0001752724-20-140644.txt : 20200722 0001752724-20-140644.hdr.sgml : 20200722 20200721191241 ACCESSION NUMBER: 0001752724-20-140644 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200529 FILED AS OF DATE: 20200722 PERIOD START: 20200531 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BLACKROCK FUNDS CENTRAL INDEX KEY: 0000844779 IRS NUMBER: 510318674 STATE OF INCORPORATION: MA FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05742 FILM NUMBER: 201039892 BUSINESS ADDRESS: STREET 1: 100 BELLEVUE PARKWAY CITY: WILMINGTON STATE: DE ZIP: 19809 BUSINESS PHONE: 800-441-7762 MAIL ADDRESS: STREET 1: 100 BELLEVUE PARKWAY CITY: WILMINGTON STATE: DE ZIP: 19809 FORMER COMPANY: FORMER CONFORMED NAME: COMPASS CAPITAL FUNDS\ DATE OF NAME CHANGE: 19961114 FORMER COMPANY: FORMER CONFORMED NAME: PNC FUND DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: NCP FUNDS DATE OF NAME CHANGE: 19890511 0000844779 S000033601 BlackRock Commodity Strategies Fund C000103250 Investor A Shares C000103251 Investor C Shares C000103252 Institutional Shares C000198241 Class K NPORT-P 1 primary_doc.xml NPORT-P false 0000844779 XXXXXXXX S000033601 C000103250 C000103251 C000198241 C000103252 BlackRock Funds 811-05742 0000844779 549300OZUEVJZHOBFP42 100 Bellevue Parkway Wilmington 19809 800-441-7762 BlackRock Commodity Strategies Fund S000033601 P7WNZ2Q36SS1IIU5DB52 2020-05-31 2020-05-29 N 163504287.13 6535762.90 156968524.23 0.00000000 16143709.04000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 5383126.19000000 USD N J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -152105.88000000 -0.09690215331 N/A DCO CORP US N 2 J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT COMMODITY TOTAL RETURN INDEX BLOOMBERG ROLL SELECT COMMODITY TOTAL RETURN INDEX Y Performance Leg 2021-02-02 0.00000000 USD 0.00000000 USD 3099.00000000 USD -152105.88000000 N N N PIONEER NATURAL RESOURCES CO FY8JBF7CCL2VE4F1B628 723787107 4587.00000000 NS USD 420169.20000000 0.267677358923 Long EC CORP US N 1 N N N TREASURY BILL 254900HROIFWPRGM1V77 912796SZ3 12000000.00000000 PA USD 11998012.44000000 7.643578544714 Long DBT UST US N 2 2020-07-16 None 0.00000000 N N N N N N SolGold PLC 213800HGFADQBMIEVI76 000000000 349266.00000000 NS 111501.83000000 0.071034515070 Long EC CORP AU N 1 N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 28208.10000000 0.017970545457 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 3299.00000000 USD 28208.10000000 N N N Polymetal International PLC 213800JKJ5HJWYS4GR61 000000000 27069.00000000 NS 544099.10000000 0.346629429478 Long EC CORP CY N 2 N N N Saracen Mineral Holdings Ltd 254900SQ035N7AB62C07 000000000 93155.00000000 NS 312356.12000000 0.198992837278 Long EC CORP AU N 2 N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036P108 2758.00000000 NS USD 476306.60000000 0.303440834610 Long EC CORP US N 1 N N N BLACKROCK LIQUIDITY FUNDS T-FUND PORTFOLIO 5493002L9DNZ83RX7V61 09248U718 3511724.22000000 NS USD 3511724.22000000 2.237215541922 Long STIV RF US N 1 N N N Neo Lithium Corp 254900R0YJWNNUFEYU56 64047A108 143078.00000000 NS 54036.79000000 0.034425239241 Long EC CORP CA N 1 N N N Barry Callebaut AG 213800Y5RWKLDPUTT265 000000000 321.00000000 NS 647434.29000000 0.412461219964 Long EC CORP CH N 2 N N N Meituan Dianping 21380033K525E5JLIA77 000000000 24700.00000000 NS 470437.36000000 0.299701715555 Long EC CORP CN N 2 N N N Titan Mining Corp N/A 88831L103 159796.00000000 NS 22051.23000000 0.014048185843 Long EC CORP CA N 1 N N N Symrise AG 529900D82I6R9601CF26 000000000 10855.00000000 NS 1195108.88000000 0.761368488276 Long EC CORP DE N 2 N N N Pilgrim's Pride Corp 549300ZSLGV64ZL3HD75 72147K108 36300.00000000 NS USD 750321.00000000 0.478007297119 Long EC CORP US N 1 N N N JBS SA 529900RM0MTMZL9O5050 000000000 191913.00000000 NS 789402.84000000 0.502905180431 Long EC CORP BR N 1 N N N Kirkland Lake Gold Ltd N/A 49741E100 2644.00000000 NS 101873.26000000 0.064900438160 Long EC CORP CA N 1 N N N MAG Silver Corp 254900LGL904N7F3EL14 55903Q104 1923.00000000 NS 23896.96000000 0.015224045787 Long EC CORP CA N 1 N N N ArcelorMittal SA 2EULGUTUI56JI9SAL165 000000000 37515.00000000 NS 359299.55000000 0.228899106851 Long EC CORP LU N 2 N N N Jamieson Wellness Inc N/A 470748104 45630.00000000 NS 1100608.13000000 0.701164857986 Long EC CORP CA N 1 N N N LUKOIL PJSC 549300LCJ1UJXHYBWI24 69343P105 1280.00000000 NS USD 96172.52000000 0.061268665467 Long EC CORP RU N 2 N N N Ivanhoe Mines Ltd 5299006XZISURYIA4G32 46579R104 45147.00000000 NS 100009.70000000 0.063713219252 Long EC CORP CA N 1 N N N Restaurant Brands Internationa 5299009RXTX9DN9AKJ98 76131D103 17899.00000000 NS USD 976569.44000000 0.622143480542 Long EC CORP CA N 1 N N N Polyus PJSC 549300FUXVT7TF6ZKV71 73181M117 5600.00000000 NS USD 463452.74000000 0.295252020921 Long EC CORP RU N 2 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -737565.67000000 -0.46988125397 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT AGRICULTURE BLOOMBERG ROLL SELECT AGRICULTURE Y Performance Leg 2021-03-16 0.00000000 USD 0.00000000 USD 99065.00000000 USD -737565.67000000 N N N TC Energy Corp 549300UGKOFV2IWJJG27 87807B107 14259.00000000 NS 642605.19000000 0.409384743312 Long EC CORP CA N 1 N N N Sociedad Minera Cerro Verde SA 5493002F857O2TX7EU13 000000000 14192.00000000 NS USD 221253.28000000 0.140953914859 Long EC CORP PE N 1 N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250N105 9500.00000000 NS 308973.38000000 0.196837793765 Long EC CORP CA N 1 N N N WILLIAMS COS INC/THE D71FAKCBLFS2O0RBPG08 969457100 30469.00000000 NS USD 622481.67000000 0.396564644442 Long EC CORP US N 1 N N N Ocado Group PLC 213800LO8F61YB8MBC74 000000000 15688.00000000 NS 426671.38000000 0.271819705315 Long EC CORP GB N 2 N N N Cairn Energy PLC 213800ZJEUQ8ZOC9AL24 000000000 82524.00000000 NS 128254.23000000 0.081706973184 Long EC CORP GB N 2 N N N FMC Corp CKDHZ2X64EEBQCSP7013 302491303 15214.00000000 NS USD 1497209.74000000 0.953828002998 Long EC CORP US N 1 N N N ERO Copper Corp 549300KL8A21SEIO8I47 296006109 16604.00000000 NS 193312.36000000 0.123153581871 Long EC CORP CA N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 4811.84000000 0.003065480817 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT LIVESTOCK BLOOMBERG ROLL SELECT LIVESTOCK Y Performance Leg 2021-03-16 0.00000000 USD 0.00000000 USD 13774.00000000 USD 4811.84000000 N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 49456B101 39208.00000000 NS USD 619486.40000000 0.394656446595 Long EC CORP US N 1 N N N CF Industries Holdings Inc 529900CG8YAQFZ2JMV97 125269100 24713.00000000 NS USD 725820.81000000 0.462398951356 Long EC CORP US N 1 N N N Hess Corp UASVRYNXNK17ULIGK870 42809H107 8194.00000000 NS USD 388969.18000000 0.247800749805 Long EC CORP US N 1 N N N Grocery Outlet Holding Corp N/A 39874R101 38220.00000000 NS USD 1406878.20000000 0.896280452977 Long EC CORP US N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -19307.51000000 -0.01230024305 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT AGRICULTURE BLOOMBERG ROLL SELECT AGRICULTURE Y Performance Leg 2021-04-30 0.00000000 USD 0.00000000 USD 15229.00000000 USD -19307.51000000 N N N Northam Platinum Ltd 378900EB75D7D2C73323 000000000 39856.00000000 NS 250068.34000000 0.159311136564 Long EC CORP ZA N 2 N N N Delivery Hero SE 529900C3EX1FZGE48X78 000000000 5880.00000000 NS 565728.20000000 0.360408688796 Long EC CORP DE N 2 N N N NICKEL MINES RTS EXP: 06/09/2020 N/A 000000000 198310.55555600 NS 5287.37000000 0.003368426903 Long EC CORP AU N 2 N N N Nickel Mines Ltd N/A 000000000 713918.00000000 NS 257993.80000000 0.164360212511 Long EC CORP AU N 2 N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494103 7716.00000000 NS USD 474071.04000000 0.302016625514 Long EC CORP US N 1 N N N CONCHO RESOURCES INC SYHS7HRDXLL4I0IQ8776 20605P101 4153.00000000 NS USD 226421.56000000 0.144246473049 Long EC CORP US N 1 N N N J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -3648513.59000000 -2.32436000013 N/A DCO CORP US N 2 J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT COMMODITY TOTAL RETURN INDEX BLOOMBERG ROLL SELECT COMMODITY TOTAL RETURN INDEX Y Performance Leg 2021-01-25 0.00000000 USD 0.00000000 USD 57134.00000000 USD -3648513.59000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 86023.72000000 0.054803165425 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 2021-04-30 0.00000000 USD 0.00000000 USD 3004.00000000 USD 86023.72000000 N N N PureCircle Ltd 213800K2PU757HGDAW11 000000000 480719.00000000 NS 558064.34000000 0.355526270465 Long EC CORP MY N 1 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC USD 57935.97000000 0.036909291390 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 1606.00000000 USD 57935.97000000 N N N Rio Tinto PLC 213800YOEO5OQ72G2R82 000000000 32429.00000000 NS 1758761.26000000 1.120454733601 Long EC CORP GB N 2 N N N CNOOC Ltd 549300XIVJCBIGMRUD48 000000000 130000.00000000 NS 148519.97000000 0.094617676205 Long EC CORP CN N 2 N N N Hormel Foods Corp MSD54751OJP1FS2ND863 440452100 19457.00000000 NS USD 950085.31000000 0.605271225336 Long EC CORP US N 1 N N N Fresnillo PLC 549300JXWH1UV5J0XV81 000000000 3300.00000000 NS 31943.20000000 0.020350067095 Long EC CORP MX N 2 N N N OceanaGold Corp 549300CBMSE8I9N3E232 675222103 76366.00000000 NS 155300.00000000 0.098937032606 Long EC CORP AU N 1 N N N Sigma Lithium Resources Corp N/A 826600108 125653.00000000 NS 172483.69000000 0.109884252811 Long EC CORP BR N 1 N N N First Quantum Minerals Ltd 549300I7UVBGWRYMYZ18 335934105 38841.00000000 NS 227655.06000000 0.145032299384 Long EC CORP CA N 1 N N N Marel HF 5299008YTLEN09WTHW26 000000000 146560.00000000 NS 764319.04000000 0.486925034015 Long EC CORP IS N 2 N N N NICKEL MINES LTD INTITUTIONAL ENTI N/A 000000000 198311.00000000 NS 71379.59000000 0.045473823717 Long EC CORP AU N 2 N N N Robertet SA 969500EUEC3HIYQOCS92 000000000 874.00000000 NS 910652.00000000 0.580149430892 Long EC CORP FR N 2 N N N Impala Platinum Holdings Ltd 254900BZFIFB4PD2Z778 000000000 62527.00000000 NS 417264.55000000 0.265826892395 Long EC CORP ZA N 2 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 1540600.82000000 0.981471175547 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 2021-03-16 0.00000000 USD 0.00000000 USD 33813.00000000 USD 1540600.82000000 N N N Gold Fields Ltd 5299003KXIBJQYCBBD72 38059T106 67119.00000000 NS USD 518158.68000000 0.330103555819 Long EC CORP ZA N 1 N N N B2Gold Corp 549300F7OK456M5NLM05 11777Q209 92864.00000000 NS 511920.51000000 0.326129402382 Long EC CORP CA N 1 N N N Stelco Holdings Inc N/A 858522105 8085.00000000 NS 42161.67000000 0.026859951832 Long EC CORP CA N 1 N N N Franco-Nevada Corp N/A 351858105 6067.00000000 NS 851587.62000000 0.542521262894 Long EC CORP CA N 1 N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825C104 18010.00000000 NS USD 759661.80000000 0.483958044280 Long EC CORP US N 1 N N N MONEY MARKET SERIES LLC N/A 000000000 204147.24290000 NS USD 204351.39000000 0.130186221092 Long STIV RF US N N/A N N Total Produce PLC 635400K7UEIKHMNKLJ02 000000000 571439.00000000 NS 722203.72000000 0.460094610395 Long EC CORP IE N 2 N N N Iluka Resources Ltd 2549009N2Y1F4YNB0955 000000000 32273.00000000 NS 177992.29000000 0.113393618799 Long EC CORP AU N 2 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 13880.42000000 0.008842804675 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 3956.00000000 USD 13880.42000000 N N N J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -69118.62000000 -0.04403342666 N/A DCO CORP US N 2 J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT LIVESTOCK BLOOMBERG ROLL SELECT LIVESTOCK Y Performance Leg 2020-09-25 0.00000000 USD 0.00000000 USD 1299.00000000 USD -69118.62000000 N N N Anglo American PLC 549300S9XF92D1X8ME43 000000000 52569.00000000 NS 1112830.78000000 0.708951546470 Long EC CORP GB N 2 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 9402.64000000 0.005990143594 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 2178.00000000 USD 9402.64000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 4829.40000000 0.003076667773 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT LIVESTOCK BLOOMBERG ROLL SELECT LIVESTOCK Y Performance Leg 2021-04-30 0.00000000 USD 0.00000000 USD 1456.00000000 USD 4829.40000000 N N N OZ Minerals Ltd 529900O2VBT5CL7EZT27 000000000 62917.00000000 NS 396975.09000000 0.252901078064 Long EC CORP AU N 2 N N N Kerry Group PLC 635400TLVVBNXLFHWC59 000000000 9656.00000000 NS 1196386.21000000 0.762182237406 Long EC CORP IE N 2 N N N Freshpet Inc 549300S4ZK8ZQ6HNPN59 358039105 8428.00000000 NS USD 650473.04000000 0.414397117632 Long EC CORP US N 1 N N N BRF SA 254900MTXR9LUVQFU480 10552T107 119448.00000000 NS USD 511237.44000000 0.325694238706 Long EC CORP BR N 1 N N N J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -138716.56000000 -0.08837221390 N/A DCO CORP US N 2 J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT INDUSTRIAL BLOOMBERG ROLL SELECT INDUSTRIAL Y Performance Leg 2020-09-25 0.00000000 USD 0.00000000 USD 2196.00000000 USD -138716.56000000 N N N BellRing Brands Inc N/A 079823100 32035.00000000 NS USD 643262.80000000 0.409803687175 Long EC CORP US N 1 N N Umicore SA 529900F3AIQECS8ZSV61 000000000 7934.00000000 NS 352547.71000000 0.224597709463 Long EC CORP BE N 2 N N N Alamos Gold Inc 549300TDOX73YGYXE959 011532108 33153.00000000 NS 268479.46000000 0.171040316086 Long EC CORP CA N 1 N N N TREASURY BILL 254900HROIFWPRGM1V77 912796TP4 12000000.00000000 PA USD 11991234.12000000 7.639260277703 Long DBT UST US N 2 2020-11-05 None 0.00000000 N N N N N N Lundin Mining Corp 549300FQDIM6C8HTN269 550372106 68378.00000000 NS 314861.11000000 0.200588692251 Long EC CORP CA N 1 N N N Alacer Gold Corp 529900Z8EMNJMHWKNV66 010679108 14141.00000000 NS 88121.28000000 0.056139458806 Long EC CORP US N 1 N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385101 12411.00000000 NS 226703.45000000 0.144426056823 Long EC CORP CA N 1 N N N Centamin PLC 213800PDI9G7OUKLPV84 000000000 122057.00000000 NS 248459.98000000 0.158286498021 Long EC CORP JE N 2 N N N Sierra Metals Inc 9676001YCHZE7AT8VA50 82639W106 14664.00000000 NS 11715.44000000 0.007463560008 Long EC CORP CA N 1 N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639106 50906.00000000 NS USD 2976473.82000000 1.896223357262 Long EC CORP US N 1 N N N AngloGold Ashanti Ltd 378900EF3BA9A5F42A59 035128206 20691.00000000 NS USD 508170.96000000 0.323740675076 Long EC CORP ZA N 1 N N Gold Road Resources Ltd 213800HJWH96TDEMNY83 000000000 35299.00000000 NS 42064.72000000 0.026798187857 Long EC CORP AU N 2 N N N Pretium Resources Inc N/A 74139C102 19107.00000000 NS 167360.58000000 0.106620471091 Long EC CORP CA N 1 N N N Salmar ASA 5967007LIEEXZXGDBK67 000000000 15382.00000000 NS 693677.10000000 0.441921145275 Long EC CORP NO N 2 N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875P101 8262.00000000 NS USD 421114.14000000 0.268279352224 Long EC CORP US N 1 N N N Tractor Supply Co 549300OJ9VZHZRO6I137 892356106 11638.00000000 NS USD 1420068.76000000 0.904683768268 Long EC CORP US N 1 N N N J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -518168.50000000 -0.33010981185 N/A DCO CORP US N 2 J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT ENERGY INDEX BLOOMBERG ROLL SELECT ENERGY INDEX Y Performance Leg 2020-09-25 0.00000000 USD 0.00000000 USD 3485.00000000 USD -518168.50000000 N N N Oil Search Ltd 529900NIUGGGKB5VMO41 000000000 61418.00000000 NS 142798.18000000 0.090972493180 Long EC CORP AU N 2 N N N Graphic Packaging Holding Co N/A 388689101 91941.00000000 NS USD 1330386.27000000 0.847549708787 Long EC CORP US N 1 N N N J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -131176.07000000 -0.08356839095 N/A DCO CORP US N 2 J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT AGRICULTURE BLOOMBERG ROLL SELECT AGRICULTURE Y Performance Leg 2020-09-25 0.00000000 USD 0.00000000 USD 8337.00000000 USD -131176.07000000 N N N Centerra Gold Inc 549300K0HXTMP5JJ0E62 152006102 25904.00000000 NS 262831.01000000 0.167441855804 Long EC CORP CA N 1 N N N Northern Star Resources Ltd 254900XFXCRYYZAX6M78 000000000 78518.00000000 NS 760245.23000000 0.484329730262 Long EC CORP AU N 2 N N N Kosmos Energy Ltd 213800YDFJ3OT9B5P157 500688106 82454.00000000 NS USD 150066.28000000 0.095602784530 Long EC CORP US N 1 N N N TOTAL SA 529900S21EQ1BO4ESM68 000000000 35662.00000000 NS 1352331.85000000 0.861530588144 Long EC CORP FR N 2 N N N Vale SA 254900SMTWBX7RU2SR20 91912E105 98164.00000000 NS USD 958080.64000000 0.610364813391 Long EC CORP BR N 1 N N N Lundin Energy AB 549300IULC8F8IGXKI15 000000000 12150.00000000 NS 296440.49000000 0.188853460561 Long EC CORP SE N 2 N N N Nestle SA KY37LUS27QQX7BB93L28 000000000 12638.00000000 NS 1372196.83000000 0.874185978833 Long EC CORP CH N 2 N N N TREASURY BILL 254900HROIFWPRGM1V77 912796WZ8 12000000.00000000 PA USD 11996810.04000000 7.642812531269 Long DBT UST US N 2 2020-08-06 None 0.00000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912796TX7 11000000.00000000 PA USD 10999912.88000000 7.007718862083 Long DBT UST US N 2 2020-06-04 None 0.00000000 N N N N N N Metro Mining Ltd 52990041K94ARLA23314 000000000 279387.00000000 NS 18711.22000000 0.011920364348 Long EC CORP AU N 2 N N N StillCanna Inc 529900T8WMFF7VP5QO37 86071P107 440928.00000000 NS 30423.18000000 0.019381707351 Long EC CORP CA N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 3929.17000000 0.002503157890 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 2818.00000000 USD 3929.17000000 N N N J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 85642.30000000 0.054560174034 N/A DCO CORP US N 2 J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT PRECIOUS METALS BLOOMBERG ROLL SELECT PRECIOUS METALS Y Performance Leg 2020-09-25 0.00000000 USD 0.00000000 USD 2205.00000000 USD 85642.30000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -75688.31000000 -0.04821878167 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 2021-03-16 0.00000000 USD 0.00000000 USD 5495.00000000 USD -75688.31000000 N N N Sibanye Stillwater Ltd 378900F238434B74D281 000000000 32678.00000000 NS 60009.62000000 0.038230352418 Long EC CORP ZA N 2 N N N Wheaton Precious Metals Corp 549300XSFG5ZCGVYD886 962879102 19446.00000000 NS 837808.56000000 0.533743031674 Long EC CORP CA N 1 N N N BP PLC 213800LH1BZH3DI6G760 000000000 278940.00000000 NS 1066645.79000000 0.679528456569 Long EC CORP GB N 2 N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867224107 31554.00000000 NS 542457.91000000 0.345583875914 Long EC CORP CA N 1 N N N Endeavour Mining Corp 529900R1F0JCJDI3A443 000000000 10135.00000000 NS 244238.15000000 0.155596895108 Long EC CORP MC N 1 N N N Royal Dutch Shell PLC 21380068P1DRHMJ8KU70 000000000 87922.00000000 NS 1391628.10000000 0.886565065720 Long EC CORP NL N 2 N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 30231G102 6745.00000000 NS USD 306695.15000000 0.195386400875 Long EC CORP US N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -104497.89000000 -0.06657251223 N/A DCO CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BLOOMBERG ROLL SELECT INDUSTRIAL BLOOMBERG ROLL SELECT INDUSTRIAL Y Performance Leg 2021-03-16 0.00000000 USD 0.00000000 USD 12749.00000000 USD -104497.89000000 N N N Schlumberger Ltd 213800ZUA17OK3QLGM62 806857108 20800.00000000 NS USD 384176.00000000 0.244747156721 Long EC CORP US N 1 N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585A102 8957.00000000 NS USD 314748.98000000 0.200517257548 Long EC CORP US N 1 N N N Gruma SAB de CV 5493000XJLJ6C4T0PG82 000000000 100731.00000000 NS 999428.50000000 0.636706310964 Long EC CORP MX N 1 N N N Koninklijke DSM NV 724500SNT1MK246AHP04 000000000 7617.00000000 NS 974326.59000000 0.620714627202 Long EC CORP NL N 2 N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044101 25668.00000000 NS USD 837290.16000000 0.533412774380 Long EC CORP US N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 56168.75000000 0.035783447844 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 5386.00000000 USD 56168.75000000 N N N BHP Group PLC 549300C116EOWV835768 000000000 142716.00000000 NS 2806618.57000000 1.788013605764 Long EC CORP AU N 2 N N N Newcrest Mining Ltd 5299006MN50OZJUJI655 000000000 32556.00000000 NS 659681.22000000 0.420263376518 Long EC CORP AU N 2 N N N Teck Resources Ltd T8KI5SQ2JRWHL7XY0E11 878742204 31129.00000000 NS 295723.80000000 0.188396878578 Long EC CORP CA N 1 N N N TREASURY BILL 254900HROIFWPRGM1V77 912796TN9 13000000.00000000 PA USD 12992430.23000000 8.277092680671 Long DBT UST US N 2 2020-10-08 None 0.00000000 N N N N N N Santos Ltd 5299000RK70B5O2M7077 000000000 38450.00000000 NS 137745.14000000 0.087753350982 Long EC CORP AU N 2 N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 3740.00000000 NS USD 1153677.80000000 0.734973973705 Long EC CORP US N 1 N N Torex Gold Resources Inc 549300QL07027186GQ85 891054603 10357.00000000 NS 142922.61000000 0.091051763849 Long EC CORP CA N 1 N N N Evolution Mining Ltd 254900BCFW5QO5LW8F27 000000000 131366.00000000 NS 526553.80000000 0.335451838247 Long EC CORP AU N 2 N N N Agnico Eagle Mines Ltd YGE0EUBRF7IJOB3QRX76 008474108 12184.00000000 NS 779524.68000000 0.496612097121 Long EC CORP CA N 1 N N N Gazprom PJSC 213800FD9J2IHTA7YX78 368287207 9710.00000000 NS USD 54529.18000000 0.034738926334 Long EC CORP RU N 2 N N N HelloFresh SE 391200ZAF4V6XD2M9G57 000000000 14530.00000000 NS 594097.58000000 0.378481980966 Long EC CORP DE N 2 N N N Fortescue Metals Group Ltd 529900VEJFORCO6I4826 000000000 72245.00000000 NS 668803.23000000 0.426074739047 Long EC CORP AU N 2 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC USD -136751.34000000 -0.08712023042 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 14400.00000000 USD -136751.34000000 N N N Nevada Copper Corp 549300QD5UX02XS0F829 64128F109 397646.00000000 NS 46209.36000000 0.029438615306 Long EC CORP CA N 1 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC USD -29981.29000000 -0.01910019231 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 2677.00000000 USD -29981.29000000 N N N Bellevue Gold Ltd N/A 000000000 51588.00000000 NS 29342.16000000 0.018693021511 Long EC CORP AU N 2 N N N BAKER HUGHES A GE CO N/A 05722G100 14296.00000000 NS USD 236026.96000000 0.150365789038 Long EC CORP US N 1 N N N Petroleo Brasileiro SA 5493000J801JZRCMFE49 71654V408 24660.00000000 NS USD 188155.80000000 0.119868490146 Long EC CORP BR N 1 N N N UPL Ltd 335800RJSM1SLHO4UA95 000000000 195805.00000000 NS 1055151.09000000 0.672205523480 Long EC CORP IN N 2 N N N CHEVRON CORP N/A 166764100 19063.00000000 NS USD 1748077.10000000 1.113648171552 Long EC CORP US N 1 N N N Galp Energia SGPS SA 2138003319Y7NM75FG53 000000000 21332.00000000 NS 253812.32000000 0.161696315388 Long EC CORP PT N 2 N N N Barrick Gold Corp 0O4KBQCJZX82UKGCBV73 067901108 118617.00000000 NS USD 2846808.00000000 1.813617101877 Long EC CORP CA N 1 N N N Equinor ASA OW6OFBNCKXC4US5C7523 000000000 22640.00000000 NS 330173.71000000 0.210343896408 Long EC CORP NO N 2 N N N Cranswick PLC 549300LDZLPU51XOSK43 000000000 23691.00000000 NS 1081920.91000000 0.689259783327 Long EC CORP GB N 2 N N N MMC Norilsk Nickel PJSC 253400JPTEEW143W3E47 55315J102 27248.00000000 NS USD 862061.27000000 0.549193715255 Long EC CORP RU N 2 N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 3349.00000000 NS USD 509449.88000000 0.324555437148 Long EC CORP US N 1 N N N Norway Royal Salmon ASA 5967007LIEEXZXGB0870 000000000 22172.00000000 NS 547039.24000000 0.348502505635 Long EC CORP NO N 2 N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913Y100 4348.00000000 NS USD 289750.72000000 0.184591606133 Long EC CORP US N 1 N N N TREASURY BILL 254900HROIFWPRGM1V77 912796TJ8 13000000.00000000 PA USD 12994073.30000000 8.278139431928 Long DBT UST US N 2 2020-09-10 None 0.00000000 N N N N N N Calavo Growers Inc N/A 128246105 12775.00000000 NS USD 747465.25000000 0.476187983334 Long EC CORP US N 1 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -89614.77000000 -0.05709091707 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 4223.00000000 USD -89614.77000000 N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671D857 71702.00000000 NS USD 650337.14000000 0.414310539765 Long EC CORP US N 1 N N N 2020-06-01 BlackRock Funds Ann Frechette Ann Frechette Assistant Treasurer