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            <curPur>USD</curPur>
            <settlementDt>2020-04-24</settlementDt>
            <unrealizedAppr>9743.18000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bill 04/07/2020 TBLM</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Bill 04/07/2020 TBLM</title>
        <cusip>9127962A6</cusip>
        <identifiers>
          <ticker value="B"/>
          <other otherDesc="Internal Identifier" value="1042441"/>
        </identifiers>
        <balance>10000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9999893.70000000</valUSD>
        <pctVal>0.374668513560</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>EUR_USD_20200521</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="12556923380408"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-193941.15000000</valUSD>
        <pctVal>-0.00726644148</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank and Trust Co</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>5314246.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4634302.02000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-05-21</settlementDt>
            <unrealizedAppr>-193941.15000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ORACLE CORP COM USD0.01</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORACLE CORP COM USD0.01</title>
        <cusip>68389X105</cusip>
        <identifiers>
          <ticker value="ORCL"/>
          <other otherDesc="Internal Identifier" value="25597"/>
        </identifiers>
        <balance>2167000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>104731110.00000000</valUSD>
        <pctVal>3.923986642701</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U S TREASURY NOTE</name>
        <lei>N/A</lei>
        <title>U S TREASURY NOTE</title>
        <cusip>912834FB9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="912834FB9"/>
        </identifiers>
        <balance>3006479.51000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3006479.51000000</valUSD>
        <pctVal>0.112644518317</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="5493005804H4222B3Z38" name="Credit Suisse First Boston"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>Y</isTriParty>
          <repurchaseRt>0.00000000</repurchaseRt>
          <maturityDt>2020-04-01</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>3006479.51000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>3066609.10000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U S TREASURY NOTE</name>
        <lei>N/A</lei>
        <title>U S TREASURY NOTE</title>
        <cusip>9128334V9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="9128334V9"/>
        </identifiers>
        <balance>3543309.97000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3543309.97000000</valUSD>
        <pctVal>0.132758079172</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="5493005804H4222B3Z38" name="Credit Suisse First Boston"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>Y</isTriParty>
          <repurchaseRt>0.00000000</repurchaseRt>
          <maturityDt>2020-04-01</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>3543309.97000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>3614176.17000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U S TREASURY NOTE</name>
        <lei>N/A</lei>
        <title>U S TREASURY NOTE</title>
        <cusip>9128334Y3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="9128334Y3"/>
        </identifiers>
        <balance>8.58000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8.58000000</valUSD>
        <pctVal>0.000000321469</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="5493005804H4222B3Z38" name="Credit Suisse First Boston"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>Y</isTriParty>
          <repurchaseRt>0.00000000</repurchaseRt>
          <maturityDt>2020-04-01</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>8.58000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>8.75000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U S TREASURY NOTE</name>
        <lei>N/A</lei>
        <title>U S TREASURY NOTE</title>
        <cusip>9128337F1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="9128337F1"/>
        </identifiers>
        <balance>4590479.01000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4590479.01000000</valUSD>
        <pctVal>0.171992623002</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="5493005804H4222B3Z38" name="Credit Suisse First Boston"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>Y</isTriParty>
          <repurchaseRt>0.00000000</repurchaseRt>
          <maturityDt>2020-04-01</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>4590479.01000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>4682288.59000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U S TREASURY NOTE</name>
        <lei>N/A</lei>
        <title>U S TREASURY NOTE</title>
        <cusip>912833RZ5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="912833RZ5"/>
        </identifiers>
        <balance>3359722.93000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3359722.93000000</valUSD>
        <pctVal>0.125879577715</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="5493005804H4222B3Z38" name="Credit Suisse First Boston"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>Y</isTriParty>
          <repurchaseRt>0.00000000</repurchaseRt>
          <maturityDt>2020-04-01</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>3359722.93000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>3426917.39000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2020-04-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Robert Kubilis</ncom:nameOfApplicant>
      <ncom:signature>Robert Kubilis</ncom:signature>
      <ncom:signerName>Robert Kubilis</ncom:signerName>
      <ncom:title>Chief Financial Officer, Chief Accounting Officer and Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
