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                    <othIndValue>10.73000000</othIndValue>
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                  <component>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Performance</otherRecDesc>
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            <terminationDt>2020-02-13</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <unrealizedAppr>80942.30000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mutual Fund SER TR</name>
        <lei>5493002ZGLQMLR4QMA96</lei>
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        <balance>16442.73100000</balance>
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        <curCd>USD</curCd>
        <valUSD>157356.94000000</valUSD>
        <pctVal>5.417809888328</pctVal>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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        <lei>N/A</lei>
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          <isin value="US31846V2117"/>
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        <valUSD>47484.50000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
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        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>US BANK MMDA-USBGFS 5</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="8AMMF0A92"/>
        </identifiers>
        <balance>11365.54000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11365.54000000</valUSD>
        <pctVal>0.391316296556</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerConditional desc="cash" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BNP CSACS SWAP 8</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BNPCASA8             00001"/>
        </identifiers>
        <balance>111.29640000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3632.03000000</valUSD>
        <pctVal>0.125051033965</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="basket swap" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BNP Paribas</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <components>
                  <component>
                    <othIndName>EUR/USD</othIndName>
                    <identifiers>
                      <other otherDesc="Internal id" value="EUR/USD"/>
                    </identifiers>
                    <othIndNotAmt>-22776.41000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-22776.41000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>LME Copper DEC19</othIndName>
                    <identifiers>
                      <ticker value="LPZ19 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>9273.29000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>73.07000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>LME Zinc DEC19</othIndName>
                    <identifiers>
                      <ticker value="LXZ9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>3916.32000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>333.17000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>NYMEX Heating Oil Apr20</othIndName>
                    <identifiers>
                      <ticker value="HOJ0 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>2717.19000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>30.13000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>NYMEX WTI Crude Nov19</othIndName>
                    <identifiers>
                      <ticker value="CLX9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-24691.04000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>368.86000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>ICE Brent Crude Dec19</othIndName>
                    <identifiers>
                      <ticker value="COZ9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>8807.05000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>119.01000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>CBOE VIX Future Oct 19</othIndName>
                    <identifiers>
                      <ticker value="UXV9 Index"/>
                    </identifiers>
                    <othIndNotAmt>-13968.23000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>1493.34000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>Future 10Y US of maturity Dec19</othIndName>
                    <identifiers>
                      <ticker value="TYZ9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>123618.87000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-1319.77000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>S&amp;P 500 Index</othIndName>
                    <identifiers>
                      <ticker value="SPX Index"/>
                    </identifiers>
                    <othIndNotAmt>-399274.38000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-2214.91000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>ICE Brent Crude Jan20</othIndName>
                    <identifiers>
                      <ticker value="COF0 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-9080.59000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-87.80000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>CMX silver Dec19</othIndName>
                    <identifiers>
                      <ticker value="SIZ9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-140.17000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>10.27000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>future JGB of maturity Dec19</othIndName>
                    <identifiers>
                      <ticker value="JBZ9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-3141.76000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>2.22000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>NYMEX Heating Oil Mar20</othIndName>
                    <identifiers>
                      <ticker value="HOH0 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>14741.17000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>203.38000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>ICE Gas Oil Nov19</othIndName>
                    <identifiers>
                      <ticker value="QSX9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-3429.77000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-165.51000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>NYMEX Natural Gas Nov19</othIndName>
                    <identifiers>
                      <ticker value="NGX19 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-8616.19000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-22.24000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>CMX Gold Apr20</othIndName>
                    <identifiers>
                      <ticker value="GCJ0 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>29571.12000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-1072.70000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>LME Aluminium HG JAN20</othIndName>
                    <identifiers>
                      <ticker value="LAF20 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>35057.08000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-783.26000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>future Emerging of maturity Dec19</othIndName>
                    <identifiers>
                      <ticker value="MESZ9 Index"/>
                    </identifiers>
                    <othIndNotAmt>-13065.89000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-214.74000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>NYMEX WTI Crude Jan20</othIndName>
                    <identifiers>
                      <ticker value="CLF0 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>14543.27000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-123.52000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>NYMEX Heating Oil Nov19</othIndName>
                    <identifiers>
                      <ticker value="HOX9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-2828.61000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-88.57000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>CMX Gold Dec19</othIndName>
                    <identifiers>
                      <ticker value="GCZ9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>62980.81000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-2326.67000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>NYMEX Gasoline RBOB Dec19</othIndName>
                    <identifiers>
                      <ticker value="XBZ9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>3096.36000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>100.13000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>SEK/USD</othIndName>
                    <identifiers>
                      <other otherDesc="Internal id" value="SEK/USD"/>
                    </identifiers>
                    <othIndNotAmt>-22880.96000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-22880.96000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>LME Zinc JAN20</othIndName>
                    <identifiers>
                      <ticker value="LXF0 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>6221.76000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>498.70000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>future HSCEI of maturity Oct19</othIndName>
                    <identifiers>
                      <ticker value="HCV9 Index"/>
                    </identifiers>
                    <othIndNotAmt>-26045.58000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-296.71000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>LME Nickel Nov19</othIndName>
                    <identifiers>
                      <ticker value="LNX9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-158.26000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>7.36000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>LME Zinc Nov19</othIndName>
                    <identifiers>
                      <ticker value="LXX9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-10349.87000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-951.34000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>NYMEX Natural Gas Apr20</othIndName>
                    <identifiers>
                      <ticker value="NGJ20 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>9128.82000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>28.06000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>NYMEX Gasoline RBOB Nov19</othIndName>
                    <identifiers>
                      <ticker value="XBX9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-3203.68000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-135.80000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>future S&amp;P 500 of maturity Dec19</othIndName>
                    <identifiers>
                      <ticker value="ESZ9 Index"/>
                    </identifiers>
                    <othIndNotAmt>59500.42000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>1077.94000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>future Nikkei of maturity Dec19</othIndName>
                    <identifiers>
                      <ticker value="NIZ9 Index"/>
                    </identifiers>
                    <othIndNotAmt>72849.26000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>4368.82000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>LME Nickel MAR20</othIndName>
                    <identifiers>
                      <ticker value="LNH0 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>18112.46000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-844.26000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>LME Nickel JAN20</othIndName>
                    <identifiers>
                      <ticker value="LNF0 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-18116.63000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>834.59000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>future Eurostoxx 50 of maturity Dec19</othIndName>
                    <identifiers>
                      <ticker value="VGZ9 Index"/>
                    </identifiers>
                    <othIndNotAmt>110310.89000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>4961.07000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>NYMEX WTI Crude Feb20</othIndName>
                    <identifiers>
                      <ticker value="CLG0 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>10071.44000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-86.14000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>future E10 of maturity Dec19</othIndName>
                    <identifiers>
                      <ticker value="RXZ9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>197859.49000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-2278.50000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>NYMEX Heating Oil Jan20</othIndName>
                    <identifiers>
                      <ticker value="HOF0 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-14759.00000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-301.63000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>CMX Gold Feb20</othIndName>
                    <identifiers>
                      <ticker value="GCG0 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-29566.92000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>1080.10000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>CMX Copper Dec19 Futures</othIndName>
                    <identifiers>
                      <ticker value="HGZ9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-9527.56000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-100.82000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>NYMEX Natural Gas Jan20</othIndName>
                    <identifiers>
                      <ticker value="NGF20 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-29088.11000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-382.15000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>CAD/USD</othIndName>
                    <identifiers>
                      <other otherDesc="Internal id" value="CAD/USD"/>
                    </identifiers>
                    <othIndNotAmt>23084.07000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>23084.07000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>NYMEX Natural Gas Mar20</othIndName>
                    <identifiers>
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                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Performance</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.50000000"/>
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            <upfrontPmnt>0.00000000</upfrontPmnt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <curCd>USD</curCd>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
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        <lei>N/A</lei>
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        <identifiers>
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        <balance>140.96260000</balance>
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        <curCd>USD</curCd>
        <valUSD>7753.32000000</valUSD>
        <pctVal>0.266947322205</pctVal>
        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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            <counterparties>
              <counterpartyName>BNP Paribas</counterpartyName>
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              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <components>
                  <component>
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                    <identifiers>
                      <ticker value="LNF0 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-22945.22000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>1057.03000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
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                    <identifiers>
                      <ticker value="JBZ9 Comdty"/>
                    </identifiers>
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                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
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                    <identifiers>
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                    </identifiers>
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                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>9.33000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
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                    <identifiers>
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                    </identifiers>
                    <othIndNotAmt>4206.85000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>181.67000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
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                    </identifiers>
                    <othIndNotAmt>-505692.12000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-2805.28000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>ICE Brent Crude Jan20</othIndName>
                    <identifiers>
                      <ticker value="COF0 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-11500.82000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-111.20000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>NYMEX Heating Oil Jan20</othIndName>
                    <identifiers>
                      <ticker value="HOF0 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-18692.69000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-382.02000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>CBOE VIX Future Oct 19</othIndName>
                    <identifiers>
                      <ticker value="UXV9 Index"/>
                    </identifiers>
                    <othIndNotAmt>-17691.16000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>1891.36000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>LME Zinc JAN20</othIndName>
                    <identifiers>
                      <ticker value="LXF0 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>7880.03000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>631.62000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>NYMEX Natural Gas Nov19</othIndName>
                    <identifiers>
                      <ticker value="NGX19 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-10912.64000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-28.17000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>ICE Gas Oil Nov19</othIndName>
                    <identifiers>
                      <ticker value="QSX9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-4343.90000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-209.63000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>CMX Gold Dec19</othIndName>
                    <identifiers>
                      <ticker value="GCZ9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>79766.94000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-2946.80000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>future Nikkei of maturity Dec19</othIndName>
                    <identifiers>
                      <ticker value="NIZ9 Index"/>
                    </identifiers>
                    <othIndNotAmt>92265.61000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>5533.24000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>LME Zinc Nov19</othIndName>
                    <identifiers>
                      <ticker value="LXX9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-13108.40000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-1204.89000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>CAD/USD</othIndName>
                    <identifiers>
                      <other otherDesc="Internal id" value="CAD/USD"/>
                    </identifiers>
                    <othIndNotAmt>29236.62000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>29236.62000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>future E10 of maturity Dec19</othIndName>
                    <identifiers>
                      <ticker value="RXZ9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>250594.53000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-2885.79000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>NYMEX Natural Gas Jan20</othIndName>
                    <identifiers>
                      <ticker value="NGF20 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-36840.89000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-484.00000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>EUR/USD</othIndName>
                    <identifiers>
                      <other otherDesc="Internal id" value="EUR/USD"/>
                    </identifiers>
                    <othIndNotAmt>-28846.96000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-28846.96000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>LME Nickel MAR20</othIndName>
                    <identifiers>
                      <ticker value="LNH0 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>22939.93000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-1069.28000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>NYMEX Heating Oil Mar20</othIndName>
                    <identifiers>
                      <ticker value="HOH0 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>18670.10000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>257.58000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>future Emerging of maturity Dec19</othIndName>
                    <identifiers>
                      <ticker value="MESZ9 Index"/>
                    </identifiers>
                    <othIndNotAmt>-16548.31000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-271.97000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>LME Copper DEC19</othIndName>
                    <identifiers>
                      <ticker value="LPZ19 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>11744.87000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>92.55000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>LME Zinc DEC19</othIndName>
                    <identifiers>
                      <ticker value="LXZ9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>4960.13000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>421.97000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>LME Aluminium HG JAN20</othIndName>
                    <identifiers>
                      <ticker value="LAF20 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>44400.76000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-992.02000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>CMX Gold Feb20</othIndName>
                    <identifiers>
                      <ticker value="GCG0 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-37447.32000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>1367.97000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>NYMEX Natural Gas Mar20</othIndName>
                    <identifiers>
                      <ticker value="NGH20 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>37076.81000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>464.77000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>future HSCEI of maturity Oct19</othIndName>
                    <identifiers>
                      <ticker value="HCV9 Index"/>
                    </identifiers>
                    <othIndNotAmt>-32987.45000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-375.79000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>CMX Gold Apr20</othIndName>
                    <identifiers>
                      <ticker value="GCJ0 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>37452.64000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-1358.60000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>NYMEX Gasoline RBOB Dec19</othIndName>
                    <identifiers>
                      <ticker value="XBZ9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>3921.63000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>126.82000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
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                    <identifiers>
                      <ticker value="TYZ9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>156566.72000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-1671.53000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>CMX Copper Dec19 Futures</othIndName>
                    <identifiers>
                      <ticker value="HGZ9 Comdty"/>
                    </identifiers>
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                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-127.69000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
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                    <identifiers>
                      <ticker value="NGJ20 Comdty"/>
                    </identifiers>
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                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>35.54000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>NYMEX WTI Crude Nov19</othIndName>
                    <identifiers>
                      <ticker value="CLX9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-31271.89000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>467.17000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>NYMEX WTI Crude Jan20</othIndName>
                    <identifiers>
                      <ticker value="CLF0 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>18419.45000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-156.44000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
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                    <identifiers>
                      <ticker value="VGZ9 Index"/>
                    </identifiers>
                    <othIndNotAmt>139711.80000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>6283.33000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>NYMEX Heating Oil Nov19</othIndName>
                    <identifiers>
                      <ticker value="HOX9 Comdty"/>
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                    <othIndNotAmt>-3582.52000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-112.17000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
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                  <component>
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                    <identifiers>
                      <ticker value="XBX9 Comdty"/>
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                    <othIndNotAmt>-4057.55000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-171.99000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
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                  <component>
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                    <identifiers>
                      <ticker value="CLG0 Comdty"/>
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                    <othIndNotAmt>12755.76000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-109.10000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
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                    <identifiers>
                      <ticker value="HOJ0 Comdty"/>
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                    <othIndNotAmt>3441.40000000</othIndNotAmt>
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                    <othIndValue>38.17000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
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                  <component>
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                    <othIndNotAmt>-177.53000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>13.01000000</othIndValue>
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                  <component>
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                    <othIndValue>-28979.37000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
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                    <identifiers>
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                    <othIndValue>1365.24000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
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                  <component>
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                  <component>
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                    <identifiers>
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                    <othIndValue>150.73000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                </components>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Performance</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.50000000"/>
            <terminationDt>2020-03-02</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-249999.61000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>7753.32000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mutual Fd &amp; Var Ins Tr</name>
        <lei>N/A</lei>
        <title>RATIONAL SPEC SIT INC-INS</title>
        <cusip>628255432</cusip>
        <identifiers>
          <isin value="US6282554327"/>
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        <balance>56345.23400000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1125777.78000000</valUSD>
        <pctVal>38.76060368576</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BNP CSACS SWAP 6</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BNPCASA6             00001"/>
        </identifiers>
        <balance>769.07100000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>105581.30000000</valUSD>
        <pctVal>3.635171166664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="basket swap" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BNP Paribas</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <components>
                  <component>
                    <othIndName>NYMEX Heating Oil Apr20</othIndName>
                    <identifiers>
                      <ticker value="HOJ0 Comdty"/>
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                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>208.23000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>SEK/USD</othIndName>
                    <identifiers>
                      <other otherDesc="Internal id" value="SEK/USD"/>
                    </identifiers>
                    <othIndNotAmt>-158110.07000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-158110.07000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>S&amp;P 500 Index</othIndName>
                    <identifiers>
                      <ticker value="SPX Index"/>
                    </identifiers>
                    <othIndNotAmt>-2759031.95000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-15305.41000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>NYMEX Heating Oil Mar20</othIndName>
                    <identifiers>
                      <ticker value="HOH0 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>101863.16000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>1405.36000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>LME Nickel MAR20</othIndName>
                    <identifiers>
                      <ticker value="LNH0 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>125159.19000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-5833.93000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>LME Copper DEC19</othIndName>
                    <identifiers>
                      <ticker value="LPZ19 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>64079.47000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>504.94000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>NYMEX WTI Crude Feb20</othIndName>
                    <identifiers>
                      <ticker value="CLG0 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>69594.81000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-595.27000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>LME Zinc DEC19</othIndName>
                    <identifiers>
                      <ticker value="LXZ9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>27062.23000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>2302.25000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>NYMEX Natural Gas Mar20</othIndName>
                    <identifiers>
                      <ticker value="NGH20 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>202289.32000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>2535.77000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>NYMEX Gasoline RBOB Dec19</othIndName>
                    <identifiers>
                      <ticker value="XBZ9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>21396.20000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>691.92000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>future HSCEI of maturity Oct19</othIndName>
                    <identifiers>
                      <ticker value="HCV9 Index"/>
                    </identifiers>
                    <othIndNotAmt>-179977.98000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-2050.27000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>CMX Gold Apr20</othIndName>
                    <identifiers>
                      <ticker value="GCJ0 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>204339.84000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-7412.46000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>ICE Brent Crude Dec19</othIndName>
                    <identifiers>
                      <ticker value="COZ9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>60857.75000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>822.40000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>ICE Gas Oil DEC19</othIndName>
                    <identifiers>
                      <ticker value="QSZ9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>22952.39000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>991.20000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>NYMEX Heating Oil Nov19</othIndName>
                    <identifiers>
                      <ticker value="HOX9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-19546.04000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-612.01000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>NYMEX WTI Crude Jan20</othIndName>
                    <identifiers>
                      <ticker value="CLF0 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>100495.65000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-853.55000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>CMX silver Dec19</othIndName>
                    <identifiers>
                      <ticker value="SIZ9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-968.60000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>70.97000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>ICE Brent Crude Jan20</othIndName>
                    <identifiers>
                      <ticker value="COF0 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-62747.93000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-606.68000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>future JGB of maturity Dec19</othIndName>
                    <identifiers>
                      <ticker value="JBZ9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-21709.93000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>15.37000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>LME Zinc Nov19</othIndName>
                    <identifiers>
                      <ticker value="LXX9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-71518.82000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-6573.84000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>future Nikkei of maturity Dec19</othIndName>
                    <identifiers>
                      <ticker value="NIZ9 Index"/>
                    </identifiers>
                    <othIndNotAmt>503396.76000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>30189.08000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>CMX Gold Feb20</othIndName>
                    <identifiers>
                      <ticker value="GCG0 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-204310.78000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>7463.59000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>LME Aluminium HG Nov19</othIndName>
                    <identifiers>
                      <ticker value="LAX19 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-243100.05000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>4060.92000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>ICE Gas Oil Nov19</othIndName>
                    <identifiers>
                      <ticker value="QSX9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-23700.12000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-1143.71000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>NYMEX Natural Gas Nov19</othIndName>
                    <identifiers>
                      <ticker value="NGX19 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-59538.86000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-153.71000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>LME Zinc JAN20</othIndName>
                    <identifiers>
                      <ticker value="LXF0 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>42993.09000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>3446.09000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>CMX Copper Dec19 Futures</othIndName>
                    <identifiers>
                      <ticker value="HGZ9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-65836.54000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-696.68000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>CBOE VIX Future Oct 19</othIndName>
                    <identifiers>
                      <ticker value="UXV9 Index"/>
                    </identifiers>
                    <othIndNotAmt>-96522.11000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>10319.18000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>future E10 of maturity Dec19</othIndName>
                    <identifiers>
                      <ticker value="RXZ9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>1367231.82000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-15744.73000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>NYMEX Natural Gas Apr20</othIndName>
                    <identifiers>
                      <ticker value="NGJ20 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>63081.21000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>193.93000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>NYMEX WTI Crude Nov19</othIndName>
                    <identifiers>
                      <ticker value="CLX9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-170617.93000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>2548.86000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>EUR/USD</othIndName>
                    <identifiers>
                      <other otherDesc="Internal id" value="EUR/USD"/>
                    </identifiers>
                    <othIndNotAmt>-157387.64000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-157387.64000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>CMX Gold Dec19</othIndName>
                    <identifiers>
                      <ticker value="GCZ9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>435204.63000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-16077.59000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>CAD/USD</othIndName>
                    <identifiers>
                      <other otherDesc="Internal id" value="CAD/USD"/>
                    </identifiers>
                    <othIndNotAmt>159513.60000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>159513.60000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>NYMEX Gasoline RBOB Nov19</othIndName>
                    <identifiers>
                      <ticker value="XBX9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-22137.80000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-938.37000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>future S&amp;P 500 of maturity Dec19</othIndName>
                    <identifiers>
                      <ticker value="ESZ9 Index"/>
                    </identifiers>
                    <othIndNotAmt>411154.70000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>7448.71000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>NYMEX Heating Oil Jan20</othIndName>
                    <identifiers>
                      <ticker value="HOF0 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-101986.41000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-2084.30000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>future Emerging of maturity Dec19</othIndName>
                    <identifiers>
                      <ticker value="MESZ9 Index"/>
                    </identifiers>
                    <othIndNotAmt>-90286.78000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-1483.87000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
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                  <component>
                    <othIndName>LME Aluminium HG JAN20</othIndName>
                    <identifiers>
                      <ticker value="LAF20 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>242248.42000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-5412.41000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>Future 10Y US of maturity Dec19</othIndName>
                    <identifiers>
                      <ticker value="TYZ9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>854220.56000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-9119.79000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>NYMEX Natural Gas Jan20</othIndName>
                    <identifiers>
                      <ticker value="NGF20 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-201002.15000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>-2640.68000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                  <component>
                    <othIndName>future Eurostoxx 50 of maturity Dec19</othIndName>
                    <identifiers>
                      <ticker value="VGZ9 Index"/>
                    </identifiers>
                    <othIndNotAmt>762260.92000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>34281.58000000</othIndValue>
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                  <component>
                    <othIndName>LME Nickel JAN20</othIndName>
                    <identifiers>
                      <ticker value="LNF0 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-125188.02000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>5767.13000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
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                  <component>
                    <othIndName>LME Nickel Nov19</othIndName>
                    <identifiers>
                      <ticker value="LNX9 Comdty"/>
                    </identifiers>
                    <othIndNotAmt>-1093.61000000</othIndNotAmt>
                    <othIndCurCd>USD</othIndCurCd>
                    <othIndValue>50.89000000</othIndValue>
                    <othIndIssCurCd>USD</othIndIssCurCd>
                  </component>
                </components>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Performance</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.50000000"/>
            <terminationDt>2020-03-02</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-1299998.24000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>105581.30000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2019-10-28</ncom:dateSigned>
      <ncom:nameOfApplicant>MUTUAL FUND SERIES TRUST</ncom:nameOfApplicant>
      <ncom:signature>Erik Naviloff</ncom:signature>
      <ncom:signerName>Erik Naviloff</ncom:signerName>
      <ncom:title>Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
