The investment seeks to provide exposure to a select group of commodities that exhibit higher roll yields, on a total return basis, than a broad group of commodities. The fund is actively managed and seeks to achieve its investment objective primarily by investing in total return swaps that provide exposure to commodities futures contracts referenced by the ICE BofA Commodity Carry Total Return Index (the Reference Benchmark). The fund, through its Subsidiary will invest in financial instruments that provide exposure to commodities, and not in the physical commodities themselves. It is non-diversified.

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Classification

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Keywords: Commodity Markets Swaps Commodity Commodity Price Indices Total Return Swap