XML 18 R5.htm IDEA: XBRL DOCUMENT v3.19.1
Schedule of Investments (Unaudited) - Futures Contracts
3 Months Ended 12 Months Ended
Mar. 31, 2019
USD ($)
Contract
Dec. 31, 2018
USD ($)
Contract
Schedule of Investments [Line Items]    
Commodity Futures Contracts, Value $ 1,767,295,784 $ 2,009,510,843
Futures [Member] | Long [Member]    
Schedule of Investments [Line Items]    
Commodity Futures Contracts, Value [1] (19,827,998) (243,800,174)
Commodity Futures Contracts, Unrealized Appreciation (Depreciation) [1] $ (19,827,998) $ (243,800,174)
Futures [Member] | Long [Member] | CBOT [Member] | Corn [Member]    
Schedule of Investments [Line Items]    
Commodity Futures Contracts, Number of Contracts | Contract 5,153 6,161
Commodity Futures Contracts, Expiration Date Sep. 30, 2019 Sep. 30, 2019
Commodity Futures Contracts, Notional Value $ 96,618,750 $ 121,217,675
Commodity Futures Contracts, Value [1] (8,065,148) (4,115,659)
Commodity Futures Contracts, Unrealized Appreciation (Depreciation) [1] $ (8,065,148) $ (4,115,659)
Futures [Member] | Long [Member] | CBOT [Member] | Soybean [Member]    
Schedule of Investments [Line Items]    
Commodity Futures Contracts, Number of Contracts | Contract 2,218 2,652
Commodity Futures Contracts, Expiration Date Nov. 30, 2019 Nov. 30, 2019
Commodity Futures Contracts, Notional Value $ 101,917,100 $ 124,014,150
Commodity Futures Contracts, Value [1] (1,494,403) 513,337
Commodity Futures Contracts, Unrealized Appreciation (Depreciation) [1] $ (1,494,403) $ 513,337
Futures [Member] | Long [Member] | CBOT [Member] | Wheat [Member]    
Schedule of Investments [Line Items]    
Commodity Futures Contracts, Number of Contracts | Contract 3,825 4,579
Commodity Futures Contracts, Expiration Date Jul. 31, 2019 Jul. 31, 2019
Commodity Futures Contracts, Notional Value $ 88,644,375 $ 118,710,575
Commodity Futures Contracts, Value [1] (23,562,967) (16,075,643)
Commodity Futures Contracts, Unrealized Appreciation (Depreciation) [1] $ (23,562,967) $ (16,075,643)
Futures [Member] | Long [Member] | CME SWAPS MARKETS (COMEX) [Member] | Gold [Member]    
Schedule of Investments [Line Items]    
Commodity Futures Contracts, Number of Contracts | Contract 1,158 1,425
Commodity Futures Contracts, Expiration Date Feb. 29, 2020 Feb. 28, 2019
Commodity Futures Contracts, Notional Value $ 153,133,920 $ 182,585,250
Commodity Futures Contracts, Value [1] (438,080) 4,757,025
Commodity Futures Contracts, Unrealized Appreciation (Depreciation) [1] $ (438,080) $ 4,757,025
Futures [Member] | Long [Member] | CME SWAPS MARKETS (COMEX) [Member] | Silver [Member]    
Schedule of Investments [Line Items]    
Commodity Futures Contracts, Number of Contracts | Contract 502 600
Commodity Futures Contracts, Expiration Date May 31, 2019 May 31, 2019
Commodity Futures Contracts, Notional Value $ 37,926,100 $ 46,878,000
Commodity Futures Contracts, Value [1] 870,893 2,594,092
Commodity Futures Contracts, Unrealized Appreciation (Depreciation) [1] $ 870,893 $ 2,594,092
Futures [Member] | Long [Member] | ICE FUTURES EUROPE [Member] | Brent Crude Oil [Member]    
Schedule of Investments [Line Items]    
Commodity Futures Contracts, Number of Contracts | Contract 3,190 3,816
Commodity Futures Contracts, Expiration Date Nov. 30, 2019 Nov. 30, 2019
Commodity Futures Contracts, Notional Value $ 210,412,400 $ 210,834,000
Commodity Futures Contracts, Value [1] (15,478,625) (61,104,242)
Commodity Futures Contracts, Unrealized Appreciation (Depreciation) [1] $ (15,478,625) $ (61,104,242)
Futures [Member] | Long [Member] | LME CLEAR [Member] | Aluminum [Member]    
Schedule of Investments [Line Items]    
Commodity Futures Contracts, Number of Contracts | Contract 1,500 1,791
Commodity Futures Contracts, Expiration Date Oct. 31, 2019 Oct. 31, 2019
Commodity Futures Contracts, Notional Value $ 72,946,875 $ 85,027,725
Commodity Futures Contracts, Value [1] (5,122,250) (8,383,194)
Commodity Futures Contracts, Unrealized Appreciation (Depreciation) [1] $ (5,122,250) $ (8,383,194)
Futures [Member] | Long [Member] | LME CLEAR [Member] | Copper [Member]    
Schedule of Investments [Line Items]    
Commodity Futures Contracts, Number of Contracts | Contract 496 595
Commodity Futures Contracts, Expiration Date Sep. 30, 2019 Feb. 28, 2019
Commodity Futures Contracts, Notional Value $ 80,438,800 $ 88,770,281
Commodity Futures Contracts, Value [1] 6,765,750 (14,524,306)
Commodity Futures Contracts, Unrealized Appreciation (Depreciation) [1] $ 6,765,750 $ (14,524,306)
Futures [Member] | Long [Member] | LME CLEAR [Member] | Zinc [Member]    
Schedule of Investments [Line Items]    
Commodity Futures Contracts, Number of Contracts | Contract 1,246 1,463
Commodity Futures Contracts, Expiration Date Sep. 30, 2019 Mar. 31, 2019
Commodity Futures Contracts, Notional Value $ 89,852,175 $ 90,358,537
Commodity Futures Contracts, Value [1] 5,997,175 (4,169,375)
Commodity Futures Contracts, Unrealized Appreciation (Depreciation) [1] $ 5,997,175 $ (4,169,375)
Futures [Member] | Long [Member] | ICE FUTURES U.S. [Member] | Sugar [Member]    
Schedule of Investments [Line Items]    
Commodity Futures Contracts, Number of Contracts | Contract 6,915 8,266
Commodity Futures Contracts, Expiration Date Sep. 30, 2019 Sep. 30, 2019
Commodity Futures Contracts, Notional Value $ 100,295,160 $ 116,001,738
Commodity Futures Contracts, Value [1] 1,715,113 (788,761)
Commodity Futures Contracts, Unrealized Appreciation (Depreciation) [1] $ 1,715,113 $ (788,761)
Futures [Member] | Long [Member] | CME SWAPS MARKETS (NYMEX) [Member] | Natural Gas [Member]    
Schedule of Investments [Line Items]    
Commodity Futures Contracts, Number of Contracts | Contract 3,726 4,463
Commodity Futures Contracts, Expiration Date Apr. 30, 2019 Apr. 30, 2019
Commodity Futures Contracts, Notional Value $ 99,186,120 $ 119,251,360
Commodity Futures Contracts, Value [1] 894,927 1,564,207
Commodity Futures Contracts, Unrealized Appreciation (Depreciation) [1] $ 894,927 $ 1,564,207
Futures [Member] | Long [Member] | CME SWAPS MARKETS (NYMEX) [Member] | NY Harbor ULSD [Member]    
Schedule of Investments [Line Items]    
Commodity Futures Contracts, Number of Contracts | Contract 2,546 3,046
Commodity Futures Contracts, Expiration Date May 31, 2019 May 31, 2019
Commodity Futures Contracts, Notional Value $ 211,169,314 $ 212,725,330
Commodity Futures Contracts, Value [1] (14,403,771) (57,894,130)
Commodity Futures Contracts, Unrealized Appreciation (Depreciation) [1] $ (14,403,771) $ (57,894,130)
Futures [Member] | Long [Member] | CME SWAPS MARKETS (NYMEX) [Member] | RBOB Gasoline [Member]    
Schedule of Investments [Line Items]    
Commodity Futures Contracts, Number of Contracts | Contract 3,176 3,799
Commodity Futures Contracts, Expiration Date Dec. 31, 2019 Dec. 31, 2019
Commodity Futures Contracts, Notional Value $ 218,496,096 $ 212,993,974
Commodity Futures Contracts, Value [1] 19,123,943 (26,605,722)
Commodity Futures Contracts, Unrealized Appreciation (Depreciation) [1] $ 19,123,943 $ (26,605,722)
Futures [Member] | Long [Member] | CME SWAPS MARKETS (NYMEX) [Member] | WTI Crude Oil [Member]    
Schedule of Investments [Line Items]    
Commodity Futures Contracts, Number of Contracts | Contract 3,553 4,437
Commodity Futures Contracts, Expiration Date Feb. 29, 2020 Feb. 28, 2019
Commodity Futures Contracts, Notional Value $ 211,616,680 $ 202,859,640
Commodity Futures Contracts, Value [1] 13,369,445 (59,567,803)
Commodity Futures Contracts, Unrealized Appreciation (Depreciation) [1] $ 13,369,445 $ (59,567,803)
[1] Unrealized Appreciation (Depreciation) and Value are presented above, net by contract.