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                <indexIdentifier>SIMSCI</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-08-28</expDate>
            <notionalAmt>150007.26000000</notionalAmt>
            <curCd>SGD</curCd>
            <unrealizedAppr>-4178.16000000</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>CURRENCY CONTRACT - COP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCOP__00123817"/>
        </identifiers>
        <balance>82637.34000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2453.04000000</valUSD>
        <pctVal>-0.01767810580</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>FCSTONE - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-82637.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>300000000.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>-2453.04000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chicago Board of Trade</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US 2YR NOTE (CBT) Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TUU0 COMDTY"/>
        </identifiers>
        <balance>14.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1104.10000000</valUSD>
        <pctVal>0.007956819547</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CBOT 2 Year US Treasury Note F</issueTitle>
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                  <isin value="N/A"/>
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            </descRefInstrmnt>
            <expDate>2020-09-30</expDate>
            <notionalAmt>3092671.90000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1104.10000000</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>CURRENCY CONTRACT - CNH</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCNH__00124178"/>
        </identifiers>
        <balance>168845.24000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2652.72000000</valUSD>
        <pctVal>0.019117121954</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>FCSTONE - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-168845.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1200000.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>2652.72000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>KC HRW WHEAT FUT  Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="KWU0 COMDTY"/>
        </identifiers>
        <balance>-6.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>575.00000000</valUSD>
        <pctVal>0.004143801503</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>KCBT Hard Red Winter Wheat Fut</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-14</expDate>
            <notionalAmt>-133325.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>575.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__00130416"/>
        </identifiers>
        <balance>100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33935023"/>
        <valUSD>-754.73000000</valUSD>
        <pctVal>-0.00543904575</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-100000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>7810200.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>-754.73000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CBOE FUTURES EXCHANGE</name>
        <lei>254900O9GJPIWCP8RH13</lei>
        <title>CBOE VIX FUTURE   Aug20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="UXQ0 INDEX"/>
        </identifiers>
        <balance>-2.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3020.00000000</valUSD>
        <pctVal>0.021763966156</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CBOE Volatility Index</indexName>
                <indexIdentifier>VIX</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-08-19</expDate>
            <notionalAmt>-56670.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3020.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>EURO-BUND FUTURE  Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C4QFCK8"/>
        </identifiers>
        <balance>26.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84566550"/>
        <valUSD>25482.96000000</valUSD>
        <pctVal>0.183645787749</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Eurex 10 Year Euro BUND Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-08</expDate>
            <notionalAmt>5325896.80000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>25482.96000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ITALIAN DERIVATIVES MARKET</name>
        <lei>N/A</lei>
        <title>FTSE/MIB IDX FUT  Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IT0016088657"/>
        </identifiers>
        <balance>3.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84566550"/>
        <valUSD>-17710.75000000</valUSD>
        <pctVal>-0.12763449125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FTSE/MIB Index Future</indexName>
                <indexIdentifier>FTSEMIB</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-09-18</expDate>
            <notionalAmt>351531.43000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-17710.75000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>300000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="3741.38079400"/>
        <valUSD>-370.96000000</valUSD>
        <pctVal>-0.00267336453</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>FCSTONE - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-300000000.00000000</amtCurSold>
            <curSold>COP</curSold>
            <amtCurPur>79813.34000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>-370.96000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__00128763"/>
        </identifiers>
        <balance>70191.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1535.85000000</valUSD>
        <pctVal>0.011068273980</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-70191.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>100000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>1535.85000000</unrealizedAppr>
          </fwdDeriv>
        </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>CURRENCY CONTRACT - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__00129386"/>
        </identifiers>
        <balance>7990770.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="105.67414134"/>
        <valUSD>-954.01000000</valUSD>
        <pctVal>-0.00687517925</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
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            <amtCurSold>-7990770.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>100000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>-954.01000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__00124565"/>
        </identifiers>
        <balance>83980.68000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-34.68000000</valUSD>
        <pctVal>-0.00024992528</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>FCSTONE - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-83980.68000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>100000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>-34.68000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES U.S.</name>
        <lei>5493004R83R1LVX2IL36</lei>
        <title>FCOJ-A FUTURE     Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="JOU0 COMDTY"/>
        </identifiers>
        <balance>-7.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4822.50000000</valUSD>
        <pctVal>0.034753883042</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYBOT CTN Frozen Concentrated</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-10</expDate>
            <notionalAmt>-132660.00000000</notionalAmt>
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            <unrealizedAppr>4822.50000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__00130418"/>
        </identifiers>
        <balance>100000.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.33935023"/>
        <valUSD>-641.18000000</valUSD>
        <pctVal>-0.00462073503</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-100000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>7822200.00000000</amtCurPur>
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            <settlementDt>2020-09-16</settlementDt>
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      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>90DAY EURO$ FUTR SEP21</title>
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          <ticker value="EDU1 COMDTY"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
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                <issuerName>N/A</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>LIVE CATTLE FUTR  Dec20</title>
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          <ticker value="LCZ0 COMDTY"/>
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        <balance>2.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>350.00000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <isin value="N/A"/>
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            </descRefInstrmnt>
            <expDate>2020-12-31</expDate>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__00130164"/>
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        <balance>215598.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.50110495"/>
        <valUSD>-172.49000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-215598.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>200000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>-172.49000000</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>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__00130163"/>
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        <balance>215452.00000000</balance>
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        <currencyConditional curCd="NZD" exchangeRt="1.50110504"/>
        <valUSD>-75.22000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
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            <amtCurSold>-215452.00000000</amtCurSold>
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            <amtCurPur>200000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>OSAKA EXCHANGE</name>
        <lei>N/A</lei>
        <title>NIKKEI 225 MINI   Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NOU0 INDEX"/>
        </identifiers>
        <balance>13.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="105.73000000"/>
        <valUSD>-9674.95000000</valUSD>
        <pctVal>-0.06972360409</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>OSE Nikkei 225 Index Future</indexName>
                <indexIdentifier>NKY</indexIdentifier>
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            <expDate>2020-09-10</expDate>
            <notionalAmt>273513.85000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>-9674.95000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>EURO-BOBL FUTURE  Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C4QFCL6"/>
        </identifiers>
        <balance>19.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84566550"/>
        <valUSD>2560.56000000</valUSD>
        <pctVal>0.018452960656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Eurex 5 Year Euro BOBL Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-08</expDate>
            <notionalAmt>3020499.17000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>2560.56000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>18000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="29.28703305"/>
        <valUSD>-9157.43000000</valUSD>
        <pctVal>-0.06599403860</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>FCSTONE - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-18000000.00000000</amtCurSold>
            <curSold>TWD</curSold>
            <amtCurPur>605449.04000000</amtCurPur>
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            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>-9157.43000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__00129259"/>
        </identifiers>
        <balance>114999.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3363.80000000</valUSD>
        <pctVal>0.024241599124</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-114999.00000000</amtCurSold>
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            <amtCurPur>100000.00000000</amtCurPur>
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            <unrealizedAppr>3363.80000000</unrealizedAppr>
          </fwdDeriv>
        </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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>3000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="74.57455218"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>FCSTONE - ALTERNATE</counterpartyName>
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            <amtCurSold>-3000000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__00123529"/>
        </identifiers>
        <balance>60000000.00000000</balance>
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        <currencyConditional curCd="HUF" exchangeRt="291.38242311"/>
        <valUSD>-1218.26000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
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            <amtCurSold>-60000000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - HUF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTHUF__00129780"/>
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        <balance>115797.03000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.84486008"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
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            <amtCurPur>40000000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LONDON METAL EXCHANGE</name>
        <lei>213800NB8G5VRT1DXC91</lei>
        <title>LME PRI ALUM FUTR Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00DV8PQB43"/>
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        <balance>10.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>32143.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
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            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-14</expDate>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>NASDAQ 100 E-MINI Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NQU0 INDEX"/>
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        <balance>3.00000000</balance>
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        <valUSD>14530.00000000</valUSD>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CME E-Mini NASDAQ 100 Index Fu</indexName>
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            <expDate>2020-09-18</expDate>
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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>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__00123533"/>
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        <balance>104633.16000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
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            <amtCurSold>-104633.16000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BURSA MALAYSIA</name>
        <lei>N/A</lei>
        <title>FTSE KLCI FUTURE  Aug20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="IKQ0 INDEX"/>
        </identifiers>
        <balance>20.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MYR" exchangeRt="4.24000000"/>
        <valUSD>820.29000000</valUSD>
        <pctVal>0.005911511191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>MDE Kuala Lumpur Composite Ind</indexName>
                <indexIdentifier>FBMKLCI</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-08-28</expDate>
            <notionalAmt>375103.79000000</notionalAmt>
            <curCd>MYR</curCd>
            <unrealizedAppr>820.29000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMMODITIES EXCHANGE CENTER</name>
        <lei>N/A</lei>
        <title>SILVER FUTURE     Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SIU0 COMDTY"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>20680.00000000</valUSD>
        <pctVal>0.149032721891</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>COMEX Silver Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-28</expDate>
            <notionalAmt>100400.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>20680.00000000</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>CURRENCY CONTRACT - DKK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTDKK__00128425"/>
        </identifiers>
        <balance>91807.13000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3538.49000000</valUSD>
        <pctVal>0.025500522054</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-91807.13000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>600000.00000000</amtCurPur>
            <curPur>DKK</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>3538.49000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>EURO/GBP FUTURE   Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="RPU0 CURNCY"/>
        </identifiers>
        <balance>-2.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.76190400"/>
        <valUSD>130.35000000</valUSD>
        <pctVal>0.000939381784</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CME Euro FX/British Pound Cros</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-14</expDate>
            <notionalAmt>-280656.82000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>130.35000000</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>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__00123819"/>
        </identifiers>
        <balance>82246.31000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1699.69000000</valUSD>
        <pctVal>0.012249005177</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>FCSTONE - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-82246.31000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>100000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>1699.69000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BURSA MALAYSIA</name>
        <lei>N/A</lei>
        <title>CRUDE PALM OIL FU Oct20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="KOV0 COMDTY"/>
        </identifiers>
        <balance>6.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MYR" exchangeRt="4.24000000"/>
        <valUSD>6050.57000000</valUSD>
        <pctVal>0.043604106194</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>MDE Crude Palm Oil Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-10-15</expDate>
            <notionalAmt>88162.83000000</notionalAmt>
            <curCd>MYR</curCd>
            <unrealizedAppr>6050.57000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MEFF FINANCIAL DERIVATIVES</name>
        <lei>N/A</lei>
        <title>IBEX 35 INDX FUTR Aug20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ES0B00065275"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84566550"/>
        <valUSD>-3278.46000000</valUSD>
        <pctVal>-0.02362658691</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>MEFF Madrid IBEX 35 Index</indexName>
                <indexIdentifier>IBEX</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-08-21</expDate>
            <notionalAmt>84327.96000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-3278.46000000</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>CURRENCY CONTRACT - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__00123525"/>
        </identifiers>
        <balance>168331.75000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.76171866"/>
        <valUSD>-862.30000000</valUSD>
        <pctVal>-0.00621426093</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-168331.75000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>200000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>-862.30000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>CATTLE FEEDER FUT Oct20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FCV0 COMDTY"/>
        </identifiers>
        <balance>4.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6062.50000000</valUSD>
        <pctVal>0.043690081067</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CME Feeder Cattle Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-10-29</expDate>
            <notionalAmt>287237.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>6062.50000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>DJIA MINI e-CBOT  Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="DMU0 INDEX"/>
        </identifiers>
        <balance>3.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2165.00000000</valUSD>
        <pctVal>-0.01560231348</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CBOT $5 Mini Dow Jones Industr</indexName>
                <indexIdentifier>INDU</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-09-18</expDate>
            <notionalAmt>396950.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2165.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOKYO COMMODITY EXCHANGE</name>
        <lei>N/A</lei>
        <title>GOLD (OSE)        Jun21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="JGM1 COMDTY"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="105.73000000"/>
        <valUSD>179.70000000</valUSD>
        <pctVal>0.001295028052</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>OSE Gold Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
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              </otherRefInst>
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            <expDate>2021-06-25</expDate>
            <notionalAmt>62546.11000000</notionalAmt>
            <curCd>JPY</curCd>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
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        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__00123561"/>
        </identifiers>
        <balance>200000.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.76171867"/>
        <valUSD>-9987.67000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
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            <amtCurSold>-200000.00000000</amtCurSold>
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            <amtCurPur>26690800.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - TWD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTTWD__00124328"/>
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        <balance>204708.29000000</balance>
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        <curCd>USD</curCd>
        <valUSD>160.53000000</valUSD>
        <pctVal>0.001156877313</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>FCSTONE - ALTERNATE</counterpartyName>
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            <amtCurSold>-204708.29000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6000000.00000000</amtCurPur>
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            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>160.53000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
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          <other otherDesc="Internal ID" value="CCTJPY__00130052"/>
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        <balance>100000.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.33935023"/>
        <valUSD>-543.80000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
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            <amtCurSold>-100000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>7832490.00000000</amtCurPur>
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            <unrealizedAppr>-543.80000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OSAKA EXCHANGE</name>
        <lei>N/A</lei>
        <title>TOPIX INDX FUTR   Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TPU0 INDEX"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="105.73000000"/>
        <valUSD>-8097.04000000</valUSD>
        <pctVal>-0.05835222004</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>TSE TOPIX (Tokyo Price Index)</indexName>
                <indexIdentifier>TPX</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-09-10</expDate>
            <notionalAmt>147650.38000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>-8097.04000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LONDON METAL EXCHANGE</name>
        <lei>213800NB8G5VRT1DXC91</lei>
        <title>LME PRI ALUM FUTR Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00DV8PQB43"/>
        </identifiers>
        <balance>-13.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-45306.25000000</valUSD>
        <pctVal>-0.32650453366</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Primary Aluminum Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-14</expDate>
            <notionalAmt>-506137.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-45306.25000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>20000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="105.67414132"/>
        <valUSD>-4295.09000000</valUSD>
        <pctVal>-0.03095304417</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-20000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>184965.97000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>-4295.09000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__00129781"/>
        </identifiers>
        <balance>172640.90000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33935019"/>
        <valUSD>2383.07000000</valUSD>
        <pctVal>0.017173859214</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-172640.90000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>100000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>2383.07000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__00130051"/>
        </identifiers>
        <balance>190614.61000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1353.55000000</valUSD>
        <pctVal>-0.00975450873</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-190614.61000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>20000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>-1353.55000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOKYO COMMODITY EXCHANGE</name>
        <lei>N/A</lei>
        <title>GASOLINE FUT TCOM Jan21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="JVF1 COMDTY"/>
        </identifiers>
        <balance>9.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="105.73000000"/>
        <valUSD>106.70000000</valUSD>
        <pctVal>0.000768945426</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>TCM Gasoline Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-12-25</expDate>
            <notionalAmt>169808.70000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>106.70000000</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>CURRENCY CONTRACT - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__00123534"/>
        </identifiers>
        <balance>104720.81000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5342.74000000</valUSD>
        <pctVal>0.038503050510</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-104720.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>100000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>5342.74000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__00123542"/>
        </identifiers>
        <balance>1200000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="9.07721899"/>
        <valUSD>-341.79000000</valUSD>
        <pctVal>-0.00246314767</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1200000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>111400.96000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>-341.79000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>BP CURRENCY FUT   Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BPU0 CURNCY"/>
        </identifiers>
        <balance>22.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>73256.25000000</valUSD>
        <pctVal>0.527929319781</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CME British Pound Currency Fut</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-14</expDate>
            <notionalAmt>1729093.75000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>73256.25000000</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>CURRENCY CONTRACT - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__00129387"/>
        </identifiers>
        <balance>7984590.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="105.67413901"/>
        <valUSD>-895.53000000</valUSD>
        <pctVal>-0.00645373662</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7984590.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>100000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>-895.53000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EURONEXT PARIS MATIF</name>
        <lei>969500HMVSZ0TCV65D58</lei>
        <title>MAIZE FUT         Nov20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FRENX2955024"/>
        </identifiers>
        <balance>-7.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84566550"/>
        <valUSD>-266.96000000</valUSD>
        <pctVal>-0.00192387695</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Euronext Maize Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-11-05</expDate>
            <notionalAmt>-67180.12000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-266.96000000</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>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__00123691"/>
        </identifiers>
        <balance>92900.90000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33935011"/>
        <valUSD>2364.18000000</valUSD>
        <pctVal>0.017037726326</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-92900.90000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>100000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>2364.18000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - TWD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTTWD__00124179"/>
        </identifiers>
        <balance>305291.72000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2011.52000000</valUSD>
        <pctVal>0.014496242782</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>FCSTONE - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-305291.72000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9000000.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>2011.52000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>Euro-OAT Future   Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C4QFCQ5"/>
        </identifiers>
        <balance>16.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84566550"/>
        <valUSD>24492.45000000</valUSD>
        <pctVal>0.176507567180</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>French Government Bond Futures</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-08</expDate>
            <notionalAmt>3048519.01000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>24492.45000000</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>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__00127901"/>
        </identifiers>
        <balance>265922.08000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>257.68000000</valUSD>
        <pctVal>0.001856999602</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>FCSTONE - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>UNION BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-265922.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>20000000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>257.68000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__00128175"/>
        </identifiers>
        <balance>65938.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>679.09000000</valUSD>
        <pctVal>0.004893937674</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-65938.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>100000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>679.09000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>JPN YEN CURR FUT  Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="JYU0 CURNCY"/>
        </identifiers>
        <balance>10.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13331.25000000</valUSD>
        <pctVal>-0.09607313702</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CME Japanese Yen Currency Futu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-14</expDate>
            <notionalAmt>1195768.75000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-13331.25000000</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>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__00128579"/>
        </identifiers>
        <balance>66022.94000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2627.58000000</valUSD>
        <pctVal>0.018935947746</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-66022.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>600000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>2627.58000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>WHEAT FUTURE(CBT) Dec20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="W Z0 COMDTY"/>
        </identifiers>
        <balance>-6.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4187.50000000</valUSD>
        <pctVal>-0.03017768486</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CBOT Wheat Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-12-14</expDate>
            <notionalAmt>-157437.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-4187.50000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMMODITIES EXCHANGE CENTER</name>
        <lei>N/A</lei>
        <title>COPPER FUTURE     Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HGU0 COMDTY"/>
        </identifiers>
        <balance>6.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10725.00000000</valUSD>
        <pctVal>0.077290906300</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>COMEX Copper Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-28</expDate>
            <notionalAmt>419475.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>10725.00000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>3000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="22.20919776"/>
        <valUSD>-5228.15000000</valUSD>
        <pctVal>-0.03767724492</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3000000.00000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>129851.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>-5228.15000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOKYO COMMODITY EXCHANGE</name>
        <lei>N/A</lei>
        <title>KEROSENE FUT TCOM Jan21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="JXF1 COMDTY"/>
        </identifiers>
        <balance>11.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="105.73000000"/>
        <valUSD>3060.48000000</valUSD>
        <pctVal>0.022055689782</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>TCM Kerosene Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-12-25</expDate>
            <notionalAmt>221711.78000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>3060.48000000</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>CURRENCY CONTRACT - CNH</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCNH__00124177"/>
        </identifiers>
        <balance>168586.68000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2911.28000000</valUSD>
        <pctVal>0.020980463374</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>FCSTONE - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-168586.68000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1200000.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>2911.28000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chicago Board of Trade</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US 10YR NOTE (CBT)Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TYU0 COMDTY"/>
        </identifiers>
        <balance>7.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3124.11000000</valUSD>
        <pctVal>0.022514246459</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CBOT 10 Year US Treasury Note</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-21</expDate>
            <notionalAmt>977421.89000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3124.11000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>LEAN HOGS FUTURE  Oct20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LHV0 COMDTY"/>
        </identifiers>
        <balance>-6.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>290.00000000</valUSD>
        <pctVal>0.002089917279</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CME Lean Hogs Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-10-14</expDate>
            <notionalAmt>-119390.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>290.00000000</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>CURRENCY CONTRACT - PHP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPHP__00123520"/>
        </identifiers>
        <balance>236863.92000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6719.52000000</valUSD>
        <pctVal>0.048424968830</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>FCSTONE - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-236863.92000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12000000.00000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>6719.52000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EURONEXT PARIS MATIF</name>
        <lei>969500HMVSZ0TCV65D58</lei>
        <title>RAPESEED  EURO    Nov20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FRENX1901979"/>
        </identifiers>
        <balance>10.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84566550"/>
        <valUSD>-268.88000000</valUSD>
        <pctVal>-0.00193771364</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Euronext Rapeseed Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-10-30</expDate>
            <notionalAmt>222262.00000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-268.88000000</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>CURRENCY CONTRACT - SGD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSGD__00123550"/>
        </identifiers>
        <balance>284673.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7047.37000000</valUSD>
        <pctVal>0.050787656348</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-284673.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>400000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>7047.37000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__00123535"/>
        </identifiers>
        <balance>100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84486004"/>
        <valUSD>-4816.95000000</valUSD>
        <pctVal>-0.03471388634</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-100000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>11998860.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>-4816.95000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UB INSTL TRUST DEPOSIT</name>
        <lei>N/A</lei>
        <title>UB INSTL TRUST DEPOSIT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="90UBITDA6"/>
        </identifiers>
        <balance>10611738.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10611738.28000000</valUSD>
        <pctVal>76.47467310791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerConditional desc="Money Market Fund" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>DAX INDEX FUTURE  Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C4SA5W8"/>
        </identifiers>
        <balance>3.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84566550"/>
        <valUSD>-43836.50000000</valUSD>
        <pctVal>-0.31591261669</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Eurex DAX Index Future</indexName>
                <indexIdentifier>DAX</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-09-18</expDate>
            <notionalAmt>1134718.80000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-43836.50000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__00123698"/>
        </identifiers>
        <balance>13489500.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="105.67414417"/>
        <valUSD>3630.22000000</valUSD>
        <pctVal>0.026161584509</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13489500.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>100000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>3630.22000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LONDON METAL EXCHANGE</name>
        <lei>213800NB8G5VRT1DXC91</lei>
        <title>LME LEAD FUTURE   Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00FW3CNN60"/>
        </identifiers>
        <balance>-4.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-19162.50000000</valUSD>
        <pctVal>-0.13809668922</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Lead Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-14</expDate>
            <notionalAmt>-168212.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-19162.50000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOKYO COMMODITY EXCHANGE</name>
        <lei>N/A</lei>
        <title>RSS3 RUBBER (OSE) Dec20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="JNZ0 COMDTY"/>
        </identifiers>
        <balance>-5.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="105.73000000"/>
        <valUSD>-1010.85000000</valUSD>
        <pctVal>-0.00728480304</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>OSE Rubber Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-12-22</expDate>
            <notionalAmt>-37019.49000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>-1010.85000000</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>CURRENCY CONTRACT - TWD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTTWD__00124180"/>
        </identifiers>
        <balance>305364.23000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1939.01000000</valUSD>
        <pctVal>0.013973691396</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>FCSTONE - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-305364.23000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9000000.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>1939.01000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - DKK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTDKK__00128580"/>
        </identifiers>
        <balance>92042.56000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3303.06000000</valUSD>
        <pctVal>0.023803869553</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-92042.56000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>600000.00000000</amtCurPur>
            <curPur>DKK</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>3303.06000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>CORN FUTURE       Dec20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="C Z0 COMDTY"/>
        </identifiers>
        <balance>-3.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>375.00000000</valUSD>
        <pctVal>0.002702479241</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CBOT Corn Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-12-14</expDate>
            <notionalAmt>-49425.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>375.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>OAT FUTURE        Dec20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="O Z0 COMDTY"/>
        </identifiers>
        <balance>-2.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>0.00000000</valUSD>
        <pctVal>0.000000</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CBOT Oats Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-12-14</expDate>
            <notionalAmt>-27150.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>0.00000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>200000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1191.24198890"/>
        <valUSD>-4948.59000000</valUSD>
        <pctVal>-0.03566256466</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>FCSTONE - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-200000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>162943.41000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>-4948.59000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__00128424"/>
        </identifiers>
        <balance>65795.72000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2854.80000000</valUSD>
        <pctVal>0.020573433967</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-65795.72000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>600000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>2854.80000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__00123539"/>
        </identifiers>
        <balance>146856.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2469.90000000</valUSD>
        <pctVal>0.017799609274</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-146856.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>200000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>2469.90000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES EUROPE</name>
        <lei>549300UF4R84F48NCH34</lei>
        <title>WTI CRUDE FUTURE  Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1Q11K41"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-750.00000000</valUSD>
        <pctVal>-0.00540495848</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>ICE WTI Crude Oil Futures Cont</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-08-19</expDate>
            <notionalAmt>41020.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-750.00000000</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>CURRENCY CONTRACT - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__00123531"/>
        </identifiers>
        <balance>22464800.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="105.67414282"/>
        <valUSD>7541.51000000</valUSD>
        <pctVal>0.054348731260</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-22464800.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>200000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>7541.51000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1200000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="9.07721899"/>
        <valUSD>-7907.28000000</valUSD>
        <pctVal>-0.05698469347</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1200000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>124291.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>-7907.28000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CNH</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCNH__00127771"/>
        </identifiers>
        <balance>254712.18000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2534.76000000</valUSD>
        <pctVal>0.018267030084</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>FCSTONE - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-254712.18000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1800000.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>2534.76000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASX - TRADE24</name>
        <lei>N/A</lei>
        <title>AUST 3YR BOND FUT Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="YMU0 COMDTY"/>
        </identifiers>
        <balance>41.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39440800"/>
        <valUSD>686.09000000</valUSD>
        <pctVal>0.004944383953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>SFE 3 Year Australian Bond Fut</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-15</expDate>
            <notionalAmt>3376675.26000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>686.09000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED</name>
        <lei>N/A</lei>
        <title>FTSE CHINA A50    Aug20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="XUQ0 INDEX"/>
        </identifiers>
        <balance>11.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2090.00000000</valUSD>
        <pctVal>0.015061817637</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>SGX FTSE China A50 Futures Con</indexName>
                <indexIdentifier>XIN9I</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-08-28</expDate>
            <notionalAmt>164422.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2090.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OSAKA EXCHANGE</name>
        <lei>N/A</lei>
        <title>JPN 10Y BOND(OSE) Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="JBU0 COMDTY"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="105.73000000"/>
        <valUSD>-938.38000000</valUSD>
        <pctVal>-0.00676253992</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>TSE Japanese 10 Year Bond Futu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-14</expDate>
            <notionalAmt>1422427.47000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>-938.38000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>CHF CURRENCY FUT  Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SFU0 CURNCY"/>
        </identifiers>
        <balance>3.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5387.50000000</valUSD>
        <pctVal>0.038825618432</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CME Swiss Franc Currency Futur</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-14</expDate>
            <notionalAmt>405462.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>5387.50000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THE MONTREAL EXCHANGE / BOURSE DE MONTREAL</name>
        <lei>N/A</lei>
        <title>S&amp;P/TSX 60 IX FUT Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="PTU0 INDEX"/>
        </identifiers>
        <balance>6.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33950000"/>
        <valUSD>10884.68000000</valUSD>
        <pctVal>0.078441657994</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Montreal Exchange S&amp;P/TSX 60 I</indexName>
                <indexIdentifier>SPTSX60</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-09-17</expDate>
            <notionalAmt>848518.49000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>10884.68000000</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>CURRENCY CONTRACT - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__00128176"/>
        </identifiers>
        <balance>66012.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>605.49000000</valUSD>
        <pctVal>0.004363531082</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-66012.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>100000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>605.49000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>4000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="31.18664968"/>
        <valUSD>-749.65000000</valUSD>
        <pctVal>-0.00540243616</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>FCSTONE - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4000000.00000000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>127510.36000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>-749.65000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__00129127"/>
        </identifiers>
        <balance>102864.78000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4360.06000000</valUSD>
        <pctVal>0.031421257708</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-102864.78000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>400000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>4360.06000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>20000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="75.13719300"/>
        <valUSD>-3615.40000000</valUSD>
        <pctVal>-0.02605478253</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>FCSTONE - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-20000000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>262564.36000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>-3615.40000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__00130417"/>
        </identifiers>
        <balance>100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33935023"/>
        <valUSD>-700.79000000</valUSD>
        <pctVal>-0.00505032113</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-100000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>7815900.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>-700.79000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__00123815"/>
        </identifiers>
        <balance>100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.90856601"/>
        <valUSD>-1546.24000000</valUSD>
        <pctVal>-0.01114315067</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-100000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>82659.66000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>-1546.24000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HONG KONG FUTURES EXCHANGE LTD.</name>
        <lei>N/A</lei>
        <title>HANG SENG IDX FUT Aug20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HIQ0 INDEX"/>
        </identifiers>
        <balance>3.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HKD" exchangeRt="7.75020000"/>
        <valUSD>-6928.85000000</valUSD>
        <pctVal>-0.04993352877</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Hang Seng</indexName>
                <indexIdentifier>HSI</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-08-28</expDate>
            <notionalAmt>482204.03000000</notionalAmt>
            <curCd>HKD</curCd>
            <unrealizedAppr>-6928.85000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>LUMBER FUTURE     Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LBU0 COMDTY"/>
        </identifiers>
        <balance>-1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-22704.00000000</valUSD>
        <pctVal>-0.16361890318</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CME Random Length Lumber Futur</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-15</expDate>
            <notionalAmt>-41734.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-22704.00000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__00129128"/>
        </identifiers>
        <balance>12286100.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="105.67413719"/>
        <valUSD>2098.78000000</valUSD>
        <pctVal>0.015125091685</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12286100.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>100000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>2098.78000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>EURO-SCHATZ FUT   Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C4QFCM4"/>
        </identifiers>
        <balance>-32.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84566550"/>
        <valUSD>-4209.73000000</valUSD>
        <pctVal>-0.03033788783</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Eurex 2 Year Euro SCHATZ Futur</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-08</expDate>
            <notionalAmt>-4085497.21000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-4209.73000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33935014"/>
        <valUSD>-3564.18000000</valUSD>
        <pctVal>-0.02568565989</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-200000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>145761.97000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>-3564.18000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASX - TRADE24</name>
        <lei>N/A</lei>
        <title>SPI 200 FUTURES   Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="XPU0 INDEX"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39440800"/>
        <valUSD>-1886.42000000</valUSD>
        <pctVal>-0.01359469570</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>SFE S&amp;P ASX Share Price Index</indexName>
                <indexIdentifier>AS51</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-09-17</expDate>
            <notionalAmt>107163.03000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>-1886.42000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>LIVE CATTLE FUTR  Oct20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LCV0 COMDTY"/>
        </identifiers>
        <balance>-2.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-420.00000000</valUSD>
        <pctVal>-0.00302677675</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CME Live Cattle Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-10-30</expDate>
            <notionalAmt>-85880.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-420.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MINNEAPOLIS GRAIN EXCHANGE</name>
        <lei>549300RGCVWZUN04IA69</lei>
        <title>RED WHEAT FUT MGE Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="MWU0 COMDTY"/>
        </identifiers>
        <balance>-2.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>350.00000000</valUSD>
        <pctVal>0.002522313958</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>MGE Red Wheat Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-14</expDate>
            <notionalAmt>-51750.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>350.00000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__00129253"/>
        </identifiers>
        <balance>127129.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4153.07000000</valUSD>
        <pctVal>0.029929561233</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-127129.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>100000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>4153.07000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__00128762"/>
        </identifiers>
        <balance>70280.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1446.85000000</valUSD>
        <pctVal>0.010426885573</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-70280.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>100000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>1446.85000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HONG KONG FUTURES EXCHANGE LTD.</name>
        <lei>N/A</lei>
        <title>HSCEI Futures     Aug20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HCQ0 INDEX"/>
        </identifiers>
        <balance>18.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HKD" exchangeRt="7.75020000"/>
        <valUSD>-7877.25000000</valUSD>
        <pctVal>-0.05676827894</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>HKG Hang Seng China Enterprise</indexName>
                <indexIdentifier>HSCEI</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-08-28</expDate>
            <notionalAmt>1174128.46000000</notionalAmt>
            <curCd>HKD</curCd>
            <unrealizedAppr>-7877.25000000</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>CURRENCY CONTRACT - TWD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTTWD__00124329"/>
        </identifiers>
        <balance>204638.47000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>230.35000000</valUSD>
        <pctVal>0.001660042915</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>FCSTONE - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-204638.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6000000.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>230.35000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOKYO COMMODITY EXCHANGE</name>
        <lei>N/A</lei>
        <title>PLATINUM (OSE)    Apr21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="JAJ1 COMDTY"/>
        </identifiers>
        <balance>5.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="105.73000000"/>
        <valUSD>-112.97000000</valUSD>
        <pctVal>-0.00081413087</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>OSE Platinum Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-04-26</expDate>
            <notionalAmt>71938.25000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>-112.97000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION</name>
        <lei>N/A</lei>
        <title>COCOA FUTURE - IC Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H3P0D776"/>
        </identifiers>
        <balance>-5.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.76190400"/>
        <valUSD>-4571.97000000</valUSD>
        <pctVal>-0.03294841071</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Cocoa Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-15</expDate>
            <notionalAmt>-99069.85000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-4571.97000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>E-Mini Russ 2000  Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="RTYU0 INDEX"/>
        </identifiers>
        <balance>-4.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3195.00000000</valUSD>
        <pctVal>-0.02302512313</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>RUSSELL 2000 INDEX</indexName>
                <indexIdentifier>RTY</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-09-18</expDate>
            <notionalAmt>-292365.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3195.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>SOYBEAN MEAL FUTR Dec20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SMZ0 COMDTY"/>
        </identifiers>
        <balance>-1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-190.00000000</valUSD>
        <pctVal>-0.00136925614</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CBOT Soybean Meal Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-12-14</expDate>
            <notionalAmt>-29540.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-190.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chicago Board of Trade</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US ULTRA BOND CBT Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="WNU0 COMDTY"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2094.25000000</valUSD>
        <pctVal>0.015092445736</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CME Ultra Long Term US Treasur</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-21</expDate>
            <notionalAmt>225593.75000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2094.25000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES EUROPE</name>
        <lei>549300UF4R84F48NCH34</lei>
        <title>ICE ECX EMISSION DEC20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1JDWL56"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84566550"/>
        <valUSD>-307.99000000</valUSD>
        <pctVal>-0.00221956421</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>ICE Carbon Emissions Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-12-14</expDate>
            <notionalAmt>30489.17000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-307.99000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOKYO COMMODITY EXCHANGE</name>
        <lei>N/A</lei>
        <title>CRUDE OILFUT TCOM Dec20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CPZ0 COMDTY"/>
        </identifiers>
        <balance>3.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="105.73000000"/>
        <valUSD>-415.90000000</valUSD>
        <pctVal>-0.00299722964</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>TCM Crude Oil Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-12-30</expDate>
            <notionalAmt>40309.86000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>-415.90000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>SOYBEAN FUTURE    Nov20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="S X0 COMDTY"/>
        </identifiers>
        <balance>-7.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4437.50000000</valUSD>
        <pctVal>-0.03197933768</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CBOT Soybean Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-11-13</expDate>
            <notionalAmt>-307937.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-4437.50000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>C$ CURRENCY FUT   Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CDU0 CURNCY"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>185.00000000</valUSD>
        <pctVal>0.001333223092</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CME Canadian Dollar Currency F</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-15</expDate>
            <notionalAmt>74535.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>185.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LONDON METAL EXCHANGE</name>
        <lei>213800NB8G5VRT1DXC91</lei>
        <title>LME ZINC FUTURE   Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00FW35KH83"/>
        </identifiers>
        <balance>-2.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15762.50000000</valUSD>
        <pctVal>-0.11359421077</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Zinc Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-14</expDate>
            <notionalAmt>-99987.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-15762.50000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chicago Board of Trade</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US 5YR NOTE (CBT) Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FVU0 COMDTY"/>
        </identifiers>
        <balance>9.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1210.93000000</valUSD>
        <pctVal>0.008726701833</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CBOT 5 Year US Treasury Note</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-30</expDate>
            <notionalAmt>1133914.07000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1210.93000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION</name>
        <lei>549300UF4R84F48NCH34</lei>
        <title>FTSE 100 IDX FUT  Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00HBBG0L85"/>
        </identifiers>
        <balance>-13.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.76190400"/>
        <valUSD>46466.45000000</valUSD>
        <pctVal>0.334865644107</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FTSE 100 Index Future</indexName>
                <indexIdentifier>UKX</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-09-18</expDate>
            <notionalAmt>-1028157.34000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>46466.45000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>EURO/JPY FUTURE   Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="RYU0 CURNCY"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="105.73000000"/>
        <valUSD>2117.52000000</valUSD>
        <pctVal>0.015260143581</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CME Euro FX/Japanese Yen Cross</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-14</expDate>
            <notionalAmt>143360.23000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>2117.52000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LONDON METAL EXCHANGE</name>
        <lei>213800NB8G5VRT1DXC91</lei>
        <title>LME NICKEL FUTURE Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00FW3CNP84"/>
        </identifiers>
        <balance>-1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5409.00000000</valUSD>
        <pctVal>-0.03898056057</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Nickel Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-14</expDate>
            <notionalAmt>-77172.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-5409.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES EUROPE</name>
        <lei>549300UF4R84F48NCH34</lei>
        <title>BRENT CRUDE FUTR  Oct20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1JWPV35"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-420.00000000</valUSD>
        <pctVal>-0.00302677675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>ICE Brent Crude Oil Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-08-28</expDate>
            <notionalAmt>43940.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-420.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES U.S.</name>
        <lei>5493004R83R1LVX2IL36</lei>
        <title>CANOLA FUTR (WCE) Nov20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="RSX0 COMDTY"/>
        </identifiers>
        <balance>-32.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33950000"/>
        <valUSD>-7725.86000000</valUSD>
        <pctVal>-0.05567727005</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>WCE Canola Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-11-13</expDate>
            <notionalAmt>-223755.72000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>-7725.86000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__00129258"/>
        </identifiers>
        <balance>115109.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3253.70000000</valUSD>
        <pctVal>0.023448151219</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-115109.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>100000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>3253.70000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.37117516"/>
        <valUSD>-7680.09000000</valUSD>
        <pctVal>-0.05534742345</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-400000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>284040.48000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>-7680.09000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASX - TRADE24</name>
        <lei>N/A</lei>
        <title>AUST 10Y BOND FUT Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="XMU0 COMDTY"/>
        </identifiers>
        <balance>16.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39440800"/>
        <valUSD>5807.98000000</valUSD>
        <pctVal>0.041855854356</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>SFE 10 Year Australian Bond Fu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-15</expDate>
            <notionalAmt>1694665.93000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>5807.98000000</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>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__00123692"/>
        </identifiers>
        <balance>12064500.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="105.67414402"/>
        <valUSD>4195.80000000</valUSD>
        <pctVal>0.030237499734</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12064500.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>100000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>4195.80000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__00123818"/>
        </identifiers>
        <balance>144969.56000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2103.65000000</valUSD>
        <pctVal>0.015160187882</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-144969.56000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>2103.65000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>NATURAL GAS FUTR  Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NGU20 COMDTY"/>
        </identifiers>
        <balance>-10.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1370.00000000</valUSD>
        <pctVal>-0.00987305749</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Henry Hub Natural Gas Fu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-08-27</expDate>
            <notionalAmt>-178530.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1370.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES U.S.</name>
        <lei>5493004R83R1LVX2IL36</lei>
        <title>SUGAR #11 (WORLD) Oct20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SBV0 COMDTY"/>
        </identifiers>
        <balance>18.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5667.20000000</valUSD>
        <pctVal>0.040841307616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYBOT CSC Number 11 World Suga</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-30</expDate>
            <notionalAmt>249155.20000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>5667.20000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>Euro-BTP Future   Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C4QFCH4"/>
        </identifiers>
        <balance>7.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84566550"/>
        <valUSD>20825.83000000</valUSD>
        <pctVal>0.150083662019</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Euro-BTP Italian Bond Futures</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-08</expDate>
            <notionalAmt>1155732.99000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>20825.83000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__00129397"/>
        </identifiers>
        <balance>2034625.63000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>47246.03000000</valUSD>
        <pctVal>0.340483774152</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2034625.63000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>220000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>47246.03000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CNH</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCNH__00127770"/>
        </identifiers>
        <balance>254809.53000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2437.41000000</valUSD>
        <pctVal>0.017565466473</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>FCSTONE - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-254809.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1800000.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>2437.41000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>300000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="3741.38079400"/>
        <valUSD>-297.42000000</valUSD>
        <pctVal>-0.00214339033</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>FCSTONE - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-300000000.00000000</amtCurSold>
            <curSold>COP</curSold>
            <amtCurPur>79886.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>-297.42000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>ROUGH RICE (CBOT) Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="RRU0 COMDTY"/>
        </identifiers>
        <balance>-8.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7060.00000000</valUSD>
        <pctVal>0.050878675848</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CBOT Rough Rice Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-14</expDate>
            <notionalAmt>-192580.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>7060.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LONDON METAL EXCHANGE</name>
        <lei>213800NB8G5VRT1DXC91</lei>
        <title>LME NICKEL FUTURE Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00FW3CNP84"/>
        </identifiers>
        <balance>2.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>17388.00000000</valUSD>
        <pctVal>0.125308557459</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Nickel Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-14</expDate>
            <notionalAmt>147774.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>17388.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>YEN DENOM NIKKEI  Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NHU0 INDEX"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="105.73000000"/>
        <valUSD>-3731.35000000</valUSD>
        <pctVal>-0.02689038911</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>OSE Nikkei 225 Index Future</indexName>
                <indexIdentifier>NKY</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-09-10</expDate>
            <notionalAmt>105933.39000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>-3731.35000000</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>CURRENCY CONTRACT - CZK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCZK__00129254"/>
        </identifiers>
        <balance>129699.44000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5379.73000000</valUSD>
        <pctVal>0.038769623063</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-129699.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3000000.00000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>5379.73000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__00129252"/>
        </identifiers>
        <balance>126989.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4293.07000000</valUSD>
        <pctVal>0.030938486816</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-126989.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>100000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>4293.07000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__00123544"/>
        </identifiers>
        <balance>229569.95000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84486007"/>
        <valUSD>2876.68000000</valUSD>
        <pctVal>0.020731114623</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-229569.95000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2400000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>2876.68000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>300000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="3741.38079400"/>
        <valUSD>-370.96000000</valUSD>
        <pctVal>-0.00267336453</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>FCSTONE - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-300000000.00000000</amtCurSold>
            <curSold>COP</curSold>
            <amtCurPur>79813.34000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>-370.96000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>4000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="31.18664968"/>
        <valUSD>-708.99000000</valUSD>
        <pctVal>-0.00510941535</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>FCSTONE - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4000000.00000000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>127551.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>-708.99000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__00126646"/>
        </identifiers>
        <balance>40000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="291.38242311"/>
        <valUSD>-2666.78000000</valUSD>
        <pctVal>-0.01921844690</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-40000000.00000000</amtCurSold>
            <curSold>HUF</curSold>
            <amtCurPur>113726.50000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>-2666.78000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chicago Board of Trade</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US LONG BOND(CBT) Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USU0 COMDTY"/>
        </identifiers>
        <balance>-3.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10186.75000000</valUSD>
        <pctVal>-0.07341194776</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CBOT US Long Bond Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-21</expDate>
            <notionalAmt>-536656.25000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-10186.75000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOKYO COMMODITY EXCHANGE</name>
        <lei>N/A</lei>
        <title>GOLD (OSE)        Apr21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="JGJ1 COMDTY"/>
        </identifiers>
        <balance>3.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="105.73000000"/>
        <valUSD>7166.37000000</valUSD>
        <pctVal>0.051645243093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>OSE Gold Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-04-26</expDate>
            <notionalAmt>178440.16000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>7166.37000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__00123699"/>
        </identifiers>
        <balance>13471000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="105.67413880"/>
        <valUSD>3805.28000000</valUSD>
        <pctVal>0.027423173885</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13471000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>100000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>3805.28000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LONDON METAL EXCHANGE</name>
        <lei>213800NB8G5VRT1DXC91</lei>
        <title>LME LEAD FUTURE   Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00FW3CNN60"/>
        </identifiers>
        <balance>5.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>12568.75000000</valUSD>
        <pctVal>0.090578095903</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Lead Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-14</expDate>
            <notionalAmt>221650.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>12568.75000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES U.S.</name>
        <lei>5493004R83R1LVX2IL36</lei>
        <title>COTTON NO.2 FUTR  Dec20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CTZ0 COMDTY"/>
        </identifiers>
        <balance>-1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-905.00000000</valUSD>
        <pctVal>-0.00652198323</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYBOT CTN Number 2 Cotton Futu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-12-08</expDate>
            <notionalAmt>-30425.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-905.00000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__00123816"/>
        </identifiers>
        <balance>100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.90856601"/>
        <valUSD>-1398.04000000</valUSD>
        <pctVal>-0.01007513087</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-100000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>82772.55000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>-1398.04000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EURONEXT PARIS MONEP</name>
        <lei>969500HMVSZ0TCV65D58</lei>
        <title>CAC40 10 EURO FUT Aug20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FRENX8930708"/>
        </identifiers>
        <balance>2.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84566550"/>
        <valUSD>-5354.16000000</valUSD>
        <pctVal>-0.03858535001</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Euronext CAC 40 Index</indexName>
                <indexIdentifier>CAC</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-08-21</expDate>
            <notionalAmt>117055.15000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-5354.16000000</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>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__00128764"/>
        </identifiers>
        <balance>102487.89000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4736.95000000</valUSD>
        <pctVal>0.034137357445</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-102487.89000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>400000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>4736.95000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__00129257"/>
        </identifiers>
        <balance>7543000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="105.67413951"/>
        <valUSD>347.04000000</valUSD>
        <pctVal>0.002500982389</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7543000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>100000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>347.04000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED</name>
        <lei>N/A</lei>
        <title>SGX Nifty 50      Aug20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="IHQ0 INDEX"/>
        </identifiers>
        <balance>11.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-818.00000000</valUSD>
        <pctVal>-0.00589500805</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>SGX Nifty 50 Index</indexName>
                <indexIdentifier>NIFTY</indexIdentifier>
              </indexBasketInfo>
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            <expDate>2020-08-27</expDate>
            <notionalAmt>245117.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-818.00000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__00128293"/>
        </identifiers>
        <balance>172075.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33935020"/>
        <valUSD>2805.44000000</valUSD>
        <pctVal>0.020217715633</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-172075.20000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>100000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>2805.44000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES EUROPE</name>
        <lei>549300UF4R84F48NCH34</lei>
        <title>Low Su Gasoil G   Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1K80263"/>
        </identifiers>
        <balance>-1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>500.00000000</valUSD>
        <pctVal>0.003603305655</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>ICE Gas Oil Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-10</expDate>
            <notionalAmt>-37250.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>500.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES U.S.</name>
        <lei>5493004R83R1LVX2IL36</lei>
        <title>DOLLAR INDEX      Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="DXU0 CURNCY"/>
        </identifiers>
        <balance>-2.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5448.00000000</valUSD>
        <pctVal>0.039261618417</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYBOT FINEX United States Doll</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-14</expDate>
            <notionalAmt>-192090.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>5448.00000000</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>CURRENCY CONTRACT - CZK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCZK__00129255"/>
        </identifiers>
        <balance>129851.02000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5228.15000000</valUSD>
        <pctVal>0.037677244920</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-129851.02000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3000000.00000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>5228.15000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__00123697"/>
        </identifiers>
        <balance>13546000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="105.67413797"/>
        <valUSD>3095.55000000</valUSD>
        <pctVal>0.022308425640</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-13546000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>100000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>3095.55000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION</name>
        <lei>N/A</lei>
        <title>COFF ROBUSTA 10tn Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00F7BVZ344"/>
        </identifiers>
        <balance>7.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10230.00000000</valUSD>
        <pctVal>0.073723633701</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Robusta Coffee Future 10-Tonne</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-24</expDate>
            <notionalAmt>83850.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>10230.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NASDAQ STOCKHOLM AB - SWEDISH EQ DERIVATIVES</name>
        <lei>N/A</lei>
        <title>OMXS30 IND FUTURE Aug20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SE0014343885"/>
        </identifiers>
        <balance>21.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.74395000"/>
        <valUSD>-7322.53000000</valUSD>
        <pctVal>-0.05277062751</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>OMX STOCKHOLM 30 INDEX</indexName>
                <indexIdentifier>OMX</indexIdentifier>
              </indexBasketInfo>
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            <expDate>2020-08-21</expDate>
            <notionalAmt>415585.69000000</notionalAmt>
            <curCd>SEK</curCd>
            <unrealizedAppr>-7322.53000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EURONEXT EQF, EQUITIES AND INDICES DERIVATIVES</name>
        <lei>N/A</lei>
        <title>AMSTERDAM IDX FUT Aug20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NLENX8931091"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84566550"/>
        <valUSD>-5013.36000000</valUSD>
        <pctVal>-0.03612933687</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Euronext Amsterdam Index</indexName>
                <indexIdentifier>AEX</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-08-21</expDate>
            <notionalAmt>132450.02000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-5013.36000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__00129251"/>
        </identifiers>
        <balance>100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.90856601"/>
        <valUSD>55.05000000</valUSD>
        <pctVal>0.000396723952</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-100000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>83879.39000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>55.05000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED</name>
        <lei>N/A</lei>
        <title>MSCI TAIWAN INDEX Aug20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TWQ0 INDEX"/>
        </identifiers>
        <balance>7.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8290.00000000</valUSD>
        <pctVal>-0.05974280776</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>SGX MSCI Taiwan Index Future</indexName>
                <indexIdentifier>TAMSCI</indexIdentifier>
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            <expDate>2020-08-28</expDate>
            <notionalAmt>357800.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-8290.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LONDON METAL EXCHANGE</name>
        <lei>213800NB8G5VRT1DXC91</lei>
        <title>LME COPPER FUTURE Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00DV8VPB53"/>
        </identifiers>
        <balance>-4.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-45300.00000000</valUSD>
        <pctVal>-0.32645949234</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Copper Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-14</expDate>
            <notionalAmt>-596225.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-45300.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES U.S.</name>
        <lei>5493004R83R1LVX2IL36</lei>
        <title>COCOA FUTURE      Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CCU0 COMDTY"/>
        </identifiers>
        <balance>-2.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4110.00000000</valUSD>
        <pctVal>-0.02961917248</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYBOT CSC Cocoa Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-15</expDate>
            <notionalAmt>-43890.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-4110.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>EURO-BUXL 30Y BND Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C4QFCN2"/>
        </identifiers>
        <balance>3.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84566550"/>
        <valUSD>17429.98000000</valUSD>
        <pctVal>0.125611091001</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Eurex 30 Year Euro BUXL Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-08</expDate>
            <notionalAmt>748002.54000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>17429.98000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__00124714"/>
        </identifiers>
        <balance>187839.11000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1421.95000000</valUSD>
        <pctVal>0.010247440952</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-187839.11000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>20000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>1421.95000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION</name>
        <lei>N/A</lei>
        <title>WHITE SUGAR (ICE) Oct20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00F7CVM217"/>
        </identifiers>
        <balance>6.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7970.00000000</valUSD>
        <pctVal>0.057436692141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>White Sugar Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-15</expDate>
            <notionalAmt>106510.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>7970.00000000</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>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__00124021"/>
        </identifiers>
        <balance>13765620.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="105.67414264"/>
        <valUSD>1017.28000000</valUSD>
        <pctVal>0.007331141553</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13765620.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>100000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>1017.28000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>NEW ZEALAND $ FUT Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NVU0 CURNCY"/>
        </identifiers>
        <balance>6.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3120.00000000</valUSD>
        <pctVal>0.022484627287</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CME New Zealand Dollar Currenc</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-14</expDate>
            <notionalAmt>394620.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3120.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JSE EQUITY DERIVATIVES MARKET</name>
        <lei>N/A</lei>
        <title>FTSE/JSE TOP 40   Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ZAD000179513"/>
        </identifiers>
        <balance>3.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.02875000"/>
        <valUSD>-453.03000000</valUSD>
        <pctVal>-0.00326481112</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>SAFEX FTSE/JSE Top 40 Index</indexName>
                <indexIdentifier>TOP40</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-09-17</expDate>
            <notionalAmt>92412.09000000</notionalAmt>
            <curCd>ZAR</curCd>
            <unrealizedAppr>-453.03000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES U.S.</name>
        <lei>5493004R83R1LVX2IL36</lei>
        <title>COFFEE 'C' FUTURE Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="KCU0 COMDTY"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2887.50000000</valUSD>
        <pctVal>0.020809090157</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYBOT CSC C Coffee Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-18</expDate>
            <notionalAmt>41718.75000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2887.50000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>MEXICAN PESO FUT  Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="PEU0 CURNCY"/>
        </identifiers>
        <balance>2.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>0.00000000</valUSD>
        <pctVal>0.000000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CME Mexican Peso Currency Futu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-14</expDate>
            <notionalAmt>44740.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>0.00000000</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>CURRENCY CONTRACT - CZK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCZK__00129391"/>
        </identifiers>
        <balance>129851.02000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5228.15000000</valUSD>
        <pctVal>0.037677244920</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-129851.02000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3000000.00000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>5228.15000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LONDON METAL EXCHANGE</name>
        <lei>213800NB8G5VRT1DXC91</lei>
        <title>LME COPPER FUTURE Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00DV8VPB53"/>
        </identifiers>
        <balance>7.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>75181.25000000</valUSD>
        <pctVal>0.541802046553</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Copper Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-14</expDate>
            <notionalAmt>1047487.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>75181.25000000</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>CURRENCY CONTRACT - PHP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPHP__00127460"/>
        </identifiers>
        <balance>239856.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3727.34000000</valUSD>
        <pctVal>0.026861490600</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>FCSTONE - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-239856.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12000000.00000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>3727.34000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="6.99716778"/>
        <valUSD>-8137.12000000</valUSD>
        <pctVal>-0.05864106102</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>FCSTONE - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2400000.00000000</amtCurSold>
            <curSold>CNY</curSold>
            <amtCurPur>334858.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>-8137.12000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__00129129"/>
        </identifiers>
        <balance>12297200.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="105.67413709"/>
        <valUSD>1993.74000000</valUSD>
        <pctVal>0.014368109233</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12297200.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>100000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>1993.74000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION</name>
        <lei>549300UF4R84F48NCH34</lei>
        <title>LONG GILT FUTURE  Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00HF8SC317"/>
        </identifiers>
        <balance>5.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.76190400"/>
        <valUSD>2889.55000000</valUSD>
        <pctVal>0.020823863710</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Long Gilt Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-28</expDate>
            <notionalAmt>876958.06000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>2889.55000000</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>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__00126647"/>
        </identifiers>
        <balance>187972.75000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1288.31000000</valUSD>
        <pctVal>0.009284349416</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-187972.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>20000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>1288.31000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>GASOLINE RBOB FUT Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="XBU0 COMDTY"/>
        </identifiers>
        <balance>2.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6253.80000000</valUSD>
        <pctVal>-0.04506870581</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Reformulated Gasoline Bl</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-08-31</expDate>
            <notionalAmt>104626.20000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-6253.80000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>EURO STOXX 50     Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C2Q0WP2"/>
        </identifiers>
        <balance>-2.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84566550"/>
        <valUSD>2246.75000000</valUSD>
        <pctVal>0.016191453960</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Eurex EURO STOXX 50 Future</indexName>
                <indexIdentifier>SX5E</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-09-18</expDate>
            <notionalAmt>-77324.77000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>2246.75000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.21468058"/>
        <valUSD>-1370.10000000</valUSD>
        <pctVal>-0.00987377815</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>FCSTONE - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-300000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>56159.79000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>-1370.10000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>220000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="105.67414132"/>
        <valUSD>-47246.03000000</valUSD>
        <pctVal>-0.34048377415</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-220000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>2034625.63000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>-47246.03000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>WTI CRUDE FUTURE  Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CLU0 COMDTY"/>
        </identifiers>
        <balance>2.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1560.00000000</valUSD>
        <pctVal>-0.01124231364</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Light Sweet Crude Oil Fu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-08-20</expDate>
            <notionalAmt>82100.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1560.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>S&amp;P500 EMINI FUT  Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ESU0 INDEX"/>
        </identifiers>
        <balance>2.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5687.50000000</valUSD>
        <pctVal>0.040987601825</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CME Standard &amp; Poor's 500 Inde</indexName>
                <indexIdentifier>SPX</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-09-18</expDate>
            <notionalAmt>320662.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>5687.50000000</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>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__00123820"/>
        </identifiers>
        <balance>57725.61000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-195.72000000</valUSD>
        <pctVal>-0.00141047796</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>FCSTONE - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-57725.61000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>300000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>-195.72000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__00123522"/>
        </identifiers>
        <balance>124449.05000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7750.03000000</valUSD>
        <pctVal>0.055851453851</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-124449.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1200000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>7750.03000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LONDON METAL EXCHANGE</name>
        <lei>213800NB8G5VRT1DXC91</lei>
        <title>LME ZINC FUTURE   Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00FW35KH83"/>
        </identifiers>
        <balance>3.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>17600.00000000</valUSD>
        <pctVal>0.126836359056</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Zinc Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-14</expDate>
            <notionalAmt>156025.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>17600.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>90DAY EURO$ FUTR DEC20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="EDZ0 COMDTY"/>
        </identifiers>
        <balance>-18.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1875.00000000</valUSD>
        <pctVal>-0.01351239620</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CME 3 Month Eurodollar Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-12-14</expDate>
            <notionalAmt>-4486650.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1875.00000000</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>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__00129256"/>
        </identifiers>
        <balance>7552000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="105.67413578"/>
        <valUSD>261.87000000</valUSD>
        <pctVal>0.001887195303</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7552000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>100000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>261.87000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__00124020"/>
        </identifiers>
        <balance>145307.44000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1765.77000000</valUSD>
        <pctVal>0.012725218052</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-145307.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>1765.77000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EURONEXT PARIS MATIF</name>
        <lei>969500HMVSZ0TCV65D58</lei>
        <title>MILL WHEAT EURO   Sep20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FRENX0000278"/>
        </identifiers>
        <balance>-5.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84566550"/>
        <valUSD>-880.58000000</valUSD>
        <pctVal>-0.00634599778</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Euronext Milling Wheat Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-10</expDate>
            <notionalAmt>-50532.49000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-880.58000000</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>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>20000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="105.67414132"/>
        <valUSD>-4158.14000000</valUSD>
        <pctVal>-0.02996609875</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-20000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>185102.92000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>-4158.14000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__00123696"/>
        </identifiers>
        <balance>126956.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6278.68000000</valUSD>
        <pctVal>0.045248006300</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-126956.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>200000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>6278.68000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>3000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="74.57455218"/>
        <valUSD>1807.15000000</valUSD>
        <pctVal>0.013023427628</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>FCSTONE - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3000000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>42035.35000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>1807.15000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__00123527"/>
        </identifiers>
        <balance>92293.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33935018"/>
        <valUSD>2818.06000000</valUSD>
        <pctVal>0.020308663068</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERV - ALTERNATE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-92293.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>100000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2020-09-16</settlementDt>
            <unrealizedAppr>2818.06000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>VSTOXX Future     Aug20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C4RP4G8"/>
        </identifiers>
        <balance>7.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84566550"/>
        <valUSD>-377.09000000</valUSD>
        <pctVal>-0.00271754105</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ADM INVESTOR SERVICES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FVSA index - Mini-Futures on V</indexName>
                <indexIdentifier>V2X</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-08-19</expDate>
            <notionalAmt>21788.99000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-377.09000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Securities in this fund trade in CNY Currency" noteItem="C.11.d.iv"/>
      <explntrNote note="Securities in this fund trade in CNY Currency" noteItem="C.2.b"/>
      <explntrNote note="Returns are reported without deducting sales loads and redemption fees, if any." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2020-08-28</ncom:dateSigned>
      <ncom:nameOfApplicant>Two Roads Shared Trust</ncom:nameOfApplicant>
      <ncom:signature>Laura Szalyga</ncom:signature>
      <ncom:signerName>Laura Szalyga</ncom:signerName>
      <ncom:title>Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
