issuerName>
                <issueTitle>NATURAL GAS FUTURE JAN 2024   /</issueTitle>
                <identifiers>
                  <ticker value="NGUSHHUB"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1614914754865"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-12-28</expDate>
            <notionalAmt>143266.10</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>41333.90</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS FUTURE FEB 2023   /</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTURE FEB 2023   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGG23"/>
        </identifiers>
        <balance>5</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>80933.90</valUSD>
        <pctVal>0.0447439308</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NATURAL GAS FUTURE FEB 2023   /</issuerName>
                <issueTitle>NATURAL GAS FUTURE FEB 2023   /</issueTitle>
                <identifiers>
                  <ticker value="NGUSHHUB"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1614914754865"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-01-28</expDate>
            <notionalAmt>125916.10</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>80933.90</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS FUTURE FEB 2024   /</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTURE FEB 2024   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGG24"/>
        </identifiers>
        <balance>5</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>38283.90</valUSD>
        <pctVal>0.0211650763</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NATURAL GAS FUTURE FEB 2024   /</issuerName>
                <issueTitle>NATURAL GAS FUTURE FEB 2024   /</issueTitle>
                <identifiers>
                  <ticker value="NGUSHHUB"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1614914754865"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2024-01-30</expDate>
            <notionalAmt>143266.10</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>38283.90</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS FUTURE MAR 2023   /</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTURE MAR 2023   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGH23"/>
        </identifiers>
        <balance>5</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>65233.90</valUSD>
        <pctVal>0.0360642587</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NATURAL GAS FUTURE MAR 2023   /</issuerName>
                <issueTitle>NATURAL GAS FUTURE MAR 2023   /</issueTitle>
                <identifiers>
                  <ticker value="NGUSHHUB"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1614914754865"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-02-25</expDate>
            <notionalAmt>125916.10</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>65233.90</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS FUTURE MAR 2024   /</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTURE MAR 2024   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGH24"/>
        </identifiers>
        <balance>5</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>26433.90</valUSD>
        <pctVal>0.0146138589</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NATURAL GAS FUTURE MAR 2024   /</issuerName>
                <issueTitle>NATURAL GAS FUTURE MAR 2024   /</issueTitle>
                <identifiers>
                  <ticker value="NGUSHHUB"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1614914754865"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2024-02-28</expDate>
            <notionalAmt>143266.10</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>26433.90</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS FUTURE APR 2022   /</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTURE APR 2022   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGJ22"/>
        </identifiers>
        <balance>25</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-27288</valUSD>
        <pctVal>-0.0150860441</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NATURAL GAS FUTURE APR 2022   /</issuerName>
                <issueTitle>NATURAL GAS FUTURE APR 2022   /</issueTitle>
                <identifiers>
                  <ticker value="NGUSHHUB"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1614914754865"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-03-30</expDate>
            <notionalAmt>1026288</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-27288</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS FUTURE APR 2023   /</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTURE APR 2023   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGJ23"/>
        </identifiers>
        <balance>5</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>34433.90</valUSD>
        <pctVal>0.0190366217</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NATURAL GAS FUTURE APR 2023   /</issuerName>
                <issueTitle>NATURAL GAS FUTURE APR 2023   /</issueTitle>
                <identifiers>
                  <ticker value="NGUSHHUB"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1614914754865"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-30</expDate>
            <notionalAmt>125916.10</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>34433.90</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS FUTURE APR 2024   /</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTURE APR 2024   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGJ24"/>
        </identifiers>
        <balance>5</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4383.90</valUSD>
        <pctVal>0.0024236188</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NATURAL GAS FUTURE APR 2024   /</issuerName>
                <issueTitle>NATURAL GAS FUTURE APR 2024   /</issueTitle>
                <identifiers>
                  <ticker value="NGUSHHUB"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1614914754865"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2024-03-27</expDate>
            <notionalAmt>143266.10</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>4383.90</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS FUTURE MAY 2022   /</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTURE MAY 2022   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGK22"/>
        </identifiers>
        <balance>105</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1563868.40</valUSD>
        <pctVal>0.8645773826</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NATURAL GAS FUTURE MAY 2022   /</issuerName>
                <issueTitle>NATURAL GAS FUTURE MAY 2022   /</issueTitle>
                <identifiers>
                  <ticker value="NGUSHHUB"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1614914754865"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-04-28</expDate>
            <notionalAmt>2451331.60</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1563868.40</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS FUTURE MAY 2023   /</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTURE MAY 2023   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGK23"/>
        </identifiers>
        <balance>5</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>30633.90</valUSD>
        <pctVal>0.0169358094</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NATURAL GAS FUTURE MAY 2023   /</issuerName>
                <issueTitle>NATURAL GAS FUTURE MAY 2023   /</issueTitle>
                <identifiers>
                  <ticker value="NGUSHHUB"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1614914754865"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-04-27</expDate>
            <notionalAmt>125916.10</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>30633.90</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS FUTURE MAY 2024   /</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTURE MAY 2024   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGK24"/>
        </identifiers>
        <balance>5</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2383.90</valUSD>
        <pctVal>0.0013179280</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NATURAL GAS FUTURE MAY 2024   /</issuerName>
                <issueTitle>NATURAL GAS FUTURE MAY 2024   /</issueTitle>
                <identifiers>
                  <ticker value="NGUSHHUB"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1614914754865"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2024-04-27</expDate>
            <notionalAmt>143266.10</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2383.90</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS FUTURE JUN 2023   /</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTURE JUN 2023   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGM23"/>
        </identifiers>
        <balance>5</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>32833.90</valUSD>
        <pctVal>0.0181520691</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NATURAL GAS FUTURE JUN 2023   /</issuerName>
                <issueTitle>NATURAL GAS FUTURE JUN 2023   /</issueTitle>
                <identifiers>
                  <ticker value="NGUSHHUB"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1614914754865"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-05-27</expDate>
            <notionalAmt>125916.10</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>32833.90</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS FUTURE JUN 2024   /</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTURE JUN 2024   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGM24"/>
        </identifiers>
        <balance>5</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4083.90</valUSD>
        <pctVal>0.0022577651</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NATURAL GAS FUTURE JUN 2024   /</issuerName>
                <issueTitle>NATURAL GAS FUTURE JUN 2024   /</issueTitle>
                <identifiers>
                  <ticker value="NGUSHHUB"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1614914754865"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2024-05-30</expDate>
            <notionalAmt>143266.10</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>4083.90</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS FUTURE JULY 2022   /</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTURE JULY 2022   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGN22"/>
        </identifiers>
        <balance>15</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>210303.15</valUSD>
        <pctVal>0.1162651199</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NATURAL GAS FUTURE JULY 2022   /</issuerName>
                <issueTitle>NATURAL GAS FUTURE JULY 2022   /</issueTitle>
                <identifiers>
                  <ticker value="NGUSHHUB"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1614914754865"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-06-29</expDate>
            <notionalAmt>374096.85</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>210303.15</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS FUTURE JULY 2023   /</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTURE JULY 2023   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGN23"/>
        </identifiers>
        <balance>5</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>35333.90</valUSD>
        <pctVal>0.0195341825</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NATURAL GAS FUTURE JULY 2023   /</issuerName>
                <issueTitle>NATURAL GAS FUTURE JULY 2023   /</issueTitle>
                <identifiers>
                  <ticker value="NGUSHHUB"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1614914754865"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-06-29</expDate>
            <notionalAmt>125916.10</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>35333.90</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS FUTURE JULY 2024   /</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTURE JULY 2024   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGN24"/>
        </identifiers>
        <balance>5</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6383.90</valUSD>
        <pctVal>0.0035293095</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NATURAL GAS FUTURE JULY 2024   /</issuerName>
                <issueTitle>NATURAL GAS FUTURE JULY 2024   /</issueTitle>
                <identifiers>
                  <ticker value="NGUSHHUB"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1614914754865"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2024-06-27</expDate>
            <notionalAmt>143266.10</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>6383.90</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS FUTURE AUG 2023   /</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTURE AUG 2023   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGQ23"/>
        </identifiers>
        <balance>5</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>35983.90</valUSD>
        <pctVal>0.0198935320</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NATURAL GAS FUTURE AUG 2023   /</issuerName>
                <issueTitle>NATURAL GAS FUTURE AUG 2023   /</issueTitle>
                <identifiers>
                  <ticker value="NGUSHHUB"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1614914754865"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-07-28</expDate>
            <notionalAmt>125916.10</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>35983.90</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS FUTURE AUG 2024   /</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTURE AUG 2024   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGQ24"/>
        </identifiers>
        <balance>5</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6783.90</valUSD>
        <pctVal>0.0037504476</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NATURAL GAS FUTURE AUG 2024   /</issuerName>
                <issueTitle>NATURAL GAS FUTURE AUG 2024   /</issueTitle>
                <identifiers>
                  <ticker value="NGUSHHUB"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1614914754865"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2024-07-30</expDate>
            <notionalAmt>143266.10</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>6783.90</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS FUTURE SEP 2023   /</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTURE SEP 2023   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGU23"/>
        </identifiers>
        <balance>5</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>35783.90</valUSD>
        <pctVal>0.0197829629</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NATURAL GAS FUTURE SEP 2023   /</issuerName>
                <issueTitle>NATURAL GAS FUTURE SEP 2023   /</issueTitle>
                <identifiers>
                  <ticker value="NGUSHHUB"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1614914754865"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-08-30</expDate>
            <notionalAmt>125916.10</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>35783.90</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS FUTURE SEP 2024   /</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTURE SEP 2024   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGU24"/>
        </identifiers>
        <balance>5</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6283.90</valUSD>
        <pctVal>0.0034740249</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NATURAL GAS FUTURE SEP 2024   /</issuerName>
                <issueTitle>NATURAL GAS FUTURE SEP 2024   /</issueTitle>
                <identifiers>
                  <ticker value="NGUSHHUB"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1614914754865"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2024-08-29</expDate>
            <notionalAmt>143266.10</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>6283.90</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS FUTURE OCT 2022   /</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTURE OCT 2022   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGV22"/>
        </identifiers>
        <balance>10</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>141028.80</valUSD>
        <pctVal>0.0779671172</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NATURAL GAS FUTURE OCT 2022   /</issuerName>
                <issueTitle>NATURAL GAS FUTURE OCT 2022   /</issueTitle>
                <identifiers>
                  <ticker value="NGUSHHUB"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1614914754865"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-09-29</expDate>
            <notionalAmt>250271.20</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>141028.80</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS FUTURE OCT 2023   /</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTURE OCT 2023   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGV23"/>
        </identifiers>
        <balance>5</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>37583.90</valUSD>
        <pctVal>0.0207780846</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NATURAL GAS FUTURE OCT 2023   /</issuerName>
                <issueTitle>NATURAL GAS FUTURE OCT 2023   /</issueTitle>
                <identifiers>
                  <ticker value="NGUSHHUB"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1614914754865"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-28</expDate>
            <notionalAmt>125916.10</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>37583.90</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS FUTURE OCT 2024   /</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTURE OCT 2024   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGV24"/>
        </identifiers>
        <balance>5</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7933.90</valUSD>
        <pctVal>0.0043862198</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NATURAL GAS FUTURE OCT 2024   /</issuerName>
                <issueTitle>NATURAL GAS FUTURE OCT 2024   /</issueTitle>
                <identifiers>
                  <ticker value="NGUSHHUB"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1614914754865"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2024-09-27</expDate>
            <notionalAmt>143266.10</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>7933.90</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS OPTN  Nov21C 5.65</name>
        <lei>N/A</lei>
        <title>NATURAL GAS OPTN  Nov21C 5.65</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGX1C565"/>
        </identifiers>
        <balance>50</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>348000</valUSD>
        <pctVal>0.1923901839</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>NATURAL GAS FUTURE NOV 2021</name>
                    <lei>N/A</lei>
                    <title>NATURAL GAS FUTURE NOV 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="NGX21"/>
                    </identifiers>
                    <balance>50</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>348000</valUSD>
                    <pctVal>0.001923901839</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>NATURAL GAS</issuerName>
                      <issueTitle>NATURAL GAS</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="NATURAL GAS"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-26</expDate>
                  <notionalAmt>2825000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>10000</shareNo>
            <exercisePrice>5.650000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-26</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>100844</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS OPTN  Nov21C 6</name>
        <lei>N/A</lei>
        <title>NATURAL GAS OPTN  Nov21C 6</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGX1C600"/>
        </identifiers>
        <balance>-50</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-272000</valUSD>
        <pctVal>-0.1503739369</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>NATURAL GAS FUTURE NOV 2021</name>
                    <lei>N/A</lei>
                    <title>NATURAL GAS FUTURE NOV 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="NGX21"/>
                    </identifiers>
                    <balance>-50</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>-272000</valUSD>
                    <pctVal>-0.001503739369</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Short</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>NATURAL GAS</issuerName>
                      <issueTitle>NATURAL GAS</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="NATURAL GAS"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-26</expDate>
                  <notionalAmt>-3000000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>10000</shareNo>
            <exercisePrice>6.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-26</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-89156</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS OPTN  Nov21P 4.85</name>
        <lei>N/A</lei>
        <title>NATURAL GAS OPTN  Nov21P 4.85</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGX1P485"/>
        </identifiers>
        <balance>-65</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-94900</valUSD>
        <pctVal>-0.0524650243</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>NATURAL GAS FUTURE NOV 2021</name>
                    <lei>N/A</lei>
                    <title>NATURAL GAS FUTURE NOV 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="NGX21"/>
                    </identifiers>
                    <balance>-65</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>-94900</valUSD>
                    <pctVal>-0.000524650243</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Short</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>NATURAL GAS</issuerName>
                      <issueTitle>NATURAL GAS</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="NATURAL GAS"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-26</expDate>
                  <notionalAmt>-3152500</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>10000</shareNo>
            <exercisePrice>4.850000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-26</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>70647.20</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS OPTN  Nov21P 4.9</name>
        <lei>N/A</lei>
        <title>NATURAL GAS OPTN  Nov21P 4.9</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGX1P490"/>
        </identifiers>
        <balance>-40</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-64800</valUSD>
        <pctVal>-0.0358243791</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>NATURAL GAS FUTURE NOV 2021</name>
                    <lei>N/A</lei>
                    <title>NATURAL GAS FUTURE NOV 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="NGX21"/>
                    </identifiers>
                    <balance>-40</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>-64800</valUSD>
                    <pctVal>-0.000358243791</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Short</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>NATURAL GAS</issuerName>
                      <issueTitle>NATURAL GAS</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="NATURAL GAS"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-26</expDate>
                  <notionalAmt>-1960000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>10000</shareNo>
            <exercisePrice>4.900000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-26</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>35075.20</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS OPTN  Nov21P 5.05</name>
        <lei>N/A</lei>
        <title>NATURAL GAS OPTN  Nov21P 5.05</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGX1P505"/>
        </identifiers>
        <balance>65</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>138450</valUSD>
        <pctVal>0.0765414396</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>NATURAL GAS FUTURE NOV 2021</name>
                    <lei>N/A</lei>
                    <title>NATURAL GAS FUTURE NOV 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="NGX21"/>
                    </identifiers>
                    <balance>65</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>138450</valUSD>
                    <pctVal>0.000765414396</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>NATURAL GAS</issuerName>
                      <issueTitle>NATURAL GAS</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="NATURAL GAS"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-26</expDate>
                  <notionalAmt>3282500</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>10000</shareNo>
            <exercisePrice>5.050000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-26</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-92502.80</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS OPTN  Nov21P 5.2</name>
        <lei>N/A</lei>
        <title>NATURAL GAS OPTN  Nov21P 5.2</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGX1P520"/>
        </identifiers>
        <balance>40</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>108400</valUSD>
        <pctVal>0.0599284366</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>NATURAL GAS FUTURE NOV 2021</name>
                    <lei>N/A</lei>
                    <title>NATURAL GAS FUTURE NOV 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="NGX21"/>
                    </identifiers>
                    <balance>40</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>108400</valUSD>
                    <pctVal>0.000599284366</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>NATURAL GAS</issuerName>
                      <issueTitle>NATURAL GAS</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="NATURAL GAS"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-26</expDate>
                  <notionalAmt>2080000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>10000</shareNo>
            <exercisePrice>5.200000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-26</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-52924.80</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS OPTN  Nov21P 5.35</name>
        <lei>N/A</lei>
        <title>NATURAL GAS OPTN  Nov21P 5.35</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGX1P535"/>
        </identifiers>
        <balance>-50</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-167500</valUSD>
        <pctVal>-0.0926015972</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>NATURAL GAS FUTURE NOV 2021</name>
                    <lei>N/A</lei>
                    <title>NATURAL GAS FUTURE NOV 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="NGX21"/>
                    </identifiers>
                    <balance>-50</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>-167500</valUSD>
                    <pctVal>-0.000926015972</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Short</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>NATURAL GAS</issuerName>
                      <issueTitle>NATURAL GAS</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="NATURAL GAS"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-26</expDate>
                  <notionalAmt>-2675000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>10000</shareNo>
            <exercisePrice>5.350000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-26</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-1656</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS OPTN  Nov21P 5.65</name>
        <lei>N/A</lei>
        <title>NATURAL GAS OPTN  Nov21P 5.65</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGX1P565"/>
        </identifiers>
        <balance>50</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>239500</valUSD>
        <pctVal>0.1324064628</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>NATURAL GAS FUTURE NOV 2021</name>
                    <lei>N/A</lei>
                    <title>NATURAL GAS FUTURE NOV 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="NGX21"/>
                    </identifiers>
                    <balance>50</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>239500</valUSD>
                    <pctVal>0.001324064628</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>NATURAL GAS</issuerName>
                      <issueTitle>NATURAL GAS</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="NATURAL GAS"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-26</expDate>
                  <notionalAmt>2825000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>10000</shareNo>
            <exercisePrice>5.650000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-26</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-1656</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS FUTURE NOV 2021   /</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTURE NOV 2021   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGX21"/>
        </identifiers>
        <balance>383</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6325665.04</valUSD>
        <pctVal>3.4971145419</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NATURAL GAS FUTURE NOV 2021   /</issuerName>
                <issueTitle>NATURAL GAS FUTURE NOV 2021   /</issueTitle>
                <identifiers>
                  <ticker value="NGUSHHUB"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1614914754865"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-10-28</expDate>
            <notionalAmt>16144944.96</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>6325665.04</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS FUTURE NOV 2022   /</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTURE NOV 2022   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGX22"/>
        </identifiers>
        <balance>33</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>460017.04</valUSD>
        <pctVal>0.2543182843</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NATURAL GAS FUTURE NOV 2022   /</issuerName>
                <issueTitle>NATURAL GAS FUTURE NOV 2022   /</issueTitle>
                <identifiers>
                  <ticker value="NGUSHHUB"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1614914754865"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-10-28</expDate>
            <notionalAmt>857342.96</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>460017.04</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS FUTURE NOV 2023   /</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTURE NOV 2023   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGX23"/>
        </identifiers>
        <balance>5</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>43033.90</valUSD>
        <pctVal>0.0237910918</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NATURAL GAS FUTURE NOV 2023   /</issuerName>
                <issueTitle>NATURAL GAS FUTURE NOV 2023   /</issueTitle>
                <identifiers>
                  <ticker value="NGUSHHUB"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1614914754865"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-10-28</expDate>
            <notionalAmt>125916.10</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>43033.90</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS FUTURE NOV 2024   /</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTURE NOV 2024   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGX24"/>
        </identifiers>
        <balance>5</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13383.90</valUSD>
        <pctVal>0.0073992270</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NATURAL GAS FUTURE NOV 2024   /</issuerName>
                <issueTitle>NATURAL GAS FUTURE NOV 2024   /</issueTitle>
                <identifiers>
                  <ticker value="NGUSHHUB"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1614914754865"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2024-10-30</expDate>
            <notionalAmt>143266.10</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>13383.90</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS FUTURE DEC 2023   /</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTURE DEC 2023   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGZ23"/>
        </identifiers>
        <balance>5</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>53233.90</valUSD>
        <pctVal>0.0294301144</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NATURAL GAS FUTURE DEC 2023   /</issuerName>
                <issueTitle>NATURAL GAS FUTURE DEC 2023   /</issueTitle>
                <identifiers>
                  <ticker value="NGUSHHUB"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1614914754865"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-11-29</expDate>
            <notionalAmt>125916.10</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>53233.90</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATURAL GAS FUTURE DEC 2024   /</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTURE DEC 2024   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NGZ24"/>
        </identifiers>
        <balance>5</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>24383.90</valUSD>
        <pctVal>0.0134805259</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NATURAL GAS FUTURE DEC 2024   /</issuerName>
                <issueTitle>NATURAL GAS FUTURE DEC 2024   /</issueTitle>
                <identifiers>
                  <ticker value="NGUSHHUB"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1614914754865"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2024-11-27</expDate>
            <notionalAmt>143266.10</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>24383.90</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NORWEGIAN KRONE  /</name>
        <lei>N/A</lei>
        <title>NORWEGIAN KRONE  /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NOK$"/>
        </identifiers>
        <balance>-86.69</balance>
        <units>OU</units>
        <descOthUnits>Currency</descOthUnits>
        <currencyConditional curCd="NOK" exchangeRt="8.7418"/>
        <valUSD>-9.92</valUSD>
        <pctVal>-0.0000054842</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW ZEALAND $ FUT DEC 2021   /</name>
        <lei>N/A</lei>
        <title>NEW ZEALAND $ FUT DEC 2021   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <isin value="GB00H1ZSFQ06"/>
          <ticker value="NVZ1"/>
        </identifiers>
        <balance>30</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-56496.60</valUSD>
        <pctVal>-0.0312338829</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NEW ZEALAND $ FUT DEC 2021   /</issuerName>
                <issueTitle>NEW ZEALAND $ FUT DEC 2021   /</issueTitle>
                <identifiers>
                  <other otherDesc="Bloomberg BPIPE identifier" value="614187374592"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-12-14</expDate>
            <notionalAmt>2127846.60</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-56496.60</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW ZEALAND DOLLAR  /</name>
        <lei>N/A</lei>
        <title>NEW ZEALAND DOLLAR  /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="NZD"/>
        </identifiers>
        <balance>-25.41</balance>
        <units>OU</units>
        <descOthUnits>Currency</descOthUnits>
        <currencyConditional curCd="NZD" exchangeRt="1.4485"/>
        <valUSD>-17.54</valUSD>
        <pctVal>-0.0000096969</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SD N Crop Corn Op Nov21P 485</name>
        <lei>N/A</lei>
        <title>SD N Crop Corn Op Nov21P 485</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="ODCX1P48"/>
        </identifiers>
        <balance>100</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1875</valUSD>
        <pctVal>0.0010365850</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>CORN FUTURE DEC 22</name>
                    <lei>N/A</lei>
                    <title>CORN FUTURE DEC 22</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="C Z2"/>
                    </identifiers>
                    <balance>100</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>1875</valUSD>
                    <pctVal>0.000010365850</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>CORN</issuerName>
                      <issueTitle>CORN</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="CORN"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-22</expDate>
                  <notionalAmt>2425000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>5000</shareNo>
            <exercisePrice>485.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-22</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-11632</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SD N Crop Corn Op Nov21P 505</name>
        <lei>N/A</lei>
        <title>SD N Crop Corn Op Nov21P 505</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="ODCX1P50"/>
        </identifiers>
        <balance>-100</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10000</valUSD>
        <pctVal>-0.0055284536</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>CORN FUTURE DEC 22</name>
                    <lei>N/A</lei>
                    <title>CORN FUTURE DEC 22</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="C Z2"/>
                    </identifiers>
                    <balance>-100</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>-10000</valUSD>
                    <pctVal>-0.000055284536</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Short</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>CORN</issuerName>
                      <issueTitle>CORN</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="CORN"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-22</expDate>
                  <notionalAmt>-2525000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>5000</shareNo>
            <exercisePrice>505.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-22</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>37743</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SD N Crop Soy Opt Nov21C 1280</name>
        <lei>N/A</lei>
        <title>SD N Crop Soy Opt Nov21C 1280</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="ODSX1C12"/>
        </identifiers>
        <balance>50</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8125</valUSD>
        <pctVal>0.0044918685</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>SOYBEAN FUTURE NOV 2022</name>
                    <lei>N/A</lei>
                    <title>SOYBEAN FUTURE NOV 2022</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="S X2"/>
                    </identifiers>
                    <balance>50</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>8125</valUSD>
                    <pctVal>0.000044918685</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>SOYBEAN</issuerName>
                      <issueTitle>SOYBEAN</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="SOYBEAN"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-22</expDate>
                  <notionalAmt>3200000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>5000</shareNo>
            <exercisePrice>1280.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-22</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-11441</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MEXICAN PESO FUT DEC 2021   /</name>
        <lei>N/A</lei>
        <title>MEXICAN PESO FUT DEC 2021   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="PEZ1"/>
        </identifiers>
        <balance>39</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-29525.58</valUSD>
        <pctVal>-0.0163230798</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MEXICAN PESO FUT DEC 2021   /</issuerName>
                <issueTitle>MEXICAN PESO FUT DEC 2021   /</issueTitle>
                <identifiers>
                  <other otherDesc="Bloomberg BPIPE identifier" value="614187374580"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-12-14</expDate>
            <notionalAmt>965330.58</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-29525.58</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LOW SU GASOIL G FUT NOV 2021   /</name>
        <lei>N/A</lei>
        <title>LOW SU GASOIL G FUT NOV 2021   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <isin value="GB00H1K80M66"/>
          <ticker value="QSX1"/>
        </identifiers>
        <balance>40</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>444903.20</valUSD>
        <pctVal>0.2459626681</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ICE Futures Europe Commodities</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>LOW SU GASOIL G FUT NOV 2021   /</issuerName>
                <issueTitle>LOW SU GASOIL G FUT NOV 2021   /</issueTitle>
                <identifiers>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1172533123290"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-11-12</expDate>
            <notionalAmt>2257096.80</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>444903.20</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOYBEAN FUTURE NOV 2021   /</name>
        <lei>N/A</lei>
        <title>SOYBEAN FUTURE NOV 2021   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="S X1"/>
        </identifiers>
        <balance>108</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-249447.09</valUSD>
        <pctVal>-0.1379056653</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>SOYBEAN FUTURE NOV 2021   /</issuerName>
                <issueTitle>SOYBEAN FUTURE NOV 2021   /</issueTitle>
                <identifiers>
                  <other otherDesc="Bloomberg BPIPE identifier" value="575532669150"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-11-13</expDate>
            <notionalAmt>7031847.09</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-249447.09</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SUGAR #11  FUTURE MAR 2022   /</name>
        <lei>N/A</lei>
        <title>SUGAR #11  FUTURE MAR 2022   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="SBH2"/>
        </identifiers>
        <balance>132</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>84102.56</valUSD>
        <pctVal>0.0464957097</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ICE Futures US Softs</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>SUGAR #11  FUTURE MAR 2022   /</issuerName>
                <issueTitle>SUGAR #11  FUTURE MAR 2022   /</issueTitle>
                <identifiers>
                  <other otherDesc="Bloomberg BPIPE identifier" value="2100246059217"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-03-01</expDate>
            <notionalAmt>2922963.04</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>84102.56</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SUGAR (WRLD) OPTN Nov21C 20.5</name>
        <lei>N/A</lei>
        <title>SUGAR (WRLD) OPTN Nov21C 20.5</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="SBX1C205"/>
        </identifiers>
        <balance>100</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>44800</valUSD>
        <pctVal>0.0247674720</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>SUGAR #11  FUTURE MAR 2022</name>
                    <lei>N/A</lei>
                    <title>SUGAR #11  FUTURE MAR 2022</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="SBH2"/>
                    </identifiers>
                    <balance>100</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>44800</valUSD>
                    <pctVal>0.000247674720</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>SUGAR</issuerName>
                      <issueTitle>SUGAR</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="SUGAR"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-15</expDate>
                  <notionalAmt>2296000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>112000</shareNo>
            <exercisePrice>20.500000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>11948</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SUGAR (WRLD) OPTN Nov21P 18.75</name>
        <lei>N/A</lei>
        <title>SUGAR (WRLD) OPTN Nov21P 18.75</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="SBX1P187"/>
        </identifiers>
        <balance>100</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4480</valUSD>
        <pctVal>0.0024767472</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>SUGAR #11  FUTURE MAR 2022</name>
                    <lei>N/A</lei>
                    <title>SUGAR #11  FUTURE MAR 2022</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="SBH2"/>
                    </identifiers>
                    <balance>100</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>4480</valUSD>
                    <pctVal>0.000024767472</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>SUGAR</issuerName>
                      <issueTitle>SUGAR</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="SUGAR"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-15</expDate>
                  <notionalAmt>2100000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>112000</shareNo>
            <exercisePrice>18.750000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-9332</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SUGAR (WRLD) OPTN Nov21P 19.75</name>
        <lei>N/A</lei>
        <title>SUGAR (WRLD) OPTN Nov21P 19.75</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="SBX1P197"/>
        </identifiers>
        <balance>-50</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11760</valUSD>
        <pctVal>-0.0065014614</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>SUGAR #11  FUTURE MAR 2022</name>
                    <lei>N/A</lei>
                    <title>SUGAR #11  FUTURE MAR 2022</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="SBH2"/>
                    </identifiers>
                    <balance>-50</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>-11760</valUSD>
                    <pctVal>-0.000065014614</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Short</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>SUGAR</issuerName>
                      <issueTitle>SUGAR</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="SUGAR"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-15</expDate>
                  <notionalAmt>-1106000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>112000</shareNo>
            <exercisePrice>19.750000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>13254</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SILVER FUTURE DEC 2021   /</name>
        <lei>N/A</lei>
        <title>SILVER FUTURE DEC 2021   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="SIZ1"/>
        </identifiers>
        <balance>52</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-303064.84</valUSD>
        <pctVal>-0.1675479894</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Commodity Exchange, Inc.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>SILVER FUTURE DEC 2021   /</issuerName>
                <issueTitle>SILVER FUTURE DEC 2021   /</issueTitle>
                <identifiers>
                  <other otherDesc="Bloomberg BPIPE identifier" value="588417571006"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-12-30</expDate>
            <notionalAmt>6035284.84</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-303064.84</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOYBEAN MEAL OPTN Nov21P 325</name>
        <lei>N/A</lei>
        <title>SOYBEAN MEAL OPTN Nov21P 325</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="SMX1P325"/>
        </identifiers>
        <balance>150</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>54750</valUSD>
        <pctVal>0.0302682832</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>SOYBEAN MEAL FUTURE DEC 21</name>
                    <lei>N/A</lei>
                    <title>SOYBEAN MEAL FUTURE DEC 21</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="SMZ1"/>
                    </identifiers>
                    <balance>150</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>54750</valUSD>
                    <pctVal>0.000302682832</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>SOYBEAN</issuerName>
                      <issueTitle>SOYBEAN</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="SOYBEAN"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-22</expDate>
                  <notionalAmt>4875000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>325.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-22</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>25714.50</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOYBEAN MEAL OPTN Nov21P 330</name>
        <lei>N/A</lei>
        <title>SOYBEAN MEAL OPTN Nov21P 330</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="SMX1P330"/>
        </identifiers>
        <balance>120</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>73800</valUSD>
        <pctVal>0.0407999873</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>SOYBEAN MEAL FUTURE DEC 21</name>
                    <lei>N/A</lei>
                    <title>SOYBEAN MEAL FUTURE DEC 21</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="SMZ1"/>
                    </identifiers>
                    <balance>120</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>73800</valUSD>
                    <pctVal>0.000407999873</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>SOYBEAN</issuerName>
                      <issueTitle>SOYBEAN</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="SOYBEAN"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-22</expDate>
                  <notionalAmt>3960000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>330.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-22</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>50571.60</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOYBEAN MEAL FUTURE DEC 21   /</name>
        <lei>N/A</lei>
        <title>SOYBEAN MEAL FUTURE DEC 21   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="SMZ1"/>
        </identifiers>
        <balance>245</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-773485.90</valUSD>
        <pctVal>-0.4276180879</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>SOYBEAN MEAL FUTURE DEC 21   /</issuerName>
                <issueTitle>SOYBEAN MEAL FUTURE DEC 21   /</issueTitle>
                <identifiers>
                  <other otherDesc="Bloomberg BPIPE identifier" value="575532669129"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-12-15</expDate>
            <notionalAmt>8826635.90</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-773485.90</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Euro Curr 9am     Oct21C 1.19</name>
        <lei>N/A</lei>
        <title>Euro Curr 9am     Oct21C 1.19</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="UE1VC119"/>
        </identifiers>
        <balance>70</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>437.50</valUSD>
        <pctVal>0.0002418698</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>EUR/USD FUTURE OPTIO UEAZ0C DEC 4 @ 1.205</name>
                    <lei>N/A</lei>
                    <title>EUR/USD FUTURE OPTIO UEAZ0C DEC 4 @ 1.205</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="UEAZ1205"/>
                    </identifiers>
                    <balance>70</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>437.5</valUSD>
                    <pctVal>0.000002418698</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>EUR/USD FUTURE OPTIO UEAZ0C DEC 4 @ 1.205</issuerName>
                      <issueTitle>EUR/USD FUTURE OPTIO UEAZ0C DEC 4 @ 1.205</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="EUR/USD FUTURE OPTIO UEAZ0C DEC 4 @ 1.205"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-08</expDate>
                  <notionalAmt>10412500</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <principalAmt>1</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.190000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-08</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-55717.90</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Euro Curr 9am     Jan22C 1.215</name>
        <lei>N/A</lei>
        <title>Euro Curr 9am     Jan22C 1.215</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="UEAC1215"/>
        </identifiers>
        <balance>100</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10000</valUSD>
        <pctVal>0.0055284536</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>EUR /USD CURR FUT MAR 22</name>
                    <lei>N/A</lei>
                    <title>EUR /USD CURR FUT MAR 22</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="UEAH2"/>
                    </identifiers>
                    <balance>100</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>10000</valUSD>
                    <pctVal>0.000055284536</pctVal>
                    <assetCat>DFE</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>EUR /USD CURR FUT MAR 22</issuerName>
                      <issueTitle>EUR /USD CURR FUT MAR 22</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="EUR /USD CURR FUT MAR 22"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2022-01-07</expDate>
                  <notionalAmt>15250000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <principalAmt>1</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.215000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-01-07</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-28972</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Euro Curr 9am     Jan22C 1.205</name>
        <lei>N/A</lei>
        <title>Euro Curr 9am     Jan22C 1.205</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="UEAF2C12"/>
        </identifiers>
        <balance>50</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9375</valUSD>
        <pctVal>0.0051829252</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>EUR/USD FUTURE</name>
                    <lei>N/A</lei>
                    <title>EUR/USD FUTURE</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="ECH2"/>
                    </identifiers>
                    <balance>50</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>9375</valUSD>
                    <pctVal>0.000051829252</pctVal>
                    <assetCat>DCO</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>EUR/USD FUTURE</issuerName>
                      <issueTitle>EUR/USD FUTURE</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="EUR/USD FUTURE"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2022-01-07</expDate>
                  <notionalAmt>7562500</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <principalAmt>125000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.205000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-01-07</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-6986</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Euro Curr 9am     Oct21C 1.1825</name>
        <lei>N/A</lei>
        <title>Euro Curr 9am     Oct21C 1.1825</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="UEAV1C11"/>
        </identifiers>
        <balance>60</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>750</valUSD>
        <pctVal>0.0004146340</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>EUR/USD FUTURE DEC 2021</name>
                    <lei>N/A</lei>
                    <title>EUR/USD FUTURE DEC 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="ECZ1"/>
                    </identifiers>
                    <balance>60</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>750</valUSD>
                    <pctVal>0.000004146340</pctVal>
                    <assetCat>DFE</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>EUR/USD FUTURE DEC 2021</issuerName>
                      <issueTitle>EUR/USD FUTURE DEC 2021</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="EUR/USD FUTURE DEC 2021"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-10-08</expDate>
                  <notionalAmt>8850000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <principalAmt>125000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.182500000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-08</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-9883.20</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Euro Curr 9am     Nov21C 1.195</name>
        <lei>N/A</lei>
        <title>Euro Curr 9am     Nov21C 1.195</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="UEAX1195"/>
        </identifiers>
        <balance>150</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6562.50</valUSD>
        <pctVal>0.0036280476</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>EUR/USD CURR FUT DEC 21</name>
                    <lei>N/A</lei>
                    <title>EUR/USD CURR FUT DEC 21</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="UEAZ1"/>
                    </identifiers>
                    <balance>150</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>6562.5</valUSD>
                    <pctVal>0.000036280476</pctVal>
                    <assetCat>DFE</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>EUR/USD CURR FUT DEC 21</issuerName>
                      <issueTitle>EUR/USD CURR FUT DEC 21</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="EUR/USD CURR FUT DEC 21"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-11-05</expDate>
                  <notionalAmt>22500000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <principalAmt>1</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.195000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-11-05</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-45645.50</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Euro Curr 9am     Nov21C 1.205</name>
        <lei>N/A</lei>
        <title>Euro Curr 9am     Nov21C 1.205</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="UEAX1C12"/>
        </identifiers>
        <balance>100</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1250</valUSD>
        <pctVal>0.0006910567</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>EUR/USD FUTURE DEC 2021</name>
                    <lei>N/A</lei>
                    <title>EUR/USD FUTURE DEC 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="ECZ1"/>
                    </identifiers>
                    <balance>100</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>1250</valUSD>
                    <pctVal>0.000006910567</pctVal>
                    <assetCat>DFE</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>EUR/USD FUTURE DEC 2021</issuerName>
                      <issueTitle>EUR/USD FUTURE DEC 2021</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="EUR/USD FUTURE DEC 2021"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-11-05</expDate>
                  <notionalAmt>15125000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <principalAmt>125000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.205000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-11-05</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-35222</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Euro Curr 9am     Nov21C 1.185</name>
        <lei>N/A</lei>
        <title>Euro Curr 9am     Nov21C 1.185</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="UEAX1C18"/>
        </identifiers>
        <balance>50</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5625</valUSD>
        <pctVal>0.0031097551</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>EUR/USD FUTURE DEC 2021</name>
                    <lei>N/A</lei>
                    <title>EUR/USD FUTURE DEC 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="ECZ1"/>
                    </identifiers>
                    <balance>50</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>5625</valUSD>
                    <pctVal>0.000031097551</pctVal>
                    <assetCat>DFE</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>EUR/USD FUTURE DEC 2021</issuerName>
                      <issueTitle>EUR/USD FUTURE DEC 2021</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="EUR/USD FUTURE DEC 2021"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-11-05</expDate>
                  <notionalAmt>7437500</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <principalAmt>125000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.185000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-11-05</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-8861</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Euro Curr 9am     Nov21P 1.15</name>
        <lei>N/A</lei>
        <title>Euro Curr 9am     Nov21P 1.15</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="UEAX1P11"/>
        </identifiers>
        <balance>200</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>100000</valUSD>
        <pctVal>0.0552845356</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>EUR/USD FUTURE DEC 2021</name>
                    <lei>N/A</lei>
                    <title>EUR/USD FUTURE DEC 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="ECZ1"/>
                    </identifiers>
                    <balance>200</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>100000</valUSD>
                    <pctVal>0.000552845356</pctVal>
                    <assetCat>DFE</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>EUR/USD FUTURE DEC 2021</issuerName>
                      <issueTitle>EUR/USD FUTURE DEC 2021</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="EUR/USD FUTURE DEC 2021"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-11-05</expDate>
                  <notionalAmt>28750000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <principalAmt>125000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.150000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-11-05</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>57056</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Euro Curr 9am     Nov21P 1.165</name>
        <lei>N/A</lei>
        <title>Euro Curr 9am     Nov21P 1.165</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="UEAX1P16"/>
        </identifiers>
        <balance>-100</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-130000</valUSD>
        <pctVal>-0.0718698963</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>EUR/USD FUTURE DEC 2021</name>
                    <lei>N/A</lei>
                    <title>EUR/USD FUTURE DEC 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="ECZ1"/>
                    </identifiers>
                    <balance>-100</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>-130000</valUSD>
                    <pctVal>-0.000718698963</pctVal>
                    <assetCat>DFE</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Short</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>EUR/USD FUTURE DEC 2021</issuerName>
                      <issueTitle>EUR/USD FUTURE DEC 2021</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="EUR/USD FUTURE DEC 2021"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-11-05</expDate>
                  <notionalAmt>-14625000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <principalAmt>125000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.165000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-11-05</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-62722</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Euro Curr 9am     Dec21C 1.195</name>
        <lei>N/A</lei>
        <title>Euro Curr 9am     Dec21C 1.195</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="UEAZ1C11"/>
        </identifiers>
        <balance>50</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6875</valUSD>
        <pctVal>0.0038008118</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Manual</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>EXCHANGE</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>EUR/USD FUTURE DEC 2021</name>
                    <lei>N/A</lei>
                    <title>EUR/USD FUTURE DEC 2021</title>
                    <cusip>999999999</cusip>
                    <identifiers>
                      <ticker value="ECZ1"/>
                    </identifiers>
                    <balance>50</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>6875</valUSD>
                    <pctVal>0.000038008118</pctVal>
                    <assetCat>DFE</assetCat>
                    <issuerConditional desc="Other-Future" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>EUR/USD FUTURE DEC 2021</issuerName>
                      <issueTitle>EUR/USD FUTURE DEC 2021</issueTitle>
                      <identifiers>
                        <other otherDesc="NAME" value="EUR/USD FUTURE DEC 2021"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2021-12-03</expDate>
                  <notionalAmt>7500000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <principalAmt>125000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.195000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-12-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-6986</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WHEAT FUTURE DEC 2021   /</name>
        <lei>N/A</lei>
        <title>WHEAT FUTURE DEC 2021   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="W Z1"/>
        </identifiers>
        <balance>60</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-75214.20</valUSD>
        <pctVal>-0.0415818212</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>WHEAT FUTURE DEC 2021   /</issuerName>
                <issueTitle>WHEAT FUTURE DEC 2021   /</issueTitle>
                <identifiers>
                  <other otherDesc="Bloomberg BPIPE identifier" value="575532669149"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-12-15</expDate>
            <notionalAmt>2251714.20</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-75214.20</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GASOLINE RBOB FUT NOV 2021   /</name>
        <lei>N/A</lei>
        <title>GASOLINE RBOB FUT NOV 2021   /</title>
        <cusip>999999999</cusip>
        <identifiers>
          <ticker value="XBX1"/>
        </identifiers>
        <balance>120</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>880231.20</valUSD>
        <pctVal>0.4866317312</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other-Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>New York Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>GASOLINE RBOB FUT NOV 2021   /</issuerName>
                <issueTitle>GASOLINE RBOB FUT NOV 2021   /</issueTitle>
                <identifiers>
                  <ticker value="RBOB87PM"/>
                  <other otherDesc="Bloomberg BPIPE identifier" value="1614914755512"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-10-30</expDate>
            <notionalAmt>10177528.80</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>880231.20</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="The fund is reporting returns without deducting sales loads and redemption fees, if applicable." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2021-10-24</ncom:dateSigned>
      <ncom:nameOfApplicant>INVESTMENT MANAGERS SERIES TRUST</ncom:nameOfApplicant>
      <ncom:signature>/s/ Terrance P. Gallagher</ncom:signature>
      <ncom:signerName>Terrance P. Gallagher</ncom:signerName>
      <ncom:title>Assistant Vice President</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
