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        <fairValLevel>1</fairValLevel>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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              </otherRefInst>
            </descRefInstrmnt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Future Ticker" value="LMNIDP 20230320 LME Comdty"/>
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        <assetCat>DCO</assetCat>
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              <counterpartyName>LME Clear</counterpartyName>
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                <issuerName>N/A</issuerName>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25JS385"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230210 LME Comdty"/>
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        <curCd>USD</curCd>
        <valUSD>-157.00000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25JS385"/>
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            </descRefInstrmnt>
            <expDate>2023-02-10</expDate>
            <notionalAmt>-589877.50000000</notionalAmt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25K1872"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230217 LME Comdty"/>
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        <balance>29.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-33968.90000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <isin value="GB00H25K1872"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-02-17</expDate>
            <notionalAmt>2161167.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-33968.90000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25HTP18"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230119 LME Comdty"/>
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        <balance>7.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>326478.49000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25HTP18"/>
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            <expDate>2023-01-19</expDate>
            <notionalAmt>1255959.14000000</notionalAmt>
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            <unrealizedAppr>326478.49000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25HW290"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230120 LME Comdty"/>
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        <balance>-19.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-437756.46000000</valUSD>
        <pctVal>-0.09668201518</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25HW290"/>
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            <expDate>2023-01-20</expDate>
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            <unrealizedAppr>-437756.46000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25JMG97"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230207 LME Comdty"/>
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        <balance>-5.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10478.71000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25JMG97"/>
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            <expDate>2023-02-07</expDate>
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            <unrealizedAppr>-10478.71000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25FZT18"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230308 LME Comdty"/>
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        <balance>-66.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>209055.80000000</valUSD>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25FZT18"/>
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            <expDate>2023-03-08</expDate>
            <notionalAmt>-3911374.50000000</notionalAmt>
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            <unrealizedAppr>209055.80000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H24NYS86"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230202 LME Comdty"/>
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        <balance>19.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>341002.44000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H24NYS86"/>
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            <expDate>2023-02-02</expDate>
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            <unrealizedAppr>341002.44000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H253ZJ58"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
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        <balance>6.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2236.93000000</valUSD>
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              <counterpartyName>LME Clear</counterpartyName>
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                  <isin value="GB00H253ZJ58"/>
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            <expDate>2023-03-29</expDate>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Live Cattle</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="LCG23"/>
          <other otherDesc="Future Ticker" value="LCG3 Comdty"/>
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        <balance>209.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>378509.58000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>CME Clearing House</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <ticker value="LCG3 Comdty"/>
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            <expDate>2023-02-28</expDate>
            <notionalAmt>13200440.00000000</notionalAmt>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
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          <isin value="GB00H25H5W05"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
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        <balance>32.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
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              <counterpartyName>LME Clear</counterpartyName>
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                <issuerName>N/A</issuerName>
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            <unrealizedAppr>-25196.85000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H13XC667"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LLF3 Comdty"/>
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        <balance>14.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>106188.18000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H13XC667"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-01-18</expDate>
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            <unrealizedAppr>106188.18000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25JQ231"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230209 LME Comdty"/>
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        <balance>-14.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2079.17000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25JQ231"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-02-09</expDate>
            <notionalAmt>-825828.50000000</notionalAmt>
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            <unrealizedAppr>-2079.17000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25HT957"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230119 LME Comdty"/>
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        <balance>19.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>467457.82000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Copper Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H25HT957"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-01-19</expDate>
            <notionalAmt>3976823.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>467457.82000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25CRT60"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230111 LME Comdty"/>
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        <balance>4.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>180132.20000000</valUSD>
        <pctVal>0.039783636993</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Nickel Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H25CRT60"/>
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            </descRefInstrmnt>
            <expDate>2023-01-11</expDate>
            <notionalAmt>717624.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>180132.20000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Feeder Cattle</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="FCF23"/>
          <other otherDesc="Future Ticker" value="FCF3 Comdty"/>
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        <balance>-11.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-22219.06000000</valUSD>
        <pctVal>-0.00490725709</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing House</counterpartyName>
              <counterpartyLei>LCZ7XYGSLJUHFXXNXD88</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Feeder Cattle</issueTitle>
                <identifiers>
                  <ticker value="FCF3 Comdty"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-01-26</expDate>
            <notionalAmt>-1010350.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-22219.06000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H2541V21"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
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        <balance>19.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>17222.84000000</valUSD>
        <pctVal>0.003803801955</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Lead Base Metal</issueTitle>
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                  <isin value="GB00H2541V21"/>
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            <expDate>2023-03-29</expDate>
            <notionalAmt>1089412.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>17222.84000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H24QFS45"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230302 LME Comdty"/>
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        <balance>-12.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-177407.40000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H24QFS45"/>
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            <expDate>2023-03-02</expDate>
            <notionalAmt>-2160972.00000000</notionalAmt>
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            <unrealizedAppr>-177407.40000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25L0H27"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230316 LME Comdty"/>
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        <balance>2.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1612.48000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25L0H27"/>
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            <expDate>2023-03-16</expDate>
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            <unrealizedAppr>-1612.48000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bills</title>
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          <isin value="US912796ZQ54"/>
          <other otherDesc="Inhouse Asset ID" value="AQR15000657"/>
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        <balance>2011000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1967971.86000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US912796ZF99"/>
          <other otherDesc="Inhouse Asset ID" value="AQR14930450"/>
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        <balance>24646000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-25</maturityDt>
          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H25DXC45"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230222 LME Comdty"/>
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        <balance>29.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>288219.73000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25DXC45"/>
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            <expDate>2023-02-22</expDate>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H25CTC34"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230111 LME Comdty"/>
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        <balance>11.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>16717.22000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25CTC34"/>
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            <expDate>2023-01-11</expDate>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H24QK893"/>
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        <balance>10.00000000</balance>
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        <valUSD>-25154.50000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230313 LME Comdty"/>
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        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="FCH23"/>
          <other otherDesc="Future Ticker" value="FCH3 Comdty"/>
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        <balance>18.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3833.76000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>CME Clearing House</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <ticker value="FCH3 Comdty"/>
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            <expDate>2023-03-30</expDate>
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        </derivativeInfo>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25K2C89"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230221 LME Comdty"/>
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        <balance>55.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>552014.53000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25K2C89"/>
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            <expDate>2023-02-21</expDate>
            <notionalAmt>11517784.18000000</notionalAmt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25HDN75"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230105 LME Comdty"/>
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        <balance>12.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>216119.70000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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            <expDate>2023-01-05</expDate>
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            <unrealizedAppr>216119.70000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25HFF32"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230105 LME Comdty"/>
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        <balance>10.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8566.30000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25HFF32"/>
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            <expDate>2023-01-05</expDate>
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            <unrealizedAppr>-8566.30000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25KPJ64"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230307 LME Comdty"/>
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        <balance>21.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12457.27000000</valUSD>
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        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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            <expDate>2023-03-07</expDate>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H31QPK67"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LNG3 Comdty"/>
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        <balance>-1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H25K3472"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230221 LME Comdty"/>
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        <balance>14.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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                <issuerName>N/A</issuerName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
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          <isin value="GB00H25JVF14"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230214 LME Comdty"/>
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        <balance>4.00000000</balance>
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        <curCd>USD</curCd>
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
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          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LMPBDP 20230221 LME Comdty"/>
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        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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            <expDate>2023-02-21</expDate>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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            <expDate>2023-01-10</expDate>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>LME Clear</counterpartyName>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>LME Clear</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Future Ticker" value="LMCADP 20230308 LME Comdty"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>LME Clear</counterpartyName>
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            <expDate>2023-03-08</expDate>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <isin value="GB00H25HMP23"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230112 LME Comdty"/>
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        <balance>3.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>60708.48000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25HMP23"/>
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            <expDate>2023-01-12</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>60708.48000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25HWV80"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230120 LME Comdty"/>
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        <balance>5.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8790.25000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <isin value="GB00H25HWV80"/>
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            </descRefInstrmnt>
            <expDate>2023-01-20</expDate>
            <notionalAmt>373430.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>8790.25000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>RBOB Gasoline</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="XBH23"/>
          <other otherDesc="Future Ticker" value="XBH3 Comdty"/>
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        <balance>192.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2146418.58000000</valUSD>
        <pctVal>0.474053709570</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing House</counterpartyName>
              <counterpartyLei>LCZ7XYGSLJUHFXXNXD88</counterpartyLei>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <ticker value="XBH3 Comdty"/>
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            </descRefInstrmnt>
            <expDate>2023-02-28</expDate>
            <notionalAmt>19985011.20000000</notionalAmt>
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            <unrealizedAppr>2146418.58000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H24P3106"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230202 LME Comdty"/>
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        <balance>-13.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-70556.85000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H24P3106"/>
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            <expDate>2023-02-02</expDate>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H24P0W06"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230202 LME Comdty"/>
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        <balance>-3.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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            <expDate>2023-02-02</expDate>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
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          <isin value="GB00H25J5B55"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230131 LME Comdty"/>
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        <curCd>USD</curCd>
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        <invCountry>GB</invCountry>
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H25KV098"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230313 LME Comdty"/>
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        <balance>-113.00000000</balance>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25KV098"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
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          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LMPBDP 20230313 LME Comdty"/>
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              <counterpartyName>LME Clear</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
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          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230228 LME Comdty"/>
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        <balance>-11.00000000</balance>
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                <issuerName>N/A</issuerName>
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            <expDate>2023-02-28</expDate>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
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        <balance>-55.00000000</balance>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US912796YA12"/>
          <other otherDesc="Inhouse Asset ID" value="AQR14751640"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230314 LME Comdty"/>
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        <valUSD>-49334.54000000</valUSD>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US912796YW32"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>LME Clear</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>LME Clear</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Future Ticker" value="LMPBDP 20230127 LME Comdty"/>
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        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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            <expDate>2023-01-27</expDate>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H25L7J36"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230323 LME Comdty"/>
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        <balance>33.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H25KL982"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230306 LME Comdty"/>
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        <balance>-57.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>170647.85000000</valUSD>
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        <assetCat>DCO</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25KL982"/>
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            <expDate>2023-03-06</expDate>
            <notionalAmt>-3376623.00000000</notionalAmt>
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            <unrealizedAppr>170647.85000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25HMP23"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230112 LME Comdty"/>
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        <balance>-3.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25HMP23"/>
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            <expDate>2023-01-12</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>-60402.39000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Platinum</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Sedol" value="JAZ3COS"/>
          <other otherDesc="Future Ticker" value="JAZ3 Comdty"/>
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        <balance>-4.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="131.24000000"/>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Japan Securities Clearing</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <ticker value="JAZ3 Comdty"/>
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            <expDate>2023-12-25</expDate>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H25KQ932"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230307 LME Comdty"/>
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        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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                  <isin value="GB00H25KQ932"/>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>WTI Crude Oil</title>
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          <other otherDesc="Inhouse Asset ID" value="CLG23"/>
          <other otherDesc="Future Ticker" value="CLG3 Comdty"/>
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        <balance>60.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>CME Clearing House</counterpartyName>
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                <issuerName>N/A</issuerName>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
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          <isin value="GB00H25L7829"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
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              <counterpartyName>LME Clear</counterpartyName>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25L7829"/>
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            <expDate>2023-03-23</expDate>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
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          <isin value="GB00H25KZ636"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230314 LME Comdty"/>
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        <balance>-2.00000000</balance>
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        <assetCat>DCO</assetCat>
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              <counterpartyName>LME Clear</counterpartyName>
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                <issuerName>N/A</issuerName>
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            <expDate>2023-03-14</expDate>
            <notionalAmt>-360525.96000000</notionalAmt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Soybean</title>
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          <other otherDesc="Inhouse Asset ID" value="SH23"/>
          <other otherDesc="Future Ticker" value="S H3 Comdty"/>
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        <balance>693.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
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              <counterpartyName>CME Clearing House</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <ticker value="S H3 Comdty"/>
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            <expDate>2023-03-14</expDate>
            <notionalAmt>52806600.00000000</notionalAmt>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Future Ticker" value="LMAADP 20230203 LME Comdty"/>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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                <issuerName>N/A</issuerName>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230131 LME Comdty"/>
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        <curCd>USD</curCd>
        <valUSD>23165.20000000</valUSD>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25J6346"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-01-31</expDate>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H25JKD27"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230207 LME Comdty"/>
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        <balance>6.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1188.30000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25JKD27"/>
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            <expDate>2023-02-07</expDate>
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            <unrealizedAppr>1188.30000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25HFF32"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230105 LME Comdty"/>
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        <balance>-10.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10533.00000000</valUSD>
        <pctVal>0.002326297288</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <isin value="GB00H25HFF32"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-01-05</expDate>
            <notionalAmt>-750437.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>10533.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25HB443"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
        </identifiers>
        <balance>-4.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8324.30000000</valUSD>
        <pctVal>-0.00183848822</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <isin value="GB00H25HB443"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-01-03</expDate>
            <notionalAmt>-301275.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-8324.30000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25HNY88"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230113 LME Comdty"/>
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        <balance>31.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13294.34000000</valUSD>
        <pctVal>0.002936161311</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Aluminum Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H25HNY88"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-01-13</expDate>
            <notionalAmt>1822939.50000000</notionalAmt>
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            <unrealizedAppr>13294.34000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25DX792"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230208 LME Comdty"/>
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        <balance>-7.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-67158.99000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Copper Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H25DX792"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-02-08</expDate>
            <notionalAmt>-1465408.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-67158.99000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25FZY60"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230322 LME Comdty"/>
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        <balance>-5.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2079.00000000</valUSD>
        <pctVal>0.000459163776</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <isin value="GB00H25FZY60"/>
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            <expDate>2023-03-22</expDate>
            <notionalAmt>-296781.25000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2079.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25F0V88"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LMPBDP 20230222 LME Comdty"/>
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        <balance>14.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>67338.18000000</valUSD>
        <pctVal>0.014872175596</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <isin value="GB00H25F0V88"/>
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            <expDate>2023-02-22</expDate>
            <notionalAmt>810075.00000000</notionalAmt>
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            <unrealizedAppr>67338.18000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25HDD77"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230105 LME Comdty"/>
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        <balance>10.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25HDD77"/>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25JVY03"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230214 LME Comdty"/>
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        <balance>9.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13017.42000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                  <isin value="GB00H25JVY03"/>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
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          <isin value="GB00H25H7Z75"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
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        <balance>-10.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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            <expDate>2023-01-03</expDate>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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                <issuerName>N/A</issuerName>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <isin value="GB00H25L7480"/>
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          <other otherDesc="Future Ticker" value="LMNIDP 20230323 LME Comdty"/>
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        <valUSD>32246.90000000</valUSD>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>LME Clear</counterpartyName>
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                <issuerName>N/A</issuerName>
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            <unrealizedAppr>32246.90000000</unrealizedAppr>
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        </derivativeInfo>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <isin value="GB00H25K8422"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LMPBDP 20230228 LME Comdty"/>
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        <balance>13.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>55816.99000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25K8422"/>
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            </descRefInstrmnt>
            <expDate>2023-02-28</expDate>
            <notionalAmt>751822.50000000</notionalAmt>
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            <unrealizedAppr>55816.99000000</unrealizedAppr>
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        </derivativeInfo>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25HNG07"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230112 LME Comdty"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1769.97000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25HNG07"/>
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            </descRefInstrmnt>
            <expDate>2023-01-12</expDate>
            <notionalAmt>74831.25000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1769.97000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bills</title>
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          <isin value="US912796ZP71"/>
          <other otherDesc="Inhouse Asset ID" value="AQR14966350"/>
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        <balance>16446000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16124590.39000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-08</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bills</title>
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          <isin value="US912796U310"/>
          <other otherDesc="Inhouse Asset ID" value="AQR14400369"/>
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        <balance>457000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>452746.49000000</valUSD>
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        <assetCat>STIV</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H24QBF36"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230302 LME Comdty"/>
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        <balance>53.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-801.89000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H24QBF36"/>
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            <expDate>2023-03-02</expDate>
            <notionalAmt>11102837.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-801.89000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25KYK03"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230314 LME Comdty"/>
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        <balance>-9.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>15958.61000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25KYK03"/>
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            <expDate>2023-03-14</expDate>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
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          <isin value="GB00H25DV978"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230208 LME Comdty"/>
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        <balance>-37.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                  <isin value="GB00H25DV978"/>
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            <expDate>2023-02-08</expDate>
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            <unrealizedAppr>-19765.21000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NY Harbor ULSD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="HOG23"/>
          <other otherDesc="Future Ticker" value="HOG3 Comdty"/>
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        <balance>-14.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing House</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <ticker value="HOG3 Comdty"/>
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            <expDate>2023-01-31</expDate>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H25L2Q57"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230320 LME Comdty"/>
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        <balance>-11.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-12749.62000000</valUSD>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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                <issuerName>N/A</issuerName>
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            <expDate>2023-03-20</expDate>
            <notionalAmt>-2301956.25000000</notionalAmt>
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            <unrealizedAppr>-12749.62000000</unrealizedAppr>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
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          <isin value="GB00H25KS318"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230309 LME Comdty"/>
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        <balance>-7.00000000</balance>
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            <expDate>2023-03-09</expDate>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
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          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
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            <expDate>2023-03-14</expDate>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>LME Clear</counterpartyName>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230309 LME Comdty"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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              </otherRefInst>
            </descRefInstrmnt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H25JKX23"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230207 LME Comdty"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-203835.55000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25JKX23"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-02-07</expDate>
            <notionalAmt>-4186755.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-203835.55000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25J6346"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230131 LME Comdty"/>
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        <balance>-4.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-25049.30000000</valUSD>
        <pctVal>-0.00553233823</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <isin value="GB00H25J6346"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-01-31</expDate>
            <notionalAmt>-298175.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-25049.30000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25KMV79"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LMPBDP 20230306 LME Comdty"/>
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        <balance>-6.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13310.28000000</valUSD>
        <pctVal>-0.00293968178</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25KMV79"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-06</expDate>
            <notionalAmt>-346819.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-13310.28000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H31QPK67"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LNG3 Comdty"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2395.38000000</valUSD>
        <pctVal>0.000529038830</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H31QPK67"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-02-15</expDate>
            <notionalAmt>179790.00000000</notionalAmt>
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            <unrealizedAppr>2395.38000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H251T206"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LMPBDP 20230202 LME Comdty"/>
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        <balance>-23.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-197449.59000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H251T206"/>
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            <expDate>2023-02-02</expDate>
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            <unrealizedAppr>-197449.59000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25HRN53"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230117 LME Comdty"/>
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        <balance>7.00000000</balance>
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        <curCd>USD</curCd>
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              <counterpartyName>LME Clear</counterpartyName>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25HRN53"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25JZM60"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LMPBDP 20230216 LME Comdty"/>
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        <balance>11.00000000</balance>
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        <curCd>USD</curCd>
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              <counterpartyName>LME Clear</counterpartyName>
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                  <isin value="GB00H25JZM60"/>
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            <expDate>2023-02-16</expDate>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
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          <isin value="GB00H25J2N62"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230127 LME Comdty"/>
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              <counterpartyName>LME Clear</counterpartyName>
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                <issuerName>N/A</issuerName>
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        <name>N/A</name>
        <lei>N/A</lei>
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          <isin value="GB00H25J5L53"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LMPBDP 20230131 LME Comdty"/>
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        <balance>-14.00000000</balance>
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              <counterpartyName>LME Clear</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <isin value="GB00H25HJX93"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
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        <balance>22.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>LME Clear</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="SMH23"/>
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        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>CME Clearing House</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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            </descRefInstrmnt>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Future Ticker" value="LMZSDP 20230207 LME Comdty"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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            <expDate>2023-02-07</expDate>
            <notionalAmt>372820.00000000</notionalAmt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230110 LME Comdty"/>
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        <balance>-16.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-2547.20000000</valUSD>
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        <assetCat>DCO</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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            <expDate>2023-01-10</expDate>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H13XC667"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LLF3 Comdty"/>
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        <balance>-14.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H13XC667"/>
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            <expDate>2023-01-18</expDate>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H24QBF36"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230302 LME Comdty"/>
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        <balance>-53.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-43471.58000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <isin value="GB00H24QBF36"/>
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            </descRefInstrmnt>
            <expDate>2023-03-02</expDate>
            <notionalAmt>-11102837.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-43471.58000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25K6L50"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230228 LME Comdty"/>
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        <balance>-27.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>20618.60000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25K6L50"/>
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            <expDate>2023-02-28</expDate>
            <notionalAmt>-1597495.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>20618.60000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25KVJ82"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230313 LME Comdty"/>
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        <balance>17.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-29069.71000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25KVJ82"/>
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            <unrealizedAppr>-29069.71000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H25DZY05"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230222 LME Comdty"/>
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        <balance>6.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H25K1096"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LMPBDP 20230217 LME Comdty"/>
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        <balance>-23.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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          <isLoanByFund>N</isLoanByFund>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
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          <isin value="GB00H25JZM60"/>
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          <other otherDesc="Future Ticker" value="LMPBDP 20230216 LME Comdty"/>
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        <balance>-11.00000000</balance>
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              <counterpartyName>LME Clear</counterpartyName>
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            <expDate>2023-02-16</expDate>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
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          <isin value="GB00H25G7107"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230308 LME Comdty"/>
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        <balance>-8.00000000</balance>
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        <assetCat>DCO</assetCat>
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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            <expDate>2023-03-08</expDate>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Coffee 'C'</title>
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          <other otherDesc="Inhouse Asset ID" value="KCH23"/>
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        <balance>173.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>ICE Clear US</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <ticker value="KCH3 Comdty"/>
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            <expDate>2023-03-21</expDate>
            <notionalAmt>10853587.50000000</notionalAmt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
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        <curCd>USD</curCd>
        <valUSD>5811.88000000</valUSD>
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        <assetCat>DCO</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>LME Clear</counterpartyName>
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                <issuerName>N/A</issuerName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="MPBH23"/>
          <other otherDesc="Future Ticker" value="LLH3 Comdty"/>
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        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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                <issuerName>N/A</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LMPBDP 20230110 LME Comdty"/>
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        <balance>8.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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            <expDate>2023-01-10</expDate>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25L7J36"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230323 LME Comdty"/>
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        <balance>-33.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-18907.35000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25L7J36"/>
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            <expDate>2023-03-23</expDate>
            <notionalAmt>-2453385.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-18907.35000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bills</title>
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          <isin value="US912796YV58"/>
          <other otherDesc="Inhouse Asset ID" value="AQR14878392"/>
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        <balance>5356000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5280529.24000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-27</maturityDt>
          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25JGN47"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230203 LME Comdty"/>
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        <balance>-12.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-232984.56000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25JGN47"/>
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            <expDate>2023-02-03</expDate>
            <notionalAmt>-2511753.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-232984.56000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H25K2R33"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230221 LME Comdty"/>
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        <balance>15.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>447062.17000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25K2R33"/>
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            <expDate>2023-02-21</expDate>
            <notionalAmt>2698380.00000000</notionalAmt>
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            <unrealizedAppr>447062.17000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
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          <isin value="GB00H25G1W92"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230322 LME Comdty"/>
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        <balance>2.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-242.76000000</valUSD>
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              <counterpartyName>LME Clear</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
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          <isin value="GB00H25F2J09"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230208 LME Comdty"/>
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        <balance>-46.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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                  <isin value="GB00H25F2J09"/>
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            <expDate>2023-02-08</expDate>
            <notionalAmt>-3430070.50000000</notionalAmt>
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            <unrealizedAppr>-108798.01000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25FZY60"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230322 LME Comdty"/>
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        <balance>5.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2077.25000000</valUSD>
        <pctVal>-0.00045877727</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25FZY60"/>
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            <expDate>2023-03-22</expDate>
            <notionalAmt>296781.25000000</notionalAmt>
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            <unrealizedAppr>-2077.25000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25L6H47"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230323 LME Comdty"/>
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        <balance>8.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2823.60000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25L6H47"/>
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            <expDate>2023-03-23</expDate>
            <notionalAmt>474900.00000000</notionalAmt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H25KQ155"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LMPBDP 20230307 LME Comdty"/>
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        <balance>-5.00000000</balance>
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        <curCd>USD</curCd>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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            <expDate>2023-03-07</expDate>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Lean Hogs</title>
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          <other otherDesc="Inhouse Asset ID" value="LHG23"/>
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        <balance>321.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <ticker value="LHG3 Comdty"/>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H25JH198"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230203 LME Comdty"/>
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        <curCd>USD</curCd>
        <valUSD>-161393.43000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-02-03</expDate>
            <notionalAmt>-718652.40000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-161393.43000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25KPJ64"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230307 LME Comdty"/>
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        <balance>-21.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25KPJ64"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-07</expDate>
            <notionalAmt>-4399237.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1371.32000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H24NX588"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230202 LME Comdty"/>
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        <balance>-14.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-34988.36000000</valUSD>
        <pctVal>-0.00772745912</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Aluminum Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H24NX588"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-02-02</expDate>
            <notionalAmt>-824033.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-34988.36000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25HB443"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
        </identifiers>
        <balance>4.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7713.20000000</valUSD>
        <pctVal>0.001703521907</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <isin value="GB00H25HB443"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-01-03</expDate>
            <notionalAmt>301275.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>7713.20000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25G1M94"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230301 LME Comdty"/>
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        <balance>-5.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12438.75000000</valUSD>
        <pctVal>-0.00274719741</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <isin value="GB00H25G1M94"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-01</expDate>
            <notionalAmt>-1047437.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-12438.75000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25F0V88"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LMPBDP 20230222 LME Comdty"/>
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        <balance>-14.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-71277.23000000</valUSD>
        <pctVal>-0.01574214629</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Lead Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H25F0V88"/>
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            </descRefInstrmnt>
            <expDate>2023-02-22</expDate>
            <notionalAmt>-810075.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-71277.23000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25HKC53"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230110 LME Comdty"/>
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        <balance>8.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>159671.35000000</valUSD>
        <pctVal>0.035264694633</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Copper Base Metal</issueTitle>
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                  <isin value="GB00H25HKC53"/>
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            </descRefInstrmnt>
            <expDate>2023-01-10</expDate>
            <notionalAmt>1673552.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>159671.35000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25CP360"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230111 LME Comdty"/>
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        <balance>5.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>17033.37000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25CP360"/>
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            <expDate>2023-01-11</expDate>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Soybean Oil</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="BOH23"/>
          <other otherDesc="Future Ticker" value="BOH3 Comdty"/>
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        <balance>422.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-239736.27000000</valUSD>
        <pctVal>-0.05294767254</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing House</counterpartyName>
              <counterpartyLei>LCZ7XYGSLJUHFXXNXD88</counterpartyLei>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <ticker value="BOH3 Comdty"/>
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            <expDate>2023-03-14</expDate>
            <notionalAmt>16222524.00000000</notionalAmt>
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            <unrealizedAppr>-239736.27000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
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          <isin value="GB00H25G4G40"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230322 LME Comdty"/>
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        <balance>2.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9620.74000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25G4G40"/>
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            <expDate>2023-03-22</expDate>
            <notionalAmt>360506.64000000</notionalAmt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Platinum</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="JPLV23"/>
          <other otherDesc="Future Ticker" value="JAV3 Comdty"/>
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        <balance>16.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="131.24000000"/>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Japan Securities Clearing</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <ticker value="JAV3 Comdty"/>
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            <expDate>2023-10-26</expDate>
            <notionalAmt>35040000.00000000</notionalAmt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H25HHB34"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230106 LME Comdty"/>
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        <balance>3.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-4915.35000000</valUSD>
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        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25HHB34"/>
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            <expDate>2023-01-06</expDate>
            <notionalAmt>224968.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-4915.35000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25L4818"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
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        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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                <issuerName>N/A</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Future Ticker" value="LMCADP 20230323 LME Comdty"/>
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              <counterpartyName>LME Clear</counterpartyName>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LMPBDP 20230131 LME Comdty"/>
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        <balance>14.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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            <expDate>2023-01-31</expDate>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H24HZG53"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LYF3 Comdty"/>
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        <balance>-35.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-114704.54000000</valUSD>
        <pctVal>-0.02533341501</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H24HZG53"/>
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            <expDate>2023-01-18</expDate>
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            <unrealizedAppr>-114704.54000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25L7480"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230323 LME Comdty"/>
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        <balance>-10.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-28398.58000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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            </descRefInstrmnt>
            <expDate>2023-03-23</expDate>
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            <unrealizedAppr>-28398.58000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25HPZ36"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230113 LME Comdty"/>
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        <balance>-44.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-50004.80000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <isin value="GB00H25HPZ36"/>
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            <expDate>2023-01-13</expDate>
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            <unrealizedAppr>-50004.80000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25L2655"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230320 LME Comdty"/>
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        <balance>27.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6642.15000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>LME Clear</counterpartyName>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25L2655"/>
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            <unrealizedAppr>-6642.15000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
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          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230217 LME Comdty"/>
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        <balance>-10.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-295469.50000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25K0W46"/>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
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          <isin value="GB00H25JQ231"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230209 LME Comdty"/>
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        <balance>14.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
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          <other otherDesc="Future Ticker" value="LMNIDP 20230208 LME Comdty"/>
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        <balance>7.00000000</balance>
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              <counterpartyName>LME Clear</counterpartyName>
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                <issuerName>N/A</issuerName>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LMPBDP 20230203 LME Comdty"/>
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        <balance>-16.00000000</balance>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>LME Clear</counterpartyName>
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                <issuerName>N/A</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Future Ticker" value="LMZSDP 20230307 LME Comdty"/>
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        <curCd>USD</curCd>
        <valUSD>-11915.10000000</valUSD>
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        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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                <issuerName>N/A</issuerName>
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              </otherRefInst>
            </descRefInstrmnt>
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        </derivativeInfo>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <isin value="GB00FP3QQN08"/>
          <other otherDesc="Inhouse Asset ID" value="MCUH23"/>
          <other otherDesc="Future Ticker" value="LPH3 23 Comdty"/>
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        <balance>-422.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2154752.28000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00FP3QQN08"/>
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            </descRefInstrmnt>
            <expDate>2023-03-15</expDate>
            <notionalAmt>-88361525.00000000</notionalAmt>
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            <unrealizedAppr>-2154752.28000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25HP641"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230113 LME Comdty"/>
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        <balance>-35.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-672494.55000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Copper Base Metal</issueTitle>
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                  <isin value="GB00H25HP641"/>
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            </descRefInstrmnt>
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            <unrealizedAppr>-672494.55000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25HJX93"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230110 LME Comdty"/>
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        <balance>-22.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-36095.40000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <isin value="GB00H25HJX93"/>
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            <expDate>2023-01-10</expDate>
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            <unrealizedAppr>-36095.40000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25DV978"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230208 LME Comdty"/>
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        <balance>37.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>33912.35000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25DV978"/>
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            <unrealizedAppr>33912.35000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25H4897"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
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        <balance>-80.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-445112.00000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25H4897"/>
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            <unrealizedAppr>-445112.00000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25DZY05"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230222 LME Comdty"/>
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        <balance>-6.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-164375.70000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25DZY05"/>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <isin value="GB00H25JSC79"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230210 LME Comdty"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
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          <isin value="GB00H25H7Z75"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
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              <counterpartyName>LME Clear</counterpartyName>
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                <issuerName>N/A</issuerName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H25HL111"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230110 LME Comdty"/>
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        <balance>-7.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-315835.83000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25HL111"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-01-10</expDate>
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            <unrealizedAppr>-315835.83000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25HPZ36"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230113 LME Comdty"/>
        </identifiers>
        <balance>44.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>80520.79000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25HPZ36"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-01-13</expDate>
            <notionalAmt>3291475.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>80520.79000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25JSR23"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230210 LME Comdty"/>
        </identifiers>
        <balance>5.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>102504.55000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25JSR23"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-02-10</expDate>
            <notionalAmt>898719.30000000</notionalAmt>
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            <unrealizedAppr>102504.55000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25HG947"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230106 LME Comdty"/>
        </identifiers>
        <balance>83.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5405.44000000</valUSD>
        <pctVal>-0.00119383465</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Aluminum Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H25HG947"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-01-06</expDate>
            <notionalAmt>4877308.25000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-5405.44000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25KP850"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230307 LME Comdty"/>
        </identifiers>
        <balance>-54.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>163136.70000000</valUSD>
        <pctVal>0.036030044895</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Aluminum Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H25KP850"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-07</expDate>
            <notionalAmt>-3199554.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>163136.70000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25HF535"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LMPBDP 20230105 LME Comdty"/>
        </identifiers>
        <balance>4.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>36757.72000000</valUSD>
        <pctVal>0.008118236435</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Lead Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H25HF535"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-01-05</expDate>
            <notionalAmt>233450.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>36757.72000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25DX792"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230208 LME Comdty"/>
        </identifiers>
        <balance>7.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>77989.59000000</valUSD>
        <pctVal>0.017224624680</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <isin value="GB00H25DX792"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-02-08</expDate>
            <notionalAmt>1465408.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>77989.59000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25JSC79"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230210 LME Comdty"/>
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        <balance>-7.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-18341.92000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25JSC79"/>
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            </descRefInstrmnt>
            <expDate>2023-02-10</expDate>
            <notionalAmt>-1465493.75000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-18341.92000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00FP3QQL83"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LPF3 23 Comdty"/>
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        <balance>-8.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-168023.04000000</valUSD>
        <pctVal>-0.03710923216</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Copper Base Metal</issueTitle>
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                  <isin value="GB00FP3QQL83"/>
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            <expDate>2023-01-18</expDate>
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            <unrealizedAppr>-168023.04000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25KSR53"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230309 LME Comdty"/>
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        <balance>-1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1749.05000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Nickel Base Metal</issueTitle>
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                  <isin value="GB00H25KSR53"/>
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            <expDate>2023-03-09</expDate>
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            <unrealizedAppr>1749.05000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25G5C76"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LMPBDP 20230322 LME Comdty"/>
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        <balance>2.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2719.74000000</valUSD>
        <pctVal>0.000600676330</pctVal>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25G5C76"/>
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            <expDate>2023-03-22</expDate>
            <notionalAmt>114775.00000000</notionalAmt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25HR803"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230117 LME Comdty"/>
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        <balance>19.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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            <expDate>2023-01-17</expDate>
            <notionalAmt>3976894.82000000</notionalAmt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25H8Q59"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
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        <balance>-3.00000000</balance>
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        <valUSD>-33316.84000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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              </otherRefInst>
            </descRefInstrmnt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LPG3 23 Comdty"/>
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        <curCd>USD</curCd>
        <valUSD>3704.38000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00FP3QQM90"/>
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              </otherRefInst>
            </descRefInstrmnt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25CRT60"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230111 LME Comdty"/>
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        <balance>-4.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-184204.50000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25CRT60"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-01-11</expDate>
            <notionalAmt>-717624.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-184204.50000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25G4G40"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230322 LME Comdty"/>
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        <balance>-2.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14834.70000000</valUSD>
        <pctVal>-0.00327636213</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Nickel Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H25G4G40"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-22</expDate>
            <notionalAmt>-360506.64000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-14834.70000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25FZT18"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230308 LME Comdty"/>
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        <balance>66.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-225149.12000000</valUSD>
        <pctVal>-0.04972598380</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Aluminum Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H25FZT18"/>
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            <expDate>2023-03-08</expDate>
            <notionalAmt>3911374.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-225149.12000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25L1J16"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230316 LME Comdty"/>
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        <balance>3.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9253.81000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Zinc Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H25L1J16"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-16</expDate>
            <notionalAmt>223181.25000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-9253.81000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <identifiers>
          <isin value="US912796YB94"/>
          <other otherDesc="Inhouse Asset ID" value="AQR14793170"/>
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        <balance>17642000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17521517.49000000</valUSD>
        <pctVal>3.869767267591</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-02</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25HR803"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230117 LME Comdty"/>
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        <balance>-19.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-417769.79000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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            <expDate>2023-01-17</expDate>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H25K0W46"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230217 LME Comdty"/>
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        <balance>10.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25K0W46"/>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
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          <isin value="GB00H25J0H62"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230126 LME Comdty"/>
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        <balance>-3.00000000</balance>
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              <counterpartyName>LME Clear</counterpartyName>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H24Q7Z53"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230302 LME Comdty"/>
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        <balance>-36.00000000</balance>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H24Q7Z53"/>
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            <expDate>2023-03-02</expDate>
            <notionalAmt>-2130867.00000000</notionalAmt>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H25L7829"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LMPBDP 20230323 LME Comdty"/>
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        <balance>10.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25L7829"/>
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            <expDate>2023-03-23</expDate>
            <notionalAmt>573375.00000000</notionalAmt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230221 LME Comdty"/>
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        <balance>-14.00000000</balance>
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        <assetCat>DCO</assetCat>
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25K3472"/>
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            <expDate>2023-02-21</expDate>
            <notionalAmt>-1042912.50000000</notionalAmt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-51043.50000000</valUSD>
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        <assetCat>DCO</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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                <issuerName>N/A</issuerName>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-01-19</expDate>
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        </derivativeInfo>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <isin value="GB00H24QFS45"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230302 LME Comdty"/>
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        <balance>12.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>177474.74000000</valUSD>
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        <assetCat>DCO</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-02</expDate>
            <notionalAmt>2160972.00000000</notionalAmt>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25JYV86"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230216 LME Comdty"/>
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        <balance>19.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-28664.56000000</valUSD>
        <pctVal>-0.00633079732</pctVal>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <isin value="GB00H25JYV86"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-02-16</expDate>
            <notionalAmt>1121004.75000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-28664.56000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25HT171"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230119 LME Comdty"/>
        </identifiers>
        <balance>2.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8144.60000000</valUSD>
        <pctVal>0.001798800047</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Aluminum Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H25HT171"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-01-19</expDate>
            <notionalAmt>117425.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>8144.60000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25KVJ82"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230313 LME Comdty"/>
        </identifiers>
        <balance>-17.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>33268.78000000</valUSD>
        <pctVal>0.007347676133</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Copper Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H25KVJ82"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-13</expDate>
            <notionalAmt>-3560650.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>33268.78000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25KL982"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230306 LME Comdty"/>
        </identifiers>
        <balance>57.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-186184.36000000</valUSD>
        <pctVal>-0.04112030493</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Aluminum Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H25KL982"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-06</expDate>
            <notionalAmt>3376623.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-186184.36000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25JR312"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230209 LME Comdty"/>
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        <balance>-20.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-48364.78000000</valUSD>
        <pctVal>-0.01068174846</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <isin value="GB00H25JR312"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-02-09</expDate>
            <notionalAmt>-1491395.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-48364.78000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25JVY03"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230214 LME Comdty"/>
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        <balance>-9.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9403.04000000</valUSD>
        <pctVal>0.002076736585</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <isin value="GB00H25JVY03"/>
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            <expDate>2023-02-14</expDate>
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            <unrealizedAppr>9403.04000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25KYT95"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230314 LME Comdty"/>
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        <balance>-2.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5707.40000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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            <expDate>2023-03-14</expDate>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25JQQ75"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230209 LME Comdty"/>
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        <balance>-6.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25JQQ75"/>
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            <expDate>2023-02-09</expDate>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
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          <isin value="GB00H25L3R30"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LMPBDP 20230320 LME Comdty"/>
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        <balance>5.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>17133.10000000</valUSD>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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            <expDate>2023-03-20</expDate>
            <notionalAmt>287396.25000000</notionalAmt>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US912796YK93"/>
          <other otherDesc="Inhouse Asset ID" value="AQR14802899"/>
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        <balance>20062000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>19908296.59000000</valUSD>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-09</maturityDt>
          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230208 LME Comdty"/>
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        <balance>-7.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25DZT51"/>
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              </otherRefInst>
            </descRefInstrmnt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25G7107"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230308 LME Comdty"/>
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        <balance>8.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-50118.34000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25G7107"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-08</expDate>
            <notionalAmt>595800.00000000</notionalAmt>
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            <unrealizedAppr>-50118.34000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25J2030"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230127 LME Comdty"/>
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        <balance>49.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>70640.68000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Aluminum Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H25J2030"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-01-27</expDate>
            <notionalAmt>2878725.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>70640.68000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25JZH18"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230216 LME Comdty"/>
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        <balance>2.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>18229.02000000</valUSD>
        <pctVal>0.004026024855</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Nickel Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H25JZH18"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-02-16</expDate>
            <notionalAmt>359598.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>18229.02000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25G4B94"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230308 LME Comdty"/>
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        <balance>12.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-122651.40000000</valUSD>
        <pctVal>-0.02708854260</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Nickel Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H25G4B94"/>
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            </descRefInstrmnt>
            <expDate>2023-03-08</expDate>
            <notionalAmt>2162484.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-122651.40000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25H5W05"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
        </identifiers>
        <balance>-32.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-764249.15000000</valUSD>
        <pctVal>-0.16879053692</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Copper Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H25H5W05"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-01-03</expDate>
            <notionalAmt>-6727600.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-764249.15000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H24P3106"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230202 LME Comdty"/>
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        <balance>13.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>76950.36000000</valUSD>
        <pctVal>0.016995102423</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Zinc Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H24P3106"/>
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            </descRefInstrmnt>
            <expDate>2023-02-02</expDate>
            <notionalAmt>969143.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>76950.36000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Cotton No. 2</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="CTH23"/>
          <other otherDesc="Future Ticker" value="CTH3 Comdty"/>
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        <balance>163.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>104035.74000000</valUSD>
        <pctVal>0.022977125214</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ICE Clear US</counterpartyName>
              <counterpartyLei>549300HWWR1D8OTS2G29</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <ticker value="CTH3 Comdty"/>
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            <expDate>2023-03-09</expDate>
            <notionalAmt>6794655.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>104035.74000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Brent Crude Oil</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1JWPQ81"/>
          <other otherDesc="Inhouse Asset ID" value="LCOJ23"/>
          <other otherDesc="Future Ticker" value="COJ3 Comdty"/>
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        <balance>-35.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-98210.79000000</valUSD>
        <pctVal>-0.02169063842</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ICE Clear Europe</counterpartyName>
              <counterpartyLei>5R6J7JCQRIPQR1EEP713</counterpartyLei>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H1JWPQ81"/>
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            <expDate>2023-02-28</expDate>
            <notionalAmt>-2997750.00000000</notionalAmt>
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            <unrealizedAppr>-98210.79000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25F0Q36"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LMPBDP 20230208 LME Comdty"/>
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        <balance>29.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>221773.73000000</valUSD>
        <pctVal>0.048980501926</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
                <issueTitle>LME Lead Base Metal</issueTitle>
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                  <isin value="GB00H25F0Q36"/>
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            <expDate>2023-02-08</expDate>
            <notionalAmt>1677650.00000000</notionalAmt>
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            <unrealizedAppr>221773.73000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25HW290"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230120 LME Comdty"/>
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        <balance>19.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>419821.06000000</valUSD>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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            <expDate>2023-01-20</expDate>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
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          <isin value="GB00FP3QQL83"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LPF3 23 Comdty"/>
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        <balance>8.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>177609.74000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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                <issuerName>N/A</issuerName>
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            <expDate>2023-01-18</expDate>
            <notionalAmt>1674602.00000000</notionalAmt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H25J2816"/>
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          <other otherDesc="Future Ticker" value="LMCADP 20230127 LME Comdty"/>
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        <balance>-7.00000000</balance>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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            <expDate>2023-01-27</expDate>
            <notionalAmt>-1465276.75000000</notionalAmt>
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            <unrealizedAppr>-119597.84000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States of America</name>
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          <isin value="US912796YL76"/>
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        <balance>34725000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>34437025.58000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Future Ticker" value="LMPBDP 20230209 LME Comdty"/>
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US912796YM59"/>
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        <balance>5124000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-30</maturityDt>
          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H236GD75"/>
          <other otherDesc="Inhouse Asset ID" value="MZNH23"/>
          <other otherDesc="Future Ticker" value="LXH3 Comdty"/>
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        <balance>-174.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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                  <isin value="GB00H236GD75"/>
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            <expDate>2023-03-15</expDate>
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            <unrealizedAppr>-149959.80000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H25JWZ84"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LMPBDP 20230214 LME Comdty"/>
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        <balance>-22.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-84482.86000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25JWZ84"/>
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            <expDate>2023-02-14</expDate>
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            <unrealizedAppr>-84482.86000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H25K2W85"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LMPBDP 20230221 LME Comdty"/>
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        <balance>9.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>41958.36000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25K2W85"/>
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            <expDate>2023-02-21</expDate>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25L2655"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230320 LME Comdty"/>
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        <balance>-27.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25L2655"/>
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            <expDate>2023-03-20</expDate>
            <notionalAmt>-1602112.50000000</notionalAmt>
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            <unrealizedAppr>6712.16000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>WTI Crude Oil</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="CLH23"/>
          <other otherDesc="Future Ticker" value="CLH3 Comdty"/>
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        <balance>282.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1304849.60000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>CME Clearing House</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <ticker value="CLH3 Comdty"/>
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            <expDate>2023-02-21</expDate>
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            <unrealizedAppr>1304849.60000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25L1J16"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230316 LME Comdty"/>
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        <balance>-3.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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                  <isin value="GB00H25L1J16"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H25J2816"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
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        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LXG3 Comdty"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>1</fairValLevel>
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              <counterpartyName>LME Clear</counterpartyName>
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                <issuerName>N/A</issuerName>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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                <issuerName>N/A</issuerName>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
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              <counterpartyName>LME Clear</counterpartyName>
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                <issuerName>N/A</issuerName>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
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          <isLoanByFund>N</isLoanByFund>
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        <name>N/A</name>
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          <isin value="GB00H25L0H27"/>
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        <curCd>USD</curCd>
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              <counterpartyName>LME Clear</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Future Ticker" value="LMPBDP 20230302 LME Comdty"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
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        <issuerConditional desc="Future" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Future Ticker" value="LMAADP 20230216 LME Comdty"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25JYV86"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LYF3 Comdty"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25K8N15"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230228 LME Comdty"/>
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        <balance>-19.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12709.29000000</valUSD>
        <pctVal>-0.00280694834</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25K8N15"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-02-28</expDate>
            <notionalAmt>-1415181.75000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-12709.29000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00FP3QQM90"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LPG3 23 Comdty"/>
        </identifiers>
        <balance>7.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10255.91000000</valUSD>
        <pctVal>-0.00226509974</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Copper Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00FP3QQM90"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-02-15</expDate>
            <notionalAmt>1465712.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-10255.91000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25K7W31"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230228 LME Comdty"/>
        </identifiers>
        <balance>11.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>226521.55000000</valUSD>
        <pctVal>0.050029095944</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Nickel Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H25K7W31"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-02-28</expDate>
            <notionalAmt>1980429.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>226521.55000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25J0760"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230126 LME Comdty"/>
        </identifiers>
        <balance>-35.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-61563.25000000</valUSD>
        <pctVal>-0.01359673612</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Aluminum Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H25J0760"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-01-26</expDate>
            <notionalAmt>-2055585.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-61563.25000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Silver</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="SIH23"/>
          <other otherDesc="Future Ticker" value="SIH3 Comdty"/>
        </identifiers>
        <balance>148.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1943009.85000000</valUSD>
        <pctVal>0.429129264769</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing House</counterpartyName>
              <counterpartyLei>LCZ7XYGSLJUHFXXNXD88</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Silver</issueTitle>
                <identifiers>
                  <ticker value="SIH3 Comdty"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-29</expDate>
            <notionalAmt>17789600.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1943009.85000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25JT466"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230210 LME Comdty"/>
        </identifiers>
        <balance>-5.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-352.16000000</valUSD>
        <pctVal>-0.00007777735</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Zinc Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H25JT466"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-02-10</expDate>
            <notionalAmt>-372862.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-352.16000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25F0Q36"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LMPBDP 20230208 LME Comdty"/>
        </identifiers>
        <balance>-29.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-209807.58000000</valUSD>
        <pctVal>-0.04633768199</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Lead Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H25F0Q36"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-02-08</expDate>
            <notionalAmt>-1677650.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-209807.58000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25J2030"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230127 LME Comdty"/>
        </identifiers>
        <balance>-49.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-70295.05000000</valUSD>
        <pctVal>-0.01552522398</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Aluminum Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H25J2030"/>
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            </descRefInstrmnt>
            <expDate>2023-01-27</expDate>
            <notionalAmt>-2878725.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-70295.05000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H24QK893"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230302 LME Comdty"/>
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        <balance>-10.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>21433.00000000</valUSD>
        <pctVal>0.004733649462</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Zinc Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H24QK893"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-02</expDate>
            <notionalAmt>-744875.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>21433.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25JS385"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230210 LME Comdty"/>
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        <balance>10.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-33.09000000</valUSD>
        <pctVal>-0.00000730819</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Aluminum Base Metal</issueTitle>
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                  <isin value="GB00H25JS385"/>
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            <expDate>2023-02-10</expDate>
            <notionalAmt>589877.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-33.09000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25K8N15"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230228 LME Comdty"/>
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        <balance>19.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7150.70000000</valUSD>
        <pctVal>0.001579289283</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Zinc Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H25K8N15"/>
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            <expDate>2023-02-28</expDate>
            <notionalAmt>1415181.75000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>7150.70000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H15ZH096"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LLG3 Comdty"/>
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        <balance>-3.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8145.39000000</valUSD>
        <pctVal>-0.00179897452</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Lead Base Metal</issueTitle>
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                  <isin value="GB00H15ZH096"/>
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            <expDate>2023-02-15</expDate>
            <notionalAmt>-173512.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-8145.39000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bills</title>
        <cusip>912796ZG7</cusip>
        <identifiers>
          <isin value="US912796ZG72"/>
          <other otherDesc="Inhouse Asset ID" value="AQR14942167"/>
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        <balance>13135000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12890224.68000000</valUSD>
        <pctVal>2.846909211318</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Future Ticker" value="CCH3 Comdty"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>ICE Clear US</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
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          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230301 LME Comdty"/>
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        <balance>5.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14924.35000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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            <expDate>2023-03-01</expDate>
            <notionalAmt>1047437.50000000</notionalAmt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H24NYS86"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230202 LME Comdty"/>
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        <balance>-19.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-328564.72000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H24NYS86"/>
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            <expDate>2023-02-02</expDate>
            <notionalAmt>-3976989.75000000</notionalAmt>
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            <unrealizedAppr>-328564.72000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H25KYT95"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230314 LME Comdty"/>
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        <balance>2.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7330.26000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25KYT95"/>
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            <expDate>2023-03-14</expDate>
            <notionalAmt>418837.50000000</notionalAmt>
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            <unrealizedAppr>-7330.26000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25F2J09"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230208 LME Comdty"/>
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        <balance>46.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>114484.80000000</valUSD>
        <pctVal>0.025284883682</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                <identifiers>
                  <isin value="GB00H25F2J09"/>
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            <expDate>2023-02-08</expDate>
            <notionalAmt>3430070.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>114484.80000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25J3111"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230127 LME Comdty"/>
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        <balance>-11.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6461.95000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25J3111"/>
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            <expDate>2023-01-27</expDate>
            <notionalAmt>-820429.50000000</notionalAmt>
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            <unrealizedAppr>-6461.95000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25HL889"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LMPBDP 20230110 LME Comdty"/>
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        <balance>-8.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-59421.04000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Lead Base Metal</issueTitle>
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                  <isin value="GB00H25HL889"/>
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            <expDate>2023-01-10</expDate>
            <notionalAmt>-466000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-59421.04000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25K0H94"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230217 LME Comdty"/>
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        <balance>-50.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-353706.81000000</valUSD>
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        <assetCat>DCO</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25K0H94"/>
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            <expDate>2023-02-17</expDate>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Natural Gas</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="NGH23"/>
          <other otherDesc="Future Ticker" value="NGH3 23 Comdty"/>
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        <balance>169.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1335386.08000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CME Clearing House</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                  <ticker value="NGH3 23 Comdty"/>
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            <expDate>2023-02-24</expDate>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
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          <isin value="GB00H25JQB23"/>
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          <other otherDesc="Future Ticker" value="LMCADP 20230209 LME Comdty"/>
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        <balance>10.00000000</balance>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
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          <isin value="GB00FP3QQB85"/>
          <other otherDesc="Inhouse Asset ID" value="MALH23"/>
          <other otherDesc="Future Ticker" value="LAH3 23 Comdty"/>
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        <balance>-453.00000000</balance>
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              <counterpartyName>LME Clear</counterpartyName>
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            <expDate>2023-03-15</expDate>
            <notionalAmt>-26863013.25000000</notionalAmt>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
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        <identifiers>
          <isin value="GB00H25HTP18"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
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        <balance>-7.00000000</balance>
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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            <expDate>2023-01-19</expDate>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
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        <payoffProfile>N/A</payoffProfile>
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              <counterpartyName>LME Clear</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230314 LME Comdty"/>
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        <curCd>USD</curCd>
        <valUSD>-16712.55000000</valUSD>
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              <counterpartyName>LME Clear</counterpartyName>
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                <issuerName>N/A</issuerName>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LMPBDP 20230111 LME Comdty"/>
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        <balance>-12.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-106981.56000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25CSB51"/>
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              </otherRefInst>
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            <expDate>2023-01-11</expDate>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25F2N45"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230222 LME Comdty"/>
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        <balance>18.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>20196.90000000</valUSD>
        <pctVal>0.004460646891</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <isin value="GB00H25F2N45"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-02-22</expDate>
            <notionalAmt>1340775.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>20196.90000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25JSR23"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230210 LME Comdty"/>
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        <balance>-5.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-113238.05000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <isin value="GB00H25JSR23"/>
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            </descRefInstrmnt>
            <expDate>2023-02-10</expDate>
            <notionalAmt>-898719.30000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-113238.05000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25KPX09"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230307 LME Comdty"/>
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        <balance>-5.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-29406.29000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <isin value="GB00H25KPX09"/>
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            <expDate>2023-03-07</expDate>
            <notionalAmt>-900930.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-29406.29000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25JWQ93"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230214 LME Comdty"/>
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        <balance>-4.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14771.80000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25JWQ93"/>
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            <expDate>2023-02-14</expDate>
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            <unrealizedAppr>-14771.80000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H24NX588"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230202 LME Comdty"/>
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        <balance>14.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H24NX588"/>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
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          <isin value="GB00H25J2N62"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230127 LME Comdty"/>
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              <counterpartyName>LME Clear</counterpartyName>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25J2N62"/>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
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          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230202 LME Comdty"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
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          <isin value="GB00H25JQQ75"/>
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        <balance>6.00000000</balance>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
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          <isin value="GB00H25H4897"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
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        <balance>80.00000000</balance>
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                <issuerName>N/A</issuerName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
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          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
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        <balance>11.00000000</balance>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Future Ticker" value="LMCADP 20230106 LME Comdty"/>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <isin value="GB00FP3QQB85"/>
          <other otherDesc="Inhouse Asset ID" value="MALH23"/>
          <other otherDesc="Future Ticker" value="LAH3 23 Comdty"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <isin value="GB00H25CSB51"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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          <isLoanByFund>N</isLoanByFund>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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        <name>N/A</name>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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                <issuerName>N/A</issuerName>
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            </descRefInstrmnt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Future Ticker" value="LMZSDP 20230320 LME Comdty"/>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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                </identifiers>
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            </descRefInstrmnt>
            <expDate>2023-03-20</expDate>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25JT466"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230210 LME Comdty"/>
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        <balance>5.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>360.25000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <isin value="GB00H25JT466"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-02-10</expDate>
            <notionalAmt>372862.50000000</notionalAmt>
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            <unrealizedAppr>360.25000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25HWL82"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LMPBDP 20230120 LME Comdty"/>
        </identifiers>
        <balance>16.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>149457.92000000</valUSD>
        <pctVal>0.033008976935</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Lead Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H25HWL82"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-01-20</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>149457.92000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25JZ372"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230216 LME Comdty"/>
        </identifiers>
        <balance>-24.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-28379.70000000</valUSD>
        <pctVal>-0.00626788371</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <isin value="GB00H25JZ372"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-02-16</expDate>
            <notionalAmt>-5024700.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-28379.70000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25K7341"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230228 LME Comdty"/>
        </identifiers>
        <balance>34.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>244570.76000000</valUSD>
        <pctVal>0.054015408322</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <isin value="GB00H25K7341"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-02-28</expDate>
            <notionalAmt>7122575.00000000</notionalAmt>
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            <unrealizedAppr>244570.76000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25HNG07"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230112 LME Comdty"/>
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        <balance>-1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1684.20000000</valUSD>
        <pctVal>-0.00037196903</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <isin value="GB00H25HNG07"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-01-12</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>-1684.20000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25K0H94"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230217 LME Comdty"/>
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        <balance>50.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>332918.50000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25K0H94"/>
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            <expDate>2023-02-17</expDate>
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            <unrealizedAppr>332918.50000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25KZB86"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LMPBDP 20230314 LME Comdty"/>
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        <balance>-13.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-46795.74000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25KZB86"/>
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            <expDate>2023-03-14</expDate>
            <notionalAmt>-750668.75000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-46795.74000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25HWL82"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LMPBDP 20230120 LME Comdty"/>
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        <balance>-16.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-154208.23000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25HWL82"/>
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            <expDate>2023-01-20</expDate>
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            <unrealizedAppr>-154208.23000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25L3H32"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230320 LME Comdty"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11316.05000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25L3H32"/>
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            <expDate>2023-03-20</expDate>
            <notionalAmt>180249.00000000</notionalAmt>
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            <unrealizedAppr>11316.05000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25FZP79"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230301 LME Comdty"/>
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        <balance>5.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15608.76000000</valUSD>
        <pctVal>-0.00344731947</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25FZP79"/>
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            <expDate>2023-03-01</expDate>
            <notionalAmt>295892.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-15608.76000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25L0R25"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230316 LME Comdty"/>
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        <balance>2.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4448.63000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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            </descRefInstrmnt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Future Ticker" value="LMPBDP 20230307 LME Comdty"/>
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        <payoffProfile>N/A</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-07</expDate>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230105 LME Comdty"/>
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        <balance>-2.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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              </otherRefInst>
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            <expDate>2023-01-05</expDate>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H236D250"/>
          <other otherDesc="Inhouse Asset ID" value="MNIH23"/>
          <other otherDesc="Future Ticker" value="LNH3 Comdty"/>
        </identifiers>
        <balance>-115.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2781202.25000000</valUSD>
        <pctVal>-0.61425075982</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Nickel Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H236D250"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-15</expDate>
            <notionalAmt>-20731050.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2781202.25000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25J0W14"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230126 LME Comdty"/>
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        <balance>-8.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-357186.10000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Nickel Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H25J0W14"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-01-26</expDate>
            <notionalAmt>-1436317.88000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-357186.10000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25HV227"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230119 LME Comdty"/>
        </identifiers>
        <balance>-1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2671.70000000</valUSD>
        <pctVal>-0.00059006631</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Zinc Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H25HV227"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-01-19</expDate>
            <notionalAmt>-74706.25000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2671.70000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25KZB86"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LMPBDP 20230314 LME Comdty"/>
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        <balance>13.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>47497.06000000</valUSD>
        <pctVal>0.010490105563</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Lead Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H25KZB86"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-14</expDate>
            <notionalAmt>750668.75000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>47497.06000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H2541V21"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
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        <balance>-19.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-32112.47000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Lead Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H2541V21"/>
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              </otherRefInst>
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            <expDate>2023-03-29</expDate>
            <notionalAmt>-1089412.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-32112.47000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H253ZJ58"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
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        <balance>-6.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-317.70000000</valUSD>
        <pctVal>-0.00007016658</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <isin value="GB00H253ZJ58"/>
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            <expDate>2023-03-29</expDate>
            <notionalAmt>-356625.00000000</notionalAmt>
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            <unrealizedAppr>-317.70000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25G4B94"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230308 LME Comdty"/>
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        <balance>-12.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25G4B94"/>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H25HH242"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LMPBDP 20230106 LME Comdty"/>
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        <balance>13.00000000</balance>
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              <counterpartyName>LME Clear</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
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          <isin value="GB00H25L0R25"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230316 LME Comdty"/>
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        <balance>-2.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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                  <isin value="GB00H25L0R25"/>
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            <expDate>2023-03-16</expDate>
            <notionalAmt>-418587.50000000</notionalAmt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H25HGY95"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230106 LME Comdty"/>
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        <balance>8.00000000</balance>
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <isin value="GB00H25HGY95"/>
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          <other otherDesc="Future Ticker" value="LMNIDP 20230106 LME Comdty"/>
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Future Ticker" value="LMCADP 20230306 LME Comdty"/>
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        <balance>28.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25KLT82"/>
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            <expDate>2023-03-06</expDate>
            <notionalAmt>5865650.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-8861.14000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25H8Q59"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
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        <balance>3.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>33854.61000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Lead Base Metal</issueTitle>
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                  <isin value="GB00H25H8Q59"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-01-03</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>33854.61000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Low Sulphur Gasoil</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1K7ZS48"/>
          <other otherDesc="Inhouse Asset ID" value="LGOG23"/>
          <other otherDesc="Future Ticker" value="QSG3 Comdty"/>
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        <balance>44.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-19256.14000000</valUSD>
        <pctVal>-0.00425287252</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ICE Clear Europe</counterpartyName>
              <counterpartyLei>5R6J7JCQRIPQR1EEP713</counterpartyLei>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <isin value="GB00H1K7ZS48"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-02-10</expDate>
            <notionalAmt>3986400.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-19256.14000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25J1065"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LMPBDP 20230126 LME Comdty"/>
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        <balance>-27.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-295241.76000000</valUSD>
        <pctVal>-0.06520650391</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Lead Base Metal</issueTitle>
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                  <isin value="GB00H25J1065"/>
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            <expDate>2023-01-26</expDate>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25CQ889"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230111 LME Comdty"/>
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        <balance>8.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>170280.96000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25CQ889"/>
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            <expDate>2023-01-11</expDate>
            <notionalAmt>1673702.00000000</notionalAmt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H25HTT55"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LMPBDP 20230119 LME Comdty"/>
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        <balance>6.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>49709.22000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25HTT55"/>
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            <expDate>2023-01-19</expDate>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H25L6R45"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230323 LME Comdty"/>
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        <balance>-6.00000000</balance>
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        <assetCat>DCO</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25L6R45"/>
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            <expDate>2023-03-23</expDate>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
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          <isin value="GB00H25HH242"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LMPBDP 20230106 LME Comdty"/>
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        <balance>-13.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-88403.60000000</valUSD>
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              <counterpartyName>LME Clear</counterpartyName>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25HH242"/>
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            <expDate>2023-01-06</expDate>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
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          <isin value="GB00H25KPX09"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230307 LME Comdty"/>
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        <balance>5.00000000</balance>
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        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US912796V482"/>
          <other otherDesc="Inhouse Asset ID" value="AQR14467473"/>
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        <balance>22602000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-20</maturityDt>
          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
        <cusip>N/A</cusip>
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        <balance>8.00000000</balance>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Future Ticker" value="LMPBDP 20230302 LME Comdty"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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            </descRefInstrmnt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230309 LME Comdty"/>
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        <valUSD>25919.29000000</valUSD>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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            <expDate>2023-03-09</expDate>
            <notionalAmt>-1466412.50000000</notionalAmt>
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            <unrealizedAppr>25919.29000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25KZL84"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230314 LME Comdty"/>
        </identifiers>
        <balance>-7.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>54735.10000000</valUSD>
        <pctVal>0.012088684583</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <isin value="GB00H25KZL84"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-14</expDate>
            <notionalAmt>-520997.75000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>54735.10000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25HLQ64"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230110 LME Comdty"/>
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        <balance>16.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3060.39000000</valUSD>
        <pctVal>0.000675911607</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Zinc Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H25HLQ64"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-01-10</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>3060.39000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25K2391"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230221 LME Comdty"/>
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        <balance>80.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-28718.04000000</valUSD>
        <pctVal>-0.00634260880</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Aluminum Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H25K2391"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-02-21</expDate>
            <notionalAmt>4726220.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-28718.04000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25K1096"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LMPBDP 20230217 LME Comdty"/>
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        <balance>23.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>80219.47000000</valUSD>
        <pctVal>0.017717111511</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Lead Base Metal</issueTitle>
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                  <isin value="GB00H25K1096"/>
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            <expDate>2023-02-17</expDate>
            <notionalAmt>1330429.25000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>80219.47000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25HVT93"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230120 LME Comdty"/>
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        <balance>-45.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-145662.43000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25HVT93"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-01-20</expDate>
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            <unrealizedAppr>-145662.43000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H24K4H85"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LYG3 Comdty"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2278.98000000</valUSD>
        <pctVal>-0.00050333095</pctVal>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H24K4H85"/>
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            <expDate>2023-02-15</expDate>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25JZH18"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230216 LME Comdty"/>
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        <balance>-2.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-12083.90000000</valUSD>
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        <assetCat>DCO</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25JZH18"/>
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            <expDate>2023-02-16</expDate>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
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        <identifiers>
          <isin value="GB00H25DVF36"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230222 LME Comdty"/>
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        <balance>-46.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>44990.30000000</valUSD>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25DVF36"/>
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            <expDate>2023-02-22</expDate>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
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          <isin value="GB00H236DV43"/>
          <other otherDesc="Inhouse Asset ID" value="MPBH23"/>
          <other otherDesc="Future Ticker" value="LLH3 Comdty"/>
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        <balance>440.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2770227.22000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H236DV43"/>
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            <expDate>2023-03-15</expDate>
            <notionalAmt>25404500.00000000</notionalAmt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H25JQB23"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
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        <balance>-10.00000000</balance>
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        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25JQB23"/>
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            <expDate>2023-02-09</expDate>
            <notionalAmt>-2093500.00000000</notionalAmt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
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              <counterpartyName>LME Clear</counterpartyName>
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                <issuerName>N/A</issuerName>
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              </otherRefInst>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Future Ticker" value="LMAADP 20230309 LME Comdty"/>
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        <issuerConditional desc="Future" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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                <issuerName>N/A</issuerName>
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              </otherRefInst>
            </descRefInstrmnt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <isin value="GB00H25G1R40"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230308 LME Comdty"/>
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        <balance>2.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25G1R40"/>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H15ZH096"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LLG3 Comdty"/>
        </identifiers>
        <balance>3.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7989.52000000</valUSD>
        <pctVal>0.001764549388</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H15ZH096"/>
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            </descRefInstrmnt>
            <expDate>2023-02-15</expDate>
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            <unrealizedAppr>7989.52000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25J0H62"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230126 LME Comdty"/>
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        <balance>3.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>53641.36000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                <identifiers>
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            <expDate>2023-01-26</expDate>
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            <unrealizedAppr>53641.36000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25JGN47"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230203 LME Comdty"/>
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        <balance>12.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>217604.51000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25JGN47"/>
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            <expDate>2023-02-03</expDate>
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            <unrealizedAppr>217604.51000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25L3R30"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LMPBDP 20230320 LME Comdty"/>
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        <balance>-5.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-16177.92000000</valUSD>
        <pctVal>-0.00357302301</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Lead Base Metal</issueTitle>
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                  <isin value="GB00H25L3R30"/>
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            <expDate>2023-03-20</expDate>
            <notionalAmt>-287396.25000000</notionalAmt>
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            <unrealizedAppr>-16177.92000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H24Q7Z53"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230302 LME Comdty"/>
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        <balance>36.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-98563.99000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                  <isin value="GB00H24Q7Z53"/>
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            <expDate>2023-03-02</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>-98563.99000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US912796T338"/>
          <other otherDesc="Inhouse Asset ID" value="AQR14339282"/>
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        <balance>133000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>132199.58000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-23</maturityDt>
          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25KSC01"/>
          <other otherDesc="Inhouse Asset ID" value="MCU3"/>
          <other otherDesc="Future Ticker" value="LMCADP 20230309 LME Comdty"/>
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        <balance>7.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-25655.91000000</valUSD>
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        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
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          <isin value="GB00H25HT171"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230119 LME Comdty"/>
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        <balance>-2.00000000</balance>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
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        <balance>20.00000000</balance>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
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            <payOffProf>Short</payOffProf>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H25J0760"/>
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          <other otherDesc="Future Ticker" value="LMAADP 20230126 LME Comdty"/>
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        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>LME Clear</counterpartyName>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <isin value="GB00H1K7ZV76"/>
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          <other otherDesc="Future Ticker" value="QSH3 Comdty"/>
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        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ICE Clear Europe</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H1K7ZV76"/>
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            <expDate>2023-03-10</expDate>
            <notionalAmt>13237500.00000000</notionalAmt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25KX250"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230313 LME Comdty"/>
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        <balance>35.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-254796.24000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25KX250"/>
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            <expDate>2023-03-13</expDate>
            <notionalAmt>2605531.25000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-254796.24000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25K2R33"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230221 LME Comdty"/>
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        <balance>-15.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-434924.25000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25K2R33"/>
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            <expDate>2023-02-21</expDate>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>100 oz Gold</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="GCG23"/>
          <other otherDesc="Future Ticker" value="GCG3 Comdty"/>
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        <balance>692.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3271420.50000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing House</counterpartyName>
              <counterpartyLei>LCZ7XYGSLJUHFXXNXD88</counterpartyLei>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <ticker value="GCG3 Comdty"/>
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            <expDate>2023-02-24</expDate>
            <notionalAmt>126373040.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3271420.50000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Corn</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="CH23"/>
          <other otherDesc="Future Ticker" value="C H3 Comdty"/>
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        <balance>757.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>450101.59000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>CME Clearing House</counterpartyName>
              <counterpartyLei>LCZ7XYGSLJUHFXXNXD88</counterpartyLei>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <ticker value="C H3 Comdty"/>
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            <expDate>2023-03-14</expDate>
            <notionalAmt>25681225.00000000</notionalAmt>
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            <unrealizedAppr>450101.59000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H25HG947"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230106 LME Comdty"/>
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        <balance>-83.00000000</balance>
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              <counterpartyName>LME Clear</counterpartyName>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25HG947"/>
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        <securityLending>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
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          <isin value="GB00H25HNY88"/>
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        <balance>-31.00000000</balance>
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Zinc Base Metal</title>
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          <isin value="GB00H25KX250"/>
          <other otherDesc="Inhouse Asset ID" value="MZN3"/>
          <other otherDesc="Future Ticker" value="LMZSDP 20230313 LME Comdty"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Aluminum Base Metal</title>
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          <isin value="GB00H25FZP79"/>
          <other otherDesc="Inhouse Asset ID" value="MAL3"/>
          <other otherDesc="Future Ticker" value="LMAADP 20230301 LME Comdty"/>
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        <balance>-5.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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            <expDate>2023-03-01</expDate>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
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          <isin value="GB00H25HF196"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230105 LME Comdty"/>
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        <balance>2.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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            <expDate>2023-01-05</expDate>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Lead Base Metal</title>
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          <isin value="GB00H25J2S18"/>
          <other otherDesc="Inhouse Asset ID" value="MPB3"/>
          <other otherDesc="Future Ticker" value="LMPBDP 20230127 LME Comdty"/>
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        <balance>10.00000000</balance>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="GB00H25J2S18"/>
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            <expDate>2023-01-27</expDate>
            <notionalAmt>579207.50000000</notionalAmt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Natural Gas</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="NGG23"/>
          <other otherDesc="Future Ticker" value="NGG3 23 Comdty"/>
        </identifiers>
        <balance>29.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-626498.99000000</valUSD>
        <pctVal>-0.13836731242</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing House</counterpartyName>
              <counterpartyLei>LCZ7XYGSLJUHFXXNXD88</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Natural Gas</issueTitle>
                <identifiers>
                  <ticker value="NGG3 23 Comdty"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-01-27</expDate>
            <notionalAmt>1297750.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-626498.99000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NY Harbor ULSD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="HOH23"/>
          <other otherDesc="Future Ticker" value="HOH3 Comdty"/>
        </identifiers>
        <balance>-36.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-287662.17000000</valUSD>
        <pctVal>-0.06353249084</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing House</counterpartyName>
              <counterpartyLei>LCZ7XYGSLJUHFXXNXD88</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NY Harbor ULSD</issueTitle>
                <identifiers>
                  <ticker value="HOH3 Comdty"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-02-28</expDate>
            <notionalAmt>-4806950.40000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-287662.17000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H25HRN53"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
          <other otherDesc="Future Ticker" value="LMNIDP 20230117 LME Comdty"/>
        </identifiers>
        <balance>-7.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-346303.01000000</valUSD>
        <pctVal>-0.07648378934</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Nickel Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H25HRN53"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-01-17</expDate>
            <notionalAmt>-1255842.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-346303.01000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Nickel Base Metal</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H2541G79"/>
          <other otherDesc="Inhouse Asset ID" value="MNI3"/>
        </identifiers>
        <balance>5.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5136.35000000</valUSD>
        <pctVal>-0.00113440397</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Nickel Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H2541G79"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-29</expDate>
            <notionalAmt>901418.40000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-5136.35000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2023-01-30</ncom:dateSigned>
      <ncom:nameOfApplicant>AQR Funds</ncom:nameOfApplicant>
      <ncom:signature>Matt Plastina</ncom:signature>
      <ncom:signerName>Matt Plastina</ncom:signerName>
      <ncom:title>Principal Financial Officer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
