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        <name>COMMODITY EXCHANGE INC</name>
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        <name>CITIBANK, N.A.</name>
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        <name>CANADIAN IMPERIAL BANK OF COMMERCE</name>
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        <name>NEW YORK MERCANTILE EXCHANGE</name>
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        <name>CHICAGO BOARD OF TRADE</name>
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        <name>GOLDMAN SACHS BANK USA</name>
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        <name>CANADIAN IMPERIAL BANK OF COMMERCE</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CHICAGO BOARD OF TRADE</name>
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        <name>FIDELITY INVEST USD SWAP ISR</name>
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      </invstOrSec>
      <invstOrSec>
        <name>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>RBC @BCOMTR LG CM SWAP 05/21/20</title>
        <cusip>N/A</cusip>
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        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>ROYAL BANK OF CANADA</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS BANK USA</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>GS @BCOMTR LG CM SWAP 7/23/20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="FJC797000"/>
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        <balance>113000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS BANK USA</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
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              <indexBasketInfo>
                <indexName>BBG COMMODITY INDEX</indexName>
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            <swapFlag>Y</swapFlag>
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                <rtResetTenor rateTenor="Day" rateTenorUnit="7" resetDt="Day" resetDtUnit="7"/>
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            <terminationDt>2020-07-23</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>RBC @BCOMTR LG CM SWAP 5/7/20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="FFJ636000"/>
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        <balance>150000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-29684216.16000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>ROYAL BANK OF CANADA</counterpartyName>
              <counterpartyLei>ES7IP3U3RHIGC71XBU11</counterpartyLei>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>BBG COMMODITY INDEX</indexName>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US AUCTION RESULTS 3M TBILL HD" floatingRtSpread="0.00120000" pmntAmt="0.00000000">
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                <rtResetTenor rateTenor="Day" rateTenorUnit="7" resetDt="Day" resetDtUnit="7"/>
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            <terminationDt>2020-05-07</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIBANK, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>CITI @BCOMTR LG CM SWAP 06/12/2020</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="FHI708000"/>
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        <balance>111200000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12071718.91000000</valUSD>
        <pctVal>-0.19585512960</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>CITIBANK, N.A.</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>BBG COMMODITY INDEX</indexName>
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            <swapFlag>Y</swapFlag>
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                <rtResetTenor rateTenor="Day" rateTenorUnit="7" resetDt="Day" resetDtUnit="7"/>
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            <terminationDt>2020-06-12</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CANADIAN IMPERIAL BANK OF COMMERCE</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>CIBC@BCOMTR LG CM SWAP 06/11/20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="FIA867000"/>
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        <balance>82900000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1496557.28000000</valUSD>
        <pctVal>-0.02428058690</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CANADIAN IMPERIAL BANK OF COMMERCE</counterpartyName>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>BBG COMMODITY INDEX</indexName>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US AUCTION RESULTS 3M TBILL HD" floatingRtSpread="0.00120000" pmntAmt="0.00000000">
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            <terminationDt>2020-06-11</terminationDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCH INC</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>LIVE CATTLE FUTR JUN20 LCM0</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LCM0"/>
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        <balance>790.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3067986.57000000</valUSD>
        <pctVal>-0.04977591938</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>CHICAGO MERCANTILE EXCH INC</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>LIVE CATTLE</issuerName>
                <issueTitle>LIVE CATTLE</issueTitle>
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            <expDate>2020-06-30</expDate>
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            <curCd>USD</curCd>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>JPM @BCOMTR LG CM SWAP 05/14/2020</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="FGD578000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JPMORGAN CHASE BANK NA NEW YORK NY</counterpartyName>
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            <descRefInstrmnt>
              <indexBasketInfo>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2020-05-14</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>UBS @BCOMTR LG CM SWAP 07/02/20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="FIA913000"/>
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        <balance>105700000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1907518.57000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>UBS AG</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>MACQUARIE BANK LTD</name>
        <lei>4ZHCHI4KYZG2WVRT8631</lei>
        <title>MCQ @BCOMTR LG CM SWAP 5/15/20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="FGF133000"/>
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        <balance>83000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
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        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <terminationDt>2020-05-15</terminationDt>
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      </invstOrSec>
      <invstOrSec>
        <name>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>RBC @BCOMTR LG CM SWAP 05/15/20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="FGF120000"/>
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        <balance>177000000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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          <ticker value="WN0"/>
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            <payOffProf>Long</payOffProf>
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        <name>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>SG @BCOMTR LG CM SWAP 07/16/20</title>
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        <name>MERRILL LYNCH INTERNATIONAL</name>
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        <name>NEW YORK MERCANTILE EXCHANGE</name>
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        <name>LONDON METAL EXCHANGE</name>
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        <name>MERRILL LYNCH INTERNATIONAL</name>
        <lei>GGDZP1UYGU9STUHRDP48</lei>
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        <name>ICE-ICE FUTURES LTD</name>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>COMMODITY EXCHANGE INC</name>
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          <ticker value="GCM0"/>
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        <curCd>USD</curCd>
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        <fairValLevel>1</fairValLevel>
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            <payOffProf>Long</payOffProf>
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        <name>UBS AG</name>
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        <name>GOLDMAN SACHS BANK USA</name>
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        <name>ICE-ICE FUTURES LTD</name>
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            <payOffProf>Long</payOffProf>
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        <name>CREDIT SUISSE INTERNATIONAL</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <ticker value="HGN0"/>
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        <name>MERRILL LYNCH INTERNATIONAL</name>
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        <name>CANADIAN IMPERIAL BANK OF COMMERCE</name>
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        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>N/A</lei>
        <title>WTI CRUDE FUTURE JUL20 CLN0</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CLN0"/>
        </identifiers>
        <balance>1277.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13109259.04000000</valUSD>
        <pctVal>-0.21268848682</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>NEW YORK MERCANTILE EXCHANGE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>WTI CRUDE</issuerName>
                <issueTitle>WTI CRUDE</issueTitle>
                <identifiers>
                  <other otherDesc="Internal" value="18B99H229"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-06-22</expDate>
            <notionalAmt>41011709.04000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-13109259.04000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>UBS @BCOMTR LG CM SWAP 06/18/20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="FIA918000"/>
        </identifiers>
        <balance>86800000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1566439.09000000</valUSD>
        <pctVal>-0.02541437000</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>BBG COMMODITY INDEX</indexName>
                <indexIdentifier>EI09DJUBSTR</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US AUCTION RESULTS 3M TBILL HD" floatingRtSpread="0.00115000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="7" resetDt="Day" resetDtUnit="7"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2020-06-18</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>86800000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1566439.09000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
        <lei>N/A</lei>
        <title>SOYBEAN FUTURE JUL20 S N0</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SN0"/>
        </identifiers>
        <balance>1193.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-475941.67000000</valUSD>
        <pctVal>-0.00772181809</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>SOYBEANS</issuerName>
                <issueTitle>SOYBEANS</issueTitle>
                <identifiers>
                  <other otherDesc="Internal" value="13K99S226"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-07-14</expDate>
            <notionalAmt>51491604.17000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-475941.67000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MACQUARIE BANK LTD</name>
        <lei>4ZHCHI4KYZG2WVRT8631</lei>
        <title>MCQ @BCOMTR LG CM SWAP 05/04/2020</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="FFJ045000"/>
        </identifiers>
        <balance>111000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-22496623.20000000</valUSD>
        <pctVal>-0.36499185289</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MACQUARIE BANK LTD</counterpartyName>
              <counterpartyLei>4ZHCHI4KYZG2WVRT8631</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>BBG COMMODITY INDEX</indexName>
                <indexIdentifier>EI09DJUBSTR</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US AUCTION RESULTS 3M TBILL HD" floatingRtSpread="0.00090000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="7" resetDt="Day" resetDtUnit="7"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2020-05-04</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>111000000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-22496623.20000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>SG @BCOMTR LG CM SWAP 06/19/20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="FIA881000"/>
        </identifiers>
        <balance>120600000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2175685.01000000</valUSD>
        <pctVal>-0.03529895558</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>SOCIETE GENERALE</counterpartyName>
              <counterpartyLei>O2RNE8IBXP4R0TD8PU41</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>BBG COMMODITY INDEX</indexName>
                <indexIdentifier>EI09DJUBSTR</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US AUCTION RESULTS 3M TBILL HD" floatingRtSpread="0.00110000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="7" resetDt="Day" resetDtUnit="7"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2020-06-19</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>120600000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2175685.01000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MERRILL LYNCH INTERNATIONAL</name>
        <lei>GGDZP1UYGU9STUHRDP48</lei>
        <title>ML @BCOMTR LG CM SWAP 05/08/20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="FGA893000"/>
        </identifiers>
        <balance>200000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-37372128.10000000</valUSD>
        <pctVal>-0.60633643372</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MERRILL LYNCH INTERNATIONAL</counterpartyName>
              <counterpartyLei>GGDZP1UYGU9STUHRDP48</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>BBG COMMODITY INDEX</indexName>
                <indexIdentifier>EI09DJUBSTR</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US AUCTION RESULTS 3M TBILL HD" floatingRtSpread="0.00110000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="7" resetDt="Day" resetDtUnit="7"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2020-05-08</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>200000000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-37372128.10000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2020-05-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Laura M. Del Prato</ncom:nameOfApplicant>
      <ncom:signature>Laura M. Del Prato</ncom:signature>
      <ncom:signerName>Laura M. Del Prato</ncom:signerName>
      <ncom:title>President and Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
