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        <name>UST NOTES</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCH INC</name>
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          <ticker value="LCM1"/>
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        <balance>9.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>LONDON METAL EXCHANGE</name>
        <lei>N/A</lei>
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        <identifiers>
          <ticker value="LMZSDP"/>
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        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>1</fairValLevel>
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            <payOffProf>Long</payOffProf>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>COMMODITY EXCHANGE INC</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HGK1"/>
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        <balance>11.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-814.91000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>COMMODITY EXCHANGE INC</counterpartyName>
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            <payOffProf>Long</payOffProf>
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            <expDate>2021-05-26</expDate>
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      <invstOrSec>
        <name>ICE FUTURES US</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CTH1"/>
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        <balance>9.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11172.19000000</valUSD>
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        <assetCat>DCO</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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              <counterpartyName>ICE FUTURES US</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>COTTON</issuerName>
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      <invstOrSec>
        <name>ICE-ICE FUTURES LTD</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1JWQ097"/>
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        <balance>27.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>1</fairValLevel>
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              <counterpartyName>ICE-ICE FUTURES LTD</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>BRENT CRUDE OIL</issuerName>
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      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
        <lei>N/A</lei>
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        <identifiers>
          <ticker value="BOF1"/>
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        <balance>59.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>15944.85000000</valUSD>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCH INC</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
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          <ticker value="LCG1"/>
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        <name>NEW YORK MERCANTILE EXCHANGE</name>
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          <ticker value="XBF1"/>
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        <name>NEW YORK MERCANTILE EXCHANGE</name>
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        <name>UST NOTES</name>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
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        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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      <invstOrSec>
        <name>LONDON METAL EXCHANGE</name>
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          <ticker value="LMAHDP"/>
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        <curCd>USD</curCd>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
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          <ticker value="CN1"/>
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      <invstOrSec>
        <name>UST NOTES</name>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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          <ticker value="CH1"/>
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        <curCd>USD</curCd>
        <valUSD>-10132.74000000</valUSD>
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        <fairValLevel>1</fairValLevel>
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              <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>CORN</issuerName>
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        <name>COMMODITY EXCHANGE INC</name>
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          <ticker value="GCZ0"/>
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        <fairValLevel>1</fairValLevel>
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                <issuerName>GOLD BULLION</issuerName>
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      <invstOrSec>
        <name>Fidelity Revere Street Trust</name>
        <lei>549300BDV45LJNXBZC55</lei>
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        <cusip>31635A105</cusip>
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          <isin value="US31635A1051"/>
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        <balance>437792.24100000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCH INC</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>LEAN HOGS FUTURE APR21 LHJ1</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LHJ1"/>
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        <balance>7.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3319.34000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <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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            <expDate>2021-04-15</expDate>
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        <securityLending>
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      <invstOrSec>
        <name>ICE FUTURES US</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="KCH1"/>
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        <balance>13.00000000</balance>
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        <fairValLevel>1</fairValLevel>
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            <payOffProf>Long</payOffProf>
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        <securityLending>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>USTN TII .375% 07/15/2023</title>
        <cusip>912828VM9</cusip>
        <identifiers>
          <isin value="US912828VM96"/>
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        <fairValLevel>2</fairValLevel>
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        <name>UST NOTES</name>
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          <isin value="US912828X398"/>
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        <name>COMMODITY EXCHANGE INC</name>
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        <name>UST NOTES</name>
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        <name>ICE FUTURES US</name>
        <lei>N/A</lei>
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        <name>LONDON METAL EXCHANGE</name>
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            <payOffProf>Long</payOffProf>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="HOK1"/>
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        <curCd>USD</curCd>
        <valUSD>-13994.14000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>NEW YORK MERCANTILE EXCHANGE</counterpartyName>
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            <payOffProf>Long</payOffProf>
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      </invstOrSec>
      <invstOrSec>
        <name>COMMODITY EXCHANGE INC</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="SIZ0"/>
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        <balance>13.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-226326.66000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>COMMODITY EXCHANGE INC</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
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                  <other otherDesc="Internal" value="837996925"/>
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            </descRefInstrmnt>
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            <unrealizedAppr>-226326.66000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="KWZ0"/>
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        <balance>7.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>32127.55000000</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>CHICAGO BOARD OF TRADE</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>WHEAT</issuerName>
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            <expDate>2020-12-14</expDate>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CLF1"/>
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        <balance>35.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-161231.76000000</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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              <counterpartyName>NEW YORK MERCANTILE EXCHANGE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
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                <issuerName>WTI CRUDE</issuerName>
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            <unrealizedAppr>-161231.76000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>LONDON METAL EXCHANGE</name>
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        <title>LME NICKEL CMDY FWD 05/19/2021</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00G429BC62"/>
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        <balance>4.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3204.76000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <issuerName>NICKEL</issuerName>
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                  <other otherDesc="Internal" value="02A99U225"/>
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            <expDate>2021-05-19</expDate>
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            <unrealizedAppr>3204.76000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>91282CAQ4</cusip>
        <identifiers>
          <isin value="US91282CAQ42"/>
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        <balance>819000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>876303.03000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>USTN TII 0.5% 04/15/2024</title>
        <cusip>9128286N5</cusip>
        <identifiers>
          <isin value="US9128286N55"/>
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        <balance>1251000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1361098.42000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>N/A</lei>
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          <ticker value="HOF1"/>
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        <balance>3.00000000</balance>
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            <expDate>2020-12-31</expDate>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US912828XL95"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SMF1"/>
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        <balance>43.00000000</balance>
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      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
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          <ticker value="WH1"/>
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        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>912828TE0</cusip>
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          <isin value="US912828TE09"/>
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        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
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          <ticker value="KWH1"/>
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        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>USTN TII 0.125% 04/15/2025</title>
        <cusip>912828ZJ2</cusip>
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        <curCd>USD</curCd>
        <valUSD>1636034.48000000</valUSD>
        <pctVal>4.873182143660</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00125000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
        <lei>N/A</lei>
        <title>WHEAT FUTURE(CBT) DEC20 W Z0</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="WZ0"/>
        </identifiers>
        <balance>12.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>46563.28000000</valUSD>
        <pctVal>0.138695942793</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>WHEAT</issuerName>
                <issueTitle>WHEAT</issueTitle>
                <identifiers>
                  <other otherDesc="Internal" value="13K99T224"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-12-14</expDate>
            <notionalAmt>312536.72000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>46563.28000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCH INC</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>LIVE CATTLE FUTR APR21 LCJ1</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LCJ1"/>
        </identifiers>
        <balance>8.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9098.60000000</valUSD>
        <pctVal>-0.02710158960</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 MERCANTILE EXCH INC</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>LIVE CATTLE</issuerName>
                <issueTitle>LIVE CATTLE</issueTitle>
                <identifiers>
                  <other otherDesc="Internal" value="13K99V229"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-04-30</expDate>
            <notionalAmt>372778.60000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-9098.60000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUT JAN21 NGF21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NGF21"/>
        </identifiers>
        <balance>102.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>152203.36000000</valUSD>
        <pctVal>0.453361286222</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>NATURAL GAS</issuerName>
                <issueTitle>NATURAL GAS</issueTitle>
                <identifiers>
                  <other otherDesc="Internal" value="13K99N227"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-12-29</expDate>
            <notionalAmt>3386176.64000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>152203.36000000</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>
        <title>SUGAR #11 (WORLD) FUT MAY21 SBK1</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SBK1"/>
        </identifiers>
        <balance>47.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>49234.67000000</valUSD>
        <pctVal>0.146653091744</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>
                <identifiers>
                  <other otherDesc="Internal" value="13K99Y223"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-04-30</expDate>
            <notionalAmt>655614.93000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>49234.67000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LONDON METAL EXCHANGE</name>
        <lei>N/A</lei>
        <title>LME ZINC CMDY FWD 01/20/2021</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LMZSDP"/>
        </identifiers>
        <balance>13.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>39941.22000000</valUSD>
        <pctVal>0.118971111232</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>LONDON METAL EXCHANGE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>ZINC</issuerName>
                <issueTitle>ZINC</issueTitle>
                <identifiers>
                  <other otherDesc="Internal" value="02A99Q224"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-01-20</expDate>
            <notionalAmt>779871.28000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>39941.22000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE-ICE FUTURES LTD</name>
        <lei>N/A</lei>
        <title>LOW SU GASOIL G FUT JAN21 QSF1</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1K80N73"/>
        </identifiers>
        <balance>9.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-27639.18000000</valUSD>
        <pctVal>-0.08232757933</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>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>GAS OIL</issuerName>
                <issueTitle>GAS OIL</issueTitle>
                <identifiers>
                  <other otherDesc="Internal" value="06C99B226"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-01-12</expDate>
            <notionalAmt>307314.18000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-27639.18000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>USTN TII 0.625% 07/15/21</title>
        <cusip>912828QV5</cusip>
        <identifiers>
          <isin value="US912828QV50"/>
        </identifiers>
        <balance>1284000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1493902.85000000</valUSD>
        <pctVal>4.449821065497</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00625000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY BOND</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>USTN TII 2.375% 1/15/25</title>
        <cusip>912810FR4</cusip>
        <identifiers>
          <isin value="US912810FR42"/>
        </identifiers>
        <balance>859000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1363672.62000000</valUSD>
        <pctVal>4.061910150929</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02375000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2020-11-30</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>
