Schedule of Investments | 3 Months Ended | 12 Months Ended |
Mar. 31, 2016USD ($)Contract | Dec. 31, 2015USD ($)Contract |
U.S. Treasury Obligations | | | |
Schedule of Investments [Line Items] | | | |
Fair Value | $ 174,962,390 | | $ 149,980,000 |
Face Value | 175,000,000 | | 150,000,000 |
Total U.S. Treasury Obligations (cost) | $ 174,930,197 | | $ 149,963,671 |
Percentage of Net Assets | 82.31% | | 66.80% |
U.S. Treasury Obligations | U.S. Treasury Bills, 0.17%, 1/28/16 | | | |
Schedule of Investments [Line Items] | | | |
Fair Value | | | $ 49,995,900 |
Face Value | | | $ 50,000,000 |
Investment Interest Rate | | | 0.17% |
Percentage of Net Assets | | | 22.27% |
U.S. Treasury Obligations | U.S. Treasury Bills, 0.14%, 2/11/16 | | | |
Schedule of Investments [Line Items] | | | |
Fair Value | | | $ 49,993,400 |
Face Value | | | $ 50,000,000 |
Investment Interest Rate | | | 0.14% |
Percentage of Net Assets | | | 22.27% |
U.S. Treasury Obligations | U.S. Treasury Bills, 0.28%, 3/17/16 | | | |
Schedule of Investments [Line Items] | | | |
Fair Value | | | $ 49,990,700 |
Face Value | | | $ 50,000,000 |
Investment Interest Rate | | | 0.28% |
Percentage of Net Assets | | | 22.26% |
U.S. Treasury Obligations | U.S. Treasury Bills 0.33%, 4/28/16 | | | |
Schedule of Investments [Line Items] | | | |
Fair Value | $ 49,993,800 | | |
Face Value | $ 50,000,000 | | |
Investment Interest Rate | 0.33% | | |
Percentage of Net Assets | 23.52% | | |
U.S. Treasury Obligations | U.S. Treasury Bills 0.27%, 5/12/16 | | | |
Schedule of Investments [Line Items] | | | |
Fair Value | $ 49,994,900 | | |
Face Value | $ 50,000,000 | | |
Investment Interest Rate | 0.27% | | |
Percentage of Net Assets | 23.52% | | |
U.S. Treasury Obligations | U.S. Treasury Bills 0.32%, 5/26/16 | | | |
Schedule of Investments [Line Items] | | | |
Fair Value | $ 14,997,150 | | |
Face Value | $ 15,000,000 | | |
Investment Interest Rate | 0.32% | | |
Percentage of Net Assets | 7.05% | | |
U.S. Treasury Obligations | U.S. Treasury Bills 0.28%, 6/16/16 | | | |
Schedule of Investments [Line Items] | | | |
Fair Value | $ 59,976,540 | | |
Face Value | $ 60,000,000 | | |
Investment Interest Rate | 0.28% | | |
Percentage of Net Assets | 28.22% | | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | 2.76% | | (3.88%) |
Unrealized Appreciation/(Depreciation) | $ 5,868,632 | | $ (8,705,967) |
Notional Value | $ 212,275,065 | | $ 224,263,539 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton No. 2 expiration date 5/6/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 214 | | 137 |
Percentage of Net Assets | (0.13%) | | (0.01%) |
Unrealized Appreciation/(Depreciation) | $ (283,145) | | $ (12,455) |
Notional Value | $ 6,253,080 | | $ 4,391,535 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold 100 Ounce expiration date 4/27/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 41 |
Percentage of Net Assets | | | (0.09%) |
Unrealized Appreciation/(Depreciation) | | | $ (211,170) |
Notional Value | | | $ 4,349,280 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs expiration date 4/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 83 | | 117 |
Percentage of Net Assets | 0.00% | [1] | (0.07%) |
Unrealized Appreciation/(Depreciation) | $ (670) | | $ (148,820) |
Notional Value | $ 2,269,220 | | $ 3,086,460 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle expiration date 4/29/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 82 |
Percentage of Net Assets | | | (0.04%) |
Unrealized Appreciation/(Depreciation) | | | $ (86,140) |
Notional Value | | | $ 4,525,580 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa expiration date 5/13/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 141 | | 137 |
Percentage of Net Assets | (0.07%) | | 0.05% |
Unrealized Appreciation/(Depreciation) | $ (153,660) | | $ 113,380 |
Notional Value | $ 4,159,500 | | $ 4,393,590 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa expiration date 3/15/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 137 |
Percentage of Net Assets | | | 0.05% |
Unrealized Appreciation/(Depreciation) | | | $ 119,700 |
Notional Value | | | $ 4,399,070 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee "C" expiration date 5/18/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 85 | | 91 |
Percentage of Net Assets | 0.06% | | (0.04%) |
Unrealized Appreciation/(Depreciation) | $ 125,081 | | $ (96,862) |
Notional Value | $ 4,062,469 | | $ 4,395,300 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper expiration date 5/26/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 76 | | 82 |
Percentage of Net Assets | (0.04%) | | (0.15%) |
Unrealized Appreciation/(Depreciation) | $ (88,400) | | $ (338,513) |
Notional Value | $ 4,147,700 | | $ 4,390,075 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn expiration date 5/13/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 235 | | 242 |
Percentage of Net Assets | (0.18%) | | (0.14%) |
Unrealized Appreciation/(Depreciation) | $ (385,863) | | $ (315,375) |
Notional Value | $ 4,130,125 | | $ 4,410,450 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn expiration date 3/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 242 |
Percentage of Net Assets | | | (0.13%) |
Unrealized Appreciation/(Depreciation) | | | $ (301,212) |
Notional Value | | | $ 4,340,875 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas expiration date 3/29/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 110 |
Percentage of Net Assets | | | (0.11%) |
Unrealized Appreciation/(Depreciation) | | | $ (238,510) |
Notional Value | | | $ 2,625,700 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas expiration date 2/25/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 110 |
Percentage of Net Assets | | | (0.14%) |
Unrealized Appreciation/(Depreciation) | | | $ (318,070) |
Notional Value | | | $ 2,599,300 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD expiration date 3/31/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 54 |
Percentage of Net Assets | | | (0.32%) |
Unrealized Appreciation/(Depreciation) | | | $ (719,783) |
Notional Value | | | $ 2,647,436 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD expiration date 2/29/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 54 |
Percentage of Net Assets | | | (0.35%) |
Unrealized Appreciation/(Depreciation) | | | $ (789,184) |
Notional Value | | | $ 2,605,705 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum expiration date 4/27/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 147 |
Percentage of Net Assets | | | (0.11%) |
Unrealized Appreciation/(Depreciation) | | | $ (254,960) |
Notional Value | | | $ 6,565,020 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver expiration date 5/26/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 54 | | 64 |
Percentage of Net Assets | 0.09% | | (0.17%) |
Unrealized Appreciation/(Depreciation) | $ 199,055 | | $ (374,635) |
Notional Value | $ 4,175,280 | | $ 4,426,880 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver expiration date 3/29/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 64 |
Percentage of Net Assets | | | (0.18%) |
Unrealized Appreciation/(Depreciation) | | | $ (414,395) |
Notional Value | | | $ 4,416,960 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean expiration date 3/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 101 |
Percentage of Net Assets | | | (0.10%) |
Unrealized Appreciation/(Depreciation) | | | $ (231,875) |
Notional Value | | | $ 4,364,463 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean expiration date 5/13/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 91 | | 101 |
Percentage of Net Assets | 0.04% | | (0.10%) |
Unrealized Appreciation/(Depreciation) | $ 89,888 | | $ (221,537) |
Notional Value | $ 4,143,912 | | $ 4,390,975 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil expiration date 3/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 237 |
Percentage of Net Assets | | | 0.12% |
Unrealized Appreciation/(Depreciation) | | | $ 277,464 |
Notional Value | | | $ 4,372,650 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee "C" expiration date 3/18/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 91 |
Percentage of Net Assets | | | (0.05%) |
Unrealized Appreciation/(Depreciation) | | | $ (118,144) |
Notional Value | | | $ 4,323,638 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas expiration date 1/27/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 111 |
Percentage of Net Assets | | | (0.18%) |
Unrealized Appreciation/(Depreciation) | | | $ (395,510) |
Notional Value | | | $ 2,594,070 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar No 11, expiration date 4/29/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 240 | | 264 |
Percentage of Net Assets | 0.18% | | 0.26% |
Unrealized Appreciation/(Depreciation) | $ 392,851 | | $ 591,270 |
Notional Value | $ 4,126,080 | | $ 4,411,546 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton No. 2 expiration date 3/8/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 138 |
Percentage of Net Assets | | | (0.02%) |
Unrealized Appreciation/(Depreciation) | | | $ (35,815) |
Notional Value | | | $ 4,366,320 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper expiration date 3/29/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 82 |
Percentage of Net Assets | | | (0.14%) |
Unrealized Appreciation/(Depreciation) | | | $ (309,850) |
Notional Value | | | $ 4,376,750 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil expiration date 5/13/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 121 | | 237 |
Percentage of Net Assets | 0.18% | | 0.13% |
Unrealized Appreciation/(Depreciation) | $ 378,450 | | $ 288,294 |
Notional Value | $ 2,484,372 | | $ 4,402,512 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat expiration date 5/13/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 173 | | 185 |
Percentage of Net Assets | (0.08%) | | (0.13%) |
Unrealized Appreciation/(Depreciation) | $ (165,063) | | $ (298,525) |
Notional Value | $ 4,095,775 | | $ 4,407,625 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold 100 Ounce expiration date 2/25/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 42 |
Percentage of Net Assets | | | (0.18%) |
Unrealized Appreciation/(Depreciation) | | | $ (401,480) |
Notional Value | | | $ 4,452,840 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs expiration date 2/12/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 117 |
Percentage of Net Assets | | | (0.11%) |
Unrealized Appreciation/(Depreciation) | | | $ (239,750) |
Notional Value | | | $ 2,798,640 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle expiration date 2/29/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 82 |
Percentage of Net Assets | | | (0.09%) |
Unrealized Appreciation/(Depreciation) | | | $ (204,150) |
Notional Value | | | $ 4,487,040 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD expiration date 1/29/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 54 |
Percentage of Net Assets | | | (0.38%) |
Unrealized Appreciation/(Depreciation) | | | $ (848,266) |
Notional Value | | | $ 2,549,005 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar No. 11, expiration date 2/29/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 263 |
Percentage of Net Assets | | | 0.27% |
Unrealized Appreciation/(Depreciation) | | | $ 600,074 |
Notional Value | | | $ 4,489,094 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat expiration date 3/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 185 |
Percentage of Net Assets | | | (0.14%) |
Unrealized Appreciation/(Depreciation) | | | $ (314,138) |
Notional Value | | | $ 4,347,500 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa expiration date 7/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 141 | | 138 |
Percentage of Net Assets | (0.13%) | | (0.05%) |
Unrealized Appreciation/(Depreciation) | $ (281,030) | | $ (119,940) |
Notional Value | $ 4,172,190 | | $ 4,420,140 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee "C" expiration date 7/19/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 86 | | 91 |
Percentage of Net Assets | 0.10% | | 0.12% |
Unrealized Appreciation/(Depreciation) | $ 213,431 | | $ 267,150 |
Notional Value | $ 4,177,987 | | $ 4,461,844 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper expiration date 7/27/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 76 | | 82 |
Percentage of Net Assets | 0.03% | | (0.04%) |
Unrealized Appreciation/(Depreciation) | $ 73,263 | | $ (81,925) |
Notional Value | $ 4,162,900 | | $ 4,400,325 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn expiration date 7/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 234 | | 241 |
Percentage of Net Assets | (0.12%) | | (0.05%) |
Unrealized Appreciation/(Depreciation) | $ (2,457,880) | | $ (114,900) |
Notional Value | $ 4,162,275 | | $ 4,464,525 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton No 2 expiration date 7/7/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 215 | | 137 |
Percentage of Net Assets | (0.14%) | | 0.04% |
Unrealized Appreciation/(Depreciation) | $ (298,405) | | $ 97,490 |
Notional Value | $ 6,268,325 | | $ 4,438,115 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold 100 Ounce expiration date 6/28/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 51 | | 41 |
Percentage of Net Assets | 0.21% | | (0.05%) |
Unrealized Appreciation/(Depreciation) | $ 444,910 | | $ (104,370) |
Notional Value | $ 6,301,560 | | $ 4,352,150 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs expiration date 7/15/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 82 | | 117 |
Percentage of Net Assets | 0.09% | | 0.08% |
Unrealized Appreciation/(Depreciation) | $ 190,860 | | $ 185,740 |
Notional Value | $ 2,650,240 | | $ 3,643,380 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle expiration date 6/30/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 85 | | 82 |
Percentage of Net Assets | 0.00% | | 0.06% |
Unrealized Appreciation/(Depreciation) | $ 4,930 | | $ 132,670 |
Notional Value | $ 4,216,850 | | $ 4,191,840 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas expiration date 5/26/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 118 | | 110 |
Percentage of Net Assets | (0.13%) | | (0.02%) |
Unrealized Appreciation/(Depreciation) | $ (2,701,400) | | $ (46,190) |
Notional Value | $ 2,423,720 | | $ 2,714,800 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas expiration date 4/27/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 118 | | 110 |
Percentage of Net Assets | (0.15%) | | (0.02%) |
Unrealized Appreciation/(Depreciation) | $ (313,010) | | $ (39,980) |
Notional Value | $ 2,311,620 | | $ 2,666,400 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD expiration date 5/31/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 49 | | 53 |
Percentage of Net Assets | 0.04% | | (0.24%) |
Unrealized Appreciation/(Depreciation) | $ 91,245 | | $ (551,179) |
Notional Value | $ 2,473,098 | | $ 2,705,480 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD expiration date 4/29/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 50 | | 53 |
Percentage of Net Assets | 0.06% | | (0.25%) |
Unrealized Appreciation/(Depreciation) | $ 129,709 | | $ (556,471) |
Notional Value | $ 2,489,550 | | $ 2,649,163 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum expiration date 7/27/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 128 | | 148 |
Percentage of Net Assets | 0.16% | | 0.06% |
Unrealized Appreciation/(Depreciation) | $ 349,265 | | $ 126,785 |
Notional Value | $ 6,256,000 | | $ 6,615,600 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver expiration date 7/27/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 54 | | 63 |
Percentage of Net Assets | 0.14% | | (0.07%) |
Unrealized Appreciation/(Depreciation) | $ 287,145 | | $ (151,495) |
Notional Value | $ 4,185,540 | | $ 4,368,105 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean expiration date 7/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 91 | | 101 |
Percentage of Net Assets | 0.09% | | 0.01% |
Unrealized Appreciation/(Depreciation) | $ 193,550 | | $ 24,500 |
Notional Value | $ 4,175,762 | | $ 4,427,587 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar No. 11 expiration date 6/30/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 240 | | 264 |
Percentage of Net Assets | 0.17% | | 0.06% |
Unrealized Appreciation/(Depreciation) | $ 350,358 | | $ 126,717 |
Notional Value | $ 4,152,960 | | $ 4,328,755 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat expiration date 7/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 173 | | 184 |
Percentage of Net Assets | (0.05%) | | (0.07%) |
Unrealized Appreciation/(Depreciation) | $ (100,438) | | $ (160,687) |
Notional Value | $ 4,158,487 | | $ 4,445,900 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude expiration date 5/20/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 62 | | 67 |
Percentage of Net Assets | 0.06% | | (0.15%) |
Unrealized Appreciation/(Depreciation) | $ 125,690 | | $ (329,010) |
Notional Value | $ 2,464,500 | | $ 2,727,570 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude expiration date 4/20/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 62 | | 67 |
Percentage of Net Assets | 0.05% | | (0.15%) |
Unrealized Appreciation/(Depreciation) | $ 97,410 | | $ (334,250) |
Notional Value | $ 2,377,080 | | $ 2,678,660 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude expiration date 3/21/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 68 |
Percentage of Net Assets | | | (0.20%) |
Unrealized Appreciation/(Depreciation) | | | $ (445,480) |
Notional Value | | | $ 2,660,840 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude expiration date 2/22/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 68 |
Percentage of Net Assets | | | (0.22%) |
Unrealized Appreciation/(Depreciation) | | | $ (492,250) |
Notional Value | | | $ 2,595,560 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude expiration date 1/20/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 68 |
Percentage of Net Assets | | | (0.22%) |
Unrealized Appreciation/(Depreciation) | | | $ (502,660) |
Notional Value | | | $ 2,518,720 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil expiration date 7/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 237 |
Percentage of Net Assets | | | 0.18% |
Unrealized Appreciation/(Depreciation) | | | $ 391,830 |
Notional Value | | | $ 4,433,796 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs expiration date 6/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 117 |
Percentage of Net Assets | | | 0.10% |
Unrealized Appreciation/(Depreciation) | | | $ 220,880 |
Notional Value | | | 3,650,400 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa expiration date 9/15/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 140 | | |
Percentage of Net Assets | 0.06% | | |
Unrealized Appreciation/(Depreciation) | $ 124,350 | | |
Notional Value | $ 4,123,000 | | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee "C" expiration date 9/20/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 85 | | |
Percentage of Net Assets | 0.15% | | |
Unrealized Appreciation/(Depreciation) | $ 325,069 | | |
Notional Value | $ 4,183,594 | | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper expiration date 9/28/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 76 | | |
Percentage of Net Assets | 0.13% | | |
Unrealized Appreciation/(Depreciation) | $ 273,213 | | |
Notional Value | $ 4,174,300 | | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn expiration date 9/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 234 | | |
Percentage of Net Assets | (0.08%) | | |
Unrealized Appreciation/(Depreciation) | $ (1,624,000) | | |
Notional Value | $ 4,217,850 | | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold 100 Ounce expiration date 8/29/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 50 | | |
Percentage of Net Assets | 0.19% | | |
Unrealized Appreciation/(Depreciation) | $ 402,660 | | |
Notional Value | $ 6,185,000 | | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs expiration date 6/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 82 | | |
Percentage of Net Assets | 0.10% | | |
Unrealized Appreciation/(Depreciation) | $ 201,150 | | |
Notional Value | $ 2,651,880 | | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs expiration date 8/12/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 82 | | |
Percentage of Net Assets | 0.05% | | |
Unrealized Appreciation/(Depreciation) | $ 95,680 | | |
Notional Value | $ 2,637,120 | | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs expiration date 10/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 82 | | |
Percentage of Net Assets | 0.01% | | |
Unrealized Appreciation/(Depreciation) | $ 14,700 | | |
Notional Value | $ 2,260,740 | | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle expiration date 8/31/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 86 | | |
Percentage of Net Assets | (0.02%) | | |
Unrealized Appreciation/(Depreciation) | $ (44,880) | | |
Notional Value | $ 4,134,020 | | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle expiration date 10/31/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 86 | | |
Percentage of Net Assets | 0.03% | | |
Unrealized Appreciation/(Depreciation) | $ 54,640 | | |
Notional Value | $ 4,122,840 | | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas expiration date 6/28/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 118 | | |
Percentage of Net Assets | (0.12%) | | |
Unrealized Appreciation/(Depreciation) | $ (257,590) | | |
Notional Value | $ 2,540,540 | | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas expiration date 7/27/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 117 | | |
Percentage of Net Assets | (0.02%) | | |
Unrealized Appreciation/(Depreciation) | $ (40,270) | | |
Notional Value | $ 2,588,040 | | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas expiration date 8/29/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 117 | | |
Percentage of Net Assets | (0.01%) | | |
Unrealized Appreciation/(Depreciation) | $ (24,230) | | |
Notional Value | $ 2,617,290 | | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD expiration date 6/30/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 49 | | |
Percentage of Net Assets | 0.10% | | |
Unrealized Appreciation/(Depreciation) | $ 207,031 | | |
Notional Value | $ 2,513,847 | | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD expiration date 7/29/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 48 | | |
Percentage of Net Assets | 0.13% | | |
Unrealized Appreciation/(Depreciation) | $ 281,711 | | |
Notional Value | $ 2,502,864 | | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD expiration date 8/31/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 48 | | |
Percentage of Net Assets | 0.13% | | |
Unrealized Appreciation/(Depreciation) | $ 283,298 | | |
Notional Value | $ 2,547,216 | | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum expiration date 10/27/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 127 | | |
Percentage of Net Assets | 0.08% | | |
Unrealized Appreciation/(Depreciation) | $ 162,000 | | |
Notional Value | $ 6,218,555 | | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver expiration date 9/28/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 53 | | |
Percentage of Net Assets | (0.01%) | | |
Unrealized Appreciation/(Depreciation) | $ (11,955) | | |
Notional Value | $ 4,117,570 | | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean expiration date 8/12/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 91 | | |
Percentage of Net Assets | 0.09% | | |
Unrealized Appreciation/(Depreciation) | $ 190,600 | | |
Notional Value | $ 4,188,275 | | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil expiration date 7/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 121 | | |
Percentage of Net Assets | 0.19% | | |
Unrealized Appreciation/(Depreciation) | $ 401,934 | | |
Notional Value | $ 2,500,344 | | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil expiration date 8/12/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 121 | | |
Percentage of Net Assets | 0.14% | | |
Unrealized Appreciation/(Depreciation) | $ 303,822 | | |
Notional Value | $ 2,506,878 | | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil expiration date 9/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 121 | | |
Percentage of Net Assets | 0.10% | | |
Unrealized Appreciation/(Depreciation) | $ 207,912 | | |
Notional Value | $ 2,514,138 | | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil expiration date 10/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 120 | | |
Percentage of Net Assets | 0.10% | | |
Unrealized Appreciation/(Depreciation) | $ 210,660 | | |
Notional Value | $ 2,496,960 | | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar No. 11 expiration date 9/30/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 239 | | |
Percentage of Net Assets | 0.25% | | |
Unrealized Appreciation/(Depreciation) | $ 528,248 | | |
Notional Value | $ 4,178,485 | | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat expiration date 9/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 173 | | |
Percentage of Net Assets | 0.05% | | |
Unrealized Appreciation/(Depreciation) | $ 112,650 | | |
Notional Value | $ 4,240,662 | | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude Oil expiration date 6/21/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 62 | | |
Percentage of Net Assets | 0.10% | | |
Unrealized Appreciation/(Depreciation) | $ 221,980 | | |
Notional Value | $ 2,522,780 | | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude Oil expiration date 7/20/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 62 | | |
Percentage of Net Assets | 0.16% | | |
Unrealized Appreciation/(Depreciation) | $ 335,130 | | |
Notional Value | $ 2,564,320 | | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude Oil expiration date 8/22/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 62 | | |
Percentage of Net Assets | 0.15% | | |
Unrealized Appreciation/(Depreciation) | $ 320,040 | | |
Notional Value | 2,597,800 | | |
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | | | |
Schedule of Investments [Line Items] | | | |
Fair Value | 174,962,390 | | 149,980,000 |
Face Value | 175,000,000 | | 150,000,000 |
Total U.S. Treasury Obligations (cost) | $ 174,930,197 | | $ 149,963,671 |
Percentage of Net Assets | 82.31% | | 66.80% |
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | U.S. Treasury Bills, 0.17%, 1/28/16 | | | |
Schedule of Investments [Line Items] | | | |
Fair Value | | | $ 49,995,900 |
Face Value | | | $ 50,000,000 |
Investment Interest Rate | | | 0.17% |
Percentage of Net Assets | | | 22.27% |
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | U.S. Treasury Bills, 0.14%, 2/11/16 | | | |
Schedule of Investments [Line Items] | | | |
Fair Value | | | $ 49,993,400 |
Face Value | | | $ 50,000,000 |
Investment Interest Rate | | | 0.14% |
Percentage of Net Assets | | | 22.27% |
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | U.S. Treasury Bills, 0.28%, 3/17/16 | | | |
Schedule of Investments [Line Items] | | | |
Fair Value | | | $ 49,990,700 |
Face Value | | | $ 50,000,000 |
Investment Interest Rate | | | 0.28% |
Percentage of Net Assets | | | 22.26% |
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | U.S. Treasury Bills 0.33%, 4/28/16 | | | |
Schedule of Investments [Line Items] | | | |
Fair Value | $ 49,993,800 | | |
Face Value | $ 50,000,000 | | |
Investment Interest Rate | 0.33% | | |
Percentage of Net Assets | 23.52% | | |
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | U.S. Treasury Bills 0.27%, 5/12/16 | | | |
Schedule of Investments [Line Items] | | | |
Fair Value | $ 49,994,900 | | |
Face Value | $ 50,000,000 | | |
Investment Interest Rate | 0.27% | | |
Percentage of Net Assets | 23.52% | | |
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | U.S. Treasury Bills 0.32%, 5/26/16 | | | |
Schedule of Investments [Line Items] | | | |
Fair Value | $ 14,997,150 | | |
Face Value | $ 15,000,000 | | |
Investment Interest Rate | 0.32% | | |
Percentage of Net Assets | 7.05% | | |
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | U.S. Treasury Bills 0.28%, 6/16/16 | | | |
Schedule of Investments [Line Items] | | | |
Fair Value | $ 59,976,540 | | |
Face Value | $ 60,000,000 | | |
Investment Interest Rate | 0.28% | | |
Percentage of Net Assets | 28.22% | | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | 2.76% | | (3.88%) |
Unrealized Appreciation/(Depreciation) | $ 5,868,632 | | $ (8,705,967) |
Notional Value | $ 212,275,065 | | $ 224,263,539 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton No. 2 expiration date 5/6/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 137 |
Percentage of Net Assets | | | (0.01%) |
Unrealized Appreciation/(Depreciation) | | | $ (12,455) |
Notional Value | | | $ 4,391,535 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold 100 Ounce expiration date 4/27/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 41 |
Percentage of Net Assets | | | (0.09%) |
Unrealized Appreciation/(Depreciation) | | | $ (211,170) |
Notional Value | | | $ 4,349,280 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle expiration date 4/29/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 82 |
Percentage of Net Assets | | | (0.04%) |
Unrealized Appreciation/(Depreciation) | | | $ (86,140) |
Notional Value | | | $ 4,525,580 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa expiration date 3/15/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 137 |
Percentage of Net Assets | | | 0.05% |
Unrealized Appreciation/(Depreciation) | | | $ 119,700 |
Notional Value | | | $ 4,399,070 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn expiration date 3/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 242 |
Percentage of Net Assets | | | (0.13%) |
Unrealized Appreciation/(Depreciation) | | | $ (301,212) |
Notional Value | | | $ 4,340,875 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas expiration date 3/29/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 110 |
Percentage of Net Assets | | | (0.11%) |
Unrealized Appreciation/(Depreciation) | | | $ (238,510) |
Notional Value | | | $ 2,625,700 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas expiration date 2/25/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 110 |
Percentage of Net Assets | | | (0.14%) |
Unrealized Appreciation/(Depreciation) | | | $ (318,070) |
Notional Value | | | $ 2,599,300 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD expiration date 3/31/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 54 |
Percentage of Net Assets | | | (0.32%) |
Unrealized Appreciation/(Depreciation) | | | $ (719,783) |
Notional Value | | | $ 2,647,436 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD expiration date 2/29/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 54 |
Percentage of Net Assets | | | (0.35%) |
Unrealized Appreciation/(Depreciation) | | | $ (789,184) |
Notional Value | | | $ 2,605,705 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum expiration date 4/27/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 147 |
Percentage of Net Assets | | | (0.11%) |
Unrealized Appreciation/(Depreciation) | | | $ (254,960) |
Notional Value | | | $ 6,565,020 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver expiration date 3/29/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 64 |
Percentage of Net Assets | | | (0.18%) |
Unrealized Appreciation/(Depreciation) | | | $ (414,395) |
Notional Value | | | $ 4,416,960 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean expiration date 3/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 101 |
Percentage of Net Assets | | | (0.10%) |
Unrealized Appreciation/(Depreciation) | | | $ (231,875) |
Notional Value | | | $ 4,364,463 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil expiration date 3/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 237 |
Percentage of Net Assets | | | 0.12% |
Unrealized Appreciation/(Depreciation) | | | $ 277,464 |
Notional Value | | | $ 4,372,650 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee "C" expiration date 3/18/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 91 |
Percentage of Net Assets | | | (0.05%) |
Unrealized Appreciation/(Depreciation) | | | $ (118,144) |
Notional Value | | | $ 4,323,638 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas expiration date 1/27/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 111 |
Percentage of Net Assets | | | (0.18%) |
Unrealized Appreciation/(Depreciation) | | | $ (395,510) |
Notional Value | | | $ 2,594,070 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton No. 2 expiration date 3/8/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 138 |
Percentage of Net Assets | | | (0.02%) |
Unrealized Appreciation/(Depreciation) | | | $ (35,815) |
Notional Value | | | $ 4,366,320 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper expiration date 3/29/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 82 |
Percentage of Net Assets | | | (0.14%) |
Unrealized Appreciation/(Depreciation) | | | $ (309,850) |
Notional Value | | | $ 4,376,750 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold 100 Ounce expiration date 2/25/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 42 |
Percentage of Net Assets | | | (0.18%) |
Unrealized Appreciation/(Depreciation) | | | $ (401,480) |
Notional Value | | | $ 4,452,840 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs expiration date 2/12/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 117 |
Percentage of Net Assets | | | (0.11%) |
Unrealized Appreciation/(Depreciation) | | | $ (239,750) |
Notional Value | | | $ 2,798,640 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle expiration date 2/29/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 82 |
Percentage of Net Assets | | | (0.09%) |
Unrealized Appreciation/(Depreciation) | | | $ (204,150) |
Notional Value | | | $ 4,487,040 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD expiration date 1/29/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 54 |
Percentage of Net Assets | | | (0.38%) |
Unrealized Appreciation/(Depreciation) | | | $ (848,266) |
Notional Value | | | $ 2,549,005 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar No. 11, expiration date 2/29/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 263 |
Percentage of Net Assets | | | 0.27% |
Unrealized Appreciation/(Depreciation) | | | $ 600,074 |
Notional Value | | | $ 4,489,094 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat expiration date 3/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 185 |
Percentage of Net Assets | | | (0.14%) |
Unrealized Appreciation/(Depreciation) | | | $ (314,138) |
Notional Value | | | $ 4,347,500 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean expiration date 7/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 101 |
Percentage of Net Assets | | | 0.01% |
Unrealized Appreciation/(Depreciation) | | | $ 24,500 |
Notional Value | | | $ 4,427,587 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude expiration date 3/21/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 68 |
Percentage of Net Assets | | | (0.20%) |
Unrealized Appreciation/(Depreciation) | | | $ (445,480) |
Notional Value | | | $ 2,660,840 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude expiration date 2/22/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 68 |
Percentage of Net Assets | | | (0.22%) |
Unrealized Appreciation/(Depreciation) | | | $ (492,250) |
Notional Value | | | $ 2,595,560 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude expiration date 1/20/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 68 |
Percentage of Net Assets | | | (0.22%) |
Unrealized Appreciation/(Depreciation) | | | $ (502,660) |
Notional Value | | | $ 2,518,720 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil expiration date 7/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | | | 237 |
Percentage of Net Assets | | | 0.18% |
Unrealized Appreciation/(Depreciation) | | | $ 391,830 |
Notional Value | | | $ 4,433,796 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa Expiration Date 5/13/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 141 | | 137 |
Percentage of Net Assets | (0.07%) | | 0.05% |
Unrealized Appreciation/(Depreciation) | $ (153,660) | | $ 113,380 |
Notional Value | $ 4,159,500 | | $ 4,393,590 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa Expiration Date 7/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 141 | | 138 |
Percentage of Net Assets | (0.13%) | | (0.05%) |
Unrealized Appreciation/(Depreciation) | $ (281,030) | | $ (119,940) |
Notional Value | $ 4,172,190 | | $ 4,420,140 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa Expiration Date 9/15/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 140 | | |
Percentage of Net Assets | 0.06% | | |
Unrealized Appreciation/(Depreciation) | $ 124,350 | | |
Notional Value | $ 4,123,000 | | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee C Expiration Date 5/18/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 85 | | 91 |
Percentage of Net Assets | 0.06% | | (0.04%) |
Unrealized Appreciation/(Depreciation) | $ 125,081 | | $ (96,862) |
Notional Value | $ 4,062,469 | | $ 4,395,300 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee C Expiration Date 7/19/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 86 | | 91 |
Percentage of Net Assets | 0.10% | | 0.12% |
Unrealized Appreciation/(Depreciation) | $ 213,431 | | $ 267,150 |
Notional Value | $ 4,177,987 | | $ 4,461,844 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee C Expiration Date 9/20/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 85 | | |
Percentage of Net Assets | 0.15% | | |
Unrealized Appreciation/(Depreciation) | $ 325,069 | | |
Notional Value | $ 4,183,594 | | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper Expiration Date 5/26/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 76 | | 82 |
Percentage of Net Assets | (0.04%) | | (0.15%) |
Unrealized Appreciation/(Depreciation) | $ (88,400) | | $ (338,513) |
Notional Value | $ 4,147,700 | | $ 4,390,075 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper Expiration Date 7/27/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 76 | | 82 |
Percentage of Net Assets | 0.03% | | (0.04%) |
Unrealized Appreciation/(Depreciation) | $ 73,263 | | $ (81,925) |
Notional Value | $ 4,162,900 | | $ 4,400,325 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper Expiration Date 9/28/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 76 | | |
Percentage of Net Assets | 0.13% | | |
Unrealized Appreciation/(Depreciation) | $ 273,213 | | |
Notional Value | $ 4,174,300 | | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn Expiration Date 5/13/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 235 | | 242 |
Percentage of Net Assets | (0.18%) | | (0.14%) |
Unrealized Appreciation/(Depreciation) | $ (385,863) | | $ (315,375) |
Notional Value | $ 4,130,125 | | $ 4,410,450 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn Expiration Date 7/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 234 | | 241 |
Percentage of Net Assets | (0.12%) | | (0.05%) |
Unrealized Appreciation/(Depreciation) | $ (245,788) | | $ (114,900) |
Notional Value | $ 4,162,275 | | $ 4,464,525 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn Expiration Date 9/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 234 | | |
Percentage of Net Assets | (0.08%) | | |
Unrealized Appreciation/(Depreciation) | $ (162,400) | | |
Notional Value | $ 4,217,850 | | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton No. 2 Expiration Date 5/6/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 214 | | |
Percentage of Net Assets | (0.13%) | | |
Unrealized Appreciation/(Depreciation) | $ (283,145) | | |
Notional Value | $ 6,253,080 | | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton No. 2 Expiration Date 7/7/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 215 | | 137 |
Percentage of Net Assets | (0.14%) | | 0.04% |
Unrealized Appreciation/(Depreciation) | $ (298,405) | | $ 97,490 |
Notional Value | $ 6,268,325 | | $ 4,438,115 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold 100 Ounce Expiration Date 6/28/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 51 | | 41 |
Percentage of Net Assets | 0.21% | | (0.05%) |
Unrealized Appreciation/(Depreciation) | $ 444,910 | | $ (104,370) |
Notional Value | $ 6,301,560 | | $ 4,352,150 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold 100 Ounce Expiration Date 8/29/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 50 | | |
Percentage of Net Assets | 0.19% | | |
Unrealized Appreciation/(Depreciation) | $ 402,660 | | |
Notional Value | $ 6,185,000 | | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs Expiration Date 4/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 83 | | 117 |
Percentage of Net Assets | 0.00% | | (0.07%) |
Unrealized Appreciation/(Depreciation) | $ (670) | | $ (148,820) |
Notional Value | $ 2,269,220 | | $ 3,086,460 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs Expiration Date 6/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 82 | | 117 |
Percentage of Net Assets | 0.10% | | 0.10% |
Unrealized Appreciation/(Depreciation) | $ 201,150 | | $ 220,880 |
Notional Value | $ 2,651,880 | | $ 3,650,400 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs Expiration Date 7/15/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 82 | | 117 |
Percentage of Net Assets | 0.09% | | 0.08% |
Unrealized Appreciation/(Depreciation) | $ 190,860 | | $ 185,740 |
Notional Value | $ 2,650,240 | | $ 3,643,380 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs Expiration Date 8/12/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 82 | | |
Percentage of Net Assets | 0.05% | | |
Unrealized Appreciation/(Depreciation) | $ 95,680 | | |
Notional Value | $ 2,637,120 | | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs Expiration Date 10/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 82 | | |
Percentage of Net Assets | 0.01% | | |
Unrealized Appreciation/(Depreciation) | $ 14,700 | | |
Notional Value | $ 2,260,740 | | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle Expiration Date 6/30/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 85 | | 82 |
Percentage of Net Assets | 0.00% | | 0.06% |
Unrealized Appreciation/(Depreciation) | $ 4,930 | | $ 132,670 |
Notional Value | $ 4,216,850 | | $ 4,191,840 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle Expiration Date 8/31/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 86 | | |
Percentage of Net Assets | (0.02%) | | |
Unrealized Appreciation/(Depreciation) | $ (44,880) | | |
Notional Value | $ 4,134,020 | | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle Expiration Date 10/31/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 86 | | |
Percentage of Net Assets | 0.03% | | |
Unrealized Appreciation/(Depreciation) | $ 54,640 | | |
Notional Value | $ 4,122,840 | | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Expiration Date 4/27/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 118 | | 110 |
Percentage of Net Assets | (0.15%) | | (0.02%) |
Unrealized Appreciation/(Depreciation) | $ (313,010) | | $ (39,980) |
Notional Value | $ 2,311,620 | | $ 2,666,400 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Expiration Date 5/26/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 118 | | 110 |
Percentage of Net Assets | (0.13%) | | (0.02%) |
Unrealized Appreciation/(Depreciation) | $ (270,140) | | $ (46,190) |
Notional Value | $ 2,423,720 | | $ 2,714,800 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Expiration Date 6/28/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 118 | | |
Percentage of Net Assets | (0.12%) | | |
Unrealized Appreciation/(Depreciation) | $ (257,590) | | |
Notional Value | $ 2,540,540 | | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Expiration Date 7/27/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 117 | | |
Percentage of Net Assets | (0.02%) | | |
Unrealized Appreciation/(Depreciation) | $ (40,270) | | |
Notional Value | $ 2,588,040 | | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Expiration Date 8/29/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 117 | | |
Percentage of Net Assets | (0.01%) | | |
Unrealized Appreciation/(Depreciation) | $ (24,230) | | |
Notional Value | $ 2,617,290 | | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Ny Harbor Ulsd Expiration Date 4/29/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 50 | | 53 |
Percentage of Net Assets | 0.06% | | (0.25%) |
Unrealized Appreciation/(Depreciation) | $ 129,709 | | $ (556,471) |
Notional Value | $ 2,489,550 | | $ 2,649,163 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Ny Harbor ULSD Expiration Date 5/31/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 49 | | 53 |
Percentage of Net Assets | 0.04% | | (0.24%) |
Unrealized Appreciation/(Depreciation) | $ 91,245 | | $ (551,179) |
Notional Value | $ 2,473,098 | | $ 2,705,480 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Ny Harbor ULSD Expiration Date 6/30/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 49 | | |
Percentage of Net Assets | 0.10% | | |
Unrealized Appreciation/(Depreciation) | $ 207,031 | | |
Notional Value | $ 2,513,847 | | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Ny Harbor ULSD Expiration Date 7/29/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 48 | | |
Percentage of Net Assets | 0.13% | | |
Unrealized Appreciation/(Depreciation) | $ 281,711 | | |
Notional Value | $ 2,502,864 | | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Ny Harbor ULSD Expiration Date 8/31/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 48 | | |
Percentage of Net Assets | 0.13% | | |
Unrealized Appreciation/(Depreciation) | $ 283,298 | | |
Notional Value | $ 2,547,216 | | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum Expiration Date 7/27/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 128 | | 148 |
Percentage of Net Assets | 0.16% | | 0.06% |
Unrealized Appreciation/(Depreciation) | $ 349,265 | | $ 126,785 |
Notional Value | $ 6,256,000 | | $ 6,615,600 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum Expiration Date 10/27/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 127 | | |
Percentage of Net Assets | 0.08% | | |
Unrealized Appreciation/(Depreciation) | $ 162,000 | | |
Notional Value | $ 6,218,555 | | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver expiration date 5/26/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 54 | | 64 |
Percentage of Net Assets | 0.09% | | (0.17%) |
Unrealized Appreciation/(Depreciation) | $ 199,055 | | $ (374,635) |
Notional Value | $ 4,175,280 | | $ 4,426,880 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver expiration date 7/27/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 54 | | 63 |
Percentage of Net Assets | 0.14% | | (0.07%) |
Unrealized Appreciation/(Depreciation) | $ 287,145 | | $ (151,495) |
Notional Value | $ 4,185,540 | | $ 4,368,105 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver expiration date 9/28/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 53 | | |
Percentage of Net Assets | (0.01%) | | |
Unrealized Appreciation/(Depreciation) | $ (11,955) | | |
Notional Value | $ 4,117,570 | | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean expiration date 5/13/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 91 | | 101 |
Percentage of Net Assets | 0.04% | | (0.10%) |
Unrealized Appreciation/(Depreciation) | $ 89,888 | | $ (221,537) |
Notional Value | $ 4,143,912 | | $ 4,390,975 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean expiration date 7/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 91 | | |
Percentage of Net Assets | 0.09% | | |
Unrealized Appreciation/(Depreciation) | $ 193,550 | | |
Notional Value | $ 4,175,762 | | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean expiration date 8/12/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 91 | | |
Percentage of Net Assets | 0.09% | | |
Unrealized Appreciation/(Depreciation) | $ 190,600 | | |
Notional Value | $ 4,188,275 | | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil expiration date 5/13/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 121 | | 237 |
Percentage of Net Assets | 0.18% | | 0.13% |
Unrealized Appreciation/(Depreciation) | $ 378,450 | | $ 288,294 |
Notional Value | $ 2,484,372 | | $ 4,402,512 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil expiration date 7/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 121 | | |
Percentage of Net Assets | 0.19% | | |
Unrealized Appreciation/(Depreciation) | $ 401,934 | | |
Notional Value | $ 2,500,344 | | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil expiration date 8/12/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 121 | | |
Percentage of Net Assets | 0.14% | | |
Unrealized Appreciation/(Depreciation) | $ 303,822 | | |
Notional Value | $ 2,506,878 | | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil expiration date 9/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 121 | | |
Percentage of Net Assets | 0.10% | | |
Unrealized Appreciation/(Depreciation) | $ 207,912 | | |
Notional Value | $ 2,514,138 | | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil expiration date 10/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 120 | | |
Percentage of Net Assets | 0.10% | | |
Unrealized Appreciation/(Depreciation) | $ 210,660 | | |
Notional Value | $ 2,496,960 | | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar No. 11 expiration date 4/29/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 240 | | 264 |
Percentage of Net Assets | 0.18% | | 0.26% |
Unrealized Appreciation/(Depreciation) | $ 392,851 | | $ 591,270 |
Notional Value | $ 4,126,080 | | $ 4,411,546 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar No. 11 expiration date 6/30/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 240 | | 264 |
Percentage of Net Assets | 0.17% | | 0.06% |
Unrealized Appreciation/(Depreciation) | $ 350,358 | | $ 126,717 |
Notional Value | $ 4,152,960 | | $ 4,328,755 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar No. 11 expiration date 9/30/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 239 | | |
Percentage of Net Assets | 0.25% | | |
Unrealized Appreciation/(Depreciation) | $ 528,248 | | |
Notional Value | $ 4,178,485 | | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat expiration date 5/13/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 173 | | 185 |
Percentage of Net Assets | (0.08%) | | (0.13%) |
Unrealized Appreciation/(Depreciation) | $ (165,063) | | $ (298,525) |
Notional Value | $ 4,095,775 | | $ 4,407,625 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat expiration date 7/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 173 | | 184 |
Percentage of Net Assets | (0.05%) | | (0.07%) |
Unrealized Appreciation/(Depreciation) | $ (100,438) | | $ (160,687) |
Notional Value | $ 4,158,487 | | $ 4,445,900 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat expiration date 9/14/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 173 | | |
Percentage of Net Assets | 0.05% | | |
Unrealized Appreciation/(Depreciation) | $ 112,650 | | |
Notional Value | $ 4,240,662 | | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude Oil expiration date 4/20/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 62 | | 67 |
Percentage of Net Assets | 0.05% | | (0.15%) |
Unrealized Appreciation/(Depreciation) | $ 97,410 | | $ (334,250) |
Notional Value | $ 2,377,080 | | $ 2,678,660 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude Oil expiration date 5/20/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 62 | | 67 |
Percentage of Net Assets | 0.06% | | (0.15%) |
Unrealized Appreciation/(Depreciation) | $ 125,690 | | $ (329,010) |
Notional Value | $ 2,464,500 | | $ 2,727,570 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude Oil expiration date 6/21/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 62 | | |
Percentage of Net Assets | 0.10% | | |
Unrealized Appreciation/(Depreciation) | $ 221,980 | | |
Notional Value | $ 2,522,780 | | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude Oil expiration date 7/20/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 62 | | |
Percentage of Net Assets | 0.16% | | |
Unrealized Appreciation/(Depreciation) | $ 335,130 | | |
Notional Value | $ 2,564,320 | | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude Oil expiration date 8/22/16 | | | |
Schedule of Investments [Line Items] | | | |
Number of Futures Contracts | Contract | 62 | | |
Percentage of Net Assets | 0.15% | | |
Unrealized Appreciation/(Depreciation) | $ 320,040 | | |
Notional Value | $ 2,597,800 | | |
|
[1] | Denotes greater than 0.000% yet less than 0.005% |