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INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2023-06-13 0.00000000 USD 0.00000000 USD 9839358.53000000 USD -849348.96000000 N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039483102 79464.00000000 NS USD 6984090.96000000 0.350146095767 Long EC CORP US N 1 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC USD -3291788.85000000 -0.16503321914 N/A DCO CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2023-06-08 0.00000000 USD 0.00000000 USD 35244036.00000000 USD -3291788.85000000 N N N SSR Mining Inc 549300JD2KR7AB9DYJ38 784730103 236058.00000000 NS USD 3184422.42000000 0.159650423229 Long EC CORP US N 1 N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 9938245.50000000 0.498252081843 N/A DCO CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BLOOMBERG ROLL SELECT AGRICULTURE BLOOMBERG ROLL SELECT AGRICULTURE Y Performance Leg 2022-11-30 0.00000000 USD 0.00000000 USD 63953655.93000000 USD 9938245.50000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -719742.34000000 -0.03608414778 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 2023-05-23 0.00000000 USD 0.00000000 USD 9125242.68000000 USD -719742.34000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC USD -90706.14000000 -0.00454753538 N/A DCO CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2023-03-14 0.00000000 USD 0.00000000 USD 2783948.49000000 USD -90706.14000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 2244263.86000000 0.112515749429 N/A DCO CORP GB N 2 MORGAN STANLEY & CO. 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INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -2052621.30000000 -0.10290778547 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 2023-05-01 0.00000000 USD 0.00000000 USD 20836410.28000000 USD -2052621.30000000 N N N Marathon Gold Corp 52990063E8H31CA3UR10 56580Q102 400959.00000000 NS 515948.31000000 0.025866972151 Long EC CORP CA N 1 N N N ArcelorMittal SA 2EULGUTUI56JI9SAL165 000000000 135862.00000000 NS 3224563.27000000 0.161662877246 Long EC CORP LU N 2 N N N Koninklijke DSM NV 724500SNT1MK246AHP04 000000000 58550.00000000 NS 7466044.92000000 0.374308767531 Long EC CORP NL N 2 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC USD -171728.60000000 -0.00860958128 N/A DCO CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2023-03-31 0.00000000 USD 0.00000000 USD 3936481.07000000 USD -171728.60000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -1577944.19000000 -0.07910993723 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 2023-05-17 0.00000000 USD 0.00000000 USD 21364600.64000000 USD -1577944.19000000 N N N Impala Platinum Holdings Ltd 254900BZFIFB4PD2Z778 000000000 200450.00000000 NS 2100385.92000000 0.105302455782 Long EC CORP ZA N 2 N N N Sociedad Quimica y Minera de C TJ88LXZZW5PWIN93ZC81 833635105 27822.00000000 NS USD 2773296.96000000 0.139038725083 Long EC CORP CL N 1 N N N Polyus PJSC 549300FUXVT7TF6ZKV71 73181M117 92504.00000000 NS USD 7.40000000 0.000000370997 Long EC CORP RU N 3 N N N SSR Mining Inc 549300JD2KR7AB9DYJ38 784730103 12190.00000000 NS 164562.91000000 0.008250330755 Long EC CORP US N 1 N N N Fresnillo PLC 549300JXWH1UV5J0XV81 000000000 22769.00000000 NS 181348.07000000 0.009091851616 Long EC CORP MX N 2 N N N Patterson-UTI Energy Inc 254900XGFBKIXD6G0697 703481101 152383.00000000 NS USD 2270506.70000000 0.113831429311 Long EC CORP US N 1 N N N Skeena Resources Ltd 549300DCWSQFVVZ21289 83056P715 176816.00000000 NS 842782.32000000 0.042252734195 Long EC CORP CA N 1 N N N MORGAN STANLEY & CO. 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INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 BCOMRLIT INDEX BCOMRLIT INDEX Y Performance Leg 2022-09-30 0.00000000 USD 0.00000000 USD 998364.70000000 USD 62877.25000000 N N N Nestle SA KY37LUS27QQX7BB93L28 000000000 76939.00000000 NS 9003630.67000000 0.451395341911 Long EC CORP CH N 2 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD -6010391.53000000 -0.30132985671 N/A DCO CORP FR N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 BLOOMBERG COMMODITY INDEX TOTAL RETURN BLOOMBERG COMMODITY INDEX TOTAL RETURN Y Performance Leg 2023-04-13 0.00000000 USD 0.00000000 USD 83491265.44000000 USD -6010391.53000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC USD -3368736.48000000 -0.16889097420 N/A DCO CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 BLOOMBERG ENERGY SUBINDEX BLOOMBERG ENERGY SUBINDEX Y Performance Leg 2023-06-08 0.00000000 USD 0.00000000 USD 34544053.16000000 USD -3368736.48000000 N N N 2022-10-26 BlackRock Funds Ann Frechette Ann Frechette Assistant Treasurer XXXX