XML 47 R5.htm IDEA: XBRL DOCUMENT v3.19.3
Schedule of Investments (Unaudited) - Futures Contracts
9 Months Ended 12 Months Ended
Sep. 30, 2019
USD ($)
Contract
Dec. 31, 2018
USD ($)
Contract
Schedule of Investments [Line Items]    
Commodity Futures Contracts, Value $ 1,436,672,678 $ 2,009,510,843
Futures [Member] | Long [Member]    
Schedule of Investments [Line Items]    
Commodity Futures Contracts, Value [1] (61,825,713) (243,800,174)
Commodity Futures Contracts, Unrealized Appreciation (Depreciation) [1] $ (61,825,713) $ (243,800,174)
Futures [Member] | Long [Member] | CBOT Corn [Member]    
Schedule of Investments [Line Items]    
Commodity Futures Contracts, Number of Contracts | Contract 4,233 6,161
Commodity Futures Contracts, Expiration Date Sep. 30, 2020 Sep. 30, 2019
Commodity Futures Contracts, Notional Value $ 85,612,425 $ 121,217,675
Commodity Futures Contracts, Value [1] (2,783,223) (4,115,659)
Commodity Futures Contracts, Unrealized Appreciation (Depreciation) [1] $ (2,783,223) $ (4,115,659)
Futures [Member] | Long [Member] | CBOT Soybean [Member]    
Schedule of Investments [Line Items]    
Commodity Futures Contracts, Number of Contracts | Contract 1,878 2,652
Commodity Futures Contracts, Expiration Date Nov. 30, 2019 Nov. 30, 2019
Commodity Futures Contracts, Notional Value $ 85,073,400 $ 124,014,150
Commodity Futures Contracts, Value [1] (2,537,064) 513,337
Commodity Futures Contracts, Unrealized Appreciation (Depreciation) [1] $ (2,537,064) $ 513,337
Futures [Member] | Long [Member] | CBOT Wheat [Member]    
Schedule of Investments [Line Items]    
Commodity Futures Contracts, Number of Contracts | Contract 3,001 4,579
Commodity Futures Contracts, Expiration Date Jul. 31, 2020 Jul. 31, 2019
Commodity Futures Contracts, Notional Value $ 76,638,038 $ 118,710,575
Commodity Futures Contracts, Value [1] (4,877,893) (16,075,643)
Commodity Futures Contracts, Unrealized Appreciation (Depreciation) [1] $ (4,877,893) $ (16,075,643)
Futures [Member] | Long [Member] | CME SWAPS MARKETS (COMEX) Gold [Member]    
Schedule of Investments [Line Items]    
Commodity Futures Contracts, Number of Contracts | Contract 980 1,425
Commodity Futures Contracts, Expiration Date Feb. 29, 2020 Feb. 28, 2019
Commodity Futures Contracts, Notional Value $ 145,000,800 $ 182,585,250
Commodity Futures Contracts, Value [1] 14,955,627 4,757,025
Commodity Futures Contracts, Unrealized Appreciation (Depreciation) [1] $ 14,955,627 $ 4,757,025
Futures [Member] | Long [Member] | CME SWAPS MARKETS (COMEX) Silver [Member]    
Schedule of Investments [Line Items]    
Commodity Futures Contracts, Number of Contracts | Contract 410 600
Commodity Futures Contracts, Expiration Date May 31, 2020 May 31, 2019
Commodity Futures Contracts, Notional Value $ 35,272,300 $ 46,878,000
Commodity Futures Contracts, Value [1] 3,150,812 2,594,092
Commodity Futures Contracts, Unrealized Appreciation (Depreciation) [1] $ 3,150,812 $ 2,594,092
Futures [Member] | Long [Member] | ICE FUTURES EUROPE Brent Crude Oil [Member]    
Schedule of Investments [Line Items]    
Commodity Futures Contracts, Number of Contracts | Contract 2,701 3,816
Commodity Futures Contracts, Expiration Date Nov. 30, 2019 Nov. 30, 2019
Commodity Futures Contracts, Notional Value $ 157,954,480 $ 210,834,000
Commodity Futures Contracts, Value [1] (32,651,849) (61,104,242)
Commodity Futures Contracts, Unrealized Appreciation (Depreciation) [1] $ (32,651,849) $ (61,104,242)
Futures [Member] | Long [Member] | LME CLEAR Aluminum [Member]    
Schedule of Investments [Line Items]    
Commodity Futures Contracts, Number of Contracts | Contract 1,263 1,791
Commodity Futures Contracts, Expiration Date Jan. 31, 2020 Oct. 31, 2019
Commodity Futures Contracts, Notional Value $ 54,230,063 $ 85,027,725
Commodity Futures Contracts, Value [1] (2,262,394) (8,383,194)
Commodity Futures Contracts, Unrealized Appreciation (Depreciation) [1] $ (2,262,394) $ (8,383,194)
Futures [Member] | Long [Member] | LME CLEAR Copper [Member]    
Schedule of Investments [Line Items]    
Commodity Futures Contracts, Number of Contracts | Contract 419 595
Commodity Futures Contracts, Expiration Date Nov. 30, 2019 Feb. 28, 2019
Commodity Futures Contracts, Notional Value $ 59,896,050 $ 88,770,281
Commodity Futures Contracts, Value [1] (10,750) (14,524,306)
Commodity Futures Contracts, Unrealized Appreciation (Depreciation) [1] $ (10,750) $ (14,524,306)
Futures [Member] | Long [Member] | LME CLEAR Zinc [Member]    
Schedule of Investments [Line Items]    
Commodity Futures Contracts, Number of Contracts | Contract 1,060 1,463
Commodity Futures Contracts, Expiration Date Jan. 31, 2020 Mar. 31, 2019
Commodity Futures Contracts, Notional Value $ 63,030,250 $ 90,358,537
Commodity Futures Contracts, Value [1] 1,462,763 (4,169,375)
Commodity Futures Contracts, Unrealized Appreciation (Depreciation) [1] $ 1,462,763 $ (4,169,375)
Futures [Member] | Long [Member] | ICE FUTURES U.S. Sugar [Member]    
Schedule of Investments [Line Items]    
Commodity Futures Contracts, Number of Contracts | Contract 5,114 8,266
Commodity Futures Contracts, Expiration Date Sep. 30, 2020 Sep. 30, 2019
Commodity Futures Contracts, Notional Value $ 74,688,947 $ 116,001,738
Commodity Futures Contracts, Value [1] 2,829,828 (788,761)
Commodity Futures Contracts, Unrealized Appreciation (Depreciation) [1] $ 2,829,828 $ (788,761)
Futures [Member] | Long [Member] | CME SWAPS MARKETS (NYMEX) Natural Gas [Member]    
Schedule of Investments [Line Items]    
Commodity Futures Contracts, Number of Contracts | Contract 3,252 4,463
Commodity Futures Contracts, Expiration Date Apr. 30, 2020 Apr. 30, 2019
Commodity Futures Contracts, Notional Value $ 73,592,760 $ 119,251,360
Commodity Futures Contracts, Value [1] (10,748,068) 1,564,207
Commodity Futures Contracts, Unrealized Appreciation (Depreciation) [1] $ (10,748,068) $ 1,564,207
Futures [Member] | Long [Member] | CME SWAPS MARKETS (NYMEX) NY Harbor ULSD [Member]    
Schedule of Investments [Line Items]    
Commodity Futures Contracts, Number of Contracts | Contract 2,172 3,046
Commodity Futures Contracts, Expiration Date May 31, 2020 May 31, 2019
Commodity Futures Contracts, Notional Value $ 164,385,648 $ 212,725,330
Commodity Futures Contracts, Value [1] (22,080,390) (57,894,130)
Commodity Futures Contracts, Unrealized Appreciation (Depreciation) [1] $ (22,080,390) $ (57,894,130)
Futures [Member] | Long [Member] | CME SWAPS MARKETS (NYMEX) RBOB Gasoline [Member]    
Schedule of Investments [Line Items]    
Commodity Futures Contracts, Number of Contracts | Contract 2,689 3,799
Commodity Futures Contracts, Expiration Date Dec. 31, 2019 Dec. 31, 2019
Commodity Futures Contracts, Notional Value $ 170,513,792 $ 212,993,974
Commodity Futures Contracts, Value [1] 2,286,742 (26,605,722)
Commodity Futures Contracts, Unrealized Appreciation (Depreciation) [1] $ 2,286,742 $ (26,605,722)
Futures [Member] | Long [Member] | CME SWAPS MARKETS (NYMEX) WTI Crude Oil [Member]    
Schedule of Investments [Line Items]    
Commodity Futures Contracts, Number of Contracts | Contract 3,008 4,437
Commodity Futures Contracts, Expiration Date Feb. 29, 2020 Feb. 28, 2019
Commodity Futures Contracts, Notional Value $ 159,123,200 $ 202,859,640
Commodity Futures Contracts, Value [1] (8,559,854) (59,567,803)
Commodity Futures Contracts, Unrealized Appreciation (Depreciation) [1] $ (8,559,854) $ (59,567,803)
[1] Unrealized Appreciation (Depreciation) and Value are presented above, net by contract.