0001752724-19-202287.txt : 20191226
0001752724-19-202287.hdr.sgml : 20191226
20191223183202
ACCESSION NUMBER: 0001752724-19-202287
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20191031
FILED AS OF DATE: 20191224
PERIOD START: 20191031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: iShares U.S. ETF Trust
CENTRAL INDEX KEY: 0001524513
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22649
FILM NUMBER: 191307590
BUSINESS ADDRESS:
STREET 1: 400 HOWARD STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: (415) 670-2000
MAIL ADDRESS:
STREET 1: 400 HOWARD STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
0001524513
S000044971
iShares Commodities Select Strategy ETF
C000139416
iShares Commodities Select Strategy ETF
COMT
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001524513
XXXXXXXX
S000044971
C000139416
iShares U.S. ETF Trust
811-22649
0001524513
5493002YECWEEITPWL97
400 HOWARD STREET
SAN FRANCISCO
94105
800-474-2737
iShares Commodities Select Strategy ETF
S000044971
549300C13U1N0KJIYQ73
2019-10-31
2019-10-31
N
534425434.46
16070694.57
518354739.89
0.00000000
94523655.39000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
10887137.99000000
USD
N
Parsley Energy Inc
549300DMRA8DSL66G562
Parsley Energy Inc
701877102
8832.00000000
NS
USD
139633.92000000
0.026937907431
Long
EC
CORP
US
N
1
N
N
N
Cameco Corp
N4BHALMXL3GMZKCUON55
Cameco Corp
13321L108
12451.00000000
NS
USD
111187.43000000
0.021450065262
Long
EC
CORP
CA
N
1
N
N
N
Centennial Resource Development Inc/DE
N/A
Centennial Resource Development Inc/DE
15136A102
5976.00000000
NS
USD
20318.40000000
0.003919786670
Long
EC
CORP
US
N
1
N
N
N
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
KC HRW WHEAT FUT JUL20 XCBT 20200714
000000000
269.00000000
NC
USD
-106194.90000000
-0.02048691597
N/A
DCO
US
N
1
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
Long
KC HRW Wheat
KWN0 Comdty
2020-07-14
6145244.90000000
USD
-106194.90000000
N
N
N
Apergy Corp
549300EP2909K6DYYP38
Apergy Corp
03755L104
2431.00000000
NS
USD
61188.27000000
0.011804323427
Long
EC
CORP
US
N
1
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
WTI CRUDE FUTURE APR20 XNYM 20200320
000000000
1182.00000000
NC
USD
1334872.04000000
0.257520947967
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
Light Sweet Crude Oil
CLJ0 Comdty
2020-03-20
62055787.96000000
USD
1334872.04000000
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
26874R108
40014.00000000
NS
USD
1212024.06000000
0.233821351813
Long
EC
CORP
IT
N
1
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158109
7760.00000000
NS
USD
141620.00000000
0.027321058167
Long
EC
CORP
CO
N
1
N
N
Warrior Met Coal Inc
549300152B1S9YKBYV79
Warrior Met Coal Inc
93627C101
4097.00000000
NS
USD
79809.56000000
0.015396706899
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LIVE CATTLE FUTR APR20 XCME 20200430
000000000
433.00000000
NC
USD
1773350.02000000
0.342111276994
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Live Cattle
LCJ0 Comdty
2020-04-30
19694789.98000000
USD
1773350.02000000
N
N
N
TOTAL SA
529900S21EQ1BO4ESM68
TOTAL SA
89151E109
79345.00000000
NS
USD
4175927.35000000
0.805611877087
Long
EC
CORP
FR
N
1
N
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE
000000000
9493.00000000
NS
USD
126541.69000000
0.024412179587
Long
EC
CORP
NL
N
1
N
N
N
Royal Bank of Canada
N/A
Royal Bank of Canada
78012UKD6
2700000.00000000
PA
USD
2702601.10000000
0.521380609073
Long
STIV
CORP
CA
N
N/A
2019-11-27
Fixed
3.07000000
N
N
N
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167107
35320.00000000
NS
USD
47328.80000000
0.009130581117
Long
EC
CORP
US
N
1
N
N
Kinder Morgan Inc/DE
549300WR7IX8XE0TBO16
Kinder Morgan Inc/DE
49456B101
61245.00000000
NS
USD
1223675.10000000
0.236069048053
Long
EC
CORP
US
N
1
N
N
N
Callon Petroleum Co
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123X102
7166.00000000
NS
USD
27230.80000000
0.005253313590
Long
EC
CORP
US
N
1
N
N
N
WELLTOWER INC
N/A
WELLTOWER INC
95040XYC7
2000000.00000000
PA
USD
1998624.66000000
0.385570827503
Long
STIV
CORP
US
N
N/A
2019-11-12
None
0.00000000
N
N
N
N
N
N
NUTRIEN LTD
N/A
NUTRIEN LTD
67077VYR3
12000000.00000000
PA
USD
11983083.36000000
2.311753407047
Long
STIV
CORP
CA
N
N/A
2019-11-25
None
0.00000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COFFEE 'C' FUTURE MAR20 IFUS 20200319
000000000
91.00000000
NC
USD
55408.04000000
0.010689212567
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
Coffee
KCH0 Comdty
2020-03-19
3543073.21000000
USD
55408.04000000
N
N
N
Imperial Oil Ltd
J3WHBG0MTS7O8ZVMDC91
Imperial Oil Ltd
453038408
7443.00000000
NS
USD
185107.41000000
0.035710565710
Long
EC
CORP
CA
N
1
N
N
Arch Coal Inc
W47HVZ7Q6FXL86RELH91
Arch Coal Inc
039380407
512.00000000
NS
USD
40391.68000000
0.007792285261
Long
EC
CORP
US
N
1
N
N
N
TOYOTA MOTOR CREDIT
N/A
TOYOTA MOTOR CREDIT
89233GGQ3
5000000.00000000
PA
USD
4933954.60000000
0.951849037021
Long
STIV
CORP
US
N
N/A
2020-07-24
None
0.00000000
N
N
N
N
N
N
HB Fuller Co
JSMX3Z5FOYM8V0Q52357
HB Fuller Co
359694106
5853.00000000
NS
USD
285626.40000000
0.055102496035
Long
EC
CORP
US
N
1
N
N
N
Gerdau SA
254900YDV6SEQQPZVG24
Gerdau SA
373737105
84084.00000000
NS
USD
276636.36000000
0.053368154800
Long
EC
CORP
BR
N
1
N
N
N
Whiting Petroleum Corp
N/A
Whiting Petroleum Corp
966387409
2865.00000000
NS
USD
18164.10000000
0.003504183255
Long
EC
CORP
US
N
1
N
N
N
Quaker Chemical Corp
549300PJQ1R3WCWCPS54
Quaker Chemical Corp
747316107
1482.00000000
NS
USD
226568.16000000
0.043709093901
Long
EC
CORP
US
N
1
N
N
Materion Corp
549300CJ5RI351SUYT02
Materion Corp
576690101
1623.00000000
NS
USD
92251.32000000
0.017796947322
Long
EC
CORP
US
N
1
N
N
N
Helix Energy Solutions Group Inc
416AP2JOUTCWEGSOZW41
Helix Energy Solutions Group Inc
42330P107
4436.00000000
NS
USD
38105.24000000
0.007351189652
Long
EC
CORP
US
N
1
N
N
N
HollyFrontier Corp
549300J3U2WK73C9ZK26
HollyFrontier Corp
436106108
4763.00000000
NS
USD
261679.22000000
0.050482652103
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
N/A
AT&T INC
0020A3Y61
10000000.00000000
PA
USD
9996826.70000000
1.928568590328
Long
STIV
CORP
US
N
N/A
2019-11-06
None
0.00000000
N
N
N
N
N
N
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
SOYBEAN FUTURE NOV20 XCBT 20201113
000000000
367.00000000
NC
USD
81281.38000000
0.015680647584
N/A
DCO
US
N
1
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
Long
Soybean
S X0 Comdty
2020-11-13
17736568.62000000
USD
81281.38000000
N
N
N
TORONTO-DOMINION
PT3QB789TSUIDF371261
TORONTO-DOMINION
89114M2Z9
3050000.00000000
PA
USD
3052900.31000000
0.588959659295
Long
STIV
CORP
CA
N
N/A
2020-01-23
Fixed
2.20000000
N
N
N
N
N
N
Petroleo Brasileiro SA
5493000J801JZRCMFE49
Petroleo Brasileiro SA
71654V101
70492.00000000
NS
USD
1063724.28000000
0.205211643328
Long
EC
CORP
BR
N
1
N
N
N
Stepan Co
IZU1EW9GB3WC7CYCSR17
Stepan Co
858586100
2307.00000000
NS
USD
225440.04000000
0.043491459159
Long
EC
CORP
US
N
1
N
N
N
NATIONAL SECS CLEARING
N/A
NATIONAL SECS CLEARING
63763QZ59
10500000.00000000
PA
USD
10483186.88000000
2.022396261337
Long
STIV
CORP
US
N
N/A
2019-12-05
None
0.00000000
N
N
N
N
N
N
Sensient Technologies Corp
CMMZHMFZQG86EI7WZU92
Sensient Technologies Corp
81725T100
4861.00000000
NS
USD
304104.16000000
0.058667189975
Long
EC
CORP
US
N
1
N
N
N
TechnipFMC PLC
549300D5I93QWCJTCK36
TechnipFMC PLC
000000000
13203.00000000
NS
USD
260495.19000000
0.050254231311
Long
EC
CORP
GB
N
1
N
N
N
Williams Companies Inc/The
D71FAKCBLFS2O0RBPG08
Williams Companies Inc/The
969457100
38128.00000000
NS
USD
850635.68000000
0.164103000231
Long
EC
CORP
US
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME NICKEL FUTURE DEC19 XLME 20191218
000000000
55.00000000
NC
USD
-296210.69000000
-0.05714439691
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Nickel
LNZ9 Comdty
2019-12-18
5803580.69000000
USD
-296210.69000000
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab Inc
278865100
28777.00000000
NS
USD
5527198.39000000
1.066296488611
Long
EC
CORP
US
N
1
N
N
N
Ship Finance International Ltd
549300RLYYPSB0C7RH77
Ship Finance International Ltd
000000000
2559.00000000
NS
USD
37028.73000000
0.007143511412
Long
EC
CORP
BM
N
1
N
N
N
Schlumberger Ltd
213800ZUA17OK3QLGM62
Schlumberger Ltd
806857108
43507.00000000
NS
USD
1422243.83000000
0.274376545741
Long
EC
CORP
US
N
1
N
N
N
Ashland Global Holdings Inc
529900E4L9R04SB8HB11
Ashland Global Holdings Inc
044186104
6957.00000000
NS
USD
538263.09000000
0.103840680633
Long
EC
CORP
US
N
1
N
N
N
BlackRock Funds III
5493008LW2651I1QB503
BlackRock Cash Funds: Institutional, SL Agency Shares
066922519
6389817.63700000
NS
USD
6393012.55000000
1.233327692027
Long
STIV
RF
US
N
1
N
N
NewMarket Corp
54930082CG88ERDREQ47
NewMarket Corp
651587107
850.00000000
NS
USD
412666.50000000
0.079610827922
Long
EC
CORP
US
N
1
N
N
N
ELECTRICITE DE FRANCE SA
N/A
ELECTRICITE DE FRANCE SA
28504HZ23
10000000.00000000
PA
USD
9981955.60000000
1.925699686303
Long
STIV
CORP
FR
N
N/A
2019-12-02
None
0.00000000
N
N
N
N
N
N
Noble Energy Inc
02VFQXG2D1LR5ZH3K186
Noble Energy Inc
655044105
15045.00000000
NS
USD
289766.70000000
0.055901234753
Long
EC
CORP
US
N
1
N
N
N
Coeur Mining Inc
5493003AVK173D48DR70
Coeur Mining Inc
192108504
17741.00000000
NS
USD
97930.32000000
0.018892529085
Long
EC
CORP
US
N
1
N
N
N
Oasis Petroleum Inc
549300LGZVH7SGJZLE03
Oasis Petroleum Inc
674215108
9072.00000000
NS
USD
23677.92000000
0.004567898810
Long
EC
CORP
US
N
1
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653101
12183.00000000
NS
USD
739995.42000000
0.142758493952
Long
EC
CORP
US
N
1
N
N
N
Continental Resources Inc/OK
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015101
2713.00000000
NS
USD
79952.11000000
0.015424207371
Long
EC
CORP
US
N
1
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348106
9438.00000000
NS
USD
5401556.16000000
1.042057831118
Long
EC
CORP
US
N
1
N
N
N
NORINCHUKIN BK
5493007VSMFZCPV1NB83
NORINCHUKIN BK
65602VRR9
8000000.00000000
PA
USD
8003175.76000000
1.543957283326
Long
STIV
CORP
JP
N
N/A
2020-03-16
Fixed
2.04000000
N
N
N
N
N
N
Commercial Metals Co
549300OQS2LO07ZJ7N73
Commercial Metals Co
201723103
9397.00000000
NS
USD
181644.01000000
0.035042413239
Long
EC
CORP
US
N
1
N
N
N
ProPetro Holding Corp
N/A
ProPetro Holding Corp
74347M108
2579.00000000
NS
USD
19987.25000000
0.003855901849
Long
EC
CORP
US
N
1
N
N
N
Dril-Quip Inc
N/A
Dril-Quip Inc
262037104
1136.00000000
NS
USD
46598.72000000
0.008989735486
Long
EC
CORP
US
N
1
N
N
N
Antero Resources Corp
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674X106
6794.00000000
NS
USD
16985.00000000
0.003276713550
Long
EC
CORP
US
N
1
N
N
Cimarex Energy Co
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co
171798101
3187.00000000
NS
USD
134555.14000000
0.025958118957
Long
EC
CORP
US
N
1
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COTTON NO.2 FUTR DEC19 IFUS 20191206
000000000
200.00000000
NC
USD
-201097.49000000
-0.03879534120
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
Cotton
CTZ9 Comdty
2019-12-06
6645097.49000000
USD
-201097.49000000
N
N
N
CNX Resources Corp
549300JK3KH8PWM3B226
CNX Resources Corp
12653C108
6021.00000000
NS
USD
50757.03000000
0.009791948658
Long
EC
CORP
US
N
1
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483102
64024.00000000
NS
USD
2691568.96000000
0.519252309831
Long
EC
CORP
US
N
1
N
N
N
GCP Applied Technologies Inc
5493007G654QKQVEKV09
GCP Applied Technologies Inc
36164Y101
6188.00000000
NS
USD
127844.08000000
0.024663434162
Long
EC
CORP
US
N
1
N
N
National Oilwell Varco Inc
549300EHF3IW1AR6U008
National Oilwell Varco Inc
637071101
12140.00000000
NS
USD
274606.80000000
0.052976615986
Long
EC
CORP
US
N
1
N
N
N
Helmerich & Payne Inc
254900NAOGHJ88RZ4C73
Helmerich & Payne Inc
423452101
3448.00000000
NS
USD
129300.00000000
0.024944307450
Long
EC
CORP
US
N
1
N
N
N
MANHATTAN ASSET FDG.
549300S0NSJYSOB32S63
MANHATTAN ASSET FDG.
56274LBC7
1500000.00000000
PA
USD
1492178.34000000
0.287868176977
Long
STIV
CORP
US
N
N/A
2020-02-12
None
0.00000000
N
N
N
N
N
N
Agnico Eagle Mines Ltd
YGE0EUBRF7IJOB3QRX76
Agnico Eagle Mines Ltd
008474108
18989.00000000
NS
USD
1167253.83000000
0.225184365102
Long
EC
CORP
CA
N
1
N
N
Cia de Minas Buenaventura SAA
N/A
Cia de Minas Buenaventura SAA
204448104
17974.00000000
NS
USD
275721.16000000
0.053191596175
Long
EC
CORP
PE
N
1
N
N
N
WALGREENS BOOTS
549300RPTUOIXG4LIH86
WALGREENS BOOTS
93142WC50
3000000.00000000
PA
USD
2977740.00000000
0.574459876769
Long
STIV
CORP
US
N
N/A
2020-03-05
None
0.00000000
N
N
N
N
N
N
McDermott International Inc
ZAKWBIG8QLOPMZ888610
McDermott International Inc
580037703
5807.00000000
NS
USD
9465.41000000
0.001826048702
Long
EC
CORP
PA
N
1
N
N
Ternium SA
52990044YZJLICDQKK92
Ternium SA
880890108
4211.00000000
NS
USD
84177.89000000
0.016239436725
Long
EC
CORP
LU
N
1
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
LOW SU GASOIL G DEC19 IFEU 20191212
000000000
256.00000000
NC
USD
-11351.88000000
-0.00218998286
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
Low Sulfur Gas Oil
QSZ9 Comdty
2019-12-12
14436951.88000000
USD
-11351.88000000
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
59645.00000000
NS
USD
6927170.30000000
1.336376378360
Long
EC
CORP
US
N
1
N
N
N
Patterson-UTI Energy Inc
N/A
Patterson-UTI Energy Inc
703481101
6390.00000000
NS
USD
53164.80000000
0.010256451018
Long
EC
CORP
US
N
1
N
N
N
HITACHI CAP AMER CP
N/A
HITACHI CAP AMER CP
43357MYL8
1000000.00000000
PA
USD
998868.33000000
0.192699758125
Long
STIV
CORP
US
N
N/A
2019-11-20
None
0.00000000
N
N
N
N
N
N
Teck Resources Ltd
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742204
39002.00000000
NS
USD
617401.66000000
0.119107941432
Long
EC
CORP
CA
N
1
N
N
Livent Corp
254900OOLQ2VNMZTJL47
Livent Corp
53814L108
16758.00000000
NS
USD
114959.88000000
0.022177839065
Long
EC
CORP
US
N
1
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
12715.00000000
NS
USD
257860.20000000
0.049745894106
Long
EC
CORP
US
N
1
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119100
17502.00000000
NS
USD
531360.72000000
0.102509088681
Long
EC
CORP
US
N
1
N
N
N
TC Energy Corp
549300UGKOFV2IWJJG27
TC Energy Corp
87807B107
29344.00000000
NS
USD
1476883.52000000
0.284917529704
Long
EC
CORP
CA
N
1
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278X109
5129.00000000
NS
USD
439863.04000000
0.084857532139
Long
EC
CORP
US
N
1
N
N
N
Petroleo Brasileiro SA
5493000J801JZRCMFE49
Petroleo Brasileiro SA
71654V408
42142.00000000
NS
USD
684386.08000000
0.132030446976
Long
EC
CORP
BR
N
1
N
N
N
SCHLUMBERGER INVMT
N/A
SCHLUMBERGER INVMT
80686CY18
5000000.00000000
PA
USD
4999789.60000000
0.964549798668
Long
STIV
CORP
US
N
N/A
2019-11-01
None
0.00000000
N
N
N
N
N
N
LLOYDS BANK PLC
N/A
LLOYDS BANK PLC
53943RDQ9
7000000.00000000
PA
USD
6936141.31000000
1.338107048364
Long
STIV
CORP
GB
N
N/A
2020-04-24
None
0.00000000
N
N
N
N
N
N
CENTERPOINT ENGY INC
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENGY INC
1518T3YJ5
5000000.00000000
PA
USD
4995125.00000000
0.963649913003
Long
STIV
CORP
US
N
N/A
2019-11-18
None
0.00000000
N
N
N
N
N
N
BHP Group PLC
549300C116EOWV835768
BHP Group PLC
05545E209
84158.00000000
NS
USD
3569982.36000000
0.688714134408
Long
EC
CORP
GB
N
1
N
N
N
SUNCOR ENERGY INC
N/A
SUNCOR ENERGY INC
86723BYE4
1000000.00000000
PA
USD
999195.78000000
0.192762929150
Long
STIV
CORP
US
N
N/A
2019-11-14
None
0.00000000
N
N
N
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346105
24160.00000000
NS
USD
1301016.00000000
0.250989505811
Long
EC
CORP
US
N
1
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
000000000
114216.00000000
NS
USD
1246096.56000000
0.240394553016
Long
EC
CORP
NL
N
1
N
N
N
Oceaneering International Inc
549300L6PH74701W0R30
Oceaneering International Inc
675232102
3105.00000000
NS
USD
43966.80000000
0.008481990539
Long
EC
CORP
US
N
1
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
13036.00000000
NS
USD
1264231.28000000
0.243893068339
Long
EC
CORP
US
N
1
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
36195.00000000
NS
USD
6302997.30000000
1.215962123031
Long
EC
CORP
US
N
1
N
N
N
Innospec Inc
213800SQBACNY5IWJO68
Innospec Inc
45768S105
2812.00000000
NS
USD
256904.32000000
0.049561487574
Long
EC
CORP
US
N
1
N
N
N
PolyOne Corp
SM8L9RZYIB34LNTWO040
PolyOne Corp
73179P106
8841.00000000
NS
USD
283354.05000000
0.054664118642
Long
EC
CORP
US
N
1
N
N
N
SUMITOMO MITSUI TR BK
N/A
SUMITOMO MITSUI TR BK
86564XZA5
3000000.00000000
PA
USD
2993733.33000000
0.577545279249
Long
STIV
CORP
SG
N
N/A
2019-12-10
None
0.00000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680103
12991.00000000
NS
USD
907161.53000000
0.175007858555
Long
EC
CORP
US
N
1
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467109
16992.00000000
NS
USD
34833.60000000
0.006720031152
Long
EC
CORP
US
N
1
N
N
Newmont Goldcorp Corp
549300VSP3RIX7FGDZ51
Newmont Goldcorp Corp
651639106
65339.00000000
NS
USD
2595918.47000000
0.500799601167
Long
EC
CORP
US
N
1
N
N
N
HITACHI CAP AMER CP
N/A
HITACHI CAP AMER CP
43357MYK0
2250000.00000000
PA
USD
2247573.94000000
0.433597644052
Long
STIV
CORP
US
N
N/A
2019-11-19
None
0.00000000
N
N
N
N
N
N
Archrock Inc
549300K3RIHMHDVFTL28
Archrock Inc
03957W106
4024.00000000
NS
USD
38791.36000000
0.007483554603
Long
EC
CORP
US
N
1
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
Targa Resources Corp
87612G101
7323.00000000
NS
USD
284718.24000000
0.054927295554
Long
EC
CORP
US
N
1
N
N
N
Sociedad Quimica y Minera de Chile SA
TJ88LXZZW5PWIN93ZC81
Sociedad Quimica y Minera de Chile SA
833635105
12733.00000000
NS
USD
346082.94000000
0.066765655518
Long
EC
CORP
CL
N
1
N
N
N
Peabody Energy Corp
EJCO258LNNVSKAR2JX59
Peabody Energy Corp
704551100
2440.00000000
NS
USD
25693.20000000
0.004956682754
Long
EC
CORP
US
N
1
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
GASOLINE RBOB FUT DEC19 XNYM 20191129
000000000
157.00000000
NC
USD
402238.47000000
0.077599072420
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
Gasoline
XBZ9 Comdty
2019-11-29
10112553.93000000
USD
402238.47000000
N
N
N
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
WHEAT FUTURE(CBT) DEC19 XCBT 20191213
000000000
657.00000000
NC
USD
673588.30000000
0.129947360015
N/A
DCO
US
N
1
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
Long
Wheat
W Z9 Comdty
2019-12-13
16038849.20000000
USD
673588.30000000
N
N
N
Ferro Corp
1YTO5R7OHOPE81ZNYD08
Ferro Corp
315405100
9406.00000000
NS
USD
104688.78000000
0.020196358197
Long
EC
CORP
US
N
1
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26614N102
85693.00000000
NS
USD
5648025.63000000
1.089606247489
Long
EC
CORP
US
N
1
N
N
N
OLD LINE FUNDING LLC
5493004QSN8OZAIU2J90
OLD LINE FUNDING LLC
67983TA30
5000000.00000000
PA
USD
4984408.90000000
0.961582583590
Long
STIV
CORP
US
N
N/A
2020-01-03
None
0.00000000
N
N
N
N
N
N
VERSAILLES CDS LLC
N/A
VERSAILLES CDS LLC
92512MY86
5000000.00000000
PA
USD
4998033.35000000
0.964210986294
Long
STIV
CORP
US
N
N/A
2019-11-08
None
0.00000000
N
N
N
N
N
N
Cabot Oil & Gas Corp
FCNMH6O7VWU7LHXMK351
Cabot Oil & Gas Corp
127097103
13162.00000000
NS
USD
245339.68000000
0.047330459455
Long
EC
CORP
US
N
1
N
N
N
Barrick Gold Corp
0O4KBQCJZX82UKGCBV73
Barrick Gold Corp
067901108
141596.00000000
NS
USD
2458106.56000000
0.474213192402
Long
EC
CORP
CA
N
1
N
N
Lindsay Corp
549300ZFO0QG5H8TPI61
Lindsay Corp
535555106
1245.00000000
NS
USD
117540.45000000
0.022675677669
Long
EC
CORP
US
N
1
N
N
N
FEDERATION DES CAISSES
N/A
FEDERATION DES CAISSES
31428GYK3
1550000.00000000
PA
USD
1548668.21000000
0.298766094109
Long
STIV
CORP
US
N
N/A
2019-11-19
None
0.00000000
N
N
N
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506101
12274.00000000
NS
USD
1497550.74000000
0.288904610058
Long
EC
CORP
US
N
1
N
N
N
Bunge Ltd
5493007M0RIN8HY3MM77
Bunge Ltd
000000000
16272.00000000
NS
USD
878688.00000000
0.169514799881
Long
EC
CORP
BM
N
1
N
N
N
NAT L GRID ELEC
N/A
NAT L GRID ELEC
6362N2AP3
5000000.00000000
PA
USD
4975336.65000000
0.959832382560
Long
STIV
CORP
GB
N
N/A
2020-01-23
None
0.00000000
N
N
N
N
N
N
Royal Gold Inc
5493001NGRU6SFL04184
Royal Gold Inc
780287108
5225.00000000
NS
USD
603174.00000000
0.116363168614
Long
EC
CORP
US
N
1
N
N
N
CVR Energy Inc
549300T0G4GS0SINS786
CVR Energy Inc
12662P108
932.00000000
NS
USD
44195.44000000
0.008526099329
Long
EC
CORP
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
34923.00000000
NS
USD
1927749.60000000
0.371897747170
Long
EC
CORP
US
N
1
N
N
N
Tenaris SA
549300Y7C05BKC4HZB40
Tenaris SA
88031M109
7418.00000000
NS
USD
150585.40000000
0.029050645901
Long
EC
CORP
LU
N
1
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
055622104
105930.00000000
NS
USD
4015806.30000000
0.774721631917
Long
EC
CORP
GB
N
1
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265V105
6770.00000000
NS
USD
240876.60000000
0.046469450641
Long
EC
CORP
US
N
1
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
18257.00000000
NS
USD
1265392.67000000
0.244117121465
Long
EC
CORP
US
N
1
N
N
N
BARTON CAPITAL CORP.
549300KOFKIMD0C37W24
BARTON CAPITAL CORP.
06945LA73
10300000.00000000
PA
USD
10264474.17000000
1.980202625749
Long
STIV
CORP
US
N
N/A
2020-01-07
None
0.00000000
N
N
N
N
N
N
Rio Tinto PLC
213800YOEO5OQ72G2R82
Rio Tinto PLC
767204100
79335.00000000
NS
USD
4126213.35000000
0.796021147771
Long
EC
CORP
GB
N
1
N
N
N
MIZUHO BANK LTD
N/A
MIZUHO BANK LTD
60710AAP7
2000000.00000000
PA
USD
2005086.58000000
0.386817448688
Long
STIV
CORP
JP
N
N/A
2020-03-06
Fixed
2.31000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446M102
34659.00000000
NS
USD
641538.09000000
0.123764295111
Long
EC
CORP
NO
N
1
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings Inc
125269100
25097.00000000
NS
USD
1138148.95000000
0.219569507600
Long
EC
CORP
US
N
1
N
N
N
Murphy Oil Corp
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717102
4838.00000000
NS
USD
99807.94000000
0.019254755926
Long
EC
CORP
US
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR JAN20 XLME 20200113
000000000
412.00000000
NC
USD
-537299.10000000
-0.10365470953
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Aluminum
LAF20 Comdty
2020-01-13
18582899.10000000
USD
-537299.10000000
N
N
N
Ingevity Corp
5493009UTFC4B5IMGF87
Ingevity Corp
45688C107
4811.00000000
NS
USD
405134.31000000
0.078157732306
Long
EC
CORP
US
N
1
N
N
N
Delek US Holdings Inc
5493003O53JMENV1N385
Delek US Holdings Inc
24665A103
2373.00000000
NS
USD
94801.35000000
0.018288894207
Long
EC
CORP
US
N
1
N
N
N
BANK OF NOVA SCOTIA
N/A
BANK OF NOVA SCOTIA
06417MBK0
10000000.00000000
PA
USD
10004109.30000000
1.929973535521
Long
STIV
CORP
CA
N
N/A
2020-03-09
Fixed
2.00000000
N
N
N
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM International Inc
749685103
14906.00000000
NS
USD
1079641.58000000
0.208282378247
Long
EC
CORP
US
N
1
N
N
N
Kosmos Energy Ltd
213800YDFJ3OT9B5P157
Kosmos Energy Ltd
500688106
11390.00000000
NS
USD
70618.00000000
0.013623488812
Long
EC
CORP
US
N
1
N
N
N
Royal Dutch Shell PLC
21380068P1DRHMJ8KU70
Royal Dutch Shell PLC
780259206
67145.00000000
NS
USD
3892395.65000000
0.750913486549
Long
EC
CORP
GB
N
1
N
N
N
WALGREENS BOOTS
549300RPTUOIXG4LIH86
WALGREENS BOOTS
93142WB77
10000000.00000000
PA
USD
9941700.00000000
1.917933653333
Long
STIV
CORP
US
N
N/A
2020-02-07
None
0.00000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250N105
63666.00000000
NS
USD
2318079.06000000
0.447199356273
Long
EC
CORP
CA
N
1
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849106
25294.00000000
NS
USD
291639.82000000
0.056262593462
Long
EC
CORP
US
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME LEAD FUTURE DEC19 XLME 20191216
000000000
74.00000000
NC
USD
-5643.95000000
-0.00108881998
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Lead
LLZ9 Comdty
2019-12-16
4000256.45000000
USD
-5643.95000000
N
N
N
SKANDIN ENS BANKEN AG
F3JS33DEI6XQ4ZBPTN86
SKANDIN ENS BANKEN AG
83050UYF9
9000000.00000000
PA
USD
8993287.53000000
1.734967742729
Long
STIV
CORP
SE
N
N/A
2019-11-15
None
0.00000000
N
N
N
N
N
N
Worthington Industries Inc
1WRCIANKYOIK6KYE5E82
Worthington Industries Inc
981811102
2959.00000000
NS
USD
108920.79000000
0.021012789431
Long
EC
CORP
US
N
1
N
N
N
PBF Energy Inc
2549003PBEDCSZMZIY02
PBF Energy Inc
69318G106
3211.00000000
NS
USD
103651.08000000
0.019996167107
Long
EC
CORP
US
N
1
N
N
N
PARKER-HANNIFIN CORP
N/A
PARKER-HANNIFIN CORP
70109MYR9
2700000.00000000
PA
USD
2696842.51000000
0.520269672960
Long
STIV
CORP
US
N
N/A
2019-11-25
None
0.00000000
N
N
N
N
N
N
Element Solutions Inc
549300FLGN6P5CU20J91
Element Solutions Inc
28618M106
25978.00000000
NS
USD
282121.08000000
0.054426256439
Long
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
132943.00000000
NS
USD
8982958.51000000
1.732975088046
Long
EC
CORP
US
N
1
N
N
N
BlackRock Funds III
5493008LW2651I1QB503
BlackRock Cash Funds: Treasury, SL Agency Shares
066922477
74727000.00000000
NS
USD
74727000.00000000
14.41618919426
Long
STIV
RF
US
N
1
N
N
N
Commodities Exchange Center
N/A
SILVER FUTURE DEC19 XCEC 20191227
000000000
29.00000000
NC
USD
237341.72000000
0.045787508386
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
Silver
SIZ9 Comdty
2019-12-27
2382373.28000000
USD
237341.72000000
N
N
N
Cactus Inc
549300J3T8C9F8QFKV08
Cactus Inc
127203107
1478.00000000
NS
USD
43926.16000000
0.008474150349
Long
EC
CORP
US
N
1
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945C103
40808.00000000
NS
USD
811263.04000000
0.156507306207
Long
EC
CORP
US
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
14110.00000000
NS
USD
1648330.20000000
0.317992693642
Long
EC
CORP
US
N
1
N
N
N
Matador Resources Co
549300CI3Q2UUK5R4G79
Matador Resources Co
576485205
3434.00000000
NS
USD
47766.94000000
0.009215106243
Long
EC
CORP
US
N
1
N
N
N
China Petroleum & Chemical Corp
529900A2OB24EZ5B3J19
China Petroleum & Chemical Corp
16941R108
8026.00000000
NS
USD
453388.74000000
0.087466884183
Long
EC
CORP
CN
N
1
N
N
N
Baker Hughes a GE Co
3C7474T6CDKPR9K6YT90
Baker Hughes a GE Co LLC
05722G100
20384.00000000
NS
USD
436217.60000000
0.084154260862
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599105
28138.00000000
NS
USD
1139589.00000000
0.219847319278
Long
EC
CORP
US
N
1
N
N
N
BANQUE ET CAISSE
R7CQUF1DQM73HUTV1078
BANQUE ET CAISSE
0667K1YT2
5000000.00000000
PA
USD
4993910.00000000
0.963415517539
Long
STIV
CORP
LU
N
N/A
2019-11-27
None
0.00000000
N
N
N
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries Inc
693506107
27162.00000000
NS
USD
3398509.44000000
0.655633908300
Long
EC
CORP
US
N
1
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
SUGAR 11 (WORLD) MAY20 IFUS 20200430
000000000
604.00000000
NC
USD
386751.88000000
0.074611429246
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
Sugar
SBK0 Comdty
2020-04-30
8123366.52000000
USD
386751.88000000
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077M108
65851.00000000
NS
USD
3147019.29000000
0.607116911995
Long
EC
CORP
CA
N
1
N
N
N
Schulman A Inc
5493004OGK9A7CGV3B42
SCHULMAN A INC CVR COM NPV
808CVR104
1888.00000000
NS
USD
817.50000000
0.000157710528
Long
EC
CORP
US
N
3
N
N
N
MONT BLANC CAPTL COR
549300NC8BUDZTUFIQ67
MONT BLANC CAPTL COR
6117P5Y43
4000000.00000000
PA
USD
3999213.32000000
0.771520546112
Long
STIV
CORP
US
N
N/A
2019-11-04
None
0.00000000
N
N
N
N
N
N
Vale SA
254900SMTWBX7RU2SR20
Vale SA
91912E105
252680.00000000
NS
USD
2966463.20000000
0.572284378190
Long
EC
CORP
BR
N
1
N
N
N
Scotts Miracle-Gro Co/The
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co/The
810186106
4529.00000000
NS
USD
454666.31000000
0.087713350532
Long
EC
CORP
US
N
1
N
N
N
Cosan Ltd
6354007UNEBWHVSGS270
Cosan Ltd
000000000
3570.00000000
NS
USD
60047.40000000
0.011584228980
Long
EC
CORP
BM
N
1
N
N
N
Royal Dutch Shell PLC
21380068P1DRHMJ8KU70
Royal Dutch Shell PLC
780259107
58914.00000000
NS
USD
3434097.06000000
0.662499403541
Long
EC
CORP
GB
N
1
N
N
N
Wheaton Precious Metals Corp
549300XSFG5ZCGVYD886
Wheaton Precious Metals Corp
962879102
35565.00000000
NS
USD
998309.55000000
0.192591959362
Long
EC
CORP
CA
N
1
N
N
Balchem Corp
549300VR70OPMHUI3557
Balchem Corp
057665200
3720.00000000
NS
USD
376501.20000000
0.072633887765
Long
EC
CORP
US
N
1
N
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC Corp
302491303
14993.00000000
NS
USD
1371859.50000000
0.264656497650
Long
EC
CORP
US
N
1
N
N
N
Concho Resources Inc
SYHS7HRDXLL4I0IQ8776
Concho Resources Inc
20605P101
6325.00000000
NS
USD
427064.00000000
0.082388365946
Long
EC
CORP
US
N
1
N
N
N
MUFG BK LTD N Y BRH DISC COML
C3GTMMZIHMY46P4OIX74
MUFG BK LTD N Y BRH DISC COML
62479LBD6
3000000.00000000
PA
USD
2983112.49000000
0.575496327212
Long
STIV
CORP
JP
N
N/A
2020-02-13
None
0.00000000
N
N
N
N
N
N
RECKITT BENCKISER TREAS
213800LAXWIUOOBZ3908
RECKITT BENCKISER TREAS
7562E0AG1
4000000.00000000
PA
USD
3984026.76000000
0.768590784150
Long
STIV
CORP
US
N
N/A
2020-01-16
None
0.00000000
N
N
N
N
N
N
Cleveland-Cliffs Inc
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899101
21521.00000000
NS
USD
155596.83000000
0.030017441343
Long
EC
CORP
US
N
1
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884L109
8047.00000000
NS
USD
86424.78000000
0.016672902425
Long
EC
CORP
US
N
1
N
N
N
Westpac Banking Corp
N/A
WESTPAC BANKING CORP.
9612C1Y19
5000000.00000000
PA
USD
4999751.40000000
0.964542429198
Long
STIV
CORP
AU
N
N/A
2019-11-01
None
0.00000000
N
N
N
N
N
N
MIZUHO BANK LTD/NY
RB0PEZSDGCO3JS6CEU02
Mizuho Bank Ltd/New York NY
60710AAT9
3000000.00000000
PA
USD
3000301.56000000
0.578812409555
Long
DBT
CORP
US
N
N/A
2020-03-09
Floating
2.20000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME COPPER FUTURE DEC21 XLME 20211215
000000000
151.00000000
NC
USD
232999.45000000
0.044949806005
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Copper
LPZ21 Comdty
2021-12-15
22054600.55000000
USD
232999.45000000
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
BRENT CRUDE FUTR JAN20 IFEU 20191129
000000000
763.00000000
NC
USD
907163.22000000
0.175008184586
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
Brent Crude Oil
COF0 Comdty
2019-11-29
44582896.78000000
USD
907163.22000000
N
N
N
Commodities Exchange Center
N/A
GOLD 100 OZ FUTR APR20 XCEC 20200428
000000000
165.00000000
NC
USD
1010014.51000000
0.194850057745
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
Gold (100 oz)
GCJ0 Comdty
2020-04-28
24183835.49000000
USD
1010014.51000000
N
N
N
Transocean Ltd
529900QO4W5DQGBGEF32
Transocean Ltd
000000000
18109.00000000
NS
USD
86017.75000000
0.016594378980
Long
EC
CORP
CH
N
1
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796WH8
13400000.00000000
PA
USD
13378539.50000000
2.580962123128
Long
DBT
UST
US
N
N/A
2019-12-10
None
0.00000000
N
N
N
N
N
N
NUTRIEN LTD
N/A
NUTRIEN LTD
67077VZG6
7000000.00000000
PA
USD
6981807.00000000
1.346916785497
Long
STIV
CORP
CA
N
N/A
2019-12-16
None
0.00000000
N
N
N
N
N
N
Minerals Technologies Inc
549300D3I1QU67GP6403
Minerals Technologies Inc
603158106
4027.00000000
NS
USD
199135.15000000
0.038416770345
Long
EC
CORP
US
N
1
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454L100
3323.00000000
NS
USD
26052.32000000
0.005025963494
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LEAN HOGS FUTURE DEC19 XCME 20191213
000000000
400.00000000
NC
USD
195981.14000000
0.037808304799
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Lean Hogs
LHZ9 Comdty
2019-12-13
10364018.86000000
USD
195981.14000000
N
N
N
Core Laboratories NV
724500MDYY5VBSAF5W50
Core Laboratories NV
000000000
1389.00000000
NS
USD
61171.56000000
0.011801099766
Long
EC
CORP
NL
N
1
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
867224107
48937.00000000
NS
USD
1452939.53000000
0.280298301180
Long
EC
CORP
CA
N
1
N
N
N
PDC Energy Inc
5493008W8H2T511J5Y59
PDC Energy Inc
69327R101
1845.00000000
NS
USD
36807.75000000
0.007100880375
Long
EC
CORP
US
N
1
N
N
N
Hecla Mining Co
5493009Y6HOBZD1QD537
Hecla Mining Co
422704106
38948.00000000
NS
USD
89580.40000000
0.017281678569
Long
EC
CORP
US
N
1
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216101
27555.00000000
NS
USD
530433.75000000
0.102330259411
Long
EC
CORP
US
N
1
N
N
N
LMA SA LMA AMERICAS
969500DWS97CYSHCPT49
LMA SA LMA AMERICAS
53944QCD0
10000000.00000000
PA
USD
9932292.80000000
1.916118834392
Long
STIV
CORP
US
N
N/A
2020-03-13
None
0.00000000
N
N
N
N
N
N
Range Resources Corp
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281A109
6549.00000000
NS
USD
26392.47000000
0.005091584578
Long
EC
CORP
US
N
1
N
N
N
Magnolia Oil & Gas Corp
N/A
Magnolia Oil & Gas Corp
559663109
3220.00000000
NS
USD
31620.40000000
0.006100146784
Long
EC
CORP
US
N
1
N
N
N
United States Steel Corp
JNLUVFYJT1OZSIQ24U47
United States Steel Corp
912909108
13609.00000000
NS
USD
156639.59000000
0.030218608598
Long
EC
CORP
US
N
1
N
N
Axalta Coating Systems Ltd
529900AGLPA40GV6H619
Axalta Coating Systems Ltd
000000000
23865.00000000
NS
USD
703778.85000000
0.135771662886
Long
EC
CORP
BM
N
1
N
N
N
Alcoa Corp
549300T12EZ1F6PWWU29
Alcoa Corp
013872106
14789.00000000
NS
USD
307463.31000000
0.059315230736
Long
EC
CORP
US
N
1
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP Group Ltd
088606108
117281.00000000
NS
USD
5736213.71000000
1.106619322361
Long
EC
CORP
AU
N
1
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411R208
7351.00000000
NS
USD
452454.05000000
0.087286565585
Long
EC
CORP
US
N
1
N
N
N
NIEUW AMSTERDAM RECV
54930052Z500U6IGFJ82
NIEUW AMSTERDAM RECV
65409SYF9
7500000.00000000
PA
USD
7494468.75000000
1.445818504831
Long
STIV
CORP
US
N
N/A
2019-11-15
None
0.00000000
N
N
N
N
N
N
VW CR INC
549300UUPJ2NXDB68M19
VW CR INC
91842KY42
8000000.00000000
PA
USD
7998184.00000000
1.542994282582
Long
STIV
CORP
US
N
N/A
2019-11-04
None
0.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CATTLE FEEDER FUT JAN20 XCME 20200130
000000000
97.00000000
NC
USD
289180.73000000
0.055788190547
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Feeder Cattle
FCF0 Comdty
2020-01-30
6727556.77000000
USD
289180.73000000
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385101
37389.00000000
NS
USD
942950.58000000
0.181912213284
Long
EC
CORP
CA
N
1
N
N
N
DBS BANK LTD
N/A
DBS BANK LTD
23305DDL6
4800000.00000000
PA
USD
4758467.71000000
0.917994443536
Long
STIV
CORP
SG
N
N/A
2020-04-20
None
0.00000000
N
N
N
N
N
N
Celanese Corp
549300FHJQTDPPN41627
Celanese Corp
150870103
14224.00000000
NS
USD
1723237.60000000
0.332443685258
Long
EC
CORP
US
N
1
N
N
N
Golar LNG Ltd
213800C2VSFZG3EZLO34
Golar LNG Ltd
000000000
3179.00000000
NS
USD
43774.83000000
0.008444956056
Long
EC
CORP
BM
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE DEC19 XLME 20191216
000000000
94.00000000
NC
USD
371254.55000000
0.071621714133
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Zinc
LXZ9 Comdty
2019-12-18
5520195.45000000
USD
371254.55000000
N
N
N
Ultrapar Participacoes SA
N/A
Ultrapar Participacoes SA
90400P101
23815.00000000
NS
USD
111216.05000000
0.021455586578
Long
EC
CORP
BR
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
20710.00000000
NS
USD
1324404.50000000
0.255501570272
Long
EC
CORP
US
N
1
N
N
N
SRC Energy Inc
549300RFZV39PJ73PH67
SRC Energy Inc
78470V108
7643.00000000
NS
USD
23846.16000000
0.004600355348
Long
EC
CORP
US
N
1
N
N
N
CNOOC Ltd
549300XIVJCBIGMRUD48
CNOOC Ltd
126132109
5056.00000000
NS
USD
751018.24000000
0.144884995198
Long
EC
CORP
HK
N
1
N
N
N
POSCO
988400E5HRVX81AYLM04
POSCO
693483109
22512.00000000
NS
USD
1011013.92000000
0.195042862001
Long
EC
CORP
KR
N
1
N
N
CENTERPOINT ENGY INC
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENGY INC
1518T3Y55
4000000.00000000
PA
USD
3998919.44000000
0.771463851347
Long
STIV
CORP
US
N
N/A
2019-11-05
None
0.00000000
N
N
N
N
N
N
SUMITOMO MITSUI TRUST NY
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Limited/ New York
86564FL84
5000000.00000000
PA
USD
4999993.70000000
0.964589173248
Long
DBT
CORP
JP
N
N/A
2020-07-27
Floating
2.11000000
N
N
N
N
N
N
Pembina Pipeline Corp
5493002W3L9YICM6FU21
Pembina Pipeline Corp
706327103
16077.00000000
NS
USD
565267.32000000
0.109050284776
Long
EC
CORP
CA
N
1
N
N
N
HYUNDAI CAPITAL AMERICA
N/A
HYUNDAI CAPITAL AMERICA
44890NY12
1000000.00000000
PA
USD
999944.44000000
0.192907359198
Long
STIV
CORP
US
N
N/A
2019-11-01
None
0.00000000
N
N
N
N
N
N
Carpenter Technology Corp
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp
144285103
3799.00000000
NS
USD
186226.98000000
0.035926551002
Long
EC
CORP
US
N
1
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NY HARB ULSD FUT APR20 XNYM 20200331
000000000
147.00000000
NC
USD
-269117.06000000
-0.05191754589
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NY Harb Ultra Low Sulfur Diesel
HOJ0 Comdty
2020-03-31
11500240.46000000
USD
-269117.06000000
N
N
N
VALARIS PLC COMMON STOCK USD.1
7N0UJMJLXD0MDT5D5086
VALARIS PLC
000000000
6211.00000000
NS
USD
25527.21000000
0.004924660282
Long
EC
CORP
GB
N
1
N
N
ArcelorMittal
2EULGUTUI56JI9SAL165
ArcelorMittal
03938L203
50997.00000000
NS
USD
755775.54000000
0.145802764369
Long
EC
CORP
LU
N
1
N
N
BANCO SANTANDER
5493006QMFDDMYWIAM13
BANCO SANTANDER
05971SYM8
9600000.00000000
PA
USD
9590860.80000000
1.850250429278
Long
STIV
CORP
US
N
N/A
2019-11-21
None
0.00000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671D857
115625.00000000
NS
USD
1135437.50000000
0.219046419878
Long
EC
CORP
US
N
1
N
N
N
KEURIG DR PEPPER
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER
49271KZ23
10000000.00000000
PA
USD
9981048.90000000
1.925524767482
Long
STIV
CORP
US
N
N/A
2019-12-02
None
0.00000000
N
N
N
N
N
N
Darling Ingredients Inc
L1N0SPPKS7EXZYUMZ898
Darling Ingredients Inc
237266101
18939.00000000
NS
USD
365522.70000000
0.070515936649
Long
EC
CORP
US
N
1
N
N
N
Encana Corp
CZ72ZHBVKZXQRV3XFE26
Encana Corp
292505104
40889.00000000
NS
USD
160693.77000000
0.031000733211
Long
EC
CORP
CA
N
1
N
N
AGCO Corp
LYOM0B2GCF1JWXK5ZG04
AGCO Corp
001084102
7274.00000000
NS
USD
557843.06000000
0.107618010808
Long
EC
CORP
US
N
1
N
N
N
Kaiser Aluminum Corp
N/A
Kaiser Aluminum Corp
483007704
1274.00000000
NS
USD
136419.92000000
0.026317868730
Long
EC
CORP
US
N
1
N
N
N
Cenovus Energy Inc
549300DK79J32SE1QE52
Cenovus Energy Inc
15135U109
32081.00000000
NS
USD
272367.69000000
0.052544651189
Long
EC
CORP
CA
N
1
N
N
Kraton Corp
N/A
Kraton Corp
50077C106
3644.00000000
NS
USD
81698.48000000
0.015761113714
Long
EC
CORP
US
N
1
N
N
N
Equitrans Midstream Corp
549300RH0NLJNZ5SXU64
Equitrans Midstream Corp
294600101
6405.00000000
NS
USD
89157.60000000
0.017200112806
Long
EC
CORP
US
N
1
N
N
N
Toro Co/The
YJKE4YIT6BWQHVEW0D14
Toro Co/The
891092108
12254.00000000
NS
USD
945151.02000000
0.182336717939
Long
EC
CORP
US
N
1
N
N
N
METLIFE SHORT TERM FDG
54930024MDLTV1K1YL10
METLIFE SHORT TERM FDG
59157TBU6
4750000.00000000
PA
USD
4722133.32000000
0.910984882862
Long
STIV
CORP
US
N
N/A
2020-02-28
None
0.00000000
N
N
N
N
N
N
WR Grace & Co
5493003X5Z6TVAXIPW56
WR Grace & Co
38388F108
6443.00000000
NS
USD
428137.35000000
0.082595434564
Long
EC
CORP
US
N
1
N
N
N
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
CORN FUTURE DEC20 XCBT 20201214
000000000
1345.00000000
NC
USD
-222132.27000000
-0.04285333052
N/A
DCO
US
N
1
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
Long
Corn
C Z0 Comdty
2020-12-14
27508819.77000000
USD
-222132.27000000
N
N
N
Franco-Nevada Corp
N/A
Franco-Nevada Corp
351858105
14920.00000000
NS
USD
1446792.40000000
0.279112408677
Long
EC
CORP
CA
N
1
N
N
WPX Energy Inc
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212B103
13275.00000000
NS
USD
132484.50000000
0.025558655068
Long
EC
CORP
US
N
1
N
N
N
Ingredion Inc
PKSTQ48QDN0XSVS7YK88
Ingredion Inc
457187102
7671.00000000
NS
USD
606009.00000000
0.116910091364
Long
EC
CORP
US
N
1
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NATURAL GAS FUTR APR20 XNYM 20200327
000000000
307.00000000
NC
USD
-438142.12000000
-0.08452553556
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
Natural Gas
NGJ20 Comdty
2020-03-27
7621942.12000000
USD
-438142.12000000
N
N
N
PetroChina Co Ltd
529900RPY4YG47TRSV05
PetroChina Co Ltd
71646E100
6637.00000000
NS
USD
320102.51000000
0.061753560904
Long
EC
CORP
CN
N
1
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796TE9
9550000.00000000
PA
USD
9510691.91000000
1.834784401126
Long
DBT
UST
US
N
N/A
2020-02-06
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796TQ2
1500000.00000000
PA
USD
1489858.34000000
0.287420607037
Long
DBT
UST
US
N
N/A
2020-04-09
None
0.00000000
N
N
N
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
Corteva Inc
22052L104
86086.00000000
NS
USD
2270948.68000000
0.438107053961
Long
EC
CORP
US
N
1
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411105
11827.00000000
NS
USD
256172.82000000
0.049420368000
Long
EC
CORP
US
N
1
N
N
N
Reliance Steel & Aluminum Co
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509102
5311.00000000
NS
USD
616288.44000000
0.118893181169
Long
EC
CORP
US
N
1
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COCOA FUTURE MAR20 IFUS 20200316
000000000
81.00000000
NC
USD
137738.38000000
0.026572223498
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
Cocoa
CCH0 Comdty
2020-03-16
1843521.62000000
USD
137738.38000000
N
N
N
World Fuel Services Corp
D3W7PCXCBRQLL17DZ313
World Fuel Services Corp
981475106
2060.00000000
NS
USD
86046.20000000
0.016599867499
Long
EC
CORP
US
N
1
N
N
N
Allegheny Technologies Inc
ZW1LRE7C3H17O2ZN9B45
Allegheny Technologies Inc
01741R102
10047.00000000
NS
USD
211087.47000000
0.040722588944
Long
EC
CORP
US
N
1
N
N
N
QEP Resources Inc
Q6JQDZPXKEDQKVK58165
QEP Resources Inc
74733V100
7468.00000000
NS
USD
24868.44000000
0.004797571640
Long
EC
CORP
US
N
1
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
8142.00000000
NS
USD
535336.50000000
0.103276088516
Long
EC
CORP
US
N
1
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
5258.00000000
NS
USD
646839.16000000
0.124786967345
Long
EC
CORP
US
N
1
N
N
N
Compass Minerals International
2549008X9G8XP7YJGC47
Compass Minerals International Inc
20451N101
2700.00000000
NS
USD
152496.00000000
0.029419235180
Long
EC
CORP
US
N
1
N
N
N
Kinross Gold Corp
549300UEBMAQDN0K0R06
Kinross Gold Corp
496902404
99813.00000000
NS
USD
484093.05000000
0.093390300646
Long
EC
CORP
CA
N
1
N
N
N
2019-11-27
iShares U.S. ETF Trust
Ann Frechette
Ann Frechette
Assistant Treasurer