NPORT-P false 0000844779 XXXXXXXX S000033601 C000103250 C000103251 C000103252 C000198241 BlackRock Funds 811-05742 0000844779 549300OZUEVJZHOBFP42 100 Bellevue Parkway Wilmington 19809 800-441-7762 BlackRock Commodity Strategies Fund S000033601 P7WNZ2Q36SS1IIU5DB52 2021-05-31 2020-08-31 N 213142072.85 2645754.50 210496318.35 0.00000000 16834658.66000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 6351171.31000000 USD N Hess Corp UASVRYNXNK17ULIGK870 42809H107 13427.00000000 NS USD 618179.08000000 0.293676908387 Long EC CORP US N 1 N N N WILLIAMS COS INC/THE D71FAKCBLFS2O0RBPG08 969457100 43411.00000000 NS USD 901212.36000000 0.428136875297 Long EC CORP US N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 41020.31000000 0.019487423970 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT LIVESTOCK BLOOMBERG ROLL SELECT LIVESTOCK Y Performance Leg 2021-03-12 0.00000000 USD 0.00000000 USD 1819139.98000000 USD 41020.31000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 203144.12000000 0.096507208103 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT COMMODITY TOTAL RETURN INDEX BLOOMBERG ROLL SELECT COMMODITY TOTAL RETURN INDEX Y Performance Leg 2021-06-10 0.00000000 USD 0.00000000 USD 1622187.74000000 USD 203144.12000000 N N N Jinyu Bio-Technology Co Ltd N/A 000000000 98807.00000000 NS 414669.69000000 0.196996172308 Long EC CORP CN N 2 N N N TREASURY BILL 254900HROIFWPRGM1V77 912796TJ8 16000000.00000000 PA USD 15999644.96000000 7.600914393855 Long DBT UST US N 2 2020-09-10 None 0.00000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 796164.61000000 0.378232083221 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT INDUSTRIAL BLOOMBERG ROLL SELECT INDUSTRIAL Y Performance Leg 2021-03-12 0.00000000 USD 0.00000000 USD 4125130.51000000 USD 796164.61000000 N N N HelloFresh SE 391200ZAF4V6XD2M9G57 000000000 14967.00000000 NS 769800.83000000 0.365707503121 Long EC CORP DE N 1 N N N TREASURY BILL 254900HROIFWPRGM1V77 912796TN9 16000000.00000000 PA USD 15998417.28000000 7.600331162751 Long DBT UST US N 2 2020-10-08 None 0.00000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 9127963W7 17000000.00000000 PA USD 16991344.11000000 8.072038619577 Long DBT UST US N 2 2021-02-04 None 0.00000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671D857 89968.00000000 NS USD 1404400.48000000 0.667185293789 Long EC CORP US N 1 N N N Jamieson Wellness Inc N/A 470748104 47229.00000000 NS 1367607.87000000 0.649706313497 Long EC CORP CA N 1 N N N Alamos Gold Inc 549300TDOX73YGYXE959 011532108 5539.00000000 NS 57965.54000000 0.027537555266 Long EC CORP CA N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 122685.75000000 0.058284036016 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT COMMODITY TOTAL RETURN INDEX BLOOMBERG ROLL SELECT COMMODITY TOTAL RETURN INDEX Y Performance Leg 2021-05-27 0.00000000 USD 0.00000000 USD 769042.22000000 USD 122685.75000000 N N N SolGold PLC 213800HGFADQBMIEVI76 000000000 349266.00000000 NS 120455.87000000 0.057224692072 Long EC CORP AU N 1 N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 113687.53000000 0.054009272414 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2021-07-12 0.00000000 USD 0.00000000 USD 1135209.03000000 USD 113687.53000000 N N N Tractor Supply Co 549300OJ9VZHZRO6I137 892356106 11237.00000000 NS USD 1672402.71000000 0.794504494477 Long EC CORP US N 1 N N N BHP Group PLC 549300C116EOWV835768 000000000 95661.00000000 NS 2177469.57000000 1.034445441643 Long EC CORP AU N 2 N N N Barry Callebaut AG 213800Y5RWKLDPUTT265 000000000 179.00000000 NS 396843.45000000 0.188527501626 Long EC CORP CH N 2 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 269886.24000000 0.128214232968 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2021-07-01 0.00000000 USD 0.00000000 USD 4551301.63000000 USD 269886.24000000 N N N Ivanhoe Mines Ltd 5299006XZISURYIA4G32 46579R104 45147.00000000 NS 178255.11000000 0.084683243582 Long EC CORP CA N 1 N N N TC Energy Corp 549300UGKOFV2IWJJG27 87807B107 21754.00000000 NS 1017193.59000000 0.483235810475 Long EC CORP CA N 1 N N N Endeavour Mining Corp 529900R1F0JCJDI3A443 000000000 20416.00000000 NS 565985.02000000 0.268881196800 Long EC CORP MC N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 48512.39000000 0.023046669120 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2021-07-01 0.00000000 USD 0.00000000 USD 951255.72000000 USD 48512.39000000 N N N Metro Mining Ltd 52990041K94ARLA23314 000000000 265283.00000000 NS 13109.19000000 0.006227752629 Long EC CORP AU N 1 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 42933.69000000 0.020396408990 N/A DCO CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2021-08-13 0.00000000 USD 0.00000000 USD 1228383.85000000 USD 42933.69000000 N N N Petroleo Brasileiro SA 5493000J801JZRCMFE49 71654V408 27888.00000000 NS USD 227844.96000000 0.108241779137 Long EC CORP BR N 1 N N N ERO Copper Corp 549300KL8A21SEIO8I47 296006109 14296.00000000 NS 217999.34000000 0.103564443173 Long EC CORP CA N 1 N N N Rio Tinto PLC 213800YOEO5OQ72G2R82 000000000 32832.00000000 NS 2041844.81000000 0.970014500018 Long EC CORP GB N 2 N N N Teck Resources Ltd T8KI5SQ2JRWHL7XY0E11 878742204 41375.00000000 NS 477080.54000000 0.226645550734 Long EC CORP CA N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 41139.92000000 0.019544246817 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT INDUSTRIAL BLOOMBERG ROLL SELECT INDUSTRIAL Y Performance Leg 2021-07-01 0.00000000 USD 0.00000000 USD 287491.80000000 USD 41139.92000000 N N N Bellevue Gold Ltd N/A 000000000 51588.00000000 NS 39138.34000000 0.018593360827 Long EC CORP AU N 2 N N N Oil Search Ltd 529900NIUGGGKB5VMO41 000000000 96295.00000000 NS 232155.86000000 0.110289748447 Long EC CORP AU N 2 N N N Umicore SA 529900F3AIQECS8ZSV61 000000000 1273.00000000 NS 58430.46000000 0.027758423737 Long EC CORP BE N 2 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 27703.87000000 0.013161213562 N/A DCO CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2021-08-06 0.00000000 USD 0.00000000 USD 1002013.40000000 USD 27703.87000000 N N N Cranswick PLC 549300LDZLPU51XOSK43 000000000 26911.00000000 NS 1333964.54000000 0.633723454384 Long EC CORP GB N 2 N N N Graphic Packaging Holding Co N/A 388689101 101919.00000000 NS USD 1424827.62000000 0.676889568030 Long EC CORP US N 1 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 28462.36000000 0.013521547656 N/A DCO CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BLOOMBERG ROLL SELECT COMMODITY TOTAL RETURN INDEX BLOOMBERG ROLL SELECT COMMODITY TOTAL RETURN INDEX Y Performance Leg 2021-08-02 0.00000000 USD 0.00000000 USD 503180.73000000 USD 28462.36000000 N N N OceanaGold Corp 549300CBMSE8I9N3E232 675222103 45009.00000000 NS 103865.60000000 0.049343190804 Long EC CORP AU N 1 N N N Pilgrim's Pride Corp 549300ZSLGV64ZL3HD75 72147K108 30686.00000000 NS USD 490976.00000000 0.233246834837 Long EC CORP US N 1 N N N Iluka Resources Ltd 2549009N2Y1F4YNB0955 000000000 36673.00000000 NS 273336.27000000 0.129853230756 Long EC CORP AU N 2 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 133869.54000000 0.063597093312 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT ENERGY INDEX BLOOMBERG ROLL SELECT ENERGY INDEX Y Performance Leg 2021-03-12 0.00000000 USD 0.00000000 USD 1675002.38000000 USD 133869.54000000 N N N Total Produce PLC 635400K7UEIKHMNKLJ02 000000000 749030.00000000 NS 1014864.23000000 0.482129206798 Long EC CORP IE N 2 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC USD 13767.19000000 0.006540347169 N/A DCO CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2021-08-02 0.00000000 USD 0.00000000 USD 386174.65000000 USD 13767.19000000 N N N Cairn Energy PLC 213800ZJEUQ8ZOC9AL24 000000000 110228.00000000 NS 207760.51000000 0.098700305843 Long EC CORP GB N 1 N N N Pan American Silver Corp 549300MKTF5851TYIB83 697900108 2648.00000000 NS USD 95751.68000000 0.045488529562 Long EC CORP CA N 1 N N N CNOOC Ltd 549300XIVJCBIGMRUD48 000000000 300000.00000000 NS 339961.79000000 0.161504862728 Long EC CORP CN N 2 N N N Aker BP ASA 549300NFTY73920OYK69 000000000 11877.00000000 NS 236257.35000000 0.112238233833 Long EC CORP NO N 2 N N N Santos Ltd 5299000RK70B5O2M7077 000000000 72937.00000000 NS 304809.46000000 0.144805126469 Long EC CORP AU N 2 N N N Centamin PLC 213800PDI9G7OUKLPV84 000000000 110992.00000000 NS 311797.19000000 0.148124771228 Long EC CORP JE N 2 N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044101 20798.00000000 NS USD 742072.64000000 0.352534735912 Long EC CORP US N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 110795.56000000 0.052635390903 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT ENERGY INDEX BLOOMBERG ROLL SELECT ENERGY INDEX Y Performance Leg 2021-07-01 0.00000000 USD 0.00000000 USD 1159200.04000000 USD 110795.56000000 N N N Neo Lithium Corp 254900R0YJWNNUFEYU56 64047A108 143078.00000000 NS 74591.21000000 0.035435873931 Long EC CORP CA N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 25773.24000000 0.012244033625 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT INDUSTRIAL BLOOMBERG ROLL SELECT INDUSTRIAL Y Performance Leg 2020-09-25 0.00000000 USD 0.00000000 USD 873401.46000000 USD 25773.24000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 423217.63000000 0.201057022430 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2021-07-01 0.00000000 USD 0.00000000 USD 2973585.31000000 USD 423217.63000000 N N N TOTAL SE 529900S21EQ1BO4ESM68 000000000 54933.00000000 NS 2179298.27000000 1.035314197931 Long EC CORP FR N 2 N N N Stelco Holdings Inc N/A 858522105 8085.00000000 NS 58513.74000000 0.027797987375 Long EC CORP CA N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 75748.09000000 0.035985470241 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2021-07-26 0.00000000 USD 0.00000000 USD 1000375.14000000 USD 75748.09000000 N N N Vale SA 254900SMTWBX7RU2SR20 91912E105 132512.00000000 NS USD 1457632.00000000 0.692473869104 Long EC CORP BR N 1 N N N Marel HF 5299008YTLEN09WTHW26 000000000 179898.00000000 NS 931812.52000000 0.442674022664 Long EC CORP IS N 2 N N N FMC Corp CKDHZ2X64EEBQCSP7013 302491303 16107.00000000 NS USD 1721194.02000000 0.817683669477 Long EC CORP US N 1 N N N Alacer Gold Corp 529900Z8EMNJMHWKNV66 010679108 23504.00000000 NS 162357.53000000 0.077130816953 Long EC CORP US N 1 N N N Nestle SA KY37LUS27QQX7BB93L28 000000000 13500.00000000 NS 1626036.34000000 0.772477330124 Long EC CORP CH N 2 N N N Grocery Outlet Holding Corp N/A 39874R101 36293.00000000 NS USD 1492731.09000000 0.709148312759 Long EC CORP US N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 3007762.37000000 1.428890725299 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT PRECIOUS METALS BLOOMBERG ROLL SELECT PRECIOUS METALS Y Performance Leg 2021-03-12 0.00000000 USD 0.00000000 USD 9114138.95000000 USD 3007762.37000000 N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385101 10489.00000000 NS 206828.75000000 0.098257656771 Long EC CORP CA N 1 N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250N105 15244.00000000 NS 487700.48000000 0.231690741112 Long EC CORP CA N 1 N N N Lundin Energy AB 549300IULC8F8IGXKI15 000000000 19919.00000000 NS 487530.11000000 0.231609803830 Long EC CORP SE N 2 N N N Bunge Ltd 5493007M0RIN8HY3MM77 000000000 17481.00000000 NS USD 797483.22000000 0.378858512230 Long EC CORP US N 1 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 19755.94000000 0.009385408806 N/A DCO CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BLOOMBERG ROLL SELECT COMMODITY TOTAL RETURN INDEX BLOOMBERG ROLL SELECT COMMODITY TOTAL RETURN INDEX Y Performance Leg 2021-08-27 0.00000000 USD 0.00000000 USD 1025642.42000000 USD 19755.94000000 N N N TREASURY BILL 254900HROIFWPRGM1V77 912796TP4 16000000.00000000 PA USD 15997038.88000000 7.599676329445 Long DBT UST US N 2 2020-11-05 None 0.00000000 N N N N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 49456B101 67018.00000000 NS USD 926188.76000000 0.440002355984 Long EC CORP US N 1 N N N LUKOIL PJSC 549300LCJ1UJXHYBWI24 69343P105 2764.00000000 NS USD 188704.10000000 0.089647221138 Long EC CORP RU N 2 N N N SSR Mining Inc 549300JD2KR7AB9DYJ38 784730103 12938.00000000 NS USD 277520.10000000 0.131840833215 Long EC CORP CA N 1 N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 3339.00000000 NS USD 701390.34000000 0.333207889571 Long EC CORP US N 1 N N N Steel Dynamics Inc 549300HGGKEL4FYTTQ83 858119100 16905.00000000 NS USD 499035.60000000 0.237075690402 Long EC CORP US N 1 N N N AngloGold Ashanti Ltd 378900EF3BA9A5F42A59 035128206 4169.00000000 NS USD 123027.19000000 0.058446243128 Long EC CORP ZA N 1 N N N Kosmos Energy Ltd 213800YDFJ3OT9B5P157 500688106 153885.00000000 NS USD 226210.95000000 0.107465513778 Long EC CORP US N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 870020.41000000 0.413318587621 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2021-07-01 0.00000000 USD 0.00000000 USD 4743727.47000000 USD 870020.41000000 N N N Gruma SAB de CV 5493000XJLJ6C4T0PG82 000000000 98706.00000000 NS 1166049.77000000 0.553952572254 Long EC CORP MX N 1 N N N Evolution Mining Ltd 254900BCFW5QO5LW8F27 000000000 175492.00000000 NS 717550.06000000 0.340884850445 Long EC CORP AU N 2 N N N Gazprom PJSC 213800FD9J2IHTA7YX78 368287207 23369.00000000 NS USD 113842.36000000 0.054082827145 Long EC CORP RU N 2 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC USD -33403.79000000 -0.01586906139 N/A DCO CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2021-02-10 0.00000000 USD 0.00000000 USD 140367.61000000 USD -33403.79000000 N N N Sigma Lithium Resources Corp N/A 826600108 125653.00000000 NS 217714.40000000 0.103429077385 Long EC CORP BR N 1 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 6753.63000000 0.003208431412 N/A DCO CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BLOOMBERG ROLL SELECT COMMODITY TOTAL RETURN INDEX BLOOMBERG ROLL SELECT COMMODITY TOTAL RETURN INDEX Y Performance Leg 2021-08-31 0.00000000 USD 0.00000000 USD 2079995.32000000 USD 6753.63000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC USD 194543.61000000 0.092421383673 N/A DCO CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2021-02-10 0.00000000 USD 0.00000000 USD 650459.07000000 USD 194543.61000000 N N N Saracen Mineral Holdings Ltd 254900SQ035N7AB62C07 000000000 139172.00000000 NS 535254.42000000 0.254282081603 Long EC CORP AU N 2 N N N Royal Dutch Shell PLC 21380068P1DRHMJ8KU70 000000000 137582.00000000 NS 2025167.39000000 0.962091596601 Long EC CORP NL N 2 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 275466.16000000 0.130865072681 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT INDUSTRIAL BLOOMBERG ROLL SELECT INDUSTRIAL Y Performance Leg 2021-04-30 0.00000000 USD 0.00000000 USD 1086053.89000000 USD 275466.16000000 N N N Anglo American PLC 549300S9XF92D1X8ME43 000000000 51172.00000000 NS 1257541.84000000 0.597417498727 Long EC CORP GB N 2 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 126741.38000000 0.060210734797 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT COMMODITY TOTAL RETURN INDEX BLOOMBERG ROLL SELECT COMMODITY TOTAL RETURN INDEX Y Performance Leg 2021-06-03 0.00000000 USD 0.00000000 USD 916918.89000000 USD 126741.38000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 187834.63000000 0.089234164033 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT COMMODITY TOTAL RETURN INDEX BLOOMBERG ROLL SELECT COMMODITY TOTAL RETURN INDEX Y Performance Leg 2021-06-24 0.00000000 USD 0.00000000 USD 1574197.47000000 USD 187834.63000000 N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913Y100 10408.00000000 NS USD 547356.72000000 0.260031493325 Long EC CORP US N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 8977.66000000 0.004264996210 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT COMMODITY TOTAL RETURN INDEX BLOOMBERG ROLL SELECT COMMODITY TOTAL RETURN INDEX Y Performance Leg 2021-01-29 0.00000000 USD 0.00000000 USD 1257012.97000000 USD 8977.66000000 N N N CHEVRON CORP N/A 166764100 35637.00000000 NS USD 2991013.41000000 1.420933835539 Long EC CORP US N 1 N N N Franco-Nevada Corp N/A 351858105 6695.00000000 NS 1006906.24000000 0.478348622860 Long EC CORP CA N 1 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC USD -29551.81000000 -0.01403911015 N/A DCO CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2021-02-10 0.00000000 USD 0.00000000 USD 1202461.20000000 USD -29551.81000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 239244.11000000 0.113657147011 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT ENERGY INDEX BLOOMBERG ROLL SELECT ENERGY INDEX Y Performance Leg 2021-06-03 0.00000000 USD 0.00000000 USD 1641800.56000000 USD 239244.11000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 105669.01000000 0.050199932629 N/A DCO CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2021-02-10 0.00000000 USD 0.00000000 USD 969597.42000000 USD 105669.01000000 N N N Agnico Eagle Mines Ltd YGE0EUBRF7IJOB3QRX76 008474108 18862.00000000 NS 1555119.01000000 0.738786797883 Long EC CORP CA N 1 N N N StillCanna Inc 529900T8WMFF7VP5QO37 86071P107 440928.00000000 NS 28902.78000000 0.013730776968 Long EC CORP CA N 3 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 219677.67000000 0.104361763532 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT COMMODITY TOTAL RETURN INDEX BLOOMBERG ROLL SELECT COMMODITY TOTAL RETURN INDEX Y Performance Leg 2021-05-28 0.00000000 USD 0.00000000 USD 1400044.22000000 USD 219677.67000000 N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 30231G102 9156.00000000 NS USD 365690.64000000 0.173727808099 Long EC CORP US N 1 N N N Symrise AG 529900D82I6R9601CF26 000000000 11046.00000000 NS 1527645.13000000 0.725734845138 Long EC CORP DE N 2 N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639106 62004.00000000 NS USD 4171629.12000000 1.981806215281 Long EC CORP US N 1 N N N Northern Star Resources Ltd 254900XFXCRYYZAX6M78 000000000 78990.00000000 NS 795972.23000000 0.378140689699 Long EC CORP AU N 2 N N N Gold Fields Ltd 5299003KXIBJQYCBBD72 38059T106 83021.00000000 NS USD 1081763.63000000 0.513910950309 Long EC CORP ZA N 1 N N N Sociedad Minera Cerro Verde SA 5493002F857O2TX7EU13 000000000 12164.00000000 NS USD 237198.00000000 0.112685106257 Long EC CORP PE N 1 N N N BellRing Brands Inc N/A 079823100 45132.00000000 NS USD 877366.08000000 0.416808278110 Long EC CORP US N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 112698.49000000 0.053539411464 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2021-07-13 0.00000000 USD 0.00000000 USD 1098820.33000000 USD 112698.49000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 767083.79000000 0.364416725201 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG ENERGY SUBINDEX BLOOMBERG ENERGY SUBINDEX Y Performance Leg 2021-07-01 0.00000000 USD 0.00000000 USD 4871965.27000000 USD 767083.79000000 N N N Pretium Resources Inc N/A 74139C102 13013.00000000 NS 167108.33000000 0.079387768541 Long EC CORP CA N 1 N N N UPL Ltd 335800RJSM1SLHO4UA95 000000000 197593.00000000 NS 1359206.97000000 0.645715317329 Long EC CORP IN N 2 N N N JBS SA 529900RM0MTMZL9O5050 000000000 201058.00000000 NS 821333.95000000 0.390189223468 Long EC CORP BR N 1 N N N Meituan Dianping 21380033K525E5JLIA77 000000000 18400.00000000 NS 606541.36000000 0.288148203614 Long EC CORP CN N 2 N N N B2Gold Corp 549300F7OK456M5NLM05 11777Q209 124648.00000000 NS 837134.57000000 0.397695587534 Long EC CORP CA N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 150494.98000000 0.071495302711 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT COMMODITY TOTAL RETURN INDEX BLOOMBERG ROLL SELECT COMMODITY TOTAL RETURN INDEX Y Performance Leg 2021-05-21 0.00000000 USD 0.00000000 USD 998185.26000000 USD 150494.98000000 N N N Calavo Growers Inc N/A 128246105 15135.00000000 NS USD 960618.45000000 0.456358789327 Long EC CORP US N 1 N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 4031.00000000 NS USD 1401417.46000000 0.665768157365 Long EC CORP US N 1 N N N Osisko Gold Royalties Ltd 549300TJZTXZMPQ6K004 68827L101 5001.00000000 NS 61345.50000000 0.029143265060 Long EC CORP CA N 1 N N N BlueScope Steel Ltd 529900H6UQI16XACWC95 000000000 50544.00000000 NS 472087.54000000 0.224273537751 Long EC CORP AU N 2 N N N Ocado Group PLC 213800LO8F61YB8MBC74 000000000 23591.00000000 NS 785701.46000000 0.373261378706 Long EC CORP GB N 2 N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585A102 16225.00000000 NS USD 575338.50000000 0.273324732950 Long EC CORP US N 1 N N N Northam Platinum Ltd 378900EB75D7D2C73323 000000000 30478.00000000 NS 287743.25000000 0.136697521484 Long EC CORP ZA N 2 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -653105.99000000 -0.31026955488 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT COMMODITY TOTAL RETURN INDEX BLOOMBERG ROLL SELECT COMMODITY TOTAL RETURN INDEX Y Performance Leg 2021-01-22 0.00000000 USD 0.00000000 USD 23084914.82000000 USD -653105.99000000 N N N Galp Energia SGPS SA 2138003319Y7NM75FG53 000000000 40590.00000000 NS 435860.35000000 0.207063170233 Long EC CORP PT N 2 N N N Robertet SA 969500EUEC3HIYQOCS92 000000000 849.00000000 NS 960778.27000000 0.456434714645 Long EC CORP FR N 2 N N N Titan Mining Corp N/A 88831L103 159796.00000000 NS 45941.27000000 0.021825213077 Long EC CORP CA N 1 N N N Restaurant Brands Internationa 5299009RXTX9DN9AKJ98 76131D103 19752.00000000 NS USD 1069373.28000000 0.508024695340 Long EC CORP CA N 1 N N N Teranga Gold Corp 549300GNFZCBV9864W15 880797204 11795.00000000 NS 137269.98000000 0.065212532492 Long EC CORP CA N 1 N N N Nickel Mines Ltd N/A 000000000 554733.00000000 NS 277868.93000000 0.132006551077 Long EC CORP AU N 2 N N N Impala Platinum Holdings Ltd 254900BZFIFB4PD2Z778 000000000 63105.00000000 NS 581657.74000000 0.276326799708 Long EC CORP ZA N 2 N N N Salmar ASA 5967007LIEEXZXGDBK67 000000000 20550.00000000 NS 1111795.71000000 0.528178221222 Long EC CORP NO N 2 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 261648.47000000 0.124300734592 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT ENERGY INDEX BLOOMBERG ROLL SELECT ENERGY INDEX Y Performance Leg 2021-04-30 0.00000000 USD 0.00000000 USD 1512081.80000000 USD 261648.47000000 N N N Gold Road Resources Ltd 213800HJWH96TDEMNY83 000000000 14590.00000000 NS 16742.67000000 0.007953901584 Long EC CORP AU N 2 N N N Koninklijke DSM NV 724500SNT1MK246AHP04 000000000 7574.00000000 NS 1212981.40000000 0.576248273370 Long EC CORP NL N 2 N N N First Quantum Minerals Ltd 549300I7UVBGWRYMYZ18 335934105 56017.00000000 NS 554436.67000000 0.263394948826 Long EC CORP CA N 1 N N N Torex Gold Resources Inc 549300QL07027186GQ85 891054603 17371.00000000 NS 268219.37000000 0.127422356886 Long EC CORP CA N 1 N N N Polymetal International PLC 213800JKJ5HJWYS4GR61 000000000 32667.00000000 NS 886516.52000000 0.421155356516 Long EC CORP CY N 2 N N N BLACKROCK LIQUIDITY FUNDS T-FUND PORTFOLIO 5493002L9DNZ83RX7V61 09248U718 5548776.45000000 NS USD 5548776.45000000 2.636044418018 Long STIV RF US N 1 N N N ArcelorMittal SA 2EULGUTUI56JI9SAL165 000000000 34047.00000000 NS 428878.84000000 0.203746480395 Long EC CORP LU N 2 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 117766.78000000 0.055947192294 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2021-07-02 0.00000000 USD 0.00000000 USD 1006886.16000000 USD 117766.78000000 N N N Sierra Metals Inc 9676001YCHZE7AT8VA50 82639W106 14037.00000000 NS 23137.62000000 0.010991935717 Long EC CORP CA N 1 N N N Ag Growth International Inc 549300ZCF9VG3Z4PHL09 001181106 22215.00000000 NS 608875.11000000 0.289256892839 Long EC CORP CA N 1 N N N TREASURY BILL 254900HROIFWPRGM1V77 912796TU3 17000000.00000000 PA USD 16994730.00000000 8.073647146522 Long DBT UST US N 2 2020-12-03 None 0.00000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494103 8211.00000000 NS USD 515650.80000000 0.244969035108 Long EC CORP US N 1 N N N MONEY MARKET SERIES LLC N/A 000000000 488272.78590000 NS USD 488516.92000000 0.232078605378 Long STIV RF US N N/A N N Schlumberger NV 213800ZUA17OK3QLGM62 806857108 31532.00000000 NS USD 599423.32000000 0.284766652784 Long EC CORP US N 1 N N N Norway Royal Salmon ASA 5967007LIEEXZXGB0870 000000000 11200.99998000 NS 283351.53000000 0.134611157202 Long EC CORP NO N 2 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 412125.11000000 0.195787324562 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT AGRICULTURE BLOOMBERG ROLL SELECT AGRICULTURE Y Performance Leg 2021-03-12 0.00000000 USD 0.00000000 USD 8497418.62000000 USD 412125.11000000 N N N Sibanye Stillwater Ltd 378900F238434B74D281 000000000 20498.00000000 NS 62746.78000000 0.029808967915 Long EC CORP ZA N 2 N N N Kirkland Lake Gold Ltd N/A 49741E100 27727.00000000 NS 1477384.52000000 0.701857653179 Long EC CORP CA N 1 N N N BP PLC 213800LH1BZH3DI6G760 000000000 467929.00000000 NS 1632507.88000000 0.775551749691 Long EC CORP GB N 2 N N N MMC Norilsk Nickel PJSC 253400JPTEEW143W3E47 55315J102 12406.00000000 NS USD 325590.46000000 0.154677508163 Long EC CORP RU N 2 N N N Centerra Gold Inc 549300K0HXTMP5JJ0E62 152006102 42229.00000000 NS 550059.96000000 0.261315715311 Long EC CORP CA N 1 N N N Freshpet Inc 549300S4ZK8ZQ6HNPN59 358039105 6865.00000000 NS USD 779864.00000000 0.370488190061 Long EC CORP US N 1 N N Polyus PJSC 549300FUXVT7TF6ZKV71 73181M117 4779.00000000 NS USD 584830.20000000 0.277833932956 Long EC CORP RU N 2 N N N Nevada Copper Corp 549300QD5UX02XS0F829 64128F109 397646.00000000 NS 38107.68000000 0.018103727560 Long EC CORP CA N 1 N N Fortescue Metals Group Ltd 529900VEJFORCO6I4826 000000000 72006.00000000 NS 920336.72000000 0.437222240851 Long EC CORP AU N 2 N N N CONCHO RESOURCES INC SYHS7HRDXLL4I0IQ8776 20605P101 6519.00000000 NS USD 338857.62000000 0.160980307235 Long EC CORP US N 1 N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875P101 12772.00000000 NS USD 579082.48000000 0.275103376885 Long EC CORP US N 1 N N N TREASURY BILL 254900HROIFWPRGM1V77 9127963T4 17000000.00000000 PA USD 16992444.52000000 8.072561388815 Long DBT UST US N 2 2021-01-07 None 0.00000000 N N N N N N Kinross Gold Corp 549300UEBMAQDN0K0R06 496902404 100611.00000000 NS 893222.97000000 0.424341374234 Long EC CORP CA N 1 N N N Barrick Gold Corp 0O4KBQCJZX82UKGCBV73 067901108 135143.00000000 NS USD 4006989.95000000 1.903591464881 Long EC CORP CA N 1 N N N BAKER HUGHES A GE CO N/A 05722G100 20840.00000000 NS USD 297595.20000000 0.141377864626 Long EC CORP US N 1 N N N Kerry Group PLC 635400TLVVBNXLFHWC59 000000000 11871.00000000 NS 1558885.91000000 0.740576330369 Long EC CORP IE N 2 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -385542.15000000 -0.18315861912 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT ENERGY INDEX BLOOMBERG ROLL SELECT ENERGY INDEX Y Performance Leg 2020-09-25 0.00000000 USD 0.00000000 USD 1520805.91000000 USD -385542.15000000 N N N Newcrest Mining Ltd 5299006MN50OZJUJI655 000000000 23608.00000000 NS 555935.61000000 0.264107046791 Long EC CORP AU N 2 N N N Delivery Hero SE 529900C3EX1FZGE48X78 000000000 5071.00000000 NS 545538.63000000 0.259167777506 Long EC CORP DE N 2 N N N PIONEER NATURAL RESOURCES CO FY8JBF7CCL2VE4F1B628 723787107 6958.00000000 NS USD 723144.94000000 0.343542797170 Long EC CORP US N 1 N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867224107 52014.00000000 NS 834632.59000000 0.396506977671 Long EC CORP CA N 1 N N N Hormel Foods Corp MSD54751OJP1FS2ND863 440452100 22361.00000000 NS USD 1139963.78000000 0.541559961207 Long EC CORP US N 1 N N N Equinox Gold Corp 5493005IN4V1SNP9PN75 29446Y502 5050.00000000 NS 66011.81000000 0.031360078179 Long EC CORP CA N 1 N N N Lynas Corp Ltd 529900SGT9M1FJPXXI35 000000000 46734.00000000 NS 83832.15000000 0.039825945962 Long EC CORP MY N 2 N N N CF Industries Holdings Inc 529900CG8YAQFZ2JMV97 125269100 25412.00000000 NS USD 829193.56000000 0.393923070246 Long EC CORP US N 1 N N N Wheaton Precious Metals Corp 549300XSFG5ZCGVYD886 962879102 19096.00000000 NS 1019839.28000000 0.484492692316 Long EC CORP CA N 1 N N N Lundin Mining Corp 549300FQDIM6C8HTN269 550372106 112811.00000000 NS 706609.32000000 0.335687258351 Long EC CORP CA N 1 N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825C104 25205.00000000 NS USD 955017.45000000 0.453697935187 Long EC CORP US N 1 N N N OZ Minerals Ltd 529900O2VBT5CL7EZT27 000000000 46517.00000000 NS 500442.04000000 0.237743844606 Long EC CORP AU N 2 N N N 2020-10-23 BlackRock Funds Ann Frechette Ann Frechette Assistant Treasurer XXXX