NPORT-P false 0000844779 XXXXXXXX S000033601 C000103250 C000198241 C000103251 C000103252 BlackRock Funds 811-05742 0000844779 549300OZUEVJZHOBFP42 100 Bellevue Parkway Wilmington 19809 800-441-7762 BlackRock Commodity Strategies Fund S000033601 P7WNZ2Q36SS1IIU5DB52 2021-05-31 2021-02-26 N 522800075.69 6183587.15 516616488.54 0.00000000 8499217.96000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 14592420.11000000 USD N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 1045515.44000000 0.202377481786 N/A DCO CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 BLOOMBERG ROLL SELECT AGRICULTURE BLOOMBERG ROLL SELECT AGRICULTURE Y Performance Leg 2021-12-01 0.00000000 USD 0.00000000 USD 5252663.92000000 USD 1045515.44000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC USD -99940.51000000 -0.01934520330 N/A DCO CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2022-01-31 0.00000000 USD 0.00000000 USD 1822550.29000000 USD -99940.51000000 N N N Kosmos Energy Ltd 213800YDFJ3OT9B5P157 500688106 361425.00000000 NS USD 1113189.00000000 0.215476862371 Long EC CORP US N 1 N N N First Quantum Minerals Ltd 549300I7UVBGWRYMYZ18 335934105 141429.00000000 NS 3048402.85000000 0.590070761894 Long EC CORP CA N 1 N N N Grocery Outlet Holding Corp N/A 39874R101 64818.00000000 NS USD 2332799.82000000 0.451553496984 Long EC CORP US N 1 N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 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INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 141034.10000000 0.027299573886 N/A DCO CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 BLOOMBERG ROLL SELECT COMMODITY TOTAL RETURN INDEX BLOOMBERG ROLL SELECT COMMODITY TOTAL RETURN INDEX Y Performance Leg 2021-11-23 0.00000000 USD 0.00000000 USD 1000101.76000000 USD 141034.10000000 N N N SOLARIS RESOURCES INC N/A 000000000 13000.00000000 NC 2999.11000000 0.000580529283 N/A DE CORP CA Y 3 Solaris Resources Inc N/A Call Purchased Solaris Resources Inc Solaris Resources Inc 1.00000000 6.75000000 CAD 2022-12-30 XXXX 2998.10000000 N N N Galp Energia SGPS SA 2138003319Y7NM75FG53 000000000 64270.00000000 NS 718437.93000000 0.139066008526 Long EC CORP PT N 2 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 43543.85000000 0.008428660518 N/A DCO CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 BLOOMBERG ROLL SELECT INDUSTRIAL BLOOMBERG ROLL SELECT INDUSTRIAL Y Performance Leg 2021-12-01 0.00000000 USD 0.00000000 USD 453882.66000000 USD 43543.85000000 N N N Tractor Supply Co 549300OJ9VZHZRO6I137 892356106 14020.00000000 NS USD 2228619.20000000 0.431387547520 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 40127.00000000 0.007767270478 N/A DCO CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2022-01-05 0.00000000 USD 0.00000000 USD 634285.27000000 USD 40127.00000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -20519.32000000 -0.00397186703 N/A DCO CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BLOOMBERG ROLL SELECT PRECIOUS METALS BLOOMBERG ROLL SELECT PRECIOUS METALS Y Performance Leg 2021-09-30 0.00000000 USD 0.00000000 USD 395188.89000000 USD -20519.32000000 N N N TREASURY BILL 254900HROIFWPRGM1V77 9127964F3 38000000.00000000 PA USD 37999912.98000000 7.355536229087 Long DBT UST US N 2 2021-03-04 None 0.00000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 98221.44000000 0.019012447759 N/A DCO CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2022-02-02 0.00000000 USD 0.00000000 USD 1991945.46000000 USD 98221.44000000 N N N Salmar ASA 5967007LIEEXZXGDBK67 000000000 20325.00000000 NS 1333010.32000000 0.258027056737 Long EC CORP NO N 2 N N N Sibanye Stillwater Ltd 378900F238434B74D281 000000000 486237.00000000 NS 2235628.92000000 0.432744399296 Long EC CORP ZA N 2 N N N Total Produce PLC 635400K7UEIKHMNKLJ02 000000000 956659.00000000 NS 2399926.36000000 0.464546992447 Long EC CORP IE N 2 N N N CHEVRON CORP N/A 166764100 129492.00000000 NS USD 12949200.00000000 2.506540206758 Long EC CORP US N 1 N N N Natural Order Acquisition Corp N/A 63889L107 19396.00000000 NS USD 209670.76000000 0.040585379028 Long EC CORP US N 1 N N N Laird Superfood Inc N/A 50736T102 14118.00000000 NS USD 557237.46000000 0.107862887143 Long EC CORP US N 1 N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -715.13000000 -0.00013842570 N/A DCO CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2022-02-22 0.00000000 USD 0.00000000 USD 2581886.89000000 USD -715.13000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 331627.04000000 0.064192112980 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 2021-05-19 0.00000000 USD 0.00000000 USD 998185.26000000 USD 331627.04000000 N N N Impala Platinum Holdings Ltd 254900BZFIFB4PD2Z778 000000000 113037.00000000 NS 1832819.25000000 0.354773664924 Long EC CORP ZA N 2 N N N Kerry Group PLC 635400TLVVBNXLFHWC59 000000000 23179.00000000 NS 2788937.11000000 0.539846708702 Long EC CORP IE N 2 N N N TREASURY BILL 254900HROIFWPRGM1V77 912796B57 43000000.00000000 PA USD 42993066.25000000 8.322046857525 Long DBT UST US N 2 2021-07-08 None 0.00000000 N N N N N N AngloGold Ashanti Ltd 378900EF3BA9A5F42A59 035128206 9128.00000000 NS USD 182194.88000000 0.035266950250 Long EC CORP ZA N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 112623.69000000 0.021800250765 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 112623.69000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 64257.34000000 0.012438112492 N/A DCO CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2022-02-01 0.00000000 USD 0.00000000 USD 1426221.25000000 USD 64257.34000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC USD -153800.77000000 -0.02977078227 N/A DCO CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2022-02-04 0.00000000 USD 0.00000000 USD 6103153.96000000 USD -153800.77000000 N N N Petroleo Brasileiro SA 5493000J801JZRCMFE49 71654V408 193171.00000000 NS USD 1531846.03000000 0.296515125626 Long EC CORP BR N 1 N N N Maple Leaf Foods Inc 549300LX07S5J8F76F37 564905107 102417.00000000 NS 2123024.09000000 0.410947799207 Long EC CORP CA N 1 N N N Fortescue Metals Group Ltd 529900VEJFORCO6I4826 000000000 116822.00000000 NS 2157488.06000000 0.417618892903 Long EC CORP AU N 2 N N N MORGAN STANLEY & CO. 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INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2022-01-11 0.00000000 USD 0.00000000 USD 1995643.78000000 USD 145129.16000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 1022.58000000 0.000197937933 N/A DCO CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2022-02-18 0.00000000 USD 0.00000000 USD 2281040.10000000 USD 1022.58000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 1497512.31000000 0.289869244056 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 1497512.31000000 N N N Cranswick PLC 549300LDZLPU51XOSK43 000000000 22675.00000000 NS 1079666.19000000 0.208987946368 Long EC CORP GB N 2 N N N Symrise AG 529900D82I6R9601CF26 000000000 22007.00000000 NS 2570899.14000000 0.497641712378 Long EC CORP DE N 2 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC USD 34931.51000000 0.006761594098 N/A DCO CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2022-01-31 0.00000000 USD 0.00000000 USD 1046226.43000000 USD 34931.51000000 N N N Alamos Gold Inc 549300TDOX73YGYXE959 011532108 6400.00000000 NS 45362.25000000 0.008780643089 Long EC CORP CA N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 200787.83000000 0.038865935264 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 200787.83000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 359904.11000000 0.069665625852 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 359904.11000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 63079.54000000 0.012210129060 N/A DCO CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2022-02-03 0.00000000 USD 0.00000000 USD 1489850.65000000 USD 63079.54000000 N N N FMC Corp CKDHZ2X64EEBQCSP7013 302491303 33153.00000000 NS USD 3371328.57000000 0.652578584846 Long EC CORP US N 1 N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671D857 156966.00000000 NS USD 5322717.06000000 1.030303363921 Long EC CORP US N 1 N N N Stelco Holdings Inc N/A 858522105 15175.00000000 NS 294055.87000000 0.056919567323 Long EC CORP CA N 1 N N N Evolution Mining Ltd 254900BCFW5QO5LW8F27 000000000 119412.00000000 NS 382071.56000000 0.073956516773 Long EC CORP AU N 2 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -46331.69000000 -0.00896829486 N/A DCO CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2022-02-11 0.00000000 USD 0.00000000 USD 992725.24000000 USD -46331.69000000 N N N OceanaGold Corp 549300CBMSE8I9N3E232 675222103 5899.00000000 NS 8529.12000000 0.001650957758 Long EC CORP AU N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 197234.22000000 0.038178072975 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 2021-09-24 0.00000000 USD 0.00000000 USD 1118980.88000000 USD 197234.22000000 N N N TREASURY BILL 254900HROIFWPRGM1V77 912796A41 43000000.00000000 PA USD 42994917.40000000 8.322405179421 Long DBT UST US N 2 2021-06-03 None 0.00000000 N N N N N N SSR Mining Inc 549300JD2KR7AB9DYJ38 784730103 23578.00000000 NS USD 334571.82000000 0.064762125758 Long EC CORP CA N 1 N N N TREASURY BILL 254900HROIFWPRGM1V77 9127964X4 42000000.00000000 PA USD 41998171.32000000 8.129467845420 Long DBT UST US N 2 2021-04-08 None 0.00000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 249886.21000000 0.048369770524 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 249886.21000000 N N N Metro Mining Ltd 52990041K94ARLA23314 000000000 272337.00000000 NS 12782.53000000 0.002474278363 Long EC CORP AU N 1 N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585A102 56859.00000000 NS USD 3105638.58000000 0.601149721097 Long EC CORP US N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 837519.08000000 0.162116211653 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 2112281.72000000 USD 837519.08000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 157057.56000000 0.030401189951 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 3942346.95000000 USD 157057.56000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -22191.34000000 -0.00429551524 N/A DCO CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 BLOOMBERG ROLL SELECT PRECIOUS METALS BLOOMBERG ROLL SELECT PRECIOUS METALS Y Performance Leg 2021-12-01 0.00000000 USD 0.00000000 USD 1083290.73000000 USD -22191.34000000 N N N Great Bear Resources Ltd 2549000RUH5SDJMHDI59 390143709 2453.00000000 NS 27467.59000000 0.005316824106 Long EC CORP CA N 1 N N N LUKOIL PJSC 549300LCJ1UJXHYBWI24 69343P105 11301.00000000 NS USD 842053.61000000 0.162993947866 Long EC CORP RU N 2 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 195327.95000000 0.037809081655 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 195327.95000000 N N N Ag Growth International Inc 549300ZCF9VG3Z4PHL09 001181106 75618.00000000 NS 2331049.93000000 0.451214775700 Long EC CORP CA N 1 N N N Endeavour Mining Corp 529900R1F0JCJDI3A443 000000000 41347.00000000 NS 796334.25000000 0.154144179999 Long EC CORP MC N 1 N N N Anglo American PLC 549300S9XF92D1X8ME43 000000000 129410.00000000 NS 5021236.37000000 0.971946595082 Long EC CORP GB N 2 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 262687.00000000 0.050847583425 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 262687.00000000 N N N Ivanhoe Mines Ltd 5299006XZISURYIA4G32 46579R104 205935.00000000 NS 1270304.69000000 0.245889304383 Long EC CORP CA N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 571791.00000000 0.110679974929 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 571791.00000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 87710.03000000 0.016977783703 N/A DCO CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2022-02-08 0.00000000 USD 0.00000000 USD 1230392.17000000 USD 87710.03000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -37817.67000000 -0.00732025996 N/A DCO CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2022-02-25 0.00000000 USD 0.00000000 USD 1790435.04000000 USD -37817.67000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 276510.31000000 0.053523322645 N/A DCO CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2021-12-09 0.00000000 USD 0.00000000 USD 1806673.36000000 USD 276510.31000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 310060.03000000 0.060017447541 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 310060.03000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 322785.20000000 0.062480622891 N/A DCO CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2022-01-20 0.00000000 USD 0.00000000 USD 5216334.90000000 USD 322785.20000000 N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 5893.00000000 NS USD 1950583.00000000 0.377568862641 Long EC CORP US N 1 N N N 2MX Organic SA 969500HQ6PWNILD1HE63 000000000 79290.00000000 NS 994940.43000000 0.192587819411 Long EP CORP FR N 1 N N N Greencore Group PLC 635400GGBEWULJXM5868 000000000 417305.00000000 NS 885021.06000000 0.171311036258 Long EC CORP IE N 2 N N N WILLIAMS COS INC/THE D71FAKCBLFS2O0RBPG08 969457100 119643.00000000 NS USD 2732646.12000000 0.528950620163 Long EC CORP US N 1 N N N Robertet SA 969500EUEC3HIYQOCS92 000000000 2020.00000000 NS 2332430.07000000 0.451481925517 Long EC CORP FR N 1 N N N PIONEER NATURAL RESOURCES CO FY8JBF7CCL2VE4F1B628 723787107 23031.00000000 NS USD 3421715.67000000 0.662331874011 Long EC CORP US N 1 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -37370.60000000 -0.00723372188 N/A DCO CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2022-02-24 0.00000000 USD 0.00000000 USD 1415530.20000000 USD -37370.60000000 N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875P101 17447.00000000 NS USD 1126378.32000000 0.218029881931 Long EC CORP US N 1 N N N Schlumberger NV 213800ZUA17OK3QLGM62 806857108 27412.00000000 NS USD 765068.92000000 0.148092238047 Long EC CORP US N 1 N N N Nestle SA KY37LUS27QQX7BB93L28 000000000 22101.00000000 NS 2306652.25000000 0.446492185435 Long EC CORP CH N 2 N N N Torex Gold Resources Inc 549300QL07027186GQ85 891054603 29582.00000000 NS 358442.90000000 0.069382783544 Long EC CORP CA N 1 N N N Marel HF 5299008YTLEN09WTHW26 000000000 340761.00000000 NS 2376419.17000000 0.459996771825 Long EC CORP IS N 1 N N N Lundin Mining Corp 549300FQDIM6C8HTN269 550372106 108925.00000000 NS 1247082.55000000 0.241394260087 Long EC CORP CA N 1 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 495015.00000000 0.095818660646 N/A DCO CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2021-12-23 0.00000000 USD 0.00000000 USD 4628688.08000000 USD 495015.00000000 N N N Koninklijke DSM NV 724500SNT1MK246AHP04 000000000 19141.00000000 NS 3156074.88000000 0.610912533767 Long EC CORP NL N 2 N N N TREASURY BILL 254900HROIFWPRGM1V77 912796C64 43000000.00000000 PA USD 42990389.07000000 8.321528643325 Long DBT UST US N 2 2021-08-05 None 0.00000000 N N N N N N B2Gold Corp 549300F7OK456M5NLM05 11777Q209 139557.00000000 NS 607532.44000000 0.117598344899 Long EC CORP CA N 1 N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867224107 176461.00000000 NS 3503983.55000000 0.678256236052 Long EC CORP CA N 1 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC USD 287801.94000000 0.055709011691 N/A DCO CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2022-02-04 0.00000000 USD 0.00000000 USD 8068130.61000000 USD 287801.94000000 N N N Franco-Nevada Corp N/A 351858105 12168.00000000 NS 1302853.75000000 0.252189734338 Long EC CORP CA N 1 N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 30231G102 124819.00000000 NS USD 6786409.03000000 1.313626099929 Long EC CORP US N 1 N N N TITAN MINING WRNTS LEGEND CUSIP N/A 000000000 10387.00000000 NC 0.00000000 0.000000 N/A DE CORP US N 3 TITAN MINING WRNTS LEGEND CUSIP N/A Call Purchased TITAN MINING WRNTS LEGEND CUSIP TITAN MINING WRNTS LEGEND CUSIP 1.00000000 0.75000000 CAD 2023-09-23 XXXX -0.78000000 N N N MONEY MARKET SERIES LLC N/A 000000000 1579250.13071600 NS USD 1579881.83000000 0.305813280266 Long STIV RF US N N/A N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 183671.07000000 0.035552692195 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 2021-08-25 0.00000000 USD 0.00000000 USD 1025642.42000000 USD 183671.07000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 536091.02000000 0.103769630256 N/A DCO CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2022-01-25 0.00000000 USD 0.00000000 USD 8087336.92000000 USD 536091.02000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 71118.33000000 0.013766175021 N/A DCO CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2022-01-18 0.00000000 USD 0.00000000 USD 1188807.71000000 USD 71118.33000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC USD 20379.85000000 0.003944870218 N/A DCO CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2022-02-04 0.00000000 USD 0.00000000 USD 1773303.13000000 USD 20379.85000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 129646.50000000 0.025095308197 N/A DCO CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2022-01-07 0.00000000 USD 0.00000000 USD 2100854.04000000 USD 129646.50000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 473943.43000000 0.091739896134 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 473943.43000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 2423456.01000000 0.469101560588 N/A DCO CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2022-01-24 0.00000000 USD 0.00000000 USD 31095822.79000000 USD 2423456.01000000 N N N Bellevue Gold Ltd N/A 000000000 89475.00000000 NS 48989.96000000 0.009482848706 Long EC CORP AU N 2 N N N Wheaton Precious Metals Corp 549300XSFG5ZCGVYD886 962879102 38507.00000000 NS 1377368.10000000 0.266613267395 Long EC CORP CA N 1 N N N Teck Resources Ltd T8KI5SQ2JRWHL7XY0E11 878742204 74197.00000000 NS 1545042.04000000 0.299069440150 Long EC CORP CA N 1 N N N Barrick Gold Corp 0O4KBQCJZX82UKGCBV73 067901108 184796.00000000 NS USD 3450141.32000000 0.667834147096 Long EC CORP CA N 1 N N N Centerra Gold Inc 549300K0HXTMP5JJ0E62 152006102 44469.00000000 NS 431551.27000000 0.083534165008 Long EC CORP CA N 1 N N N MMC Norilsk Nickel PJSC 253400JPTEEW143W3E47 55315J102 21097.00000000 NS USD 664829.23000000 0.128689123314 Long EC CORP RU N 2 N N N Deterra Royalties Ltd N/A 000000000 54538.00000000 NS 190906.89000000 0.036953309511 Long EC CORP AU N 2 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 514070.97000000 0.099507271138 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 2021-06-01 0.00000000 USD 0.00000000 USD 1641800.56000000 USD 514070.97000000 N N N Eldorado Gold Corp 5493004PWQ01YDD1IH62 284902509 13729.00000000 NS USD 143879.92000000 0.027850431256 Long EC CORP CA N 1 N N N Natural Order Acquisition Corp N/A 63889L206 74112.00000000 NS USD 907130.88000000 0.175590771901 Long EC CORP US N 1 N N N Gold Fields Ltd 5299003KXIBJQYCBBD72 38059T106 127626.00000000 NS USD 1045256.94000000 0.202327444668 Long EC CORP ZA N 1 N N N Freshpet Inc 549300S4ZK8ZQ6HNPN59 358039105 7823.00000000 NS USD 1219449.24000000 0.236045358026 Long EC CORP US N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 464346.23000000 0.089882193135 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 2021-06-22 0.00000000 USD 0.00000000 USD 1574197.47000000 USD 464346.23000000 N N N Osisko Gold Royalties Ltd 549300TJZTXZMPQ6K004 68827L101 10330.00000000 NS 103088.95000000 0.019954637973 Long EC CORP CA N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 239483.27000000 0.046356102701 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT INDUSTRIAL BLOOMBERG ROLL SELECT INDUSTRIAL Y Performance Leg 2021-09-24 0.00000000 USD 0.00000000 USD 864667.97000000 USD 239483.27000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -84283.86000000 -0.01631458961 N/A DCO CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2022-01-05 0.00000000 USD 0.00000000 USD 829380.03000000 USD -84283.86000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 240723.19000000 0.046596110526 N/A DCO CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BLOOMBERG ENERGY SUBINDEX BLOOMBERG ENERGY SUBINDEX Y Performance Leg 2022-01-27 0.00000000 USD 0.00000000 USD 1866029.10000000 USD 240723.19000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -30950.55000000 -0.00599101087 N/A DCO CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2022-02-23 0.00000000 USD 0.00000000 USD 1998203.23000000 USD -30950.55000000 N N N Hydrofarm Holdings Group Inc 5493005Y60YG0W2FYJ83 44888K209 2552.00000000 NS USD 162000.96000000 0.031358069979 Long EC CORP US N 1 N N Aker BP ASA 549300NFTY73920OYK69 000000000 60707.00000000 NS 1580590.15000000 0.305950387775 Long EC CORP NO N 2 N N N Delivery Hero SE 529900C3EX1FZGE48X78 000000000 11022.00000000 NS 1408386.13000000 0.272617340182 Long EC CORP DE N 2 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 20995.45000000 0.004064030178 N/A DCO CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2022-02-08 0.00000000 USD 0.00000000 USD 1012919.50000000 USD 20995.45000000 N N N Pretium Resources Inc N/A 74139C102 10924.00000000 NS 106269.94000000 0.020570373257 Long EC CORP CA N 1 N N N Sierra Metals Inc 9676001YCHZE7AT8VA50 82639W106 1942.00000000 NS 5112.13000000 0.000989540619 Long EC CORP CA N 1 N N N ArcelorMittal SA 2EULGUTUI56JI9SAL165 000000000 47682.00000000 NS 1113437.82000000 0.215525025758 Long EC CORP LU N 2 N N N Oil Search Ltd 529900NIUGGGKB5VMO41 000000000 243341.00000000 NS 789907.04000000 0.152900083044 Long EC CORP AU N 2 N N N Sociedad Minera Cerro Verde SA 5493002F857O2TX7EU13 000000000 21992.00000000 NS USD 571792.00000000 0.110680168497 Long EC CORP PE N 1 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 156327.55000000 0.030259883969 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 2021-11-05 0.00000000 USD 0.00000000 USD 1007902.12000000 USD 156327.55000000 N N N Hess Corp UASVRYNXNK17ULIGK870 42809H107 40730.00000000 NS USD 2669036.90000000 0.516637962435 Long EC CORP US N 1 N N N CF Industries Holdings Inc 529900CG8YAQFZ2JMV97 125269100 60099.00000000 NS USD 2721282.72000000 0.526751038800 Long EC CORP US N 1 N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 49456B101 159610.00000000 NS USD 2346267.00000000 0.454160301122 Long EC CORP US N 1 N N N Kirkland Lake Gold Ltd N/A 49741E100 35581.00000000 NS 1163665.90000000 0.225247533869 Long EC CORP CA N 1 N N N BellRing Brands Inc N/A 079823100 99740.00000000 NS USD 2266092.80000000 0.438641206827 Long EC CORP US N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 250652.65000000 0.048518128158 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 833853.41000000 USD 250652.65000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 44730.91000000 0.008658436382 N/A DCO CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2022-02-10 0.00000000 USD 0.00000000 USD 2143823.94000000 USD 44730.91000000 N N N Hofseth BioCare ASA 5967007LIEEXZXGGEO44 000000000 687759.00000000 NS 661535.54000000 0.128051573009 Long EC CORP NO N 1 N N N Ocado Group PLC 213800LO8F61YB8MBC74 000000000 40819.00000000 NS 1254099.98000000 0.242752604266 Long EC CORP GB N 2 N N N Northern Star Resources Ltd 254900XFXCRYYZAX6M78 000000000 249029.00740000 NS 1928894.01000000 0.373370585877 Long EC CORP AU N 2 N N N Equinor ASA OW6OFBNCKXC4US5C7523 000000000 116310.00000000 NS 2205748.31000000 0.426960493698 Long EC CORP NO N 2 N N N Calavo Growers Inc N/A 128246105 21156.00000000 NS USD 1591989.00000000 0.308156831095 Long EC CORP US N 1 N N N Sigma Lithium Resources Corp N/A 826600108 227180.00000000 NS 901507.94000000 0.174502355228 Long EC CORP BR N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 520891.32000000 0.100827467096 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 520891.32000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC USD -42408.22000000 -0.00820883981 N/A DCO CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2022-02-08 0.00000000 USD 0.00000000 USD 786717.57000000 USD -42408.22000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -63005.94000000 -0.01219588251 N/A DCO CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2022-02-24 0.00000000 USD 0.00000000 USD 1497472.73000000 USD -63005.94000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 272979.12000000 0.052839800133 N/A DCO CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2022-01-21 0.00000000 USD 0.00000000 USD 4399296.68000000 USD 272979.12000000 N N N Gruma SAB de CV 5493000XJLJ6C4T0PG82 000000000 198157.00000000 NS 2159542.85000000 0.418016632822 Long EC CORP MX N 1 N N N Moonpig Group PLC 213800VAYO5KCAXZHK83 000000000 128113.00000000 NS 803191.64000000 0.155471545685 Long EC CORP GB N 1 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 104164.76000000 0.020162879488 N/A DCO CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2022-02-09 0.00000000 USD 0.00000000 USD 5816068.67000000 USD 104164.76000000 N N N Rio Tinto PLC 213800YOEO5OQ72G2R82 000000000 60130.00000000 NS 5211283.02000000 1.008733390358 Long EC CORP GB N 2 N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 11233.00000000 NS USD 3921664.96000000 0.759105651289 Long EC CORP US N 1 N N N TREASURY BILL 254900HROIFWPRGM1V77 9127965A3 42000000.00000000 PA USD 41997176.76000000 8.129275331239 Long DBT UST US N 2 2021-05-06 None 0.00000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 2959403.64000000 0.572843435246 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 7476203.48000000 USD 2959403.64000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 333904.14000000 0.064632884820 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 333904.14000000 N N N Skeena Resources Ltd 549300DCWSQFVVZ21289 83056P806 11865.00000000 NS 28995.87000000 0.005612648965 Long EC CORP CA N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 296320.70000000 0.057357964093 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 296320.70000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 21556.36000000 0.004172603948 N/A DCO CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2022-02-11 0.00000000 USD 0.00000000 USD 999271.69000000 USD 21556.36000000 N N N Vale SA 254900SMTWBX7RU2SR20 91912E105 283558.00000000 NS USD 4792130.20000000 0.927599158428 Long EC CORP BR N 1 N N N Northam Platinum Ltd 378900EB75D7D2C73323 000000000 55909.00000000 NS 816984.80000000 0.158141448854 Long EC CORP ZA N 2 N N N Nevada Copper Corp 549300QD5UX02XS0F829 64128F109 349716.00000000 NS 52212.82000000 0.010106688647 Long EC CORP CA N 1 N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 111848.33000000 0.021650166512 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 111848.33000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 398319.70000000 0.077101623512 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 398319.70000000 N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385101 92812.00000000 NS 2531435.27000000 0.490002802108 Long EC CORP CA N 1 N N N Cairn Energy PLC 213800ZJEUQ8ZOC9AL24 000000000 331936.00000000 NS 884955.14000000 0.171298276309 Long EC CORP GB N 2 N N N Jamieson Wellness Inc N/A 470748104 103058.00000000 NS 2801985.54000000 0.542372456581 Long EC CORP CA N 1 N N N HelloFresh SE 391200ZAF4V6XD2M9G57 000000000 25537.00000000 NS 1984101.05000000 0.384056857265 Long EC CORP DE N 2 N N N Solaris Resources Inc N/A 83419D201 4632.00000000 NS 26097.31000000 0.005051582862 Long EC CORP CA N 1 N N N TOTAL SE 529900S21EQ1BO4ESM68 000000000 180958.00000000 NS 8438094.02000000 1.633338115832 Long EC CORP FR N 2 N N N Lynas Rare Earths Ltd 529900SGT9M1FJPXXI35 000000000 168220.00000000 NS 775466.57000000 0.150104881900 Long EC CORP MY N 2 N N N Restaurant Brands Internationa 5299009RXTX9DN9AKJ98 76131D103 26122.00000000 NS USD 1565230.24000000 0.302977213217 Long EC CORP CA N 1 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 4110.63000000 0.000795683082 N/A DCO CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2022-02-17 0.00000000 USD 0.00000000 USD 4658202.75000000 USD 4110.63000000 N N N THG PLC 21380066N3SV9O8IDP37 000000000 160087.00000000 NS 1579075.12000000 0.305657127681 Long EC CORP GB N 1 N N N Darling Ingredients Inc L1N0SPPKS7EXZYUMZ898 237266101 43919.00000000 NS USD 2768653.76000000 0.535920517717 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 96701.95000000 0.018718324355 N/A DCO CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2022-01-05 0.00000000 USD 0.00000000 USD 1427409.25000000 USD 96701.95000000 N N N BAKER HUGHES A GE CO N/A 05722G100 65801.00000000 NS USD 1610808.48000000 0.311799664883 Long EC CORP US N 1 N N N Polyus PJSC 549300FUXVT7TF6ZKV71 73181M117 8045.00000000 NS USD 751748.71000000 0.145513882478 Long EC CORP RU N 2 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 317139.92000000 0.061387881926 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 317139.92000000 N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825C104 123534.00000000 NS USD 6425003.34000000 1.243669817461 Long EC CORP US N 1 N N N SSR Mining Inc 549300JD2KR7AB9DYJ38 784730103 10020.00000000 NS 142276.76000000 0.027540112086 Long EC CORP CA N 1 N N N BHP Group PLC 549300C116EOWV835768 000000000 184244.00000000 NS 5851688.56000000 1.132694888724 Long EC CORP AU N 2 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 71159.22000000 0.013774089983 N/A DCO CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2022-01-31 0.00000000 USD 0.00000000 USD 1101450.93000000 USD 71159.22000000 N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913Y100 46633.00000000 NS USD 3589808.34000000 0.694869099154 Long EC CORP US N 1 N N N Dundee Precious Metals Inc 549300LATVTU0EIUMD45 265269209 50885.00000000 NS 316281.90000000 0.061221797409 Long EC CORP CA N 1 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC USD 453645.25000000 0.087810834548 N/A DCO CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 BLOOMBERG ENERGY SUBINDEX BLOOMBERG ENERGY SUBINDEX Y Performance Leg 2022-02-04 0.00000000 USD 0.00000000 USD 7514632.47000000 USD 453645.25000000 N N N Pan American Silver Corp 549300MKTF5851TYIB83 697900108 7564.00000000 NS USD 249763.28000000 0.048345975310 Long EC CORP CA N 1 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 209895.19000000 0.040628821312 N/A DCO CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 BLOOMBERG ROLL SELECT COMMODITY TOTAL RETURN INDEX BLOOMBERG ROLL SELECT COMMODITY TOTAL RETURN INDEX Y Performance Leg 2021-10-25 0.00000000 USD 0.00000000 USD 1365598.92000000 USD 209895.19000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 77865.62000000 0.015072228960 N/A DCO CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2022-01-19 0.00000000 USD 0.00000000 USD 1193906.00000000 USD 77865.62000000 N N N 2021-04-26 BlackRock Funds Ann Frechette Ann Frechette Assistant Treasurer XXXX