MCQ @BCOMTR LG CM SWAP 08/04/23

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E57ODZWZ7FF32TWEFA76 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2023-09-14 0.00000000 USD 0.00000000 USD 40000000.00000000 USD 1080977.37000000 N N N NEW YORK MERCANTILE EXCHANGE N/A WTI CRUDE FUTURE SEP23 CLU3 N/A 413.00000000 NC USD 4776340.71000000 0.255343140816 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE N/A Long WTI CRUDE WTI CRUDE 2023-08-22 29007059.29000000 USD 4776340.71000000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 RBC @BCOMTR LG CM SWAP 10/2/23 N/A 109000000.00000000 NC USD 417021.50000000 0.022293966461 N/A DCO CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2023-10-02 0.00000000 USD 0.00000000 USD 109000000.00000000 USD 417021.50000000 N N N ICE FUTURES US N/A SUGAR #11 (WORLD) FUT OCT23 SBV3 N/A 474.00000000 NC USD -349753.52000000 -0.01869782072 N/A DCO CORP US N 1 ICE FUTURES US N/A Long SUGAR SUGAR 2023-09-29 13149270.32000000 USD -349753.52000000 N N N CHICAGO MERCANTILE EXCH INC SNZ2OJLFK8MNNCLQOF39 LEAN HOGS FUTURE OCT23 LHV3 N/A 214.00000000 NC USD 284078.61000000 0.015186840495 N/A DCO CORP US N 1 CHICAGO MERCANTILE EXCH INC SNZ2OJLFK8MNNCLQOF39 Long LEAN HOGS LEAN HOGS 2023-10-13 7077521.39000000 USD 284078.61000000 N N N ICE-ICE FUTURES LTD N/A LOW SU GASOIL G FUT SEP23 QSU3 N/A 128.00000000 NC USD 2192178.32000000 0.117193837593 N/A DCO CORP GB N 1 ICE-ICE FUTURES LTD N/A Long GAS OIL GAS OIL 2023-09-12 8815821.68000000 USD 2192178.32000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 GS @BCOMTR LG CM SWAP 9/8/23 N/A 85000000.00000000 NC USD 3155745.24000000 0.168706118370 N/A DCO CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2023-09-08 0.00000000 USD 0.00000000 USD 85000000.00000000 USD 3155745.24000000 N N N CHICAGO BOARD OF TRADE N/A WHEAT FUTURE(CBT) SEP23 W U3 N/A 296.00000000 NC USD 370599.02000000 0.019812221006 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE N/A Long WHEAT WHEAT 2023-09-14 9482500.98000000 USD 370599.02000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 ML @BCOMTR LG CM SWAP 9/11/23 N/A 68000000.00000000 NC USD 2602579.96000000 0.139133906385 N/A DCO CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2023-09-11 0.00000000 USD 0.00000000 USD 68000000.00000000 USD 2602579.96000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 SG @BCOMTR LG CM SWAP 9/29/23 N/A 118000000.00000000 NC USD -214741.10000000 -0.01148005769 N/A DCO CORP FR N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2023-09-29 0.00000000 USD 0.00000000 USD 118000000.00000000 USD -214741.10000000 N N N LONDON METAL EXCHANGE N/A LME ZINC CMDY FWD 09/20/23 N/A 151.00000000 NC USD 667550.82000000 0.035687262149 N/A DCO CORP GB N 1 LONDON METAL EXCHANGE N/A Long ZINC ZINC 2023-09-18 9016494.43000000 USD 667550.82000000 N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 CITI @BCOMTR LG CM SWAP 9/21/23 N/A 61000000.00000000 NC USD 1412252.80000000 0.075499024770 N/A DCO CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2023-09-21 0.00000000 USD 0.00000000 USD 61000000.00000000 USD 1412252.80000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 ML@BCOMTR LG CM SWAP 08/03/23 N/A 90000000.00000000 NC USD 6234235.60000000 0.333282191397 N/A DCO CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2023-08-03 0.00000000 USD 0.00000000 USD 90000000.00000000 USD 6234235.60000000 N N N CHICAGO BOARD OF TRADE N/A SOYBEAN MEAL FUTR DEC23 SMZ3 N/A 291.00000000 NC USD 727380.20000000 0.038885740384 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE N/A Long SOYBEAN MEAL SOYBEAN MEAL 2023-12-14 10793309.80000000 USD 727380.20000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 JPM@BCOMTR LG CM SWAP 09/15/2023 N/A 106000000.00000000 NC USD 1293555.81000000 0.069153484518 N/A DCO CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2023-09-15 0.00000000 USD 0.00000000 USD 106000000.00000000 USD 1293555.81000000 N N N ICE-ICE FUTURES LTD N/A BRENT CRUDE FUTR NOV23 COX3 N/A 362.00000000 NC USD 2168439.20000000 0.115924744404 N/A DCO CORP GB N 1 ICE-ICE FUTURES LTD N/A Long BRENT CRUDE OIL BRENT CRUDE OIL 2023-09-29 28583460.80000000 USD 2168439.20000000 N N N COMMODITY EXCHANGE INC N/A GOLD 100 OZ FUTR DEC23 GCZ3 N/A 313.00000000 NC USD 588925.89000000 0.031483973943 N/A DCO CORP US N 1 COMMODITY EXCHANGE INC N/A Long GOLD BULLION GOLD BULLION 2023-12-27 62299034.11000000 USD 588925.89000000 N N N NEW YORK MERCANTILE EXCHANGE N/A NY HARB ULSD FUT SEP23 HOU3 N/A 67.00000000 NC USD 1733064.41000000 0.092649611188 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE N/A Long HEATING OIL HEATING OIL 2023-08-31 6668132.59000000 USD 1733064.41000000 N N N COMMODITY EXCHANGE INC N/A COPPER FUTURE SEP23 HGU3 N/A 211.00000000 NC USD 1121489.28000000 0.059954809033 N/A DCO CORP US N 1 COMMODITY EXCHANGE INC N/A Long COPPER COPPER 2023-09-27 20020710.72000000 USD 1121489.28000000 N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 09/07/2023 912796YH6 100000000.00000000 PA USD 99459003.00000000 5.317077601955 Long DBT UST US N 2 2023-09-07 Fixed 0.00000000 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 CITI @BCOMTR LG CM SWAP 9/28/23 N/A 91000000.00000000 NC USD -761088.87000000 -0.04068780564 N/A DCO CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2023-09-28 0.00000000 USD 0.00000000 USD 91000000.00000000 USD -761088.87000000 N N N NEW YORK MERCANTILE EXCHANGE N/A NATURAL GAS FUT SEP23 NGU23 N/A 922.00000000 NC USD 2004143.75000000 0.107141510801 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE N/A Long NATURAL GAS NATURAL GAS 2023-08-29 22281336.25000000 USD 2004143.75000000 N N N LONDON METAL EXCHANGE N/A LME LEAD CMDY FWD 09/20/2023 N/A 67.00000000 NC USD 155910.14000000 0.008334954989 N/A DCO CORP GB N 1 LONDON METAL EXCHANGE N/A Long LEAD LEAD 2023-09-18 3453714.86000000 USD 155910.14000000 N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 CIBC@BCOMTR LG CM SWAP 9/28/23 N/A 95000000.00000000 NC USD -794543.33000000 -0.04247628084 N/A DCO CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2023-09-28 0.00000000 USD 0.00000000 USD 95000000.00000000 USD -794543.33000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 UBS @BCOMTR LG CM SWAP 9/21/23 N/A 97000000.00000000 NC USD 2245367.99000000 0.120037356977 N/A DCO CORP CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2023-09-21 0.00000000 USD 0.00000000 USD 97000000.00000000 USD 2245367.99000000 N N N NEW YORK MERCANTILE EXCHANGE N/A GASOLINE RBOB FUT SEP23 XBU3 N/A 91.00000000 NC USD 1874015.93000000 0.100184878458 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE N/A Long REFORMULATED 84 OCT OXG INDEX 34T99S223 2023-08-31 9192585.07000000 USD 1874015.93000000 N N N ICE FUTURES US N/A COFFEE 'C' FUTURE SEP23 KCU3 N/A 190.00000000 NC USD -1242993.25000000 -0.06645041041 N/A DCO CORP US N 1 ICE FUTURES US N/A Long COFFEE COFFEE 2023-09-19 12974305.75000000 USD -1242993.25000000 N N N CHICAGO BOARD OF TRADE N/A SOYBEAN FUTURE NOV23 S X3 N/A 305.00000000 NC USD 1943509.32000000 0.103899994599 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE N/A Long SOYBEANS SOYBEANS 2023-11-14 18365678.18000000 USD 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0.098055004538 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE N/A Long SOYBEAN OIL SOYBEAN OIL 2023-12-14 10367790.59000000 USD 1834175.41000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 ML@BCOMTR LG CM SWAP 9/22/23 N/A 75000000.00000000 NC USD 1292455.43000000 0.069094658211 N/A DCO CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2023-09-22 0.00000000 USD 0.00000000 USD 75000000.00000000 USD 1292455.43000000 N N N CHICAGO MERCANTILE EXCH INC SNZ2OJLFK8MNNCLQOF39 LIVE CATTLE FUTR OCT23 LCV3 N/A 208.00000000 NC USD -116860.40000000 -0.00624735616 N/A DCO CORP US N 1 CHICAGO MERCANTILE EXCH INC SNZ2OJLFK8MNNCLQOF39 Long LIVE CATTLE LIVE CATTLE 2023-10-31 15053340.40000000 USD -116860.40000000 N N N LONDON METAL EXCHANGE N/A LME ALUMINUM CMDY FWD 09/20/23 N/A 281.00000000 NC USD 217046.34000000 0.011603295812 N/A DCO CORP GB N 1 LONDON METAL EXCHANGE N/A Long ALUMINUM ALUMINUM 2023-09-18 15715723.91000000 USD 217046.34000000 N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 MCQ @BCOMTR LG CM SWAP 9/11/23 N/A 67000000.00000000 NC USD 2565004.26000000 0.137125109727 N/A DCO CORP AU N 2 MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2023-09-11 0.00000000 USD 0.00000000 USD 67000000.00000000 USD 2565004.26000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 JPM @BCOMTR LG CM SWAP 9/29/23 N/A 33000000.00000000 NC USD -60145.12000000 -0.00321535769 N/A DCO CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2023-09-29 0.00000000 USD 0.00000000 USD 33000000.00000000 USD -60145.12000000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 RBC @BCOMTR LG CM SWAP 9/14/23 N/A 97000000.00000000 NC USD 2621370.12000000 0.140138428207 N/A DCO CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 BBG COMMODITY INDEX TOTAL RETURN BCOMTR Y 2023-09-14 0.00000000 USD 0.00000000 USD 97000000.00000000 USD 2621370.12000000 N N N 2023-08-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer