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      <invstOrSec>
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          <ticker value="HGH3"/>
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            <payOffProf>Long</payOffProf>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
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      <invstOrSec>
        <name>COMMODITY EXCHANGE INC</name>
        <lei>N/A</lei>
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          <ticker value="GCZ2"/>
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        <name>ICE-ICE FUTURES LTD</name>
        <lei>N/A</lei>
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          <isin value="GB00H1JWR731"/>
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      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
        <lei>N/A</lei>
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          <ticker value="CZ2"/>
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        <assetCat>DCO</assetCat>
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        <fairValLevel>1</fairValLevel>
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>N/A</lei>
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          <ticker value="CLF3"/>
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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="US9128286N55"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LONDON METAL EXCHANGE</name>
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          <ticker value="LMAHDP"/>
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      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
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          <ticker value="KWH3"/>
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        <name>LONDON METAL EXCHANGE</name>
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          <ticker value="LMZSDP"/>
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        <name>ICE FUTURES US</name>
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        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>CHICAGO BOARD OF TRADE</name>
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        <name>CHICAGO BOARD OF TRADE</name>
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          <ticker value="KWZ2"/>
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        <name>UST NOTES</name>
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          <ticker value="CN3"/>
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        <name>CHICAGO BOARD OF TRADE</name>
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          <ticker value="SMH3"/>
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        <name>Fidelity Revere Street Trust</name>
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          <isin value="US31635A1051"/>
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        <fairValLevel>1</fairValLevel>
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        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US912828S505"/>
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        <name>NEW YORK MERCANTILE EXCHANGE</name>
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          <ticker value="XBF3"/>
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        <name>CHICAGO MERCANTILE EXCH INC</name>
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        <name>UST NOTES</name>
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        <name>NEW YORK MERCANTILE EXCHANGE</name>
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        <name>LONDON METAL EXCHANGE</name>
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            <payOffProf>Long</payOffProf>
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      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="SMF3"/>
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        <balance>1479.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2282137.72000000</valUSD>
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        <assetCat>DCO</assetCat>
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        <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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                <issuerName>SOYBEAN MEAL</issuerName>
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            </descRefInstrmnt>
            <expDate>2023-01-13</expDate>
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      </invstOrSec>
      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>USTN TII 0.125% 04/15/2026</title>
        <cusip>91282CCA7</cusip>
        <identifiers>
          <isin value="US91282CCA71"/>
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        <balance>107713000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>114794628.03000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00125000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>USTN TII 0.125% 10/15/2026</title>
        <cusip>91282CDC2</cusip>
        <identifiers>
          <isin value="US91282CDC29"/>
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        <balance>155243000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>158403764.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00125000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
        <lei>N/A</lei>
        <title>WHEAT FUTURE(CBT) MAR23 W H3</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="WH3"/>
        </identifiers>
        <balance>861.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-175206.16000000</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>CHICAGO BOARD OF TRADE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
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                <issuerName>WHEAT</issuerName>
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            <expDate>2023-03-14</expDate>
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            <unrealizedAppr>-175206.16000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </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"/>
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        <balance>492.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>506285.44000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>CHICAGO MERCANTILE EXCH INC</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>LEAN HOGS</issuerName>
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                  <other otherDesc="Internal" value="13K99L221"/>
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            <expDate>2023-04-17</expDate>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES US</name>
        <lei>N/A</lei>
        <title>COTTON NO.2 FUTR MAR23 CTH3</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CTH3"/>
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        <balance>809.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8320741.23000000</valUSD>
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        <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>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>COTTON</issuerName>
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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="SBH3"/>
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        <balance>2528.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>556099.21000000</valUSD>
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        <assetCat>DCO</assetCat>
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        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>ICE FUTURES US</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>SUGAR</issuerName>
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            <expDate>2023-02-28</expDate>
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            <unrealizedAppr>556099.21000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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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        <balance>161116000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>203401295.06000000</valUSD>
        <pctVal>6.181536639893</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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <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"/>
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        <balance>47725000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71639423.18000000</valUSD>
        <pctVal>2.177182397572</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>USTN TII 0.125% 04/15/2025</title>
        <cusip>912828ZJ2</cusip>
        <identifiers>
          <isin value="US912828ZJ22"/>
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        <balance>112895000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>124170783.26000000</valUSD>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>COMMODITY EXCHANGE INC</name>
        <lei>N/A</lei>
        <title>COPPER FUTURE MAY23 HGK3</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HGK3"/>
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        <balance>510.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-646429.93000000</valUSD>
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>LONDON METAL EXCHANGE</name>
        <lei>N/A</lei>
        <title>LME NICKEL CMDY FWD 01/18/23</title>
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        <identifiers>
          <ticker value="LMNIDP"/>
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        <balance>264.00000000</balance>
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>UNITED STATES TREASURY BOND</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>USTN TII 2.375% 1/15/25</title>
        <cusip>912810FR4</cusip>
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          <isin value="US912810FR42"/>
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        <balance>70261000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>LONDON METAL EXCHANGE</name>
        <lei>N/A</lei>
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          <ticker value="LMZSDP"/>
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        <balance>370.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1779287.10000000</valUSD>
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        <fairValLevel>1</fairValLevel>
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            <payOffProf>Long</payOffProf>
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                <issuerName>ZINC</issuerName>
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                  <other otherDesc="Internal" value="02A99Q224"/>
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            <expDate>2023-05-15</expDate>
            <notionalAmt>26319537.10000000</notionalAmt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>COMMODITY EXCHANGE INC</name>
        <lei>N/A</lei>
        <title>SILVER FUTURE DEC22 SIZ2</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SIZ2"/>
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        <balance>1313.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9008464.90000000</valUSD>
        <pctVal>-0.27377483428</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>COMMODITY EXCHANGE INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>SILVER BULLION (1 OZ BAR)</issuerName>
                <issueTitle>SILVER BULLION (1 OZ = 1 SHR)</issueTitle>
                <identifiers>
                  <other otherDesc="Internal" value="837996925"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-12-28</expDate>
            <notionalAmt>134524699.90000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-9008464.90000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2022-11-30</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>
