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              <counterpartyName>MERRILL LYNCH INTERNATIONAL</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIBANK, N.A.</name>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK, N.A.</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
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          <other otherDesc="Internal" value="GBC696000"/>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>UBS AG</counterpartyName>
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            <descRefInstrmnt>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2020-09-11</terminationDt>
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            <curCd>USD</curCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>MACQUARIE BANK LTD</name>
        <lei>4ZHCHI4KYZG2WVRT8631</lei>
        <title>MCQ @BCOMTR LG CM SWAP 08/27/20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="GBC163000"/>
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        <balance>100000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7660398.17000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>MACQUARIE BANK LTD</counterpartyName>
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                <indexName>BBG COMMODITY INDEX</indexName>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2020-08-27</terminationDt>
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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 08/13/20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="GAG946000"/>
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        <balance>90000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7158570.45000000</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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              <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>2020-08-13</terminationDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ICE-ICE FUTURES LTD</name>
        <lei>N/A</lei>
        <title>LOW SU GASOIL G FUT SEP20 QSU0</title>
        <cusip>N/A</cusip>
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          <isin value="GB00H1K80263"/>
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        <balance>341.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>537672.06000000</valUSD>
        <pctVal>0.009204480409</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ICE-ICE FUTURES LTD</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <issuerName>GAS OIL</issuerName>
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                  <other otherDesc="Internal" value="06C99B226"/>
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            <expDate>2020-09-10</expDate>
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            <curCd>USD</curCd>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>N/A</lei>
        <title>NY HARB ULSD FUT SEP20 HOU0</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HOU0"/>
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        <balance>201.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>299938.63000000</valUSD>
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        <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>NEW YORK MERCANTILE EXCHANGE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>HEATING OIL</issuerName>
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            </descRefInstrmnt>
            <expDate>2020-08-31</expDate>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOLDMAN SACHS BANK USA</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>GS @BCOMTR LG CM SWAP 8/06/20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="GAG473000"/>
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        <balance>116000000.00000000</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>
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              <counterpartyName>GOLDMAN SACHS BANK USA</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>SG @BCOMTR LG CM SWAP 1/10/20</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal" value="GDA135000"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIBANK, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>CITI @BCOMTR LG CM SWAP 10/30/2020</title>
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          <other otherDesc="Internal" value="GDI745000"/>
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        <balance>82000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-376914.75000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>MACQUARIE BANK LTD</name>
        <lei>4ZHCHI4KYZG2WVRT8631</lei>
        <title>MCQ @BCOMTR LG CM SWAP 8/21/20</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal" value="GAJ398000"/>
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        <balance>97000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9284494.55000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>CHICAGO BOARD OF TRADE</name>
        <lei>N/A</lei>
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          <ticker value="BOZ0"/>
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        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>CANADIAN IMPERIAL BANK OF COMMERCE</name>
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        <title>CIBC@BCOMTR LG CM SWAP 08/13/20</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal" value="GAG954000"/>
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        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>LONDON METAL EXCHANGE</name>
        <lei>N/A</lei>
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        <identifiers>
          <ticker value="LMNIDP"/>
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        <balance>268.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1336847.92000000</valUSD>
        <pctVal>0.022885679591</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>LONDON METAL EXCHANGE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <issuerName>NICKEL</issuerName>
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            <expDate>2020-09-16</expDate>
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      <invstOrSec>
        <name>GOLDMAN SACHS BANK USA</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>GS @BCOMTR LG CM SWAP 09/28/20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="GCH709000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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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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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>SG @BCOMTR LG CM SWAP 08/27/20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="GCB568000"/>
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        <balance>100000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7173546.69000000</valUSD>
        <pctVal>0.122804911933</pctVal>
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        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>SOCIETE GENERALE</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>MACQUARIE BANK LTD</name>
        <lei>4ZHCHI4KYZG2WVRT8631</lei>
        <title>MCQ @BCOMTR LG CM SWAP 10/16/20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="GDG041000"/>
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        <balance>111000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2290197.88000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
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        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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                <indexName>BBG COMMODITY INDEX</indexName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>GOLDMAN SACHS BANK USA</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>GS @BCOMTR LG CM SWAP 10/16/20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="GDG036000"/>
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        <balance>121000000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CANADIAN IMPERIAL BANK OF COMMERCE</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>CIBC@BCOMTR LG CM SWAP 9/17/20</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal" value="GBH349000"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>COMMODITY EXCHANGE INC</name>
        <lei>N/A</lei>
        <title>GOLD 100 OZ FUTR DEC20 GCZ0</title>
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          <ticker value="GCZ0"/>
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>RBC @BCOMTR LG CM SWAP 09/24/20</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>SG @BCOMTR LG CM SWAP 10/05/20</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal" value="GDD128000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>SOCIETE GENERALE</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2020-10-05</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <curCd>USD</curCd>
            <unrealizedAppr>4302179.13000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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 09/25/20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="GCH718000"/>
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        <balance>55000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>0.053540780024</pctVal>
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        <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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              <indexBasketInfo>
                <indexName>BBG COMMODITY INDEX</indexName>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2020-09-25</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>55000000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3127540.09000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CANADIAN IMPERIAL BANK OF COMMERCE</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>CIBC@BCOMTR LG CM SWAP 09/25/20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="GCC227000"/>
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        <balance>143000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10145216.42000000</valUSD>
        <pctVal>0.173677326271</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>
              <counterpartyLei>2IGI19DL77OX0HC3ZE78</counterpartyLei>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>BBG COMMODITY INDEX</indexName>
                <indexIdentifier>EI09DJUBSTR</indexIdentifier>
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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>2020-09-25</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <curCd>USD</curCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>N/A</lei>
        <title>WTI CRUDE FUTURE SEP20 CLU0</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CLU0"/>
        </identifiers>
        <balance>1037.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>12294602.76000000</valUSD>
        <pctVal>0.210472960509</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>
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                  <other otherDesc="Internal" value="18B99H229"/>
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            </descRefInstrmnt>
            <expDate>2020-08-20</expDate>
            <notionalAmt>29465387.24000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>12294602.76000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>UBS @BCOMTR LG CM SWAP 09/28/20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="GCH712000"/>
        </identifiers>
        <balance>120000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6823214.24000000</valUSD>
        <pctVal>0.116807523538</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>
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            <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">
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                <rtResetTenor rateTenor="Day" rateTenorUnit="7" resetDt="Day" resetDtUnit="7"/>
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            <terminationDt>2020-09-28</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <curCd>USD</curCd>
            <unrealizedAppr>6823214.24000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MERRILL LYNCH INTERNATIONAL</name>
        <lei>GGDZP1UYGU9STUHRDP48</lei>
        <title>ML @BCOMTR LG CM SWAP 10/08/20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="GDD617000"/>
        </identifiers>
        <balance>71000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2138555.97000000</valUSD>
        <pctVal>0.036610227675</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>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>BBG COMMODITY INDEX</indexName>
                <indexIdentifier>EI09DJUBSTR</indexIdentifier>
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            <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="0.00120000" pmntAmt="0.00000000">
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                <rtResetTenor rateTenor="Day" rateTenorUnit="7" resetDt="Day" resetDtUnit="7"/>
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            <terminationDt>2020-10-08</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <unrealizedAppr>2138555.97000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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 09/25/2020</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="GDD620000"/>
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        <balance>70000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2108742.31000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>CITIBANK, N.A.</counterpartyName>
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                <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>2020-09-25</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <curCd>USD</curCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS BANK USA</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>GS @BCOMTR LG CM SWAP 09/21/20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="GCA793000"/>
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        <balance>111000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8205647.93000000</valUSD>
        <pctVal>0.140473592066</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>GOLDMAN SACHS BANK USA</counterpartyName>
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            <descRefInstrmnt>
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                <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>2020-09-21</terminationDt>
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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 10/29/20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="GDI314000"/>
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        <balance>60000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>126999.67000000</valUSD>
        <pctVal>0.002174124455</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>UBS AG</counterpartyName>
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                <indexName>BBG COMMODITY INDEX</indexName>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2020-10-29</terminationDt>
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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 09/11/20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="GBC699000"/>
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        <balance>121000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9019967.32000000</valUSD>
        <pctVal>0.154414035378</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>ROYAL BANK OF CANADA</counterpartyName>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>BBG COMMODITY INDEX</indexName>
                <indexIdentifier>EI09DJUBSTR</indexIdentifier>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US AUCTION RESULTS 3M TBILL HD" floatingRtSpread="0.00130000" pmntAmt="0.00000000">
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            <terminationDt>2020-09-11</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MERRILL LYNCH INTERNATIONAL</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
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        <curCd>USD</curCd>
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        <name>CHICAGO BOARD OF TRADE</name>
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>ROYAL BANK OF CANADA</name>
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        <title>RBC @BCOMTR LG CM SWAP 08/07/20</title>
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        <name>ICE FUTURES US</name>
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        <name>MERRILL LYNCH INTERNATIONAL</name>
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        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UST BILLS</name>
        <lei>N/A</lei>
        <title>UST BILLS 0% 10/01/2020</title>
        <cusip>9127962J7</cusip>
        <identifiers>
          <isin value="US9127962J70"/>
        </identifiers>
        <balance>200000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>199970090.00000000</valUSD>
        <pctVal>3.423314903079</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS BANK USA</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>GS @BCOMTR LG CM SWAP 09/21/20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="GBI741000"/>
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        <balance>65000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4640200.96000000</valUSD>
        <pctVal>0.079436225185</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS BANK USA</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>BBG COMMODITY INDEX</indexName>
                <indexIdentifier>EI09DJUBSTR</indexIdentifier>
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            <swapFlag>Y</swapFlag>
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                <rtResetTenor rateTenor="Day" rateTenorUnit="7" resetDt="Day" resetDtUnit="7"/>
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            </floatingPmntDesc>
            <terminationDt>2020-09-21</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>65000000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>4640200.96000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMMODITY EXCHANGE INC</name>
        <lei>N/A</lei>
        <title>SILVER FUTURE SEP20 SIU0</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SIU0"/>
        </identifiers>
        <balance>333.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10402438.74000000</valUSD>
        <pctVal>0.178080749811</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>COMMODITY EXCHANGE INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>SILVER BULLION (1 OZ BAR)</issuerName>
                <issueTitle>SILVER BULLION (1 OZ = 1 SHR)</issueTitle>
                <identifiers>
                  <other otherDesc="Internal" value="837996925"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-28</expDate>
            <notionalAmt>29917201.26000000</notionalAmt>
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            <unrealizedAppr>10402438.74000000</unrealizedAppr>
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        </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>KC HRW WHEAT FUT SEP20 KWU0</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="KWU0"/>
        </identifiers>
        <balance>508.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-685180.70000000</valUSD>
        <pctVal>-0.01172970068</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>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>WHEAT</issuerName>
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                <identifiers>
                  <other otherDesc="Internal" value="13K99T224"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-14</expDate>
            <notionalAmt>11924680.70000000</notionalAmt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMMODITY EXCHANGE INC</name>
        <lei>N/A</lei>
        <title>COPPER FUTURE SEP20 HGU0</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HGU0"/>
        </identifiers>
        <balance>808.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5262794.44000000</valUSD>
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        <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>COMMODITY EXCHANGE INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>COPPER</issuerName>
                <issueTitle>COPPER</issueTitle>
                <identifiers>
                  <other otherDesc="Internal" value="13K99R228"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-28</expDate>
            <notionalAmt>52670805.56000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>5262794.44000000</unrealizedAppr>
          </futrDeriv>
        </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>CORN FUTURE SEP20 C U0</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CU0"/>
        </identifiers>
        <balance>2462.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2285035.58000000</valUSD>
        <pctVal>-0.03911783184</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>CORN</issuerName>
                <issueTitle>CORN</issueTitle>
                <identifiers>
                  <other otherDesc="Internal" value="13K99Q220"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-14</expDate>
            <notionalAmt>41184635.58000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2285035.58000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES US</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SBV0"/>
        </identifiers>
        <balance>1608.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>891552.74000000</valUSD>
        <pctVal>0.015262611432</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>ICE FUTURES US</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>SUGAR</issuerName>
                <issueTitle>SUGAR</issueTitle>
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                  <other otherDesc="Internal" value="13K99Y223"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-30</expDate>
            <notionalAmt>21872581.66000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>891552.74000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2020-08-30</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>
</edgarSubmission>
