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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>The Montreal Exchange</counterpartyName>
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      </invstOrSec>
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        <name>HONG KONG FUTURES EXCHANGE LTD.</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Ishares Trust</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Ishares Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>US ULTRA BOND CBT MAR22 XCBT 20220322</name>
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          <ticker value="1AULH2"/>
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        <assetCat>DIR</assetCat>
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        <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>Short</payOffProf>
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            <expDate>2022-03-22</expDate>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CME GLOBEX</name>
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          <ticker value="JYH2"/>
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        <fairValLevel>1</fairValLevel>
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              <counterpartyName>Chicago Mercantile Exchange Holdings Inc.</counterpartyName>
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        <name>Ishares Inc</name>
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        <name>Ishares Inc</name>
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      <invstOrSec>
        <name>Ishares Trust</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>State Street Instl</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
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          <ticker value="ADH2"/>
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        <fairValLevel>1</fairValLevel>
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              <counterpartyName>Chicago Mercantile Exchange Holdings Inc.</counterpartyName>
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        <name>CME GLOBEX</name>
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          <ticker value="CDH2"/>
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        <name>IBEX 35 INDX FUTR JAN22 XMRV 20220121</name>
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    <signature>
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      <ncom:signature>R. Todd Brockman</ncom:signature>
      <ncom:signerName>R. Todd Brockman</ncom:signerName>
      <ncom:title>Treasurer</ncom:title>
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  </formData>
</edgarSubmission>
