NPORT-P false 0000844779 XXXXXXXX S000033601 C000103251 C000103252 C000198241 C000103250 BlackRock Funds 811-05742 0000844779 549300OZUEVJZHOBFP42 100 Bellevue Parkway Wilmington 19809 800-441-7762 BlackRock Commodity Strategies Fund S000033601 P7WNZ2Q36SS1IIU5DB52 2020-07-31 2020-01-31 N 201288730.59 9362230.66 191926499.93 0.00000000 3064785.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 7287332.94000000 USD N FMC Corp CKDHZ2X64EEBQCSP7013 302491303 15756.00000000 NS USD 1506116.04000000 0.784735844476 Long EC CORP US N 1 N N N Gold Road Resources Ltd 213800HJWH96TDEMNY83 000000000 51224.00000000 NS 49330.65000000 0.025702886270 Long EC CORP AU N 2 N N N MONEY MARKET SERIES LLC N/A 000000000 2423469.75190000 NS USD 2424196.79000000 1.263086020369 Long STIV RF US N N/A N N Fresnillo PLC 549300JXWH1UV5J0XV81 000000000 23474.00000000 NS 205047.87000000 0.106836664074 Long EC CORP MX N 2 N N N J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -180249.44000000 -0.09391586886 N/A DCO CORP US N 2 J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT ENERGY INDEX BLOOMBERG ROLL SELECT ENERGY INDEX Y Performance Leg 2020-09-25 0.00000000 USD 0.00000000 USD 3485.00000000 USD -180249.44000000 N N N OceanaGold Corp 549300CBMSE8I9N3E232 675222103 105366.00000000 NS 220540.89000000 0.114909035532 Long EC CORP AU N 1 N N N First Quantum Minerals Ltd 549300I7UVBGWRYMYZ18 335934105 35206.00000000 NS 275603.87000000 0.143598653703 Long EC CORP CA N 1 N N N Gold Fields Ltd N/A 38059T106 6724.00000000 NS USD 43033.60000000 0.022421916731 Long EC CORP ZA N 1 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -52473.95000000 -0.02734064864 N/A DCO CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2020-11-16 0.00000000 USD 0.00000000 USD 5963.00000000 USD -52473.95000000 N N N J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -22213.78000000 -0.01157410780 N/A DCO CORP US N 2 J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT LIVESTOCK BLOOMBERG ROLL SELECT LIVESTOCK Y Performance Leg 2020-09-25 0.00000000 USD 0.00000000 USD 1299.00000000 USD -22213.78000000 N N N TREASURY BILL 254900HROIFWPRGM1V77 912796TX7 16000000.00000000 PA USD 15917844.32000000 8.293718858941 Long DBT UST US N 2 2020-06-04 None 0.00000000 N N N N N N Salmar ASA 5967007LIEEXZXGDBK67 000000000 15271.00000000 NS 746923.45000000 0.389171610107 Long EC CORP NO N 2 N N N CNOOC Ltd 549300XIVJCBIGMRUD48 000000000 331000.00000000 NS 495519.52000000 0.258181918693 Long EC CORP CN N 2 N N N Graphic Packaging Holding Co N/A 388689101 82170.00000000 NS USD 1284317.10000000 0.669171323641 Long EC CORP US N 1 N N N SolGold PLC 213800HGFADQBMIEVI76 000000000 349266.00000000 NS 88355.36000000 0.046036039854 Long EC CORP AU N 2 N N N Marel HF 5299008YTLEN09WTHW26 000000000 246235.00000000 NS 1163353.67000000 0.606145410052 Long EC CORP IS N 1 N N N PureCircle Ltd 213800K2PU757HGDAW11 000000000 297873.00000000 NS 491675.91000000 0.256179271845 Long EC CORP MY N 3 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -167506.11000000 -0.08727617606 N/A DCO CORP US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2020-07-03 0.00000000 USD 0.00000000 USD 24168.00000000 USD -167506.11000000 N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671D857 23022.00000000 NS USD 255544.20000000 0.133146907849 Long EC CORP US N 1 N N N ERO Copper Corp 549300KL8A21SEIO8I47 296006109 19139.00000000 NS 262919.01000000 0.136989425689 Long EC CORP CA N 1 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -58829.05000000 -0.03065186413 N/A DCO CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2020-12-04 0.00000000 USD 0.00000000 USD 10988.00000000 USD -58829.05000000 N N N Delivery Hero SE 529900C3EX1FZGE48X78 000000000 7506.00000000 NS 577540.23000000 0.300917398176 Long EC CORP DE N 2 N N N J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -253539.43000000 -0.13210235694 N/A DCO CORP US N 2 J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2020-10-16 0.00000000 USD 0.00000000 USD 33583.00000000 USD -253539.43000000 N N N Sociedad Minera Cerro Verde SA 5493002F857O2TX7EU13 000000000 14192.00000000 NS USD 262552.00000000 0.136798201444 Long EC CORP PE N 1 N N N Northern Star Resources Ltd 254900XFXCRYYZAX6M78 000000000 135025.00000000 NS 1163123.04000000 0.606025244259 Long EC CORP AU N 2 N N N Cranswick PLC 549300LDZLPU51XOSK43 000000000 28631.00000000 NS 1350472.50000000 0.703640456368 Long EC CORP GB N 1 N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825C104 27700.00000000 NS USD 1646211.00000000 0.857729912544 Long EC CORP US N 1 N N N Neo Lithium Corp 254900R0YJWNNUFEYU56 64047A108 143078.00000000 NS 72436.35000000 0.037741713638 Long EC CORP CA N 1 N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 4732.00000000 NS USD 750400.56000000 0.390983298436 Long EC CORP US N 1 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -67855.88000000 -0.03535513856 N/A DCO CORP US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2020-05-30 0.00000000 USD 0.00000000 USD 6958.00000000 USD -67855.88000000 N N N Northam Platinum Ltd 378900EB75D7D2C73323 000000000 14039.00000000 NS 117570.84000000 0.061258262951 Long EC CORP ZA N 1 N N N Leroy Seafood Group ASA 5967007LIEEXZXJ2JK50 000000000 93333.00000000 NS 605565.35000000 0.315519404678 Long EC CORP NO N 2 N N N TREASURY BILL 254900HROIFWPRGM1V77 912796SZ3 15000000.00000000 PA USD 14897927.10000000 7.762308542819 Long DBT UST US N 2 2020-07-16 None 0.00000000 N N N N N N BP PLC 213800LH1BZH3DI6G760 000000000 402000.00000000 NS 2420079.92000000 1.260940996101 Long EC CORP GB N 2 N N N Barrick Gold Corp 0O4KBQCJZX82UKGCBV73 067901108 184437.00000000 NS USD 3415773.24000000 1.779729865988 Long EC CORP CA N 1 N N N Hormel Foods Corp MSD54751OJP1FS2ND863 440452100 22252.00000000 NS USD 1051629.52000000 0.547933464312 Long EC CORP US N 1 N N N Ivanhoe Mines Ltd 5299006XZISURYIA4G32 46579R104 45147.00000000 NS 116671.26000000 0.060789552272 Long EC CORP CA N 1 N N N Centerra Gold Inc 549300K0HXTMP5JJ0E62 152006102 43563.00000000 NS 348925.34000000 0.181801543886 Long EC CORP CA N 1 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -193912.42000000 -0.10103472947 N/A DCO CORP US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2020-03-15 0.00000000 USD 0.00000000 USD 13931.00000000 USD -193912.42000000 N N N TOTAL SA 529900S21EQ1BO4ESM68 000000000 46722.00000000 NS 2274934.94000000 1.185315702015 Long EC CORP FR N 2 N N N WILLIAMS COS INC/THE D71FAKCBLFS2O0RBPG08 969457100 50419.00000000 NS USD 1043169.11000000 0.543525313273 Long EC CORP US N 1 N N N Anglo American PLC 549300S9XF92D1X8ME43 000000000 40872.00000000 NS 1066516.98000000 0.555690319152 Long EC CORP GB N 2 N N N Petroleo Brasileiro SA 5493000J801JZRCMFE49 71654V408 9600.00000000 NS USD 135456.00000000 0.070577017790 Long EC CORP BR N 1 N N N J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -73432.60000000 -0.03826079255 N/A DCO CORP US N 2 J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT INDUSTRIAL BLOOMBERG ROLL SELECT INDUSTRIAL Y Performance Leg 2020-09-25 0.00000000 USD 0.00000000 USD 2196.00000000 USD -73432.60000000 N N N CF Industries Holdings Inc 529900CG8YAQFZ2JMV97 125269100 25592.00000000 NS USD 1030845.76000000 0.537104443824 Long EC CORP US N 1 N N N JBS SA 529900RM0MTMZL9O5050 000000000 155287.00000000 NS 999687.71000000 0.520870078058 Long EC CORP BR N 1 N N N Vale SA 254900SMTWBX7RU2SR20 91912E105 95793.00000000 NS USD 1123651.89000000 0.585459480795 Long EC CORP BR N 1 N N N Robertet SA 969500EUEC3HIYQOCS92 000000000 811.00000000 NS 819391.80000000 0.426929996795 Long EC CORP FR N 1 N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -90454.60000000 -0.04712981273 N/A DCO CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2020-10-30 0.00000000 USD 0.00000000 USD 8900.00000000 USD -90454.60000000 N N N Kerry Group PLC 635400TLVVBNXLFHWC59 000000000 11611.00000000 NS 1484743.09000000 0.773599836677 Long EC CORP IE N 1 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC USD -309721.06000000 -0.16137482844 N/A DCO CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2020-02-14 0.00000000 USD 0.00000000 USD 28173.00000000 USD -309721.06000000 N N N Costa Group Holdings Ltd 529900NK4RFY5GMBBL27 000000000 236758.00000000 NS 430903.43000000 0.224514816951 Long EC CORP AU N 2 N N N Equinor ASA OW6OFBNCKXC4US5C7523 000000000 33590.00000000 NS 606218.23000000 0.315859576567 Long EC CORP NO N 2 N N N Teck Resources Ltd T8KI5SQ2JRWHL7XY0E11 878742204 29133.00000000 NS 376435.17000000 0.196135067401 Long EC CORP CA N 1 N N N Royal Dutch Shell PLC 21380068P1DRHMJ8KU70 000000000 131742.00000000 NS 3459590.43000000 1.802560058804 Long EC CORP NL N 2 N N N PIONEER NATURAL RESOURCES CO FY8JBF7CCL2VE4F1B628 723787107 4397.00000000 NS USD 593595.00000000 0.309282459804 Long EC CORP US N 1 N N N Stelco Holdings Inc N/A 858522105 8085.00000000 NS 60359.53000000 0.031449294402 Long EC CORP CA N 1 N N N Calavo Growers Inc N/A 128246105 10959.00000000 NS USD 839568.99000000 0.437442974423 Long EC CORP US N 1 N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385101 25711.00000000 NS 723109.73000000 0.376763881102 Long EC CORP CA N 1 N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250N105 12350.00000000 NS 502156.19000000 0.261639841388 Long EC CORP CA N 1 N N N Franco-Nevada Corp N/A 351858105 10336.00000000 NS 1174886.26000000 0.612154267612 Long EC CORP CA N 1 N N N Lundin Petroleum AB 549300IULC8F8IGXKI15 000000000 7100.00000000 NS 215944.28000000 0.112514050992 Long EC CORP SE N 2 N N N BRF SA 254900MTXR9LUVQFU480 10552T107 62775.00000000 NS USD 446330.25000000 0.232552696038 Long EC CORP BR N 1 N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 3868.00000000 NS USD 1181751.36000000 0.615731209828 Long EC CORP US N 1 N N N Tractor Supply Co 549300OJ9VZHZRO6I137 892356106 15692.00000000 NS USD 1458571.40000000 0.759963527981 Long EC CORP US N 1 N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867224107 37384.00000000 NS 1142649.84000000 0.595358035715 Long EC CORP CA N 1 N N N TREASURY BILL 254900HROIFWPRGM1V77 912796TE9 16000000.00000000 PA USD 15998049.92000000 8.335508606594 Long DBT UST US N 2 2020-02-06 None 0.00000000 N N N N N N J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 23165.21000000 0.012069834029 N/A DCO CORP US N 2 J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT AGRICULTURE BLOOMBERG ROLL SELECT AGRICULTURE Y Performance Leg 2020-09-25 0.00000000 USD 0.00000000 USD 8337.00000000 USD 23165.21000000 N N N Kinder Morgan Inc/DE 549300WR7IX8XE0TBO16 49456B101 26600.00000000 NS USD 555142.00000000 0.289247185877 Long EC CORP US N 1 N N N Gruma SAB de CV 5493000XJLJ6C4T0PG82 000000000 106666.00000000 NS 1133694.94000000 0.590692239171 Long EC CORP MX N 1 N N N Impala Platinum Holdings Ltd 254900BZFIFB4PD2Z778 000000000 37371.00000000 NS 351160.84000000 0.182966312691 Long EC CORP ZA N 2 N N N Newcrest Mining Ltd 5299006MN50OZJUJI655 000000000 49382.00000000 NS 988626.23000000 0.515106684257 Long EC CORP AU N 2 N N N Nestle SA KY37LUS27QQX7BB93L28 000000000 14494.00000000 NS 1598582.41000000 0.832913855347 Long EC CORP CH N 2 N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 30231G102 29245.00000000 NS USD 1816699.40000000 0.946559959496 Long EC CORP US N 1 N N N BHP Group PLC 549300C116EOWV835768 000000000 107477.00000000 NS 2339407.23000000 1.218907879241 Long EC CORP AU N 2 N N N Umicore SA 529900F3AIQECS8ZSV61 000000000 6830.00000000 NS 314477.23000000 0.163852948975 Long EC CORP BE N 2 N N N Endeavour Mining Corp 529900R1F0JCJDI3A443 000000000 23680.00000000 NS 484908.57000000 0.252653265795 Long EC CORP MC N 1 N N N Eni SpA BUCRF72VH5RBN7X3VL35 000000000 34001.00000000 NS 476273.63000000 0.248154178903 Long EC CORP IT N 2 N N N Boliden AB 21380059QU7IM1ONDJ56 000000000 12778.00000000 NS 303352.63000000 0.158056667584 Long EC CORP SE N 2 N N N FIRST COBALT WARRANT 2019 RESTRICTED 5493009ZPOP6FTZAUU15 000000000 125498.00000000 NC 0.95000000 0.000000494981 N/A DE CORP CA N 3 FIRST COBALT WARRANT 2019 RESTRICTED 5493009ZPOP6FTZAUU15 Call Purchased FIRST COBALT 4 MO LOCKUP FIRST COBALT 4 MO LOCKUP 1.00000000 1.50000000 CAD 2020-03-15 XXXX -8.63000000 N N N Hess Corp UASVRYNXNK17ULIGK870 42809H107 8764.00000000 NS USD 495779.48000000 0.258317366377 Long EC CORP US N 1 N N N NOBLE ENERGY INC 02VFQXG2D1LR5ZH3K186 655044105 15886.00000000 NS USD 314066.22000000 0.163638799287 Long EC CORP US N 1 N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036P108 4114.00000000 NS USD 774666.20000000 0.403626492580 Long EC CORP US N 1 N N N TREASURY BILL 254900HROIFWPRGM1V77 912796TT6 16000000.00000000 PA USD 15935871.04000000 8.303111371182 Long DBT UST US N 2 2020-05-07 None 0.00000000 N N N N N N Kosmos Energy Ltd 213800YDFJ3OT9B5P157 500688106 79752.00000000 NS USD 407532.72000000 0.212337910683 Long EC CORP US N 1 N N N Polyus PJSC 549300FUXVT7TF6ZKV71 73181M117 9551.00000000 NS USD 583566.10000000 0.304057074042 Long EC CORP RU N 1 N N N Evolution Mining Ltd 254900BCFW5QO5LW8F27 000000000 166550.00000000 NS 420342.75000000 0.219012356372 Long EC CORP AU N 2 N N N CONCHO RESOURCES INC SYHS7HRDXLL4I0IQ8776 20605P101 7153.00000000 NS USD 542054.34000000 0.282428085854 Long EC CORP US N 1 N N N Norway Royal Salmon ASA 5967007LIEEXZXGB0870 000000000 39511.00000000 NS 1011191.56000000 0.526863961135 Long EC CORP NO N 1 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -41421.86000000 -0.02158214734 N/A DCO CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y 2021-01-29 0.00000000 USD 0.00000000 USD 13975.00000000 USD -41421.86000000 N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494103 19004.00000000 NS USD 1570300.52000000 0.818178063254 Long EC CORP US N 1 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -2545209.35000000 -1.32613753229 N/A DCO CORP US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2020-03-13 0.00000000 USD 0.00000000 USD 197172.00000000 USD -2545209.35000000 N N N Grocery Outlet Holding Corp N/A 39874R101 29647.00000000 NS USD 970642.78000000 0.505736717104 Long EC CORP US N 1 N N N American Vanguard Corp 529900GWI78WZA5M9783 030371108 35444.00000000 NS USD 662093.92000000 0.344972643299 Long EC CORP US N 1 N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875P101 14582.00000000 NS USD 1063173.62000000 0.553948318959 Long EC CORP US N 1 N N N AngloGold Ashanti Ltd 378900EF3BA9A5F42A59 035128206 47166.00000000 NS USD 960299.76000000 0.500347664522 Long EC CORP ZA N 1 N N Galp Energia SGPS SA 2138003319Y7NM75FG53 000000000 20532.00000000 NS 310250.62000000 0.161650746568 Long EC CORP PT N 2 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -152382.67000000 -0.07939636790 N/A DCO CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2020-05-16 0.00000000 USD 0.00000000 USD 14765.00000000 USD -152382.67000000 N N N UPL Ltd 335800RJSM1SLHO4UA95 000000000 153785.00000000 NS 1131501.70000000 0.589549489212 Long EC CORP IN N 2 N N N Freshpet Inc 549300S4ZK8ZQ6HNPN59 358039105 8402.00000000 NS USD 528317.76000000 0.275270877233 Long EC CORP US N 1 N N N STILLCANNA INC. 4 MO LOCK UP N/A 000000000 220464.00000000 NC 1.67000000 0.000000870124 N/A DE CORP CA N 3 STILLCANNA INC. 4 MO LOCK UP N/A Call Purchased STILLCANNA INC. STILLCANNA INC. 1.00000000 1.73000000 CAD 2020-04-25 XXXX 1.29000000 N N N Torex Gold Resources Inc 549300QL07027186GQ85 891054603 14299.00000000 NS 196754.41000000 0.102515499460 Long EC CORP CA N 1 N N N Ag Growth International Inc 549300ZCF9VG3Z4PHL09 001181106 28268.00000000 NS 971672.45000000 0.506273208939 Long EC CORP CA N 1 N N N B2Gold Corp 549300F7OK456M5NLM05 11777Q209 148682.00000000 NS 643756.88000000 0.335418444162 Long EC CORP CA N 1 N N N Sierra Metals Inc 9676001YCHZE7AT8VA50 82639W106 15525.00000000 NS 24870.03000000 0.012958101152 Long EC CORP CA N 1 N N J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 7575.60000000 0.003947136014 N/A DCO CORP US N 2 J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT PRECIOUS METALS BLOOMBERG ROLL SELECT PRECIOUS METALS Y Performance Leg 2020-09-25 0.00000000 USD 0.00000000 USD 2205.00000000 USD 7575.60000000 N N N HelloFresh SE 391200ZAF4V6XD2M9G57 000000000 21197.00000000 NS 505434.92000000 0.263348167232 Long EC CORP DE N 1 N N N Newmont Goldcorp Corp 549300VSP3RIX7FGDZ51 651639106 66575.00000000 NS USD 2999869.50000000 1.563030379386 Long EC CORP US N 1 N N N TREASURY BILL 254900HROIFWPRGM1V77 912796TQ2 16000000.00000000 PA USD 15954973.28000000 8.313064264611 Long DBT UST US N 2 2020-04-09 None 0.00000000 N N N N N N Symrise AG 529900D82I6R9601CF26 000000000 11790.00000000 NS 1211485.40000000 0.631223619688 Long EC CORP DE N 2 N N N Koninklijke DSM NV 724500SNT1MK246AHP04 000000000 9419.00000000 NS 1146348.36000000 0.597285085914 Long EC CORP NL N 2 N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585A102 16987.00000000 NS USD 925791.50000000 0.482367729488 Long EC CORP US N 1 N N N J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -13931.24000000 -0.00725863286 N/A DCO CORP US N 2 J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT COMMODITY TOTAL RETURN INDEX BLOOMBERG ROLL SELECT COMMODITY TOTAL RETURN INDEX Y 2021-02-02 0.00000000 USD 0.00000000 USD 3099.00000000 USD -13931.24000000 N N N Alacer Gold Corp 529900Z8EMNJMHWKNV66 010679108 23884.00000000 NS 112255.16000000 0.058488619362 Long EC CORP US N 1 N N N Total Produce PLC 635400K7UEIKHMNKLJ02 000000000 572322.00000000 NS 849276.16000000 0.442500728304 Long EC CORP IE N 1 N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044101 26978.00000000 NS USD 724629.08000000 0.377555512273 Long EC CORP US N 1 N N N MAG Silver Corp 254900LGL904N7F3EL14 55903Q104 13526.00000000 NS 147381.68000000 0.076790688129 Long EC CORP CA N 1 N N N OZ Minerals Ltd 529900O2VBT5CL7EZT27 000000000 44319.00000000 NS 296029.37000000 0.154241008984 Long EC CORP AU N 2 N N N Rio Tinto PLC 213800YOEO5OQ72G2R82 000000000 30337.00000000 NS 1622246.53000000 0.845243637846 Long EC CORP GB N 2 N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913Y100 9988.00000000 NS USD 842088.28000000 0.438755607124 Long EC CORP US N 1 N N N TRIMBLE INC 549300E2MI7NSZFQWS19 896239100 14945.00000000 NS USD 635461.40000000 0.331096227061 Long EC CORP US N 1 N N CHEVRON CORP N/A 166764100 14723.00000000 NS USD 1577422.22000000 0.821888702485 Long EC CORP US N 1 N N N J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -100957.39000000 -0.05260211072 N/A DCO CORP US N 2 J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2020-12-15 0.00000000 USD 0.00000000 USD 10373.00000000 USD -100957.39000000 N N N Greencore Group PLC 635400GGBEWULJXM5868 000000000 305624.00000000 NS 988662.10000000 0.515125373703 Long EC CORP IE N 2 N N N BLACKROCK LIQUIDITY FUNDS T-FUND PORTFOLIO 5493002L9DNZ83RX7V61 09248U718 4580835.17000000 NS USD 4580835.17000000 2.386765335516 Long STIV RF US N 1 N N N Glencore PLC 2138002658CPO9NBH955 000000000 45953.00000000 NS 134393.82000000 0.070023587179 Long EC CORP CH N 2 N N N Lundin Mining Corp 549300FQDIM6C8HTN269 550372106 60542.00000000 NS 317486.38000000 0.165420814799 Long EC CORP CA N 1 N N N Oil Search Ltd 529900NIUGGGKB5VMO41 000000000 72722.00000000 NS 347585.34000000 0.181103359946 Long EC CORP AU N 2 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -48015.99000000 -0.02501790530 N/A DCO CORP US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2020-10-20 0.00000000 USD 0.00000000 USD 6023.00000000 USD -48015.99000000 N N N Coronado Global Resources Inc N/A 000000000 57947.00000000 NS 77904.67000000 0.040590887672 Long EC CORP AU N 2 N N N J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -1152371.69000000 -0.60042343835 N/A DCO CORP US N 2 J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT COMMODITY TOTAL RETURN INDEX BLOOMBERG ROLL SELECT COMMODITY TOTAL RETURN INDEX Y 2021-01-25 0.00000000 USD 0.00000000 USD 59893.00000000 USD -1152371.69000000 N N N Saracen Mineral Holdings Ltd 254900SQ035N7AB62C07 000000000 96845.00000000 NS 261023.95000000 0.136002037287 Long EC CORP AU N 2 N N N Nickel Mines Ltd N/A 000000000 404281.00000000 NS 166668.08000000 0.086839534957 Long EC CORP AU N 2 N N N Cairn Energy PLC 213800ZJEUQ8ZOC9AL24 000000000 122634.00000000 NS 273930.05000000 0.142726538596 Long EC CORP GB N 2 N N N BAKER HUGHES A GE CO N/A 05722G100 28846.00000000 NS USD 624804.36000000 0.325543559762 Long EC CORP US N 1 N N N Beyond Meat Inc 549300XQ946NCE51DR09 08862E109 3239.00000000 NS USD 357650.38000000 0.186347575832 Long EC CORP US N 1 N N N Alamos Gold Inc 549300TDOX73YGYXE959 011532108 58226.00000000 NS 367377.29000000 0.191415614901 Long EC CORP CA N 1 N N N StillCanna Inc 529900T8WMFF7VP5QO37 86071P107 440928.00000000 NS 48310.84000000 0.025171531819 Long EC CORP CA N 1 N N N Nevada Copper Corp 549300QD5UX02XS0F829 64128F109 397646.00000000 NS 96151.37000000 0.050098016706 Long EC CORP CA N 1 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -89378.30000000 -0.04656902513 N/A DCO CORP US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 BOARD OF GOVERNOR OF THE FEDERAL RESERVE SYSTEM 3 MONTH T BILL AUCTION AVERAGE Y Performance Leg 2020-06-26 0.00000000 USD 0.00000000 USD 8347.00000000 USD -89378.30000000 N N N Agnico Eagle Mines Ltd YGE0EUBRF7IJOB3QRX76 008474108 28155.00000000 NS 1740274.29000000 0.906739971100 Long EC CORP CA N 1 N N N TC Energy Corp 549300UGKOFV2IWJJG27 87807B107 23239.00000000 NS 1274334.46000000 0.663970040856 Long EC CORP CA N 1 N N N MMC Norilsk Nickel PJSC 253400JPTEEW143W3E47 55315J102 7882.00000000 NS USD 254191.09000000 0.132441893168 Long EC CORP RU N 2 N N N Pretium Resources Inc N/A 74139C102 32947.00000000 NS 358747.37000000 0.186919143594 Long EC CORP CA N 1 N N N Sigma Lithium Resources Corp N/A 826600108 125653.00000000 NS 182298.44000000 0.094983465059 Long EC CORP BR N 1 N N N Jamieson Wellness Inc N/A 470748104 65883.00000000 NS 1322240.05000000 0.688930424137 Long EC CORP CA N 1 N N N TREASURY BILL 254900HROIFWPRGM1V77 912796TK5 16000000.00000000 PA USD 15974096.64000000 8.323028162252 Long DBT UST US N 2 2020-03-12 None 0.00000000 N N N N N N Ocado Group PLC 213800LO8F61YB8MBC74 000000000 36343.00000000 NS 585982.58000000 0.305316139362 Long EC CORP GB N 2 N N N Centamin PLC 213800PDI9G7OUKLPV84 000000000 158338.00000000 NS 283984.09000000 0.147965023122 Long EC CORP JE N 2 N N N Wheaton Precious Metals Corp 549300XSFG5ZCGVYD886 962879102 32932.00000000 NS 969495.78000000 0.505139092493 Long EC CORP CA N 1 N N N Titan Mining Corp N/A 88831L103 159796.00000000 NS 30790.37000000 0.016042792428 Long EC CORP CA N 1 N N N Iluka Resources Ltd 2549009N2Y1F4YNB0955 000000000 22650.00000000 NS 144871.24000000 0.075482666569 Long EC CORP AU N 2 N N N Metro Mining Ltd 52990041K94ARLA23314 000000000 279387.00000000 NS 29923.37000000 0.015591056998 Long EC CORP AU N 1 N N N 2020-03-26 BlackRock Funds Ann Frechette Ann Frechette Assistant Treasurer