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TOTAL RETURN INDEX Y Performance Leg 2022-04-05 0.00000000 USD 0.00000000 USD 4847511.04000000 USD 757321.73000000 N N N Fresnillo PLC 549300JXWH1UV5J0XV81 000000000 114125.00000000 NS 1376812.39000000 0.094490359824 Long EC CORP MX N 2 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -72690.97000000 -0.00498876677 N/A DCO CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BLOOMBERG ROLL SELECT PRECIOUS METALS BLOOMBERG ROLL SELECT PRECIOUS METALS Y Performance Leg 2022-10-31 0.00000000 USD 0.00000000 USD 4951034.42000000 USD -72690.97000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 845299.02000000 0.058012703211 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 2022-06-03 0.00000000 USD 0.00000000 USD 28332270.71000000 USD 845299.02000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -190759.88000000 -0.01309181253 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 2022-09-24 0.00000000 USD 0.00000000 USD 1793695.70000000 USD -190759.88000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 412908.74000000 0.028337844502 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 2022-04-25 0.00000000 USD 0.00000000 USD 4670901.42000000 USD 412908.74000000 N N N Hydrofarm Holdings Group Inc 5493005Y60YG0W2FYJ83 44888K209 128807.00000000 NS USD 4250631.00000000 0.291719958062 Long EC CORP US N 1 N N N Flow Beverage Corp N/A 34344J102 1218672.00064800 NS 1526380.84000000 0.104755212727 Long EC CORP CA N 1 N N Freshpet Inc 549300S4ZK8ZQ6HNPN59 358039105 54476.00000000 NS USD 5884497.52000000 0.403851891579 Long EC CORP US N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 12638.78000000 0.000867396951 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT AGRICULTURE BLOOMBERG ROLL SELECT AGRICULTURE Y Performance Leg 2022-08-25 0.00000000 USD 0.00000000 USD 1003743.61000000 USD 12638.78000000 N N N Devon Energy Corp 54930042348RKR3ZPN35 25179M103 211579.00000000 NS USD 8899012.74000000 0.610737470110 Long EC CORP US N 1 N N N Ag Growth International Inc 549300ZCF9VG3Z4PHL09 001181106 139035.00000000 NS 3569883.75000000 0.245000410018 Long EC CORP CA N 1 N N N Torex Gold Resources Inc 549300QL07027186GQ85 891054603 43649.00000000 NS 478022.24000000 0.032806571025 Long EC CORP CA N 1 N N N AngloGold Ashanti Ltd 378900EF3BA9A5F42A59 035128206 7664.00000000 NS USD 160484.16000000 0.011013995904 Long EC CORP ZA N 1 N N Sociedad Minera Cerro Verde SA 5493002F857O2TX7EU13 000000000 43324.00000000 NS USD 1386801.24000000 0.095175892608 Long EC CORP PE N 1 N N N Sibanye Stillwater Ltd 378900F238434B74D281 000000000 806055.00000000 NS 2513509.57000000 0.172501660659 Long EC CORP ZA N 2 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -96989.74000000 -0.00665638651 N/A DCO CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 BCOMRLIT INDEX BCOMRLIT INDEX Y Performance Leg 2022-07-19 0.00000000 USD 0.00000000 USD 8563094.74000000 USD -96989.74000000 N N N TotalEnergies SE 529900S21EQ1BO4ESM68 000000000 574578.00000000 NS 26437920.71000000 1.814429227281 Long EC CORP FR N 2 N N N Antofagasta PLC 213800MY6QVH4FVLD628 000000000 135816.00000000 NS 2483097.31000000 0.170414473319 Long EC CORP CL N 2 N N N TREASURY BILL 254900HROIFWPRGM1V77 912796G45 121000000.00000000 PA USD 120965640.84000000 8.301847813393 Long DBT UST US N 2 2022-04-21 None 0.00000000 N N N N N N Iluka Resources Ltd 2549009N2Y1F4YNB0955 000000000 132493.00000000 NS 805848.85000000 0.055305245909 Long EC CORP AU N 2 N N N Steel Dynamics Inc 549300HGGKEL4FYTTQ83 858119100 30899.00000000 NS USD 1847760.20000000 0.126811414129 Long EC CORP US N 1 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 404422.03000000 0.027755403287 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 2022-05-05 0.00000000 USD 0.00000000 USD 8971842.63000000 USD 404422.03000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -2104174.91000000 -0.14440910455 N/A DCO CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BLOOMBERG ROLL SELECT PRECIOUS METALS BLOOMBERG ROLL SELECT PRECIOUS METALS Y Performance Leg 2022-07-19 0.00000000 USD 0.00000000 USD 49739443.20000000 USD -2104174.91000000 N N N Glencore PLC 2138002658CPO9NBH955 000000000 3052952.00000000 NS 14494794.77000000 0.994774875173 Long EC CORP CH N 2 N N N FMC Corp CKDHZ2X64EEBQCSP7013 302491303 83493.00000000 NS USD 8365163.67000000 0.574099514872 Long EC CORP US N 1 N N N BHP Group PLC 549300C116EOWV835768 000000000 456246.00000000 NS 12467406.05000000 0.855635591529 Long EC CORP AU N 2 N N N Barry Callebaut AG 213800Y5RWKLDPUTT265 000000000 2557.00000000 NS 6049414.89000000 0.415170137802 Long EC CORP CH N 2 N N N Vale SA 254900SMTWBX7RU2SR20 91912E105 713364.00000000 NS USD 8824312.68000000 0.605610819886 Long EC CORP BR N 1 N N N Hofseth BioCare ASA 5967007LIEEXZXGGEO44 000000000 2436193.00000000 NS 1939354.59000000 0.133097518853 Long EC CORP NO N 1 N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -498253.63000000 -0.03419504728 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 2022-10-11 0.00000000 USD 0.00000000 USD 7603396.06000000 USD -498253.63000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -36600.59000000 -0.00251189119 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 2022-07-26 0.00000000 USD 0.00000000 USD 6770938.75000000 USD -36600.59000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 54203.72000000 0.003719990496 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 2022-06-13 0.00000000 USD 0.00000000 USD 7990324.25000000 USD 54203.72000000 N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639106 146832.00000000 NS USD 8064013.44000000 0.553431634629 Long EC CORP US N 1 N N N Corbion NV 724500BKS1TSAVLTWG46 000000000 122622.00000000 NS 5664935.26000000 0.388783377450 Long EC CORP NL N 2 N N N NATURAL ORDER ACQUISITION CORP N/A 63889L115 153024.00000000 NC USD 78072.84000000 0.005358123443 N/A DE CORP US N 1 NATURAL ORDER ACQUISITION CORP N/A Call Purchased Natural Order Acquisition Corp Natural Order Acquisition Corp 1.00000000 11.50000000 USD 2025-09-15 XXXX -129770.67000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 151862.48000000 0.010422291724 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 2022-08-18 0.00000000 USD 0.00000000 USD 6734817.91000000 USD 151862.48000000 N N N Equinor ASA OW6OFBNCKXC4US5C7523 000000000 412742.00000000 NS 10327200.67000000 0.708753723002 Long EC CORP NO N 2 N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 27991.00000000 NS USD 9672010.14000000 0.663788127556 Long EC CORP US N 1 N N N AGRONOMICS LTD N/A 000000000 3014355.00000000 NC 40.09000000 0.000002751368 N/A DE CORP GB N 2 AGRONOMICS LTD N/A Call Purchased Agronomics Ltd Agronomics Ltd 1.00000000 28.50000000 GBP 2023-05-31 XXXX 40.05000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 377723.87000000 0.025923113889 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 2022-05-04 0.00000000 USD 0.00000000 USD 7059847.71000000 USD 377723.87000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 128694.35000000 0.008832267582 N/A DCO CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BLOOMBERG ROLL SELECT PRECIOUS METALS BLOOMBERG ROLL SELECT PRECIOUS METALS Y Performance Leg 2022-09-30 0.00000000 USD 0.00000000 USD 8528626.52000000 USD 128694.35000000 N N N Dole PLC 635400JUG5XJXOPPJJ47 000000000 395136.00000000 NS USD 5109108.48000000 0.350637096356 Long EC CORP IE N 1 N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 262008.04000000 0.017981559547 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 2022-05-18 0.00000000 USD 0.00000000 USD 7502266.29000000 USD 262008.04000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -30164.60000000 -0.00207019048 N/A DCO CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2022-03-02 0.00000000 USD 0.00000000 USD 1207773.46000000 USD -30164.60000000 N N N Anglo American PLC 549300S9XF92D1X8ME43 000000000 315835.00000000 NS 11625837.52000000 0.797878911102 Long EC CORP GB N 2 N N N Nucor Corp 549300GGJCRSI2TIEJ46 670346105 29860.00000000 NS USD 3172923.60000000 0.217757114068 Long EC CORP US N 1 N N N WILLIAMS COS INC/THE D71FAKCBLFS2O0RBPG08 969457100 385463.00000000 NS USD 10326553.77000000 0.708709326384 Long EC CORP US N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -47545.41000000 -0.00326303200 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 2022-08-01 0.00000000 USD 0.00000000 USD 1089189.23000000 USD -47545.41000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 235374.63000000 0.016153713929 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 2022-07-08 0.00000000 USD 0.00000000 USD 6409727.33000000 USD 235374.63000000 N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385101 326776.00000000 NS 13363167.44000000 0.917111517133 Long EC CORP CA N 1 N N N Barrick Gold Corp 0O4KBQCJZX82UKGCBV73 067901108 495689.00000000 NS USD 9413134.11000000 0.646021517231 Long EC CORP CA N 1 N N N Stelco Holdings Inc N/A 858522105 15594.00000000 NS 500004.10000000 0.034315181694 Long EC CORP CA N 1 N N N Eldorado Gold Corp 5493004PWQ01YDD1IH62 284902509 37985.00000000 NS USD 341105.30000000 0.023409988731 Long EC CORP CA N 1 N N MGP Ingredients Inc 2549006OMHFVZ4MS8538 55303J106 64194.00000000 NS USD 5005848.12000000 0.343550358437 Long EC CORP US N 1 N N N Hess Corp UASVRYNXNK17ULIGK870 42809H107 108838.00000000 NS USD 8110607.76000000 0.556629393521 Long EC CORP US N 1 N N N Marel HF 5299008YTLEN09WTHW26 000000000 476519.00000000 NS 3037161.51000000 0.208439788898 Long EC CORP IS N 1 N N N Kinross Gold Corp 549300UEBMAQDN0K0R06 496902404 421791.00000000 NS 2502779.58000000 0.171765263585 Long EC CORP CA N 1 N N N PIONEER NATURAL RESOURCES CO FY8JBF7CCL2VE4F1B628 723787107 62198.00000000 NS USD 11091147.36000000 0.761183232025 Long EC CORP US N 1 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC USD -266781.86000000 -0.01830918586 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 -266781.86000000 N N N Skeena Resources Ltd 549300DCWSQFVVZ21289 83056P715 7046.00000000 NS 67511.87000000 0.004633326177 Long EC CORP CA N 1 N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867224107 507789.00000000 NS 12370263.95000000 0.848968748574 Long EC CORP CA N 1 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -17711.53000000 -0.00121553877 N/A DCO CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 BCOMRLIT INDEX BCOMRLIT INDEX Y Performance Leg 2022-05-31 0.00000000 USD 0.00000000 USD 949586.31000000 USD -17711.53000000 N N N Fortescue Metals Group Ltd 529900VEJFORCO6I4826 000000000 81798.00000000 NS 982292.98000000 0.067414571373 Long EC CORP AU N 2 N N N Polyus PJSC 549300FUXVT7TF6ZKV71 73181M117 25699.00000000 NS USD 2459394.30000000 0.168787740468 Long EC CORP RU N 1 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 496070.65000000 0.034045229805 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 2022-06-15 0.00000000 USD 0.00000000 USD 22350038.03000000 USD 496070.65000000 N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825C104 313281.00000000 NS USD 21970396.53000000 1.507823933518 Long EC CORP US N 1 N N N SSR Mining Inc 549300JD2KR7AB9DYJ38 784730103 12190.00000000 NS 221289.37000000 0.015187045343 Long EC CORP CA N 1 N N N Kirkland Lake Gold Ltd 5493000QHU254ST8A805 49741E100 96068.00000000 NS 3798500.67000000 0.260690343658 Long EC CORP CA N 1 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -90209.74000000 -0.00619107647 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 -90209.74000000 N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913Y100 132169.00000000 NS USD 8847392.86000000 0.607194808037 Long EC CORP US N 1 N N N SolGold PLC 213800HGFADQBMIEVI76 000000000 683658.00000000 NS 207759.27000000 0.014258477278 Long EC CORP AU N 1 N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 23688.10000000 0.001625709580 N/A DCO CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 BCOMRLIT INDEX BCOMRLIT INDEX Y Performance Leg 2022-10-31 0.00000000 USD 0.00000000 USD 997317.95000000 USD 23688.10000000 N N N MAG Silver Corp 254900LGL904N7F3EL14 55903Q104 9217.00000000 NS 153394.20000000 0.010527413363 Long EC CORP CA N 1 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -55898.87000000 -0.00383632830 N/A DCO CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BLOOMBERG ROLL SELECT PRECIOUS METALS BLOOMBERG ROLL SELECT PRECIOUS METALS Y Performance Leg 2022-08-25 0.00000000 USD 0.00000000 USD 3271582.18000000 USD -55898.87000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 113315.21000000 0.007776800270 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 2022-05-12 0.00000000 USD 0.00000000 USD 3995209.46000000 USD 113315.21000000 N N N 2022-01-25 BlackRock Funds Ann Frechette Ann Frechette Assistant Treasurer