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        <name>ICE FUTURES US</name>
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        <lei>N/A</lei>
        <title>UST BILLS 0% 04/09/2020</title>
        <cusip>912796TQ2</cusip>
        <identifiers>
          <isin value="US912796TQ29"/>
        </identifiers>
        <balance>260000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>259996.97000000</valUSD>
        <pctVal>0.005603034589</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-09</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>ISHARES INC</name>
        <lei>549300X7CW3B8850WA94</lei>
        <title>iShares MSCI Japan ETF</title>
        <cusip>46434G822</cusip>
        <identifiers>
          <isin value="US46434G8226"/>
        </identifiers>
        <balance>973146.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48063680.94000000</valUSD>
        <pctVal>1.035790789495</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="48061409.00000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FIDELITY CENTRAL INVESTMENT PORTFOLIOS LLC</name>
        <lei>S2V1M15I679NQK6BNY65</lei>
        <title>Fidelity Utilities Central Fund</title>
        <cusip>31606V872</cusip>
        <identifiers>
          <isin value="US31606V8726"/>
        </identifiers>
        <balance>459992.99100000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>73888674.14000000</valUSD>
        <pctVal>1.592329314473</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FIDELITY CENTRAL INVESTMENT PORTFOLIOS LLC</name>
        <lei>S2V1M15I679NQK6BNY65</lei>
        <title>Fidelity Communication Services Central Fund</title>
        <cusip>31606V864</cusip>
        <identifiers>
          <isin value="US31606V8643"/>
        </identifiers>
        <balance>1123958.58400000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>203133034.89000000</valUSD>
        <pctVal>4.377594942095</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2020-04-30</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>
