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        <name>MACQUARIE BANK LTD</name>
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        <name>ROYAL BANK OF CANADA</name>
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        <name>ICE-ICE FUTURES LTD</name>
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        <name>CHICAGO BOARD OF TRADE</name>
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          <ticker value="WH1"/>
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>CITIBANK, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>CITI @BCOMTR LG CM SWAP 02/11/2021</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal" value="GHH281000"/>
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        <assetCat>DCO</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>UBS @BCOMTR LG CM SWAP 03/29/21</title>
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        <name>COMMODITY EXCHANGE INC</name>
        <lei>N/A</lei>
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        <name>MERRILL LYNCH INTERNATIONAL</name>
        <lei>GGDZP1UYGU9STUHRDP48</lei>
        <title>ML @BCOMTR LG CM SWAP 03/05/21</title>
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      <invstOrSec>
        <name>ICE FUTURES US</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCH INC</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
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      <invstOrSec>
        <name>GOLDMAN SACHS BANK USA</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>GS @BCOMTR LG CM SWAP 02/08/21</title>
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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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        <name>ICE FUTURES US</name>
        <lei>N/A</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>CREDIT SUISSE INTERNATIONAL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CANADIAN IMPERIAL BANK OF COMMERCE</name>
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        <title>CIBC@BCOMTR LG CM SWAP 04/01/21</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal" value="HAC681000"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>RBC @BCOMTR LG CM SWAP 2/19/21</title>
        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIBANK, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>CITI @BCOMTR LG CM SWAP 03/15/21</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal" value="GJG204000"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>COMMODITY EXCHANGE INC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>JPM @BCOMTR LG CM SWAP 02/11/2021</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal" value="GHH894000"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>LONDON METAL EXCHANGE</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>UBS @BCOMTR LG CM SWAP 03/04/21</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <name>GOLDMAN SACHS BANK USA</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>GS @BCOMTR LG CM SWAP 04/16/21</title>
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      <invstOrSec>
        <name>CITIBANK, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>CITI @BCOMTR LG CM SWAP 04/26/21</title>
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        <name>GOLDMAN SACHS BANK USA</name>
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        <name>CHICAGO BOARD OF TRADE</name>
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        <name>CITIBANK, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <name>GOLDMAN SACHS BANK USA</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>GS @BCOMTR LG CM SWAP 04/29/21</title>
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        <name>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>SG @BCOMTR LG CM SWAP 04/19/21</title>
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        <name>CITIBANK, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <name>MACQUARIE BANK LTD</name>
        <lei>4ZHCHI4KYZG2WVRT8631</lei>
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        <name>CANADIAN IMPERIAL BANK OF COMMERCE</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>CIBC@BCOMTR LG CM SWAP 03/22/21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="GJD687000"/>
        </identifiers>
        <balance>155000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>12866280.39000000</valUSD>
        <pctVal>0.193584398292</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>CANADIAN IMPERIAL BANK OF COMMERCE</counterpartyName>
              <counterpartyLei>2IGI19DL77OX0HC3ZE78</counterpartyLei>
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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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            <terminationDt>2021-03-22</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <curCd>USD</curCd>
            <unrealizedAppr>12866280.39000000</unrealizedAppr>
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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 04/12/21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="HAD861000"/>
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        <balance>143000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-390742.94000000</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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              <indexBasketInfo>
                <indexName>BBG COMMODITY INDEX</indexName>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2021-04-12</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>143000000.00000000</notionalAmt>
            <curCd>USD</curCd>
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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 03/12/21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="GJB607000"/>
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        <balance>115000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9344186.72000000</valUSD>
        <pctVal>0.140591430381</pctVal>
        <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>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</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="0.00115000" pmntAmt="0.00000000">
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            <terminationDt>2021-03-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>115000000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>9344186.72000000</unrealizedAppr>
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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 02/26/21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="GIF538000"/>
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        <balance>178000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>14140457.01000000</valUSD>
        <pctVal>0.212755495674</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>
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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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            <terminationDt>2021-02-26</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>178000000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>14140457.01000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>MERRILL LYNCH INTERNATIONAL</name>
        <lei>GGDZP1UYGU9STUHRDP48</lei>
        <title>ML @BCOMTR LG CM SWAP 2/5/21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="GHG693000"/>
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        <balance>105000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9267676.03000000</valUSD>
        <pctVal>0.139440260390</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>MERRILL LYNCH INTERNATIONAL</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>2021-02-05</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
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            <notionalAmt>105000000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>9267676.03000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MACQUARIE BANK LTD</name>
        <lei>4ZHCHI4KYZG2WVRT8631</lei>
        <title>MCQ @BCOMTR LG CM SWAP 3/05/21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="GJB081000"/>
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        <balance>111000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8328518.96000000</valUSD>
        <pctVal>0.125309824025</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>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>BBG COMMODITY INDEX</indexName>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2021-03-05</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>111000000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>8328518.96000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>RBC @BCOMTR LG CM SWAP 3/01/21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="GIJ920000"/>
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        <balance>75000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5772225.51000000</valUSD>
        <pctVal>0.086848161884</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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              <indexBasketInfo>
                <indexName>BBG COMMODITY INDEX</indexName>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2021-03-01</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <unrealizedAppr>5772225.51000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>N/A</lei>
        <title>NY HARB ULSD FUT MAR21 HOH1</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HOH1"/>
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        <balance>183.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>903448.89000000</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>
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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>HEATING OIL</issuerName>
                <issueTitle>HEATING OIL</issueTitle>
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            <expDate>2021-02-26</expDate>
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            <curCd>USD</curCd>
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      <invstOrSec>
        <name>CREDIT SUISSE INTERNATIONAL</name>
        <lei>E58DKGMJYYYJLN8C3868</lei>
        <title>CS @BCOMTR LG CM SWAP 03/26/21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="GJJ015000"/>
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        <balance>93000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CREDIT SUISSE INTERNATIONAL</counterpartyName>
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              <indexBasketInfo>
                <indexName>BBG COMMODITY INDEX</indexName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>MACQUARIE BANK LTD</name>
        <lei>4ZHCHI4KYZG2WVRT8631</lei>
        <title>MCQ @BCOMTR LG CM SWP 04/29/21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="HBC076000"/>
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        <balance>136000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-598608.92000000</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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            <swapFlag>Y</swapFlag>
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            <terminationDt>2021-04-29</terminationDt>
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        <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 02/25/2021</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="GIF006000"/>
        </identifiers>
        <balance>106000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8888268.31000000</valUSD>
        <pctVal>0.133731740681</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">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="7" resetDt="Day" resetDtUnit="7"/>
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            </floatingPmntDesc>
            <terminationDt>2021-02-25</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>106000000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>8888268.31000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <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 3/26/21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="GJJ003000"/>
        </identifiers>
        <balance>100000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4620204.18000000</valUSD>
        <pctVal>0.069514997269</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>
            </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>2021-03-26</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>100000000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>4620204.18000000</unrealizedAppr>
          </swapDeriv>
        </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% 04/15/2021</title>
        <cusip>9127964Y2</cusip>
        <identifiers>
          <isin value="US9127964Y20"/>
        </identifiers>
        <balance>100000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99987833.00000000</valUSD>
        <pctVal>1.504404062491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</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>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>SG @BCOMTR LG CM SWAP 04/12/21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="HAD877000"/>
        </identifiers>
        <balance>91000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-249751.58000000</valUSD>
        <pctVal>-0.00375773011</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>2021-04-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>91000000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-249751.58000000</unrealizedAppr>
          </swapDeriv>
        </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 4/16/21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="HAJ259000"/>
        </identifiers>
        <balance>143000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-366938.33000000</valUSD>
        <pctVal>-0.00552090687</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</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>2021-04-16</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>143000000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-366938.33000000</unrealizedAppr>
          </swapDeriv>
        </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 3/17/21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LMZSDP"/>
        </identifiers>
        <balance>255.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1503741.80000000</valUSD>
        <pctVal>-0.02262510552</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>2021-03-17</expDate>
            <notionalAmt>17887491.80000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1503741.80000000</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>475.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>731869.09000000</valUSD>
        <pctVal>0.011011608104</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>22419630.91000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>731869.09000000</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>SOYBEAN OIL FUTR MAR21 BOH1</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BOH1"/>
        </identifiers>
        <balance>690.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2838100.56000000</valUSD>
        <pctVal>0.042701695637</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>SOYBEAN OIL</issuerName>
                <issueTitle>SOYBEAN OIL</issueTitle>
                <identifiers>
                  <other otherDesc="Internal" value="13K99P222"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-03-12</expDate>
            <notionalAmt>15634579.44000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2838100.56000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2021-03-02</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>
