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        <name>NEW YORK MERCANTILE EXCHANGE</name>
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        <name>LONDON METAL EXCHANGE</name>
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        <name>CHICAGO BOARD OF TRADE</name>
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        <name>UST NOTES</name>
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        <name>LONDON METAL EXCHANGE</name>
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        <name>UST NOTES</name>
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        <name>NEW YORK MERCANTILE EXCHANGE</name>
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          <ticker value="XBX2"/>
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        <name>UST NOTES</name>
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          <isin value="US91282CAQ42"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
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          <ticker value="CN3"/>
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            <payOffProf>Long</payOffProf>
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                <issuerName>CORN</issuerName>
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      <invstOrSec>
        <name>Fidelity Revere Street Trust</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US912828S505"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>USTN TII 0.625% 04/15/2023</title>
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          <isin value="US9128284H06"/>
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      <invstOrSec>
        <name>COMMODITY EXCHANGE INC</name>
        <lei>N/A</lei>
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          <ticker value="SIU2"/>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US91282CEJ62"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCH INC</name>
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          <ticker value="LCV2"/>
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      <invstOrSec>
        <name>UNITED STATES TREASURY BOND</name>
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        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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      <invstOrSec>
        <name>COMMODITY EXCHANGE INC</name>
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        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>NEW YORK MERCANTILE EXCHANGE</name>
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      <invstOrSec>
        <name>ICE FUTURES US</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="SBV2"/>
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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>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"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-09-30</expDate>
            <notionalAmt>64778679.91000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-4901329.51000000</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>LEAN HOGS FUTURE APR23 LHJ3</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LHJ3"/>
        </identifiers>
        <balance>587.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>501580.57000000</valUSD>
        <pctVal>0.012842108339</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>LEAN HOGS</issuerName>
                <issueTitle>LEAN HOGS</issueTitle>
                <identifiers>
                  <other otherDesc="Internal" value="13K99L221"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-04-17</expDate>
            <notionalAmt>21475699.43000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>501580.57000000</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>COTTON NO.2 FUTR DEC22 CTZ2</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CTZ2"/>
        </identifiers>
        <balance>1528.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5783238.95000000</valUSD>
        <pctVal>-0.14806989264</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>COTTON</issuerName>
                <issueTitle>COTTON</issueTitle>
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                  <other otherDesc="Internal" value="13K99W227"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-12-07</expDate>
            <notionalAmt>79692598.95000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-5783238.95000000</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 FUTR SEP22 NGU22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NGU22"/>
        </identifiers>
        <balance>4797.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-21865488.95000000</valUSD>
        <pctVal>-0.55982826049</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>
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                  <other otherDesc="Internal" value="13K99N227"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-08-29</expDate>
            <notionalAmt>416610618.95000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-21865488.95000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>USTN TII .375% 07/15/2023</title>
        <cusip>912828VM9</cusip>
        <identifiers>
          <isin value="US912828VM96"/>
        </identifiers>
        <balance>168537000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>213826346.24000000</valUSD>
        <pctVal>5.474656054459</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00375000</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% 1/15/26</title>
        <cusip>912810FS2</cusip>
        <identifiers>
          <isin value="US912810FS25"/>
        </identifiers>
        <balance>49995000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>78966713.13000000</valUSD>
        <pctVal>2.021806955690</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02000000</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>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>USTN TII 0.125% 04/15/2025</title>
        <cusip>912828ZJ2</cusip>
        <identifiers>
          <isin value="US912828ZJ22"/>
        </identifiers>
        <balance>118200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>134682009.06000000</valUSD>
        <pctVal>3.448301340282</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>LONDON METAL EXCHANGE</name>
        <lei>N/A</lei>
        <title>LME NICKEL CMDY FWD 01/18/23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LMNIDP"/>
        </identifiers>
        <balance>245.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5677438.10000000</valUSD>
        <pctVal>-0.14536104373</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>NICKEL</issuerName>
                <issueTitle>NICKEL</issueTitle>
                <identifiers>
                  <other otherDesc="Internal" value="02A99U225"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-01-16</expDate>
            <notionalAmt>40507618.10000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-5677438.10000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <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>73540000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121197052.81000000</valUSD>
        <pctVal>3.103042214471</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>2022-08-30</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>
