Cover Page
Cover Page - shares | 6 Months Ended | |
Jun. 30, 2020 | Aug. 06, 2020 | |
Document Information [Line Items] | ||
Document Type | 10-Q | |
Amendment Flag | false | |
Document Period End Date | Jun. 30, 2020 | |
Document Fiscal Year Focus | 2020 | |
Document Fiscal Period Focus | Q2 | |
Trading Symbol | GCC | |
Entity Registrant Name | WisdomTree Continuous Commodity Index Master Fund | |
Entity Central Index Key | 0001379527 | |
Current Fiscal Year End Date | --12-31 | |
Entity Current Reporting Status | Yes | |
Entity Filer Category | Accelerated Filer | |
Entity Shell Company | false | |
Entity Small Business | false | |
Entity Emerging Growth Company | false | |
Entity Interactive Data Current | Yes | |
Entity Address, State or Province | NY | |
Security Exchange Name | NYSEArca | |
Title of 12(b) Security | Shares | |
Entity Common Stock, Shares Outstanding | 4,700,000 | |
Entity File Number | 001-33909 | |
Entity Incorporation, State or Country Code | DE | |
Entity Address, Address Line One | c/o WisdomTree Commodity Services, LLC | |
Entity Address, Address Line Two | 245 Park Avenue | |
Entity Address, Address Line Three | 35th Floor | |
Entity Address, City or Town | New York | |
Entity Address, Postal Zip Code | 10167 | |
Entity Tax Identification Number | 26-0151301 | |
City Area Code | 866 | |
Local Phone Number | 909-9473 | |
Document Quarterly Report | true | |
Document Transition Report | false | |
WisdomTree Continuous Commodity Index Fund [Member] | ||
Document Information [Line Items] | ||
Entity Registrant Name | WisdomTree Continuous Commodity Index Fund | |
Entity Filer Category | Accelerated Filer | |
Entity Small Business | false | |
Entity Emerging Growth Company | false | |
Entity Address, State or Province | NY | |
Entity File Number | 001-33908 | |
Entity Incorporation, State or Country Code | DE | |
Entity Address, Address Line One | c/o WisdomTree Commodity Services, LLC | |
Entity Address, Address Line Two | 245 Park Avenue | |
Entity Address, Address Line Three | 35th Floor | |
Entity Address, City or Town | New York | |
Entity Address, Postal Zip Code | 10167 | |
Entity Tax Identification Number | 26-0151234 | |
City Area Code | 866 | |
Local Phone Number | 909-9473 |
Consolidated Statements of Fina
Consolidated Statements of Financial Condition - USD ($) | Jun. 30, 2020 | Dec. 31, 2019 |
Assets: | ||
Cash | $ 298,439 | $ 1,730,680 |
Cash held by broker for futures contracts (Note 3) | 3,749,771 | 4,191,497 |
Short-term investments (cost $64,990,781 and $115,820,868 as of June 30, 2020 and December 31, 2019, respectively) | 64,990,566 | 115,831,172 |
Net unrealized appreciation on futures contracts | 653,974 | 6,162,155 |
Total Assets | 69,692,750 | 127,915,504 |
Liabilities and shareholders' equity: | ||
Net management fee payable to related party (Note 8) | 43,331 | 79,661 |
Total Liabilities | 43,331 | 79,661 |
General Units: | ||
Paid in capital - 50 units issued and outstanding (unlimited authorized) | 1,500 | 1,500 |
Accumulated deficit | (717) | (560) |
Total General Units | 783 | 940 |
Limited Units: | ||
Paid in capital - 4,450,000 and 6,800,000 redeemable shares issued and outstanding (unlimited authorized) as of June 30, 2020 and December 31, 2019, respectively | 223,507,060 | 262,345,685 |
Accumulated deficit | (153,858,424) | (134,510,782) |
Total Limited Units | 69,648,636 | 127,834,903 |
Total shareholders' equity | 69,649,419 | 127,835,843 |
Total liabilities and shareholders' equity | $ 69,692,750 | $ 127,915,504 |
General Units [Member] | ||
Net asset value per share | ||
Net asset value per share | $ 15.65 | $ 18.80 |
Limited Units [Member] | ||
Limited Units: | ||
Total shareholders' equity | $ 69,649 | |
Net asset value per share | ||
Net asset value per share | $ 15.65 | $ 18.80 |
WisdomTree Continuous Commodity Index Master Fund [Member] | ||
Assets: | ||
Cash | $ 298,439 | $ 1,730,680 |
Cash held by broker for futures contracts (Note 3) | 3,749,771 | 4,191,497 |
Short-term investments (cost $64,990,781 and $115,820,868 as of June 30, 2020 and December 31, 2019, respectively) | 64,990,566 | 115,831,172 |
Net unrealized appreciation on futures contracts | 653,974 | 6,162,155 |
Total Assets | 69,692,750 | 127,915,504 |
Liabilities and shareholders' equity: | ||
Net management fee payable to related party (Note 8) | 43,331 | 79,661 |
Total Liabilities | 43,331 | 79,661 |
General Units: | ||
Paid in capital - 50 units issued and outstanding (unlimited authorized) | 1,500 | 1,500 |
Accumulated deficit | (717) | (560) |
Total General Units | 783 | 940 |
Limited Units: | ||
Paid in capital - 4,450,000 and 6,800,000 redeemable shares issued and outstanding (unlimited authorized) as of June 30, 2020 and December 31, 2019, respectively | 223,507,060 | 262,345,685 |
Accumulated deficit | (153,858,424) | (134,510,782) |
Total Limited Units | 69,648,636 | 127,834,903 |
Total shareholders' equity | 69,649,419 | 127,835,843 |
Total liabilities and shareholders' equity | $ 69,692,750 | $ 127,915,504 |
WisdomTree Continuous Commodity Index Master Fund [Member] | General Units [Member] | ||
Net asset value per share | ||
Net asset value per share | $ 15.65 | $ 18.80 |
WisdomTree Continuous Commodity Index Master Fund [Member] | Limited Units [Member] | ||
Net asset value per share | ||
Net asset value per share | $ 15.65 | $ 18.80 |
Consolidated Statements of Fi_2
Consolidated Statements of Financial Condition (Parenthetical) - USD ($) | Jun. 30, 2020 | Dec. 31, 2019 |
Cost of short-term investments | $ 64,990,781 | $ 115,820,868 |
Paid in capital units issued | 50 | 50 |
Paid in capital units outstanding | 50 | 50 |
Paid in capital redeemable shares issued | 4,450,000 | 6,800,000 |
Paid in capital redeemable shares outstanding | 4,450,000 | 6,800,000 |
WisdomTree Continuous Commodity Index Master Fund [Member] | ||
Cost of short-term investments | $ 64,990,781 | $ 115,820,868 |
Paid in capital units issued | 50 | 50 |
Paid in capital units outstanding | 50 | 50 |
Paid in capital redeemable shares issued | 4,450,000 | 6,800,000 |
Paid in capital redeemable shares outstanding | 4,450,000 | 6,800,000 |
Schedule of Investments
Schedule of Investments - USD ($) | Jun. 30, 2020 | Dec. 31, 2019 | |
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 93.31% | 90.61% | |
Fair Value | $ 64,990,566 | $ 115,831,172 | |
Face Amount | $ 65,000,000 | $ 116,000,000 | |
WisdomTree Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 93.31% | 90.61% | |
Fair Value | $ 64,990,566 | $ 115,831,172 | |
Face Amount | 65,000,000 | 116,000,000 | |
U.S. Treasuries [Member] | |||
Schedule of Investments [Line Items] | |||
Face Amount | $ 10,999,743 | $ 9,979,447 | |
U.S. Treasuries [Member] | Us Treasury Bills 0.12 7/9/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | [1],[2] | 15.79% | |
Fair Value | [1],[2] | $ 10,999,743 | |
Face Amount | [1],[2] | $ 11,000,000 | |
U.S. Treasuries [Member] | Us Treasury Bills 0.08 7/30/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | [2] | 25.84% | |
Fair Value | [2] | $ 17,998,260 | |
Face Amount | [2] | $ 18,000,000 | |
U.S. Treasuries [Member] | Us Treasury Bills 0.11 8/20/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | [2] | 25.84% | |
Fair Value | [2] | $ 17,997,000 | |
Face Amount | [2] | $ 18,000,000 | |
U.S. Treasuries [Member] | Us Treasury Bills 0.15 9/10/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | [2] | 25.84% | |
Fair Value | [2] | $ 17,995,563 | |
Face Amount | [2] | 18,000,000 | |
U.S. Treasuries [Member] | Us Treasury Bills 1.69 1/2/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | [2] | 22.68% | |
Fair Value | [2] | $ 29,000,000 | |
Face Amount | [2] | $ 29,000,000 | |
U.S. Treasuries [Member] | Us Treasury Bills 1.65 1/23/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | [2] | 22.67% | |
Fair Value | [2] | $ 28,975,217 | |
Face Amount | [2] | $ 29,000,000 | |
U.S. Treasuries [Member] | Us Treasury Bills 1.55 2/20/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | [2],[3] | 22.64% | |
Fair Value | [2],[3] | $ 28,940,397 | |
Face Amount | [2],[3] | $ 29,000,000 | |
U.S. Treasuries [Member] | Us Treasury Bills 1.57 3/12/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | [2] | 22.62% | |
Fair Value | [2] | $ 28,915,558 | |
Face Amount | [2] | 29,000,000 | |
U.S. Treasuries [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Face Amount | $ 10,999,743 | $ 9,979,447 | |
U.S. Treasuries [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Us Treasury Bills 0.12 7/9/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | [1],[2] | 15.79% | |
Fair Value | [1],[2] | $ 10,999,743 | |
Face Amount | [1],[2] | $ 11,000,000 | |
U.S. Treasuries [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Us Treasury Bills 0.08 7/30/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | [2] | 25.84% | |
Fair Value | [2] | $ 17,998,260 | |
Face Amount | [2] | $ 18,000,000 | |
U.S. Treasuries [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Us Treasury Bills 0.11 8/20/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | [2] | 25.84% | |
Fair Value | [2] | $ 17,997,000 | |
Face Amount | [2] | $ 18,000,000 | |
U.S. Treasuries [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Us Treasury Bills 0.15 9/10/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | [2] | 25.84% | |
Fair Value | [2] | $ 17,995,563 | |
Face Amount | [2] | $ 18,000,000 | |
U.S. Treasuries [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Us Treasury Bills 1.69 1/2/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | [2] | 22.68% | |
Fair Value | [2] | $ 29,000,000 | |
Face Amount | [2] | $ 29,000,000 | |
U.S. Treasuries [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Us Treasury Bills 1.65 1/23/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | [2] | 22.67% | |
Fair Value | [2] | $ 28,975,217 | |
Face Amount | [2] | $ 29,000,000 | |
U.S. Treasuries [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Us Treasury Bills 1.55 2/20/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | [1],[2] | 22.64% | |
Fair Value | [1],[2] | $ 28,940,397 | |
Face Amount | [1],[2] | $ 29,000,000 | |
U.S. Treasuries [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Us Treasury Bills 1.57 3/12/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | [2] | 22.62% | |
Fair Value | [2] | $ 28,915,558 | |
Face Amount | [2] | $ 29,000,000 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.94% | 4.82% | |
Unrealized Appreciation/(Depreciation) | $ 653,974 | $ 6,162,155 | |
Notional Value | $ 69,502,974 | $ 127,602,755 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Cocoa Expiration Date 9/15/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.40%) | ||
Number of Futures Contracts | 94 | ||
Unrealized Appreciation/(Depreciation) | $ (275,420) | ||
Notional Value | $ 2,054,840 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Cocoa Expiration Date 12/15/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.16%) | ||
Number of Futures Contracts | 94 | ||
Unrealized Appreciation/(Depreciation) | $ (108,570) | ||
Notional Value | $ 2,053,900 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Cocoa Expiration Date 5/13/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.12% | ||
Number of Futures Contracts | 99 | ||
Unrealized Appreciation/(Depreciation) | $ 159,550 | ||
Notional Value | $ 2,515,590 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Cocoa Expiration Date 3/16/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.12% | ||
Number of Futures Contracts | 98 | ||
Unrealized Appreciation/(Depreciation) | $ 155,530 | ||
Notional Value | $ 2,489,200 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Cocoa Expiration Date 7/16/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.04% | ||
Number of Futures Contracts | 99 | ||
Unrealized Appreciation/(Depreciation) | $ 45,850 | ||
Notional Value | $ 2,510,640 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Coffee "C" Expiration Date 9/18/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.18%) | ||
Number of Futures Contracts | 54 | ||
Unrealized Appreciation/(Depreciation) | $ (125,288) | ||
Notional Value | $ 2,045,250 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Coffee "C" Expiration Date 12/18/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.21%) | ||
Number of Futures Contracts | 53 | ||
Unrealized Appreciation/(Depreciation) | $ (149,100) | ||
Notional Value | $ 2,056,069 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Coffee "C" Expiration Date 3/19/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.31% | ||
Number of Futures Contracts | 51 | ||
Unrealized Appreciation/(Depreciation) | $ 399,787 | ||
Notional Value | $ 2,480,513 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Coffee "C" Expiration Date 5/18/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.31% | ||
Number of Futures Contracts | 51 | ||
Unrealized Appreciation/(Depreciation) | $ 394,162 | ||
Notional Value | $ 2,522,587 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Coffee "C" Expiration Date 7/21/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.21% | ||
Number of Futures Contracts | 50 | ||
Unrealized Appreciation/(Depreciation) | $ 271,069 | ||
Notional Value | $ 2,511,562 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Copper Expiration Date 9/28/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.18% | ||
Number of Futures Contracts | 30 | ||
Unrealized Appreciation/(Depreciation) | $ 124,838 | ||
Notional Value | $ 2,046,375 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Copper Expiration Date 12/29/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.30% | ||
Number of Futures Contracts | 30 | ||
Unrealized Appreciation/(Depreciation) | $ 210,600 | ||
Notional Value | $ 2,056,875 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Copper Expiration Date 3/27/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.12% | ||
Number of Futures Contracts | 36 | ||
Unrealized Appreciation/(Depreciation) | $ 153,663 | ||
Notional Value | $ 2,517,300 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Copper Expiration Date 5/27/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.13% | ||
Number of Futures Contracts | 36 | ||
Unrealized Appreciation/(Depreciation) | $ 164,163 | ||
Notional Value | $ 2,526,750 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Copper Expiration Date 7/29/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.07% | ||
Number of Futures Contracts | 35 | ||
Unrealized Appreciation/(Depreciation) | $ 85,050 | ||
Notional Value | $ 2,462,688 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Corn Expiration Date 9/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.12%) | ||
Number of Futures Contracts | 118 | ||
Unrealized Appreciation/(Depreciation) | $ (86,650) | ||
Notional Value | $ 2,014,850 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Corn Expiration Date 12/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.04% | ||
Number of Futures Contracts | 118 | ||
Unrealized Appreciation/(Depreciation) | $ 29,388 | ||
Notional Value | $ 2,067,950 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Corn Expiration Date 3/13/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.11%) | ||
Number of Futures Contracts | 127 | ||
Unrealized Appreciation/(Depreciation) | $ (143,788) | ||
Notional Value | $ 2,462,213 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Corn Expiration Date 5/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.11%) | ||
Number of Futures Contracts | 127 | ||
Unrealized Appreciation/(Depreciation) | $ (135,112) | ||
Notional Value | $ 2,506,662 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Corn Expiration Date 7/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.00% | ||
Number of Futures Contracts | 127 | ||
Unrealized Appreciation/(Depreciation) | $ 3,863 | ||
Notional Value | $ 2,546,350 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Cotton No. 2 Expiration Date 12/8/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.22% | ||
Number of Futures Contracts | 67 | ||
Unrealized Appreciation/(Depreciation) | $ 156,010 | ||
Notional Value | $ 2,039,480 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Cotton No. 2 Expiration Date 3/9/21 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.05% | ||
Number of Futures Contracts | 66 | ||
Unrealized Appreciation/(Depreciation) | $ 36,435 | ||
Notional Value | $ 2,030,820 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Cotton No. 2 Expiration Date 3/9/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.13% | ||
Number of Futures Contracts | 72 | ||
Unrealized Appreciation/(Depreciation) | $ 160,700 | ||
Notional Value | $ 2,485,800 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Cotton No. 2 Expiration Date 5/6/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.22% | ||
Number of Futures Contracts | 72 | ||
Unrealized Appreciation/(Depreciation) | $ 275,285 | ||
Notional Value | $ 2,526,480 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Cotton No. 2 Expiration Date 7/9/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.08% | ||
Number of Futures Contracts | 71 | ||
Unrealized Appreciation/(Depreciation) | $ 106,580 | ||
Notional Value | $ 2,518,725 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Gold 100 Ounce Expiration Date 12/29/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.15% | ||
Number of Futures Contracts | 11 | ||
Unrealized Appreciation/(Depreciation) | $ 105,110 | ||
Notional Value | $ 2,002,440 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Gold 100 Ounce Expiration Date 2/24/21 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.12% | ||
Number of Futures Contracts | 11 | ||
Unrealized Appreciation/(Depreciation) | $ 84,960 | ||
Notional Value | $ 2,010,250 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Gold 100 Ounce Expiration Date 2/26/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.12% | ||
Number of Futures Contracts | 17 | ||
Unrealized Appreciation/(Depreciation) | $ 153,660 | ||
Notional Value | $ 2,589,270 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Gold 100 Ounce Expiration Date 4/28/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.02% | ||
Number of Futures Contracts | 16 | ||
Unrealized Appreciation/(Depreciation) | $ 23,480 | ||
Notional Value | $ 2,446,880 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Gold 100 Ounce Expiration Date 6/26/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.04% | ||
Number of Futures Contracts | 16 | ||
Unrealized Appreciation/(Depreciation) | $ 57,060 | ||
Notional Value | $ 2,456,160 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Lean Hogs Expiration Date 8/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.22%) | ||
Number of Futures Contracts | 48 | ||
Unrealized Appreciation/(Depreciation) | $ (155,140) | ||
Notional Value | $ 941,280 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Lean Hogs Expiration Date 10/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.07%) | ||
Number of Futures Contracts | 49 | ||
Unrealized Appreciation/(Depreciation) | $ (51,910) | ||
Notional Value | $ 967,260 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Lean Hogs Expiration Date 12/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.02%) | ||
Number of Futures Contracts | 49 | ||
Unrealized Appreciation/(Depreciation) | $ (13,330) | ||
Notional Value | $ 1,013,810 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Lean Hogs Expiration Date 2/12/21 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.02%) | ||
Number of Futures Contracts | 49 | ||
Unrealized Appreciation/(Depreciation) | $ (14,890) | ||
Notional Value | $ 1,174,040 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Lean Hogs Expiration Date 2/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.00% | ||
Number of Futures Contracts | 57 | ||
Unrealized Appreciation/(Depreciation) | $ (4,330) | ||
Notional Value | $ 1,628,490 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Lean Hogs Expiration Date 4/15/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.02%) | ||
Number of Futures Contracts | 58 | ||
Unrealized Appreciation/(Depreciation) | $ (23,410) | ||
Notional Value | $ 1,807,860 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Lean Hogs Expiration Date 6/12/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.03%) | ||
Number of Futures Contracts | 57 | ||
Unrealized Appreciation/(Depreciation) | $ (32,640) | ||
Notional Value | $ 2,038,890 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Lean Hogs Expiration Date 7/15/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.04%) | ||
Number of Futures Contracts | 57 | ||
Unrealized Appreciation/(Depreciation) | $ (46,170) | ||
Notional Value | $ 2,035,470 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Live Cattle Expiration Date 10/30/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.08%) | ||
Number of Futures Contracts | 33 | ||
Unrealized Appreciation/(Depreciation) | $ (55,450) | ||
Notional Value | $ 1,316,370 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Live Cattle Expiration Date 12/31/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.04% | ||
Number of Futures Contracts | 33 | ||
Unrealized Appreciation/(Depreciation) | $ 26,920 | ||
Notional Value | $ 1,368,180 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Live Cattle Expiration Date 02/26/21 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.01% | ||
Number of Futures Contracts | 33 | ||
Unrealized Appreciation/(Depreciation) | $ 5,170 | ||
Notional Value | $ 1,417,680 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Live Cattle Expiration Date 2/28/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.17% | ||
Number of Futures Contracts | 51 | ||
Unrealized Appreciation/(Depreciation) | $ 214,010 | ||
Notional Value | $ 2,568,870 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Live Cattle Expiration Date 4/30/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.15% | ||
Number of Futures Contracts | 50 | ||
Unrealized Appreciation/(Depreciation) | $ 187,730 | ||
Notional Value | $ 2,543,500 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Live Cattle Expiration Date 6/30/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.02% | ||
Number of Futures Contracts | 50 | ||
Unrealized Appreciation/(Depreciation) | $ 21,140 | ||
Notional Value | $ 2,378,000 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Natural Gas Expiration Date 8/27/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.12%) | ||
Number of Futures Contracts | 35 | ||
Unrealized Appreciation/(Depreciation) | $ (85,800) | ||
Notional Value | $ 626,150 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Natural Gas Expiration Date 9/28/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.14%) | ||
Number of Futures Contracts | 35 | ||
Unrealized Appreciation/(Depreciation) | $ (100,950) | ||
Notional Value | $ 660,450 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Natural Gas Expiration Date 10/28/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.08%) | ||
Number of Futures Contracts | 35 | ||
Unrealized Appreciation/(Depreciation) | $ (57,080) | ||
Notional Value | $ 798,700 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Natural Gas Expiration Date 11/25/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.04%) | ||
Number of Futures Contracts | 35 | ||
Unrealized Appreciation/(Depreciation) | $ (28,810) | ||
Notional Value | $ 961,450 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Natural Gas Expiration Date 1/29/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.17%) | ||
Number of Futures Contracts | 69 | ||
Unrealized Appreciation/(Depreciation) | $ (217,420) | ||
Notional Value | $ 1,510,410 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Natural Gas Expiration Date 12/29/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.05%) | ||
Number of Futures Contracts | 36 | ||
Unrealized Appreciation/(Depreciation) | $ (31,690) | ||
Notional Value | $ 1,037,880 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Natural Gas Expiration Date 2/26/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.14%) | ||
Number of Futures Contracts | 69 | ||
Unrealized Appreciation/(Depreciation) | $ (181,710) | ||
Notional Value | $ 1,489,020 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Natural Gas Expiration Date 3/27/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.06%) | ||
Number of Futures Contracts | 69 | ||
Unrealized Appreciation/(Depreciation) | $ (75,920) | ||
Notional Value | $ 1,482,810 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Natural Gas Expiration Date 4/28/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.08%) | ||
Number of Futures Contracts | 69 | ||
Unrealized Appreciation/(Depreciation) | $ (99,440) | ||
Notional Value | $ 1,509,720 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Natural Gas Expiration Date 5/27/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.07%) | ||
Number of Futures Contracts | 69 | ||
Unrealized Appreciation/(Depreciation) | $ (92,310) | ||
Notional Value | $ 1,549,740 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | NY Harbor ULSD Expiration Date 8/31/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.05% | ||
Number of Futures Contracts | 16 | ||
Unrealized Appreciation/(Depreciation) | $ 37,750 | ||
Notional Value | $ 808,819 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | NY Harbor ULSD Expiration Date 9/30/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.11% | ||
Number of Futures Contracts | 16 | ||
Unrealized Appreciation/(Depreciation) | $ 76,142 | ||
Notional Value | $ 821,251 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | NY Harbor ULSD Expiration Date 10/30/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.11% | ||
Number of Futures Contracts | 16 | ||
Unrealized Appreciation/(Depreciation) | $ 75,113 | ||
Notional Value | $ 832,742 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | NY Harbor ULSD Expiration Date 11/30/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.02% | ||
Number of Futures Contracts | 16 | ||
Unrealized Appreciation/(Depreciation) | $ 16,535 | ||
Notional Value | $ 841,747 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | NY Harbor ULSD Expiration Date 12/31/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.02% | ||
Number of Futures Contracts | 15 | ||
Unrealized Appreciation/(Depreciation) | $ 15,981 | ||
Notional Value | $ 797,580 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | NY Harbor ULSD Expiration Date 1/31/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.11% | ||
Number of Futures Contracts | 18 | ||
Unrealized Appreciation/(Depreciation) | $ 135,677 | ||
Notional Value | $ 1,529,237 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | NY Harbor ULSD Expiration Date 2/28/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.11% | ||
Number of Futures Contracts | 18 | ||
Unrealized Appreciation/(Depreciation) | $ 137,264 | ||
Notional Value | $ 1,524,474 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | NY Harbor ULSD Expiration Date 3/31/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.11% | ||
Number of Futures Contracts | 18 | ||
Unrealized Appreciation/(Depreciation) | $ 145,618 | ||
Notional Value | $ 1,511,773 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | NY Harbor ULSD Expiration Date 4/30/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.06% | ||
Number of Futures Contracts | 18 | ||
Unrealized Appreciation/(Depreciation) | $ 82,820 | ||
Notional Value | $ 1,500,055 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | NY Harbor ULSD Expiration Date 5/29/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.06% | ||
Number of Futures Contracts | 17 | ||
Unrealized Appreciation/(Depreciation) | $ 78,074 | ||
Notional Value | $ 1,407,508 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Platinum Expiration Date 10/28/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.19% | ||
Number of Futures Contracts | 48 | ||
Unrealized Appreciation/(Depreciation) | $ 135,775 | ||
Notional Value | $ 2,042,880 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Platinum Expiration Date 1/27/21 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.03% | ||
Number of Futures Contracts | 48 | ||
Unrealized Appreciation/(Depreciation) | $ 23,395 | ||
Notional Value | $ 2,054,640 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Platinum Expiration Date 4/28/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.19% | ||
Number of Futures Contracts | 77 | ||
Unrealized Appreciation/(Depreciation) | $ 244,550 | ||
Notional Value | $ 3,764,530 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Platinum Expiration Date 7/29/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.21% | ||
Number of Futures Contracts | 76 | ||
Unrealized Appreciation/(Depreciation) | $ 270,210 | ||
Notional Value | $ 3,737,680 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Silver Expiration Date 9/28/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.28% | ||
Number of Futures Contracts | 22 | ||
Unrealized Appreciation/(Depreciation) | $ 192,770 | ||
Notional Value | $ 2,050,070 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Silver Expiration Date 12/29/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.33% | ||
Number of Futures Contracts | 22 | ||
Unrealized Appreciation/(Depreciation) | $ 232,180 | ||
Notional Value | $ 2,068,330 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Silver Expiration Date 3/27/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.06% | ||
Number of Futures Contracts | 28 | ||
Unrealized Appreciation/(Depreciation) | $ 78,295 | ||
Notional Value | $ 2,508,940 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Silver Expiration Date 5/27/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.06% | ||
Number of Futures Contracts | 28 | ||
Unrealized Appreciation/(Depreciation) | $ 74,040 | ||
Notional Value | $ 2,521,260 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Silver Expiration Date 7/29/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.06% | ||
Number of Futures Contracts | 27 | ||
Unrealized Appreciation/(Depreciation) | $ 75,760 | ||
Notional Value | $ 2,442,015 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Expiration Date 11/13/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.03% | ||
Number of Futures Contracts | 46 | ||
Unrealized Appreciation/(Depreciation) | $ 23,850 | ||
Notional Value | $ 2,029,175 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Expiration Date 1/14/21 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.01% | ||
Number of Futures Contracts | 46 | ||
Unrealized Appreciation/(Depreciation) | $ 8,700 | ||
Notional Value | $ 2,034,925 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Expiration Date 3/13/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.09% | ||
Number of Futures Contracts | 52 | ||
Unrealized Appreciation/(Depreciation) | $ 118,475 | ||
Notional Value | $ 2,484,300 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Expiration Date 5/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.10% | ||
Number of Futures Contracts | 52 | ||
Unrealized Appreciation/(Depreciation) | $ 127,738 | ||
Notional Value | $ 2,518,750 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Expiration Date 7/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.03% | ||
Number of Futures Contracts | 51 | ||
Unrealized Appreciation/(Depreciation) | $ 34,225 | ||
Notional Value | $ 2,498,363 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Oil Expiration Date 9/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.09%) | ||
Number of Futures Contracts | 60 | ||
Unrealized Appreciation/(Depreciation) | $ (64,914) | ||
Notional Value | $ 1,018,800 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Oil Expiration Date 10/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.09%) | ||
Number of Futures Contracts | 60 | ||
Unrealized Appreciation/(Depreciation) | $ (61,632) | ||
Notional Value | $ 1,024,920 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Oil Expiration Date 12/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.02% | ||
Number of Futures Contracts | 59 | ||
Unrealized Appreciation/(Depreciation) | $ 11,934 | ||
Notional Value | $ 1,019,874 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Oil Expiration Date 1/14/21 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.00% | ||
Number of Futures Contracts | 59 | ||
Unrealized Appreciation/(Depreciation) | $ (696) | ||
Notional Value | $ 1,026,954 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Oil Expiration Date 3/13/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.22% | ||
Number of Futures Contracts | 119 | ||
Unrealized Appreciation/(Depreciation) | $ 280,872 | ||
Notional Value | $ 2,482,578 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Oil Expiration Date 5/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.23% | ||
Number of Futures Contracts | 119 | ||
Unrealized Appreciation/(Depreciation) | $ 290,004 | ||
Notional Value | $ 2,503,284 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Oil Expiration Date 7/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.15% | ||
Number of Futures Contracts | 119 | ||
Unrealized Appreciation/(Depreciation) | $ 194,940 | ||
Notional Value | $ 2,524,704 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Sugar No. 11 Expiration Date 9/30/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.21% | ||
Number of Futures Contracts | 150 | ||
Unrealized Appreciation/(Depreciation) | $ 144,581 | ||
Notional Value | $ 2,009,280 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Sugar No. 11 Expiration Date 2/26/21 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.04%) | ||
Number of Futures Contracts | 149 | ||
Unrealized Appreciation/(Depreciation) | $ (29,490) | ||
Notional Value | $ 2,096,013 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Sugar No. 11 Expiration Date 2/28/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.08% | ||
Number of Futures Contracts | 166 | ||
Unrealized Appreciation/(Depreciation) | $ 102,984 | ||
Notional Value | $ 2,495,046 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Sugar No. 11 Expiration Date 4/30/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.12% | ||
Number of Futures Contracts | 165 | ||
Unrealized Appreciation/(Depreciation) | $ 148,053 | ||
Notional Value | $ 2,502,192 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Sugar No. 11 Expiration Date 6/30/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.12% | ||
Number of Futures Contracts | 165 | ||
Unrealized Appreciation/(Depreciation) | $ 153,742 | ||
Notional Value | $ 2,524,368 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Wheat Expiration Date 9/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.21%) | ||
Number of Futures Contracts | 82 | ||
Unrealized Appreciation/(Depreciation) | $ (149,613) | ||
Notional Value | $ 2,016,175 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Wheat Expiration Date 12/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.24%) | ||
Number of Futures Contracts | 83 | ||
Unrealized Appreciation/(Depreciation) | $ (170,600) | ||
Notional Value | $ 2,070,850 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Wheat Expiration Date 5/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.18% | ||
Number of Futures Contracts | 89 | ||
Unrealized Appreciation/(Depreciation) | $ 229,225 | ||
Notional Value | $ 2,499,788 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Wheat Expiration Date 3/13/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.19% | ||
Number of Futures Contracts | 90 | ||
Unrealized Appreciation/(Depreciation) | $ 237,137 | ||
Notional Value | $ 2,514,375 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Wheat Expiration Date 7/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.12% | ||
Number of Futures Contracts | 89 | ||
Unrealized Appreciation/(Depreciation) | $ 159,650 | ||
Notional Value | $ 2,507,575 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WTI Crude Oil Expiration Date 8/20/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.35% | ||
Number of Futures Contracts | 21 | ||
Unrealized Appreciation/(Depreciation) | $ 246,030 | ||
Notional Value | $ 826,140 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WTI Crude Oil Expiration Date 9/22/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.30% | ||
Number of Futures Contracts | 21 | ||
Unrealized Appreciation/(Depreciation) | $ 207,320 | ||
Notional Value | $ 829,080 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WTI Crude Oil Expiration Date 10/20/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.30% | ||
Number of Futures Contracts | 21 | ||
Unrealized Appreciation/(Depreciation) | $ 205,720 | ||
Notional Value | $ 831,180 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WTI Crude Oil Expiration Date 11/20/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.03% | ||
Number of Futures Contracts | 20 | ||
Unrealized Appreciation/(Depreciation) | $ 22,070 | ||
Notional Value | $ 793,600 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WTI Crude Oil Expiration Date 12/21/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.02% | ||
Number of Futures Contracts | 20 | ||
Unrealized Appreciation/(Depreciation) | $ 15,720 | ||
Notional Value | $ 795,600 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WTI Crude Oil Expiration Date 1/21/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.13% | ||
Number of Futures Contracts | 25 | ||
Unrealized Appreciation/(Depreciation) | $ 164,900 | ||
Notional Value | $ 1,526,500 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WTI Crude Oil Expiration Date 2/20/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.16% | ||
Number of Futures Contracts | 25 | ||
Unrealized Appreciation/(Depreciation) | $ 209,410 | ||
Notional Value | $ 1,519,250 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WTI Crude Oil Expiration Date 3/20/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.16% | ||
Number of Futures Contracts | 25 | ||
Unrealized Appreciation/(Depreciation) | $ 208,020 | ||
Notional Value | $ 1,510,250 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WTI Crude Oil Expiration Date 4/21/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.08% | ||
Number of Futures Contracts | 25 | ||
Unrealized Appreciation/(Depreciation) | $ 99,900 | ||
Notional Value | $ 1,499,250 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WTI Crude Oil Expiration Date 5/19/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.08% | ||
Number of Futures Contracts | 24 | ||
Unrealized Appreciation/(Depreciation) | $ 100,490 | ||
Notional Value | $ 1,426,560 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.94% | 4.82% | |
Unrealized Appreciation/(Depreciation) | $ 653,974 | $ 6,162,155 | |
Notional Value | $ 69,502,974 | $ 127,602,755 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Cocoa Expiration Date 9/15/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.40%) | ||
Number of Futures Contracts | 94 | ||
Unrealized Appreciation/(Depreciation) | $ (275,420) | ||
Notional Value | $ 2,054,840 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Cocoa Expiration Date 12/15/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.16%) | ||
Number of Futures Contracts | 94 | ||
Unrealized Appreciation/(Depreciation) | $ (108,570) | ||
Notional Value | $ 2,053,900 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Cocoa Expiration Date 5/13/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.12% | ||
Number of Futures Contracts | 99 | ||
Unrealized Appreciation/(Depreciation) | $ 159,550 | ||
Notional Value | $ 2,515,590 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Cocoa Expiration Date 3/16/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.12% | ||
Number of Futures Contracts | 98 | ||
Unrealized Appreciation/(Depreciation) | $ 155,530 | ||
Notional Value | $ 2,489,200 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Cocoa Expiration Date 7/16/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.04% | ||
Number of Futures Contracts | 99 | ||
Unrealized Appreciation/(Depreciation) | $ 45,850 | ||
Notional Value | $ 2,510,640 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Coffee "C" Expiration Date 9/18/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.18%) | ||
Number of Futures Contracts | 54 | ||
Unrealized Appreciation/(Depreciation) | $ (125,288) | ||
Notional Value | $ 2,045,250 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Coffee "C" Expiration Date 12/18/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.21%) | ||
Number of Futures Contracts | 53 | ||
Unrealized Appreciation/(Depreciation) | $ (149,100) | ||
Notional Value | $ 2,056,069 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Coffee "C" Expiration Date 3/19/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.31% | ||
Number of Futures Contracts | 51 | ||
Unrealized Appreciation/(Depreciation) | $ 399,787 | ||
Notional Value | $ 2,480,513 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Coffee "C" Expiration Date 5/18/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.31% | ||
Number of Futures Contracts | 51 | ||
Unrealized Appreciation/(Depreciation) | $ 394,162 | ||
Notional Value | $ 2,522,587 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Coffee "C" Expiration Date 7/21/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.21% | ||
Number of Futures Contracts | 50 | ||
Unrealized Appreciation/(Depreciation) | $ 271,069 | ||
Notional Value | $ 2,511,562 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Copper Expiration Date 9/28/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.18% | ||
Number of Futures Contracts | 30 | ||
Unrealized Appreciation/(Depreciation) | $ 124,838 | ||
Notional Value | $ 2,046,375 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Copper Expiration Date 12/29/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.30% | ||
Number of Futures Contracts | 30 | ||
Unrealized Appreciation/(Depreciation) | $ 210,600 | ||
Notional Value | $ 2,056,875 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Copper Expiration Date 3/27/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.12% | ||
Number of Futures Contracts | 36 | ||
Unrealized Appreciation/(Depreciation) | $ 153,663 | ||
Notional Value | $ 2,517,300 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Copper Expiration Date 5/27/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.13% | ||
Number of Futures Contracts | 36 | ||
Unrealized Appreciation/(Depreciation) | $ 164,163 | ||
Notional Value | $ 2,526,750 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Copper Expiration Date 7/29/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.07% | ||
Number of Futures Contracts | 35 | ||
Unrealized Appreciation/(Depreciation) | $ 85,050 | ||
Notional Value | $ 2,462,688 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Corn Expiration Date 9/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.12%) | ||
Number of Futures Contracts | 118 | ||
Unrealized Appreciation/(Depreciation) | $ (86,650) | ||
Notional Value | $ 2,014,850 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Corn Expiration Date 12/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.04% | ||
Number of Futures Contracts | 118 | ||
Unrealized Appreciation/(Depreciation) | $ 29,388 | ||
Notional Value | $ 2,067,950 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Corn Expiration Date 3/13/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.11%) | ||
Number of Futures Contracts | 127 | ||
Unrealized Appreciation/(Depreciation) | $ (143,788) | ||
Notional Value | $ 2,462,213 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Corn Expiration Date 5/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.11%) | ||
Number of Futures Contracts | 127 | ||
Unrealized Appreciation/(Depreciation) | $ (135,112) | ||
Notional Value | $ 2,506,662 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Corn Expiration Date 7/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.00% | ||
Number of Futures Contracts | 127 | ||
Unrealized Appreciation/(Depreciation) | $ 3,863 | ||
Notional Value | $ 2,546,350 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Cotton No. 2 Expiration Date 12/8/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.22% | ||
Number of Futures Contracts | 67 | ||
Unrealized Appreciation/(Depreciation) | $ 156,010 | ||
Notional Value | $ 2,039,480 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Cotton No. 2 Expiration Date 3/9/21 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.05% | ||
Number of Futures Contracts | 66 | ||
Unrealized Appreciation/(Depreciation) | $ 36,435 | ||
Notional Value | $ 2,030,820 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Cotton No. 2 Expiration Date 3/9/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.13% | ||
Number of Futures Contracts | 72 | ||
Unrealized Appreciation/(Depreciation) | $ 160,700 | ||
Notional Value | $ 2,485,800 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Cotton No. 2 Expiration Date 5/6/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.22% | ||
Number of Futures Contracts | 72 | ||
Unrealized Appreciation/(Depreciation) | $ 275,285 | ||
Notional Value | $ 2,526,480 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Cotton No. 2 Expiration Date 7/9/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.08% | ||
Number of Futures Contracts | 71 | ||
Unrealized Appreciation/(Depreciation) | $ 106,580 | ||
Notional Value | $ 2,518,725 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Gold 100 Ounce Expiration Date 12/29/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.15% | ||
Number of Futures Contracts | 11 | ||
Unrealized Appreciation/(Depreciation) | $ 105,110 | ||
Notional Value | $ 2,002,440 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Gold 100 Ounce Expiration Date 2/24/21 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.12% | ||
Number of Futures Contracts | 11 | ||
Unrealized Appreciation/(Depreciation) | $ 84,960 | ||
Notional Value | $ 2,010,250 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Gold 100 Ounce Expiration Date 2/26/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.12% | ||
Number of Futures Contracts | 17 | ||
Unrealized Appreciation/(Depreciation) | $ 153,660 | ||
Notional Value | $ 2,589,270 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Gold 100 Ounce Expiration Date 4/28/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.02% | ||
Number of Futures Contracts | 16 | ||
Unrealized Appreciation/(Depreciation) | $ 23,480 | ||
Notional Value | $ 2,446,880 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Gold 100 Ounce Expiration Date 6/26/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.04% | ||
Number of Futures Contracts | 16 | ||
Unrealized Appreciation/(Depreciation) | $ 57,060 | ||
Notional Value | $ 2,456,160 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Lean Hogs Expiration Date 8/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.22%) | ||
Number of Futures Contracts | 48 | ||
Unrealized Appreciation/(Depreciation) | $ (155,140) | ||
Notional Value | $ 941,280 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Lean Hogs Expiration Date 10/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.07%) | ||
Number of Futures Contracts | 49 | ||
Unrealized Appreciation/(Depreciation) | $ (51,910) | ||
Notional Value | $ 967,260 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Lean Hogs Expiration Date 12/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.02%) | ||
Number of Futures Contracts | 49 | ||
Unrealized Appreciation/(Depreciation) | $ (13,330) | ||
Notional Value | $ 1,013,810 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Lean Hogs Expiration Date 2/12/21 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.02%) | ||
Number of Futures Contracts | 49 | ||
Unrealized Appreciation/(Depreciation) | $ (14,890) | ||
Notional Value | $ 1,174,040 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Lean Hogs Expiration Date 2/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.00% | ||
Number of Futures Contracts | 57 | ||
Unrealized Appreciation/(Depreciation) | $ (4,330) | ||
Notional Value | $ 1,628,490 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Lean Hogs Expiration Date 4/15/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.02%) | ||
Number of Futures Contracts | 58 | ||
Unrealized Appreciation/(Depreciation) | $ (23,410) | ||
Notional Value | $ 1,807,860 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Lean Hogs Expiration Date 6/12/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.03%) | ||
Number of Futures Contracts | 57 | ||
Unrealized Appreciation/(Depreciation) | $ (32,640) | ||
Notional Value | $ 2,038,890 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Lean Hogs Expiration Date 7/15/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.04%) | ||
Number of Futures Contracts | 57 | ||
Unrealized Appreciation/(Depreciation) | $ (46,170) | ||
Notional Value | $ 2,035,470 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Live Cattle Expiration Date 10/30/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.08%) | ||
Number of Futures Contracts | 33 | ||
Unrealized Appreciation/(Depreciation) | $ (55,450) | ||
Notional Value | $ 1,316,370 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Live Cattle Expiration Date 12/31/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.04% | ||
Number of Futures Contracts | 33 | ||
Unrealized Appreciation/(Depreciation) | $ 26,920 | ||
Notional Value | $ 1,368,180 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Live Cattle Expiration Date 02/26/21 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.01% | ||
Number of Futures Contracts | 33 | ||
Unrealized Appreciation/(Depreciation) | $ 5,170 | ||
Notional Value | $ 1,417,680 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Live Cattle Expiration Date 2/28/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.17% | ||
Number of Futures Contracts | 51 | ||
Unrealized Appreciation/(Depreciation) | $ 214,010 | ||
Notional Value | $ 2,568,870 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Live Cattle Expiration Date 4/30/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.15% | ||
Number of Futures Contracts | 50 | ||
Unrealized Appreciation/(Depreciation) | $ 187,730 | ||
Notional Value | $ 2,543,500 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Live Cattle Expiration Date 6/30/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.02% | ||
Number of Futures Contracts | 50 | ||
Unrealized Appreciation/(Depreciation) | $ 21,140 | ||
Notional Value | $ 2,378,000 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Natural Gas Expiration Date 8/27/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.12%) | ||
Number of Futures Contracts | 35 | ||
Unrealized Appreciation/(Depreciation) | $ (85,800) | ||
Notional Value | $ 626,150 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Natural Gas Expiration Date 9/28/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.14%) | ||
Number of Futures Contracts | 35 | ||
Unrealized Appreciation/(Depreciation) | $ (100,950) | ||
Notional Value | $ 660,450 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Natural Gas Expiration Date 10/28/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.08%) | ||
Number of Futures Contracts | 35 | ||
Unrealized Appreciation/(Depreciation) | $ (57,080) | ||
Notional Value | $ 798,700 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Natural Gas Expiration Date 11/25/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.04%) | ||
Number of Futures Contracts | 35 | ||
Unrealized Appreciation/(Depreciation) | $ (28,810) | ||
Notional Value | $ 961,450 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Natural Gas Expiration Date 1/29/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.17%) | ||
Number of Futures Contracts | 69 | ||
Unrealized Appreciation/(Depreciation) | $ (217,420) | ||
Notional Value | $ 1,510,410 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Natural Gas Expiration Date 12/29/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.05%) | ||
Number of Futures Contracts | 36 | ||
Unrealized Appreciation/(Depreciation) | $ (31,690) | ||
Notional Value | $ 1,037,880 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Natural Gas Expiration Date 2/26/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.14%) | ||
Number of Futures Contracts | 69 | ||
Unrealized Appreciation/(Depreciation) | $ (181,710) | ||
Notional Value | $ 1,489,020 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Natural Gas Expiration Date 3/27/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.06%) | ||
Number of Futures Contracts | 69 | ||
Unrealized Appreciation/(Depreciation) | $ (75,920) | ||
Notional Value | $ 1,482,810 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Natural Gas Expiration Date 4/28/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.08%) | ||
Number of Futures Contracts | 69 | ||
Unrealized Appreciation/(Depreciation) | $ (99,440) | ||
Notional Value | $ 1,509,720 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Natural Gas Expiration Date 5/27/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.07%) | ||
Number of Futures Contracts | 69 | ||
Unrealized Appreciation/(Depreciation) | $ (92,310) | ||
Notional Value | $ 1,549,740 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | NY Harbor ULSD Expiration Date 8/31/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.05% | ||
Number of Futures Contracts | 16 | ||
Unrealized Appreciation/(Depreciation) | $ 37,750 | ||
Notional Value | $ 808,819 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | NY Harbor ULSD Expiration Date 9/30/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.11% | ||
Number of Futures Contracts | 16 | ||
Unrealized Appreciation/(Depreciation) | $ 76,142 | ||
Notional Value | $ 821,251 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | NY Harbor ULSD Expiration Date 10/30/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.11% | ||
Number of Futures Contracts | 16 | ||
Unrealized Appreciation/(Depreciation) | $ 75,113 | ||
Notional Value | $ 832,742 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | NY Harbor ULSD Expiration Date 11/30/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.02% | ||
Number of Futures Contracts | 16 | ||
Unrealized Appreciation/(Depreciation) | $ 16,535 | ||
Notional Value | $ 841,747 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | NY Harbor ULSD Expiration Date 12/31/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.02% | ||
Number of Futures Contracts | 15 | ||
Unrealized Appreciation/(Depreciation) | $ 15,981 | ||
Notional Value | $ 797,580 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | NY Harbor ULSD Expiration Date 1/31/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.11% | ||
Number of Futures Contracts | 18 | ||
Unrealized Appreciation/(Depreciation) | $ 135,677 | ||
Notional Value | $ 1,529,237 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | NY Harbor ULSD Expiration Date 2/28/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.11% | ||
Number of Futures Contracts | 18 | ||
Unrealized Appreciation/(Depreciation) | $ 137,264 | ||
Notional Value | $ 1,524,474 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | NY Harbor ULSD Expiration Date 3/31/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.11% | ||
Number of Futures Contracts | 18 | ||
Unrealized Appreciation/(Depreciation) | $ 145,618 | ||
Notional Value | $ 1,511,773 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | NY Harbor ULSD Expiration Date 4/30/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.06% | ||
Number of Futures Contracts | 18 | ||
Unrealized Appreciation/(Depreciation) | $ 82,820 | ||
Notional Value | $ 1,500,055 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | NY Harbor ULSD Expiration Date 5/29/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.06% | ||
Number of Futures Contracts | 17 | ||
Unrealized Appreciation/(Depreciation) | $ 78,074 | ||
Notional Value | $ 1,407,508 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Platinum Expiration Date 10/28/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.19% | ||
Number of Futures Contracts | 48 | ||
Unrealized Appreciation/(Depreciation) | $ 135,775 | ||
Notional Value | $ 2,042,880 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Platinum Expiration Date 1/27/21 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.03% | ||
Number of Futures Contracts | 48 | ||
Unrealized Appreciation/(Depreciation) | $ 23,395 | ||
Notional Value | $ 2,054,640 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Platinum Expiration Date 4/28/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.19% | ||
Number of Futures Contracts | 77 | ||
Unrealized Appreciation/(Depreciation) | $ 244,550 | ||
Notional Value | $ 3,764,530 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Platinum Expiration Date 7/29/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.21% | ||
Number of Futures Contracts | 76 | ||
Unrealized Appreciation/(Depreciation) | $ 270,210 | ||
Notional Value | $ 3,737,680 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Silver Expiration Date 9/28/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.28% | ||
Number of Futures Contracts | 22 | ||
Unrealized Appreciation/(Depreciation) | $ 192,770 | ||
Notional Value | $ 2,050,070 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Silver Expiration Date 12/29/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.33% | ||
Number of Futures Contracts | 22 | ||
Unrealized Appreciation/(Depreciation) | $ 232,180 | ||
Notional Value | $ 2,068,330 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Silver Expiration Date 3/27/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.06% | ||
Number of Futures Contracts | 28 | ||
Unrealized Appreciation/(Depreciation) | $ 78,295 | ||
Notional Value | $ 2,508,940 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Silver Expiration Date 5/27/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.06% | ||
Number of Futures Contracts | 28 | ||
Unrealized Appreciation/(Depreciation) | $ 74,040 | ||
Notional Value | $ 2,521,260 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Silver Expiration Date 7/29/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.06% | ||
Number of Futures Contracts | 27 | ||
Unrealized Appreciation/(Depreciation) | $ 75,760 | ||
Notional Value | $ 2,442,015 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Soybean Expiration Date 11/13/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.03% | ||
Number of Futures Contracts | 46 | ||
Unrealized Appreciation/(Depreciation) | $ 23,850 | ||
Notional Value | $ 2,029,175 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Soybean Expiration Date 1/14/21 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.01% | ||
Number of Futures Contracts | 46 | ||
Unrealized Appreciation/(Depreciation) | $ 8,700 | ||
Notional Value | $ 2,034,925 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Soybean Expiration Date 3/13/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.09% | ||
Number of Futures Contracts | 52 | ||
Unrealized Appreciation/(Depreciation) | $ 118,475 | ||
Notional Value | $ 2,484,300 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Soybean Expiration Date 5/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.10% | ||
Number of Futures Contracts | 52 | ||
Unrealized Appreciation/(Depreciation) | $ 127,738 | ||
Notional Value | $ 2,518,750 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Soybean Expiration Date 7/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.03% | ||
Number of Futures Contracts | 51 | ||
Unrealized Appreciation/(Depreciation) | $ 34,225 | ||
Notional Value | $ 2,498,363 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Soybean Oil Expiration Date 9/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.09%) | ||
Number of Futures Contracts | 60 | ||
Unrealized Appreciation/(Depreciation) | $ (64,914) | ||
Notional Value | $ 1,018,800 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Soybean Oil Expiration Date 10/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.09%) | ||
Number of Futures Contracts | 60 | ||
Unrealized Appreciation/(Depreciation) | $ (61,632) | ||
Notional Value | $ 1,024,920 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Soybean Oil Expiration Date 12/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.02% | ||
Number of Futures Contracts | 59 | ||
Unrealized Appreciation/(Depreciation) | $ 11,934 | ||
Notional Value | $ 1,019,874 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Soybean Oil Expiration Date 1/14/21 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.00% | ||
Number of Futures Contracts | 59 | ||
Unrealized Appreciation/(Depreciation) | $ (696) | ||
Notional Value | $ 1,026,954 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Soybean Oil Expiration Date 3/13/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.22% | ||
Number of Futures Contracts | 119 | ||
Unrealized Appreciation/(Depreciation) | $ 280,872 | ||
Notional Value | $ 2,482,578 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Soybean Oil Expiration Date 5/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.23% | ||
Number of Futures Contracts | 119 | ||
Unrealized Appreciation/(Depreciation) | $ 290,004 | ||
Notional Value | $ 2,503,284 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Soybean Oil Expiration Date 7/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.15% | ||
Number of Futures Contracts | 119 | ||
Unrealized Appreciation/(Depreciation) | $ 194,940 | ||
Notional Value | $ 2,524,704 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Sugar No. 11 Expiration Date 9/30/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.21% | ||
Number of Futures Contracts | 150 | ||
Unrealized Appreciation/(Depreciation) | $ 144,581 | ||
Notional Value | $ 2,009,280 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Sugar No. 11 Expiration Date 2/26/21 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.04%) | ||
Number of Futures Contracts | 149 | ||
Unrealized Appreciation/(Depreciation) | $ (29,490) | ||
Notional Value | $ 2,096,013 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Sugar No. 11 Expiration Date 2/28/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.08% | ||
Number of Futures Contracts | 166 | ||
Unrealized Appreciation/(Depreciation) | $ 102,984 | ||
Notional Value | $ 2,495,046 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Sugar No. 11 Expiration Date 4/30/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.12% | ||
Number of Futures Contracts | 165 | ||
Unrealized Appreciation/(Depreciation) | $ 148,053 | ||
Notional Value | $ 2,502,192 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Sugar No. 11 Expiration Date 6/30/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.12% | ||
Number of Futures Contracts | 165 | ||
Unrealized Appreciation/(Depreciation) | $ 153,742 | ||
Notional Value | $ 2,524,368 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Wheat Expiration Date 9/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.21%) | ||
Number of Futures Contracts | 82 | ||
Unrealized Appreciation/(Depreciation) | $ (149,613) | ||
Notional Value | $ 2,016,175 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Wheat Expiration Date 12/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.24%) | ||
Number of Futures Contracts | 83 | ||
Unrealized Appreciation/(Depreciation) | $ (170,600) | ||
Notional Value | $ 2,070,850 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Wheat Expiration Date 5/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.18% | ||
Number of Futures Contracts | 89 | ||
Unrealized Appreciation/(Depreciation) | $ 229,225 | ||
Notional Value | $ 2,499,788 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Wheat Expiration Date 3/13/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.19% | ||
Number of Futures Contracts | 90 | ||
Unrealized Appreciation/(Depreciation) | $ 237,137 | ||
Notional Value | $ 2,514,375 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | Wheat Expiration Date 7/14/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.12% | ||
Number of Futures Contracts | 89 | ||
Unrealized Appreciation/(Depreciation) | $ 159,650 | ||
Notional Value | $ 2,507,575 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | WTI Crude Oil Expiration Date 8/20/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.35% | ||
Number of Futures Contracts | 21 | ||
Unrealized Appreciation/(Depreciation) | $ 246,030 | ||
Notional Value | $ 826,140 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | WTI Crude Oil Expiration Date 9/22/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.30% | ||
Number of Futures Contracts | 21 | ||
Unrealized Appreciation/(Depreciation) | $ 207,320 | ||
Notional Value | $ 829,080 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | WTI Crude Oil Expiration Date 10/20/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.30% | ||
Number of Futures Contracts | 21 | ||
Unrealized Appreciation/(Depreciation) | $ 205,720 | ||
Notional Value | $ 831,180 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | WTI Crude Oil Expiration Date 11/20/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.03% | ||
Number of Futures Contracts | 20 | ||
Unrealized Appreciation/(Depreciation) | $ 22,070 | ||
Notional Value | $ 793,600 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | WTI Crude Oil Expiration Date 12/21/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.02% | ||
Number of Futures Contracts | 20 | ||
Unrealized Appreciation/(Depreciation) | $ 15,720 | ||
Notional Value | $ 795,600 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | WTI Crude Oil Expiration Date 1/21/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.13% | ||
Number of Futures Contracts | 25 | ||
Unrealized Appreciation/(Depreciation) | $ 164,900 | ||
Notional Value | $ 1,526,500 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | WTI Crude Oil Expiration Date 2/20/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.16% | ||
Number of Futures Contracts | 25 | ||
Unrealized Appreciation/(Depreciation) | $ 209,410 | ||
Notional Value | $ 1,519,250 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | WTI Crude Oil Expiration Date 3/20/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.16% | ||
Number of Futures Contracts | 25 | ||
Unrealized Appreciation/(Depreciation) | $ 208,020 | ||
Notional Value | $ 1,510,250 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | WTI Crude Oil Expiration Date 4/21/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.08% | ||
Number of Futures Contracts | 25 | ||
Unrealized Appreciation/(Depreciation) | $ 99,900 | ||
Notional Value | $ 1,499,250 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WisdomTree Continuous Commodity Index Master Fund [Member] | WTI Crude Oil Expiration Date 5/19/20 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.08% | ||
Number of Futures Contracts | 24 | ||
Unrealized Appreciation/(Depreciation) | $ 100,490 | ||
Notional Value | $ 1,426,560 | ||
[1] | All or a portion of this security is held by the broker as collateral for open futures contracts. The securities collateral posted was comprised entirely of U.S. Treasury securities having a market value of $10,999,743 as of June 30, 2020. | ||
[2] | Interest rate shown reflects the yield to maturity at time of purchase. | ||
[3] | All or a portion of this security is held by the broker as collateral for open futures contracts. The securities collateral posted was comprised entirely of U.S. Treasury securities having a market value of $9,979,447 as of December 31, 2019. |
Schedule of Investments (Parent
Schedule of Investments (Parenthetical) - USD ($) | Jun. 30, 2020 | Dec. 31, 2019 | |
Schedule of Investments [Line Items] | |||
Face value | $ 65,000,000 | $ 116,000,000 | |
U.S. Treasuries [Member] | |||
Schedule of Investments [Line Items] | |||
Total U.S. Treasury Obligations (Cost) | 64,990,781 | 115,820,868 | |
Face value | $ 10,999,743 | $ 9,979,447 | |
Us Treasury Bills 0.12 7/9/20 [Member] | U.S. Treasuries [Member] | |||
Schedule of Investments [Line Items] | |||
Investment Interest Rate | [1],[2] | 0.12% | |
Face value | [1],[2] | $ 11,000,000 | |
Us Treasury Bills 0.08 7/30/20 [Member] | U.S. Treasuries [Member] | |||
Schedule of Investments [Line Items] | |||
Investment Interest Rate | [2] | 0.08% | |
Face value | [2] | $ 18,000,000 | |
Us Treasury Bills 0.11 8/20/20 [Member] | U.S. Treasuries [Member] | |||
Schedule of Investments [Line Items] | |||
Investment Interest Rate | [2] | 0.11% | |
Face value | [2] | $ 18,000,000 | |
Us Treasury Bills 0.15 9/10/20 [Member] | U.S. Treasuries [Member] | |||
Schedule of Investments [Line Items] | |||
Investment Interest Rate | [2] | 0.15% | |
Face value | [2] | $ 18,000,000 | |
Us Treasury Bills 1.69 1/2/20 [Member] | U.S. Treasuries [Member] | |||
Schedule of Investments [Line Items] | |||
Investment Interest Rate | [2] | 1.69% | |
Face value | [2] | $ 29,000,000 | |
Us Treasury Bills 1.65 1/23/20 [Member] | U.S. Treasuries [Member] | |||
Schedule of Investments [Line Items] | |||
Investment Interest Rate | [2] | 1.65% | |
Face value | [2] | $ 29,000,000 | |
Us Treasury Bills 1.55 2/20/20 [Member] | U.S. Treasuries [Member] | |||
Schedule of Investments [Line Items] | |||
Investment Interest Rate | [1],[2] | 1.55% | |
Face value | [2],[3] | $ 29,000,000 | |
Us Treasury Bills 1.57 3/12/20 [Member] | U.S. Treasuries [Member] | |||
Schedule of Investments [Line Items] | |||
Investment Interest Rate | [2] | 1.57% | |
Face value | [2] | $ 29,000,000 | |
WisdomTree Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Face value | 65,000,000 | 116,000,000 | |
WisdomTree Continuous Commodity Index Master Fund [Member] | U.S. Treasuries [Member] | |||
Schedule of Investments [Line Items] | |||
Total U.S. Treasury Obligations (Cost) | 64,990,781 | 115,820,868 | |
Face value | $ 10,999,743 | $ 9,979,447 | |
WisdomTree Continuous Commodity Index Master Fund [Member] | Us Treasury Bills 0.12 7/9/20 [Member] | U.S. Treasuries [Member] | |||
Schedule of Investments [Line Items] | |||
Investment Interest Rate | [2] | 0.12% | |
Face value | [1],[2] | $ 11,000,000 | |
WisdomTree Continuous Commodity Index Master Fund [Member] | Us Treasury Bills 0.08 7/30/20 [Member] | U.S. Treasuries [Member] | |||
Schedule of Investments [Line Items] | |||
Investment Interest Rate | [2] | 0.08% | |
Face value | [2] | $ 18,000,000 | |
WisdomTree Continuous Commodity Index Master Fund [Member] | Us Treasury Bills 0.11 8/20/20 [Member] | U.S. Treasuries [Member] | |||
Schedule of Investments [Line Items] | |||
Investment Interest Rate | [2] | 0.11% | |
Face value | [2] | $ 18,000,000 | |
WisdomTree Continuous Commodity Index Master Fund [Member] | Us Treasury Bills 0.15 9/10/20 [Member] | U.S. Treasuries [Member] | |||
Schedule of Investments [Line Items] | |||
Investment Interest Rate | [1],[2] | 0.15% | |
Face value | [2] | $ 18,000,000 | |
WisdomTree Continuous Commodity Index Master Fund [Member] | Us Treasury Bills 1.69 1/2/20 [Member] | U.S. Treasuries [Member] | |||
Schedule of Investments [Line Items] | |||
Investment Interest Rate | [2] | 1.69% | |
Face value | [2] | $ 29,000,000 | |
WisdomTree Continuous Commodity Index Master Fund [Member] | Us Treasury Bills 1.65 1/23/20 [Member] | U.S. Treasuries [Member] | |||
Schedule of Investments [Line Items] | |||
Investment Interest Rate | [2] | 1.65% | |
Face value | [2] | $ 29,000,000 | |
WisdomTree Continuous Commodity Index Master Fund [Member] | Us Treasury Bills 1.55 2/20/20 [Member] | U.S. Treasuries [Member] | |||
Schedule of Investments [Line Items] | |||
Investment Interest Rate | [1],[2] | 1.55% | |
Face value | [1],[2] | $ 29,000,000 | |
WisdomTree Continuous Commodity Index Master Fund [Member] | Us Treasury Bills 1.57 3/12/20 [Member] | U.S. Treasuries [Member] | |||
Schedule of Investments [Line Items] | |||
Investment Interest Rate | [2] | 1.57% | |
Face value | [2] | $ 29,000,000 | |
[1] | All or a portion of this security is held by the broker as collateral for open futures contracts. The securities collateral posted was comprised entirely of U.S. Treasury securities having a market value of $10,999,743 as of June 30, 2020. | ||
[2] | Interest rate shown reflects the yield to maturity at time of purchase. | ||
[3] | All or a portion of this security is held by the broker as collateral for open futures contracts. The securities collateral posted was comprised entirely of U.S. Treasury securities having a market value of $9,979,447 as of December 31, 2019. |
Consolidated Statements of Inco
Consolidated Statements of Income and Expenses (Unaudited) - USD ($) | 3 Months Ended | 6 Months Ended | |||
Jun. 30, 2020 | Jun. 30, 2019 | Jun. 30, 2020 | Jun. 30, 2019 | ||
Income: | |||||
Interest income | $ 71,845 | $ 744,029 | $ 456,166 | $ 1,620,210 | |
Expenses: | |||||
Management fee to related party (Note 8) | 153,350 | 286,421 | 377,497 | 620,182 | |
Total expenses | 153,350 | 286,421 | 377,497 | 620,182 | |
Expense waivers (Note 8) | (18,041) | (33,697) | (44,411) | (72,963) | |
Net expenses | 135,309 | 252,724 | 333,086 | 547,219 | |
Net investment income (loss) | (63,464) | 491,305 | 123,080 | 1,072,991 | |
Net Realized Gain (Loss) from: | |||||
Investments | 0 | 44 | 14,440 | (718) | |
Futures Contracts | [1] | (10,173,582) | (2,029,620) | (13,966,619) | (4,618,485) |
Net Realized Loss | (10,173,582) | (2,029,576) | (13,952,179) | (4,619,203) | |
Net Increase (Decrease) in Unrealized Appreciation/Depreciation from: | |||||
Investments | (60,941) | 14,270 | (10,519) | 12,929 | |
Futures Contracts | 14,237,053 | (41,919) | (5,508,181) | 7,150,450 | |
Net Increase (Decrease) in Unrealized Appreciation/Depreciation | 14,176,112 | (27,649) | (5,518,700) | 7,163,379 | |
Net Realized and Unrealized Gain (Loss) on Investments and Futures Contracts | 4,002,530 | (2,057,225) | (19,470,879) | 2,544,176 | |
Net Gain (Loss) | 3,939,066 | (1,565,920) | (19,347,799) | 3,617,167 | |
WisdomTree Continuous Commodity Index Master Fund [Member] | |||||
Income: | |||||
Interest income | 71,845 | 744,029 | 456,166 | 1,620,210 | |
Expenses: | |||||
Management fee to related party (Note 8) | 153,350 | 286,421 | 377,497 | 620,182 | |
Total expenses | 153,350 | 286,421 | 377,497 | 620,182 | |
Expense waivers (Note 8) | (18,041) | (33,697) | (44,411) | (72,963) | |
Net expenses | 135,309 | 252,724 | 333,086 | 547,219 | |
Net investment income (loss) | (63,464) | 491,305 | 123,080 | 1,072,991 | |
Net Realized Gain (Loss) from: | |||||
Investments | 0 | 44 | 14,440 | (718) | |
Futures Contracts | [1] | (10,173,582) | (2,029,620) | (13,966,619) | (4,618,485) |
Net Realized Loss | (10,173,582) | (2,029,576) | (13,952,179) | (4,619,203) | |
Net Increase (Decrease) in Unrealized Appreciation/Depreciation from: | |||||
Investments | (60,941) | 14,270 | (10,519) | 12,929 | |
Futures Contracts | 14,237,053 | (41,919) | (5,508,181) | 7,150,450 | |
Net Increase (Decrease) in Unrealized Appreciation/Depreciation | 14,176,112 | (27,649) | (5,518,700) | 7,163,379 | |
Net Realized and Unrealized Gain (Loss) on Investments and Futures Contracts | 4,002,530 | (2,057,225) | (19,470,879) | 2,544,176 | |
Net Gain (Loss) | $ 3,939,066 | $ (1,565,920) | $ (19,347,799) | $ 3,617,167 | |
[1] | Includes brokerage commissions of: |
Consolidated Statements of In_2
Consolidated Statements of Income and Expenses (Unaudited) (Parenthetical) - USD ($) | 3 Months Ended | 6 Months Ended | ||
Jun. 30, 2020 | Jun. 30, 2019 | Jun. 30, 2020 | Jun. 30, 2019 | |
Brokerage commissions and fees | $ 30,743 | $ 43,311 | $ 61,030 | $ 82,255 |
WisdomTree Continuous Commodity Index Master Fund [Member] | ||||
Brokerage commissions and fees | $ 30,743 | $ 43,311 | $ 61,030 | $ 82,255 |
Statement of Changes in Shareho
Statement of Changes in Shareholders' Equity (Unaudited) - USD ($) | Total | WisdomTree Continuous Commodity Index Master Fund [Member] | General Partners Capital Units [Member] | General Partners Capital Units [Member]WisdomTree Continuous Commodity Index Master Fund [Member] | General Partners Capital Units [Member]General Units [Member] | General Partners Capital Units [Member]General Units [Member]WisdomTree Continuous Commodity Index Master Fund [Member] | General Partners Capital Units [Member]Accumulated Deficit [Member] | General Partners Capital Units [Member]Accumulated Deficit [Member]WisdomTree Continuous Commodity Index Master Fund [Member] | Limited Partners Capital Units [Member] | Limited Partners Capital Units [Member]WisdomTree Continuous Commodity Index Master Fund [Member] | Limited Partners Capital Units [Member]Accumulated Deficit [Member] | Limited Partners Capital Units [Member]Accumulated Deficit [Member]WisdomTree Continuous Commodity Index Master Fund [Member] | Limited Partners Capital Units [Member]Limited Units [Member] | Limited Partners Capital Units [Member]Limited Units [Member]WisdomTree Continuous Commodity Index Master Fund [Member] | ||||
Balance at Dec. 31, 2018 | $ 154,855,001 | $ 154,855,001 | $ 875 | $ 875 | $ 1,500 | $ 1,500 | $ (625) | $ (625) | $ 154,854,126 | $ 154,854,126 | $ (144,092,358) | $ (144,092,358) | $ 298,946,484 | $ 298,946,484 | ||||
Balance (in units) at Dec. 31, 2018 | 50 | 50 | 8,850,000 | 8,850,000 | ||||||||||||||
Creation of Units | 10,509,822 | 10,509,822 | 10,509,822 | 10,509,822 | $ 10,509,822 | $ 10,509,822 | ||||||||||||
Creation of Units (in units) | 600,000 | 600,000 | ||||||||||||||||
Redemption of Units | (39,586,807) | (39,586,807) | (39,586,807) | (39,586,807) | $ (39,586,807) | $ (39,586,807) | ||||||||||||
Redemption of Units (in units) | (2,200,000) | (2,200,000) | ||||||||||||||||
Net Gain (Loss): | ||||||||||||||||||
Net Investment Income (Loss) | 1,072,991 | 1,072,991 | 6 | 6 | 6 | 6 | 1,072,985 | 1,072,985 | 1,072,985 | 1,072,985 | ||||||||
Net Realized Loss from Investments and Futures Contracts | (4,619,203) | (4,619,203) | (31) | (31) | (31) | (31) | (4,619,172) | (4,619,172) | (4,619,172) | (4,619,172) | ||||||||
Net Increase (Decrease) in Unrealized Appreciation/Depreciation from Investments and Futures Contracts | 7,163,379 | 7,163,379 | 42 | 42 | 42 | 42 | 7,163,337 | 7,163,337 | 7,163,337 | 7,163,337 | ||||||||
Net Gain (Loss) | 3,617,167 | 3,617,167 | 17 | 17 | 17 | 17 | 3,617,150 | 3,617,150 | 3,617,150 | 3,617,150 | ||||||||
Balance at Jun. 30, 2019 | 129,395,183 | 129,395,183 | 892 | 892 | $ 1,500 | $ 1,500 | (608) | (608) | 129,394,291 | 129,394,291 | (140,475,208) | (140,475,208) | $ 269,869,499 | $ 269,869,499 | ||||
Balance (in units) at Jun. 30, 2019 | 50 | 50 | 7,250,000 | 7,250,000 | ||||||||||||||
Balance at Mar. 31, 2019 | 143,407,805 | 902 | $ 1,500 | (598) | 143,406,903 | (138,909,298) | $ 282,316,201 | |||||||||||
Balance (in units) at Mar. 31, 2019 | 50 | 7,950,000 | ||||||||||||||||
Redemption of Units | (12,446,702) | (12,446,702) | $ (12,446,702) | |||||||||||||||
Redemption of Units (in units) | (700,000) | |||||||||||||||||
Net Gain (Loss): | ||||||||||||||||||
Net Investment Income (Loss) | 491,305 | 491,305 | 3 | 3 | 491,302 | 491,302 | ||||||||||||
Net Realized Loss from Investments and Futures Contracts | (2,029,576) | (2,029,576) | (15) | (15) | (2,029,561) | (2,029,561) | ||||||||||||
Net Increase (Decrease) in Unrealized Appreciation/Depreciation from Investments and Futures Contracts | (27,649) | (27,649) | 2 | 2 | (27,651) | (27,651) | ||||||||||||
Net Gain (Loss) | (1,565,920) | (1,565,920) | (10) | (10) | (1,565,910) | (1,565,910) | ||||||||||||
Balance at Jun. 30, 2019 | 129,395,183 | 129,395,183 | 892 | 892 | $ 1,500 | $ 1,500 | (608) | (608) | 129,394,291 | 129,394,291 | (140,475,208) | (140,475,208) | $ 269,869,499 | $ 269,869,499 | ||||
Balance (in units) at Jun. 30, 2019 | 50 | 50 | 7,250,000 | 7,250,000 | ||||||||||||||
Balance at Dec. 31, 2019 | 127,835,843 | 127,835,843 | 940 | 940 | $ 1,500 | $ 1,500 | (560) | (560) | 127,834,903 | 127,834,903 | (134,510,782) | (134,510,782) | $ 262,345,685 | $ 262,345,685 | ||||
Balance (in units) at Dec. 31, 2019 | 50 | 50 | 6,800,000 | 6,800,000 | ||||||||||||||
Redemption of Units | (38,838,625) | (38,838,625) | (38,838,625) | (38,838,625) | $ (38,838,625) | $ (38,838,625) | ||||||||||||
Redemption of Units (in units) | (2,350,000) | (2,350,000) | ||||||||||||||||
Net Gain (Loss): | ||||||||||||||||||
Net Investment Income (Loss) | 123,080 | 123,080 | 3 | 3 | 3 | 3 | 123,077 | 123,077 | 123,077 | 123,077 | ||||||||
Net Realized Loss from Investments and Futures Contracts | (13,952,179) | (13,952,179) | (143) | (143) | (143) | (143) | (13,952,036) | (13,952,036) | (13,952,036) | (13,952,036) | ||||||||
Net Increase (Decrease) in Unrealized Appreciation/Depreciation from Investments and Futures Contracts | (5,518,700) | (5,518,700) | (17) | (17) | (17) | (17) | (5,518,683) | (5,518,683) | (5,518,683) | (5,518,683) | ||||||||
Net Gain (Loss) | (19,347,799) | (19,347,799) | (157) | (157) | (157) | (157) | (19,347,642) | (19,347,642) | (19,347,642) | (19,347,642) | ||||||||
Balance at Jun. 30, 2020 | 69,649,419 | 69,649,419 | 783 | 783 | $ 1,500 | $ 1,500 | (717) | (717) | 69,648,636 | 69,648,636 | (153,858,424) | (153,858,424) | $ 223,507,060 | $ 223,507,060 | ||||
Balance (in units) at Jun. 30, 2020 | 50 | 50 | 4,450,000 | 4,450,000 | ||||||||||||||
Balance at Mar. 31, 2020 | 74,876,112 | 74,876,112 | 741 | 741 | $ 1,500 | $ 1,500 | (759) | (759) | 74,875,371 | 74,875,371 | (157,797,448) | (157,797,448) | $ 232,672,819 | $ 232,672,819 | ||||
Balance (in units) at Mar. 31, 2020 | 50 | 50 | 5,050,000 | 5,050,000 | ||||||||||||||
Redemption of Units | (9,165,759) | (9,165,759) | (9,165,759) | (9,165,759) | $ (9,165,759) | $ (9,165,759) | ||||||||||||
Redemption of Units (in units) | (600,000) | (600,000) | ||||||||||||||||
Net Gain (Loss): | ||||||||||||||||||
Net Investment Income (Loss) | (63,464) | (63,464) | 0 | [1] | 0 | [1] | 0 | [1] | 0 | [1] | (63,464) | (63,464) | (63,464) | (63,464) | ||||
Net Realized Loss from Investments and Futures Contracts | (10,173,582) | (10,173,582) | (103) | (103) | (103) | (103) | (10,173,479) | (10,173,479) | (10,173,479) | (10,173,479) | ||||||||
Net Increase (Decrease) in Unrealized Appreciation/Depreciation from Investments and Futures Contracts | 14,176,112 | 14,176,112 | 145 | 145 | 145 | 145 | 14,175,967 | 14,175,967 | 14,175,967 | 14,175,967 | ||||||||
Net Gain (Loss) | 3,939,066 | 3,939,066 | 42 | 42 | 42 | 42 | 3,939,024 | 3,939,024 | 3,939,024 | 3,939,024 | ||||||||
Balance at Jun. 30, 2020 | $ 69,649,419 | $ 69,649,419 | $ 783 | $ 783 | $ 1,500 | $ 1,500 | $ (717) | $ (717) | $ 69,648,636 | $ 69,648,636 | $ (153,858,424) | $ (153,858,424) | $ 223,507,060 | $ 223,507,060 | ||||
Balance (in units) at Jun. 30, 2020 | 50 | 50 | 4,450,000 | 4,450,000 | ||||||||||||||
[1] | Amount represents less than $1. |
Consolidated Statements of Cash
Consolidated Statements of Cash Flows (Unaudited) - USD ($) | 3 Months Ended | 6 Months Ended | |||
Jun. 30, 2020 | Jun. 30, 2019 | Jun. 30, 2020 | Jun. 30, 2019 | ||
Cash flows from operating activities | |||||
Net Gain (Loss) | $ (19,347,799) | $ 3,617,167 | |||
Adjustments to reconcile net gain (loss) to net cash provided by (used for) operating activities: | |||||
Purchases of investment securities | (168,658,770) | (291,508,240) | |||
Proceeds from sales/maturities of investment securities | 219,953,521 | 311,942,737 | |||
Net accretion of discount | (450,224) | (1,590,731) | |||
Net realized gain (loss) on investment securities | $ 0 | $ (44) | (14,440) | 718 | |
Net change in unrealized appreciation/depreciation from investments | 60,941 | (14,270) | 10,519 | (12,929) | |
Net change in unrealized appreciation/depreciation from futures contracts | (14,237,053) | 41,919 | 5,508,181 | (7,150,450) | |
Increase/(Decrease) in liabilities: | |||||
Net management fee payable to related party | (36,330) | (15,347) | |||
Net cash provided by operating activities | 36,964,658 | 15,282,925 | |||
Cash flows from financing activities | |||||
Proceeds from creation of Limited Units | 0 | 19,258,643 | |||
Redemption of Limited Units | (38,838,625) | (39,586,807) | |||
Net cash used for financing activities | (38,838,625) | (20,328,164) | |||
Net decrease in cash | (1,873,967) | (5,045,239) | |||
Cash at beginning of period | [1] | 5,922,177 | 10,193,423 | ||
Cash at end of period | [1] | 4,048,210 | 5,148,184 | 4,048,210 | 5,148,184 |
WisdomTree Continuous Commodity Index Master Fund [Member] | |||||
Cash flows from operating activities | |||||
Net Gain (Loss) | (19,347,799) | 3,617,167 | |||
Adjustments to reconcile net gain (loss) to net cash provided by (used for) operating activities: | |||||
Purchases of investment securities | (168,658,770) | (291,508,240) | |||
Proceeds from sales/maturities of investment securities | 219,953,521 | 311,942,737 | |||
Net accretion of discount | (450,224) | (1,590,731) | |||
Net realized gain (loss) on investment securities | 0 | (44) | (14,440) | 718 | |
Net change in unrealized appreciation/depreciation from investments | 60,941 | (14,270) | 10,519 | (12,929) | |
Net change in unrealized appreciation/depreciation from futures contracts | (14,237,053) | 41,919 | 5,508,181 | (7,150,450) | |
Increase/(Decrease) in liabilities: | |||||
Net management fee payable to related party | (36,330) | (15,347) | |||
Net cash provided by operating activities | 36,964,658 | 15,282,925 | |||
Cash flows from financing activities | |||||
Proceeds from creation of Limited Units | 0 | 19,258,643 | |||
Redemption of Limited Units | (38,838,625) | (39,586,807) | |||
Net cash used for financing activities | (38,838,625) | (20,328,164) | |||
Net decrease in cash | (1,873,967) | (5,045,239) | |||
Cash at beginning of period | [1] | 5,922,177 | 10,193,423 | ||
Cash at end of period | [1] | $ 4,048,210 | $ 5,148,184 | $ 4,048,210 | $ 5,148,184 |
[1] | Includes cash held by the broker for futures contracts. |
Organization
Organization | 6 Months Ended |
Jun. 30, 2020 | |
Text Block [Abstract] | |
Organization | (1) Organization The WisdomTree Continuous Commodity Index Fund (the “Fund”) and the WisdomTree Continuous Commodity Index Master Fund (the “Master Fund” and together with the Fund, the “Funds”) are commodity pools that were organized as Delaware statutory trusts on October 27, 2006. For each of the Funds, WisdomTree Commodity Services, LLC serves as the commodity pool operator and managing owner (the “Managing Owner”), and GreenHaven Advisors LLC serves as the commodity trading advisor (the “Sub-Adviser”). Shares representing units of fractional undivided beneficial interest in and ownership of the Fund (“Limited Units” or “Shares”) are listed on the NYSE Arca under the symbol “GCC.” Upon inception of the Fund, 50 general units of the Fund (“General Units” or “General Shares”) were issued to the Managing Owner in exchange for a capital contribution of $1,500. We refer to the General Shares and Shares collectively as “Total Shares,” and the holders of the Shares as the “Shareholders.” The Master Fund is wholly-owned by the Fund and the Managing Owner. The Fund holds no investment assets other than the Master Fund’s common units of beneficial interest (“Master Fund Units”). Each Share issued by the Fund correlates to a Master Fund Unit held by the Fund. The Fund and Master Fund commenced investment operations on January 23, 2008, with the offering of 350,000 Shares in exchange for $10,500,000. The Fund commenced trading on the American Stock Exchange (now known as the NYSE Arca) on January 24, 2008 under the symbol “GCC.” The term of the Fund is perpetual, unless terminated earlier in certain circumstances as defined in the Trust Agreements (as defined in Note 2—Service Providers and Related Party Agreements The Funds’ collective investment objective is to provide investors with exposure to the daily change in the price of a portfolio of commodities (the “Index Commodities”) comprising the Thomson Reuters Continuous Commodity Index, also known as the Continuous Commodity Total Return Index or Refinitiv Equal Weight Continuous Commodity Total Return Index (the “Index” and also known as the “CCI-TR The Fund pursues its investment objective by investing substantially all of its assets in the Master Fund. The Master Fund pursues its investment objective by actively trading exchange traded futures (“Commodity Futures”) on the Index Commodities, with a view to tracking the performance of the Index over time, regardless of whether the Index is rising, falling or flat over any particular period. The Master Fund’s portfolio (its “Portfolio”) also includes cash and short-term U.S. Treasury obligations (“U.S. Treasuries”) for deposit with the Commodity Broker (as defined below) as margin or otherwise held to cover the Master Fund’s notional exposure to Commodity Futures. The Fund continuously offers and redeems baskets of 50,000 Shares (“Baskets”) to authorized participants (“Authorized Participants”) at a price based on the Master Fund’s Net Asset Value (as defined in Note 7—Share Creations and Redemptions) The Managing Owner and the Shareholders share in any profits and losses attributable to the Fund in proportion to the percentage interest owned by each. The Managing Owner and the Funds retain the services of third party service providers for the ongoing operations of the Funds. See Note 2—Service Providers and Related Party Agreements |
Service Providers and Related P
Service Providers and Related Party Agreements | 6 Months Ended |
Jun. 30, 2020 | |
Related Party Transactions [Abstract] | |
Service Providers and Related Party Agreements | (2) Service Providers and Related Party Agreements (a) Trustee. collectively with the Fund Trust Agreement, the “Trust Agreements”), the Trustee has delegated to the Managing Owner the exclusive management and control of all aspects of the business of each of the Funds. The Trustee will accept service of legal process on the Funds in the State of Delaware and will make certain filings under the Delaware Statutory Trust Act. The Trustee does not owe any other duties to the Funds, the Managing Owner or the Shareholders. The Trustee’s principal offices are located in Wilmington, Delaware. (b) Managing Owner. (c) Sub-Adviser. sub-adviser Sub-Adviser, Sub-Adviser’s (d) Commodity Broker. give-up (e) Administrator. (f) Distributor. (g) Authorized Participant. |
Summary of Significant Accounti
Summary of Significant Accounting Policies | 6 Months Ended |
Jun. 30, 2020 | |
Accounting Policies [Abstract] | |
Summary of Significant Accounting Policies | (3) Summary of Significant Accounting Policies (a) Basis of Presentation and Consolidation The financial statements of the Fund and the Master Fund have been prepared using U.S. generally accepted accounting principles (“GAAP”) and in the opinion of management reflects all adjustments, consisting of only normal recurring adjustments, necessary for a fair statement of financial condition, results of operations, and cash flows for the period presented. The Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”) is the exclusive reference of authoritative GAAP recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the Securities and Exchange Commission (“SEC”) under the authority of federal laws are also sources of authoritative GAAP for SEC registrants. In accordance with ASC Topic 946, Financial Services-Investment Companies (“ASC Topic 946”), the Funds each qualify as an investment company and are applying ASC Topic 946 accounting and reporting guidance for investment companies. All of the capital raised by the Fund from the offering of its Shares is used to purchase Master Fund Units. The financial statements of the Fund include the balances of the Master Fund on a consolidated basis and all inter-company balances and transactions have been eliminated in the consolidation. Unaudited Interim Financial Information The financial statements as of June 30, 2020 and 2019 and for the three-months and six-months (b) Use of Estimates The preparation of the financial statements in conformity with GAAP requires the Managing Owner to make estimates and assumptions that affect the reported amounts of assets and liabilities, disclosure of contingent assets and liabilities at the date of the financial statements, and the amounts of reported income and expenses during the period. Actual results could differ from those estimates. (c) Cash Held by Broker A portion of the Master Fund’s cash is held by the Commodity Broker and is applied towards the daily variation margin movements on the Master Fund’s open Commodity Futures. The Commodity Broker allows the Master Fund to apply its U.S. Treasuries positions towards its initial margin requirement for the Master Fund’s futures positions, hence all cash held by broker is unrestricted cash. The cash and U.S. Treasuries positions are held in segregated accounts at the Commodity Broker and are not insured by the Federal Deposit Insurance Corporation. (d) U. S. Treasury Obligations The Master Fund records purchases and sales of U.S. Treasuries on a trade date basis. These holdings are marked to market based on quotations from broker-dealers or independent service providers. The Master Fund may hold U.S. Treasuries for deposit with the Commodity Broker as margin for trading and holding against initial margin of the open Commodity Futures. Interest income is recognized on an accrual basis when earned. Premiums and discounts are amortized or accreted over the life of the U.S. Treasuries. (e) Futures Contracts The Master Fund utilizes futures contracts to obtain long exposure to Commodity Futures consistent with its investment objective. These contracts are recorded on a trade date basis and open contracts are valued daily at settlement prices provided by the relevant exchanges where they are principally traded. In the Schedules of Investments, Commodity Futures are presented at their published settlement prices on the last business day of the period, in accordance with the fair value accounting standard. Since these contracts are actively traded in markets that are directly observable and which provide readily available price quotes, their market value is deemed to be their fair value under the fair value accounting standard. See Note 4 — Fair Value Measurements (f) Income Taxes The Fund and Master Fund are treated as partnerships for U.S. federal income tax purposes. Accordingly, the Fund and Master Fund are not subject to U.S. federal income tax and may not be subject to state or local income taxes. As a result, no provision for federal, state or local income taxes has been made in the accompanying consolidated financial statements, as investors are individually liable for income taxes, if any, on their allocable share of the Fund’s income, gain, loss, deductions and other items. The Fund accounts for uncertainty in income taxes pursuant to the applicable accounting standard, which provides measurement, presentation and disclosure guidance related to uncertain tax positions. The guidance addresses how tax benefits claimed or expected to be claimed on a tax return should be recorded in the financial statements. Under this topic, the Fund may recognize the tax benefit from an uncertain tax position only if it is more likely than not that the tax position will be sustained on examination by the taxing authorities based on the technical merits of the position. The tax benefits recognized in the financial statements from such a position are measured based on the largest benefit that has a greater than fifty percent likelihood of being realized upon ultimate resolution. (g) Subsequent Events For purposes of disclosure in the consolidated financial statements, the Funds have evaluated events occurring between the period ended June 30, 2020 and when the financial statements were issued on August 7 During that period, 350,000 5,818,629 100,000 1,625,102 4,700,050 Other than these events, the evaluation did not result in any subsequent events that necessitated disclosures and/or adjustments. |
Fair Value Measurements
Fair Value Measurements | 6 Months Ended |
Jun. 30, 2020 | |
Fair Value Disclosures [Abstract] | |
Fair Value Measurements | (4) Fair Value Measurements The existing guidance for fair value measurements establishes the authoritative definition for fair value, sets out a framework for measuring fair value and outlines the required disclosures regarding fair value measurements. Fair value is the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. The Managing Owner will perform other procedures (consistent with GAAP) to value an investment when a market quote is not available. The Master Fund uses a three-tier fair value hierarchy based upon observable and unobservable inputs as follows: Level 1 — Quoted prices (unadjusted) in active markets for identical assets or liabilities that the reporting entity can access at the measurement date. Level 2 — Inputs other than quoted prices included within Level 1 that are observable for the asset or liability, either directly or indirectly. Level 3 — Unobservable inputs for the asset or liability. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. The assets of the Master Fund are either exchange-traded futures contracts that are valued daily at settlement prices provided by the relevant exchanges where they are principally traded or U.S. government securities that are valued using dealer and broker quotations or other inputs that are observable or can be corroborated by observable market data. Assets and liabilities are classified in their entirety based on the lowest level of input that is significant to the fair value measurement. A summary of the Master Fund’s assets and liabilities at fair value as of June 30, 2020, classified according to the levels used to value them, is as follows: Assets Quoted Other Significant Totals U.S. Treasury Obligations $ — $ 64,990,566 $ — $ 64,990,566 Unrealized appreciation on futures contracts 653,974 — — 653,974 Total $ 653,974 $ 64,990,566 $ — $ 65,644,540 The Master Fund did not hold any Level 3 securities during the six months ended June 30, 2020. A summary of the Master Fund’s assets and liabilities at fair value as of December 31, 2019, classified according to the levels used to value them, is as follows: Assets Quoted Other Significant Totals U.S. Treasury Obligations $ — $ 115,831,172 $ — $ 115,831,172 Unrealized appreciation on futures contracts 6,162,155 — — 6,162,155 Total $ 6,162,155 $ 115,831,172 $ — $ 121,993,327 The Master Fund did not hold any Level 3 securities during the year ended December 31, 2019. |
Derivative Instruments and Hedg
Derivative Instruments and Hedging Activities | 6 Months Ended |
Jun. 30, 2020 | |
Derivative Instruments and Hedging Activities Disclosure [Abstract] | |
Derivative Instruments and Hedging Activities | (5) Derivative Instruments and Hedging Activities The Master Fund uses derivative instruments as part of its principal investment strategy to achieve its investment objective. As of June 30, 2020, the Master Fund was invested in Commodity Futures. For the six months ended June 30, 2020 and the year ended December 31, 2019, the volume of derivative activity (based on average month-end The fair value of derivative instruments at June 30, 2020 and December 31, 2019, were as follows: As of: Derivative Asset Liability June 30, 2020 Commodity Futures $ 653,974 $ — December 31, 2019 Commodity Futures $ 6,162,155 $ — (i) Values are disclosed on the Statements of Financial Condition under Net unrealized appreciation on futures contracts. (ii) Values are disclosed on the Statements of Financial Condition under Net unrealized depreciation on futures contracts The following is a summary of the realized and unrealized gains and losses of the derivative instruments utilized by the Master Fund for the three months and six months ended June 30, 2020 and 2019: Period Derivative Realized Gain (Loss) Net Increase (Decrease) in Three months ended June 30, 2020 Commodity Futures $ (10,173,582 ) $ 14,237,053 Three months ended June 30, 2019 Commodity Futures (2,029,620 ) (41,919 ) Six months Commodity Futures (13,966,619 ) (5,508,181 ) Six months Commodity Futures (4,618,485 ) 7,150,450 (i) Values are disclosed on the Statements of Income and Expenses under Net realized gain (loss) from futures contracts. (ii) Values are disclosed on the Statements of Income and Expenses under Net increase (decrease) in unrealized appreciation/depreciation from futures contracts. |
Financial Instrument Risk
Financial Instrument Risk | 6 Months Ended |
Jun. 30, 2020 | |
Investments, All Other Investments [Abstract] | |
Financial Instrument Risk | (6) Financial Instrument Risk In the normal course of its business, the Master Fund may be party to financial instruments with off-balance “off-balance Market risk is the potential for changes in the value of the financial instruments traded by the Master Fund due to market changes, including fluctuations in commodity prices. In entering into these contracts, there exists a market risk that such contracts may be significantly influenced by conditions, resulting in such contracts being less valuable. If the markets should move against all of the futures interest positions at the same time, and the Managing Owner is unable to offset such positions, the Master Fund could experience substantial losses. Credit risk is the possibility that a loss may occur due to the failure of an exchange clearinghouse to perform according to the terms of a contract. Credit risk with respect to exchange-traded instruments is reduced to the extent that an exchange or clearing organization acts as counterparty to the transactions. The Master Fund’s risk of loss in the event of counterparty default is typically limited to the amounts recognized in the Statement of Financial Condition and not represented by the contract or notional amounts of the instruments. The Fund and the Master Fund have not utilized, nor do they expect to utilize in the future, special purpose entities to facilitate off-balance off-balance |
Share Creations and Redemptions
Share Creations and Redemptions | 6 Months Ended |
Jun. 30, 2020 | |
Text Block [Abstract] | |
Share Creations and Redemptions | (7) Share Creations and Redemptions The Fund creates and redeems Shares from time to time, but only in one or more Baskets of 50,000 Shares. Authorized Participants are the only persons that may place orders to create and redeem Baskets. To compensate the Administrator for services in processing the creation and redemption of Baskets, an Authorized Participant is required to pay a transaction fee of $200 per order. “Net Asset Value” means the total assets of the Master Fund including, but not limited to, all cash and cash equivalents or other debt securities, less total liabilities of the Master Fund, each determined on the basis of generally accepted accounting principles in the United States, consistently applied under the accrual method of accounting. In particular, Net Asset Value includes any unrealized profit or loss on open Commodity Futures, and any other credit or debit accruing to the Master Fund but unpaid or not received by the Master Fund. (a) Creation of Shares General. non-refundable Determination of Required Payment. Because orders to create Baskets must be placed by 10:00 a.m. ET, but the total payment required to create a Basket during the continuous offering period will not be determined until 4:00 p.m. ET, on the date the purchase order is received, Authorized Participants will not know the total amount of the payment required to create a Basket at the time they submit an irrevocable purchase order for the Basket. The Fund’s Net Asset Value and the total amount of the payment required to create a Basket could rise or fall substantially between the time an irrevocable purchase order is submitted and the time the amount of the purchase price in respect thereof is determined. Rejection of Purchase Orders. (i) it determines that the creation order is not in proper form; (ii) the Managing Owner believes that the purchase order would have adverse tax consequences to the Fund or its Shareholders; or (iii) circumstances outside the control of the Managing Owner or the Distributor make it, for all practical purposes, not feasible to process creations of Baskets. The Distributor and the Managing Owner will not be liable for the rejection of any purchase order. (b) Redemption of Shares General. non-refundable Determination of Required Payment. Delivery of Redemption Proceeds. time-to-time, time-to-time Suspension or Rejection of Redemption Orders. A redemption order may be rejected if the order is not in proper form as described in the order form and/or Participant Agreement or if the fulfillment of the order, in the opinion of its counsel, might be unlawful. |
Operating Expenses and Brokerag
Operating Expenses and Brokerage Commissions | 6 Months Ended |
Jun. 30, 2020 | |
Text Block [Abstract] | |
Operating Expenses and Brokerage Commissions | (8) Operating Expenses and Brokerage Commissions (a) Management Fee The Master Fund pays the Managing Owner, monthly in arrears, a fee (the “Management Fee”) equal to 0.85% per annum based on the average daily Net Asset Value of the Master Fund. The Managing Owner voluntarily agreed to waive a portion of its Management Fee in the amount of 0.10% per annum reducing the Management Fee to 0.75% per annum based on the average daily Net Asset Value of the Master Fund. For the three months and six months ended June 30, 2020 and 2019, the Management Fee incurred by the Master Fund was as follows: Period Management Voluntary Net Management Three months ended June 30, 2020 $ 153,350 $ (18,041 ) $ 135,309 Three months ended June 30, 2019 $ 286,421 $ (33,697 ) $ 252,724 Six months ended June 30, 2020 $ 377,497 $ (44,411 ) $ 333,086 Six months ended June 30, 2019 $ 620,182 $ (72,963 ) $ 547,219 (b) Brokerage Commission s Brokerage commissions are charged against the Fund’s assets on a per transaction basis. The brokerage commissions incurred for the three months ended June 30, 2020 were $30,743 and for the three months ended June 30, 2019 were $43,311 and for the six months ended June 30, 2020 were $61,030 and for the six months ended June 30, 2019 were $82,255. |
Profit and Loss Allocations and
Profit and Loss Allocations and Distributions | 6 Months Ended |
Jun. 30, 2020 | |
Text Block [Abstract] | |
Profit and Loss Allocations and Distributions | (9) Profit and Loss Allocations and Distributions The Managing Owner and the Shareholders share in any profits and losses of the Fund attributable to the Fund in proportion to the percentage interest owned by each. Distributions may be made at the sole discretion of the Managing Owner on a pro-rata |
Commitments and Contingencies
Commitments and Contingencies | 6 Months Ended |
Jun. 30, 2020 | |
Commitments and Contingencies Disclosure [Abstract] | |
Commitments and Contingencies | (10) Commitments and Contingencies The Managing Owner, either in its own capacity or in its capacity as the Managing Owner and on behalf of the Funds, has entered into various service agreements that contain indemnification and exculpation provisions with respect to costs, expenses, damages, liabilities and/or claims that may be incurred by a service provider in connection with the provision of its services to the Funds. As of June 30, 2020, no party to any such service agreement has made a claim against the Funds, and it is therefore not possible to estimate the Funds’ potential future exposure under such indemnification and exculpation provisions. |
Net Asset Value and Financial H
Net Asset Value and Financial Highlights | 6 Months Ended |
Jun. 30, 2020 | |
Investment Company [Abstract] | |
Net Asset Value and Financial Highlights | (11) Net Asset Value and Financial Highlights The Fund is presenting the following Net Asset Value and financial highlights related to investment performance and operations for a Share outstanding for the three months and six months ended June 30, 2020 and 2019. Three Months Three Months Six Months Six Months Net Asset Value Net asset value per Limited Share, beginning of period $ 14.83 $ 18.04 $ 18.80 $ 17.50 Investment operations: Net realized and unrealized gain (loss) (1) 0.83 (0.25 ) (3.17 ) 0.22 Net investment income (loss) (2) (0.01 ) 0.06 0.02 0.13 Net increase (decrease) in net assets from operations 0.82 (0.19 ) (3.15 ) 0.35 Net asset value per Limited Share, end of period $ 15.65 $ 17.85 $ 15.65 $ 17.85 Total Return, at net asset value (3) 5.53 % (1.05 )% (16.76 )% 2.00 % Ratio/Supplemental Data: Net assets, end of period (000’s omitted) $ 69,649 $ 129,395 $ 69,649 $ 129,395 Ratios to average net assets of: Net investment income (4) (0.35 )% 1.46 % 0.28 % 1.47 % Expenses, prior to expense waivers (4) 0.85 % 0.85 % 0.85 % 0.85 % Expenses, net of expense waivers (4) 0.75 % 0.75 % 0.75 % 0.75 % (1) Includes brokerage commissions of less than $0.01 per share for the three months ended June 30, 2020 and 2019, respectively, and includes brokerage commissions of $0.01 per share for the six months ended June 30, 2020 and 2019, respectively. See Note 8(b) on page 25 (2) Based on average shares outstanding. (3) Total return calculated for a period of less than one year is not annualized. For the periods in which the Managing Owner waived a portion of its Management Fee, the total return would have been lower if such expenses had not been waived. See Note 8(a) on page 25 (4) Annualized. |
Additional Information
Additional Information | 6 Months Ended |
Jun. 30, 2020 | |
Additional Information [Abstract] | |
Additional Information | (12) Additional Information As previously disclosed pursuant to the Fund’s Current Report on Form 8-K filed with the SEC on July 22, 2020, the Managing Owner, on behalf of the Fund, plans to enter into an Agreement and Plan of Reorganization (the “Plan”) providing for the reorganization (the “Reorganization”) of the Fund into and with the WisdomTree Enhanced Commodity Strategy Fund (the “Acquiring Fund”), a newly created series of WisdomTree Trust. WisdomTree Trust is registered under the Investment Company Act of 1940, as amended, as an open-end management investment company. The terms of the proposed Plan, information about the Reorganization, including the reasons for the Reorganization, and information about the Acquiring Fund, will be contained in a combined proxy statement/prospectus (the “Proxy Statement/Prospectus”) with respect to a special meeting of shareholders expected to be called for the purpose of asking the Fund’s shareholders to approve the Plan. * * * * * A recent outbreak of a respiratory disease caused by a novel coronavirus (COVID-19) has spread globally in a short period of time. In an organized attempt to contain and mitigate the effects of the spread of COVID-19, governments and businesses world-wide have taken aggressive measures, including closing borders, restricting international and domestic travel, and the imposition of prolonged quarantines of large populations. COVID-19 has resulted in the disruption of and delays in the delivery of healthcare services and processes, the cancellation of organized events and educational institutions, the disruption of production and supply chains, a decline in consumer demand for certain goods and services, and general concern and uncertainty, all of which have contributed to increased volatility in global markets. The effects of COVID-19 have affected and are likely to continue to affect certain sectors and industries more dramatically than others, and the effects borne by some will negatively affect the value of the issuers in those sectors and industries, which may adversely affect the value of the Fund’s investments in those sectors or industries. COVID-19, and other epidemics and pandemics that may arise in the future, could adversely affect the economies of many nations, the global economy, individual companies and capital markets in ways that cannot be foreseen at the present time. In addition, the impact of infectious diseases in developing or emerging market countries may be greater due to limited health care resources. Political, economic and social stresses caused by COVID-19 also may exacerbate other pre-existing political, social and economic risks in certain countries. The duration of COVID-19 and its effects cannot be determined at this time, but the effects could be present for an extended period of time. It is impossible to predict the effects on the Fund of these or similar events and market conditions in the future. However, it is possible that these or similar events and market conditions could have a significant and adverse effect on the NAV and/or risk profile of the Fund. |
Summary of Significant Accoun_2
Summary of Significant Accounting Policies (Policies) | 6 Months Ended |
Jun. 30, 2020 | |
Accounting Policies [Abstract] | |
Basis of Presentation and Consolidation | (a) Basis of Presentation and Consolidation The financial statements of the Fund and the Master Fund have been prepared using U.S. generally accepted accounting principles (“GAAP”) and in the opinion of management reflects all adjustments, consisting of only normal recurring adjustments, necessary for a fair statement of financial condition, results of operations, and cash flows for the period presented. The Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”) is the exclusive reference of authoritative GAAP recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the Securities and Exchange Commission (“SEC”) under the authority of federal laws are also sources of authoritative GAAP for SEC registrants. In accordance with ASC Topic 946, Financial Services-Investment Companies (“ASC Topic 946”), the Funds each qualify as an investment company and are applying ASC Topic 946 accounting and reporting guidance for investment companies. All of the capital raised by the Fund from the offering of its Shares is used to purchase Master Fund Units. The financial statements of the Fund include the balances of the Master Fund on a consolidated basis and all inter-company balances and transactions have been eliminated in the consolidation. Unaudited Interim Financial Information The financial statements as of June 30, 2020 and 2019 and for the three-months and six-months |
Use of Estimates | (b) Use of Estimates The preparation of the financial statements in conformity with GAAP requires the Managing Owner to make estimates and assumptions that affect the reported amounts of assets and liabilities, disclosure of contingent assets and liabilities at the date of the financial statements, and the amounts of reported income and expenses during the period. Actual results could differ from those estimates. |
Cash Held by Broker | (c) Cash Held by Broker A portion of the Master Fund’s cash is held by the Commodity Broker and is applied towards the daily variation margin movements on the Master Fund’s open Commodity Futures. The Commodity Broker allows the Master Fund to apply its U.S. Treasuries positions towards its initial margin requirement for the Master Fund’s futures positions, hence all cash held by broker is unrestricted cash. The cash and U.S. Treasuries positions are held in segregated accounts at the Commodity Broker and are not insured by the Federal Deposit Insurance Corporation. |
U. S. Treasury Obligations | (d) U. S. Treasury Obligations The Master Fund records purchases and sales of U.S. Treasuries on a trade date basis. These holdings are marked to market based on quotations from broker-dealers or independent service providers. The Master Fund may hold U.S. Treasuries for deposit with the Commodity Broker as margin for trading and holding against initial margin of the open Commodity Futures. Interest income is recognized on an accrual basis when earned. Premiums and discounts are amortized or accreted over the life of the U.S. Treasuries. |
Futures Contracts | (e) Futures Contracts The Master Fund utilizes futures contracts to obtain long exposure to Commodity Futures consistent with its investment objective. These contracts are recorded on a trade date basis and open contracts are valued daily at settlement prices provided by the relevant exchanges where they are principally traded. In the Schedules of Investments, Commodity Futures are presented at their published settlement prices on the last business day of the period, in accordance with the fair value accounting standard. Since these contracts are actively traded in markets that are directly observable and which provide readily available price quotes, their market value is deemed to be their fair value under the fair value accounting standard. See Note 4 — Fair Value Measurements |
Income Taxes | (f) Income Taxes The Fund and Master Fund are treated as partnerships for U.S. federal income tax purposes. Accordingly, the Fund and Master Fund are not subject to U.S. federal income tax and may not be subject to state or local income taxes. As a result, no provision for federal, state or local income taxes has been made in the accompanying consolidated financial statements, as investors are individually liable for income taxes, if any, on their allocable share of the Fund’s income, gain, loss, deductions and other items. The Fund accounts for uncertainty in income taxes pursuant to the applicable accounting standard, which provides measurement, presentation and disclosure guidance related to uncertain tax positions. The guidance addresses how tax benefits claimed or expected to be claimed on a tax return should be recorded in the financial statements. Under this topic, the Fund may recognize the tax benefit from an uncertain tax position only if it is more likely than not that the tax position will be sustained on examination by the taxing authorities based on the technical merits of the position. The tax benefits recognized in the financial statements from such a position are measured based on the largest benefit that has a greater than fifty percent likelihood of being realized upon ultimate resolution. |
Subsequent Events | (g) Subsequent Events For purposes of disclosure in the consolidated financial statements, the Funds have evaluated events occurring between the period ended June 30, 2020 and when the financial statements were issued on August 7 During that period, 350,000 5,818,629 100,000 1,625,102 4,700,050 Other than these events, the evaluation did not result in any subsequent events that necessitated disclosures and/or adjustments. |
Fair Value Measurements (Tables
Fair Value Measurements (Tables) | 6 Months Ended |
Jun. 30, 2020 | |
Fair Value Disclosures [Abstract] | |
Schedule of the Summary of the Master Fund's Assets and Liabilities at Fair Value, Classified According to the Levels Used to Value Them | A summary of the Master Fund’s assets and liabilities at fair value as of June 30, 2020, classified according to the levels used to value them, is as follows: Assets Quoted Other Significant Totals U.S. Treasury Obligations $ — $ 64,990,566 $ — $ 64,990,566 Unrealized appreciation on futures contracts 653,974 — — 653,974 Total $ 653,974 $ 64,990,566 $ — $ 65,644,540 The Master Fund did not hold any Level 3 securities during the six months ended June 30, 2020. A summary of the Master Fund’s assets and liabilities at fair value as of December 31, 2019, classified according to the levels used to value them, is as follows: Assets Quoted Other Significant Totals U.S. Treasury Obligations $ — $ 115,831,172 $ — $ 115,831,172 Unrealized appreciation on futures contracts 6,162,155 — — 6,162,155 Total $ 6,162,155 $ 115,831,172 $ — $ 121,993,327 |
Derivative Instruments and He_2
Derivative Instruments and Hedging Activities (Tables) | 6 Months Ended |
Jun. 30, 2020 | |
Derivative Instruments and Hedging Activities Disclosure [Abstract] | |
Schedule of Fair Value of Derivative Instruments | The fair value of derivative instruments at June 30, 2020 and December 31, 2019, were as follows: As of: Derivative Asset Liability June 30, 2020 Commodity Futures $ 653,974 $ — December 31, 2019 Commodity Futures $ 6,162,155 $ — (i) Values are disclosed on the Statements of Financial Condition under Net unrealized appreciation on futures contracts. (ii) Values are disclosed on the Statements of Financial Condition under Net unrealized depreciation on futures contracts |
Schedule of Summary of Realized and Unrealized Gains and Losses of Derivative Instruments Utilized by Master Fund | The following is a summary of the realized and unrealized gains and losses of the derivative instruments utilized by the Master Fund for the three months and six months ended June 30, 2020 and 2019: Period Derivative Realized Gain (Loss) Net Increase (Decrease) in Three months ended June 30, 2020 Commodity Futures $ (10,173,582 ) $ 14,237,053 Three months ended June 30, 2019 Commodity Futures (2,029,620 ) (41,919 ) Six months Commodity Futures (13,966,619 ) (5,508,181 ) Six months Commodity Futures (4,618,485 ) 7,150,450 (i) Values are disclosed on the Statements of Income and Expenses under Net realized gain (loss) from futures contracts. (ii) Values are disclosed on the Statements of Income and Expenses under Net increase (decrease) in unrealized appreciation/depreciation from futures contracts. |
Operating Expenses and Broker_2
Operating Expenses and Brokerage Commissions (Tables) | 6 Months Ended |
Jun. 30, 2020 | |
Text Block [Abstract] | |
Management Fee Incurred by Master Fund | For the three months and six months ended June 30, 2020 and 2019, the Management Fee incurred by the Master Fund was as follows: Period Management Voluntary Net Management Three months ended June 30, 2020 $ 153,350 $ (18,041 ) $ 135,309 Three months ended June 30, 2019 $ 286,421 $ (33,697 ) $ 252,724 Six months ended June 30, 2020 $ 377,497 $ (44,411 ) $ 333,086 Six months ended June 30, 2019 $ 620,182 $ (72,963 ) $ 547,219 |
Net Asset Value and Financial_2
Net Asset Value and Financial Highlights (Tables) | 6 Months Ended |
Jun. 30, 2020 | |
Investment Company [Abstract] | |
Schedule of Net Asset Value and Financial Highlights | The Fund is presenting the following Net Asset Value and financial highlights related to investment performance and operations for a Share outstanding for the three months and six months ended June 30, 2020 and 2019. Three Months Three Months Six Months Six Months Net Asset Value Net asset value per Limited Share, beginning of period $ 14.83 $ 18.04 $ 18.80 $ 17.50 Investment operations: Net realized and unrealized gain (loss) (1) 0.83 (0.25 ) (3.17 ) 0.22 Net investment income (loss) (2) (0.01 ) 0.06 0.02 0.13 Net increase (decrease) in net assets from operations 0.82 (0.19 ) (3.15 ) 0.35 Net asset value per Limited Share, end of period $ 15.65 $ 17.85 $ 15.65 $ 17.85 Total Return, at net asset value (3) 5.53 % (1.05 )% (16.76 )% 2.00 % Ratio/Supplemental Data: Net assets, end of period (000’s omitted) $ 69,649 $ 129,395 $ 69,649 $ 129,395 Ratios to average net assets of: Net investment income (4) (0.35 )% 1.46 % 0.28 % 1.47 % Expenses, prior to expense waivers (4) 0.85 % 0.85 % 0.85 % 0.85 % Expenses, net of expense waivers (4) 0.75 % 0.75 % 0.75 % 0.75 % (1) Includes brokerage commissions of less than $0.01 per share for the three months ended June 30, 2020 and 2019, respectively, and includes brokerage commissions of $0.01 per share for the six months ended June 30, 2020 and 2019, respectively. See Note 8(b) on page 25 (2) Based on average shares outstanding. (3) Total return calculated for a period of less than one year is not annualized. For the periods in which the Managing Owner waived a portion of its Management Fee, the total return would have been lower if such expenses had not been waived. See Note 8(a) on page 25 (4) Annualized. |
Organization - Additional Infor
Organization - Additional Information (Detail) - USD ($) | 1 Months Ended | 6 Months Ended | |
Jan. 23, 2008 | Jun. 30, 2020 | Dec. 31, 2019 | |
Organization [Line Items] | |||
General units of the fund (in units) | 50 | 50 | |
Number of shares for creation and redemption from fund by authorized participants in specified quantity | 50,000 | ||
WisdomTree Continuous Commodity Index Master Fund [Member] | |||
Organization [Line Items] | |||
General units of the fund (in units) | 50 | 50 | |
Capital contribution in exchange for general units issued | $ 1,500 | ||
Value of shares offered for investment operations | $ 10,500,000 | ||
Number of shares offered for investment operations (in shares) | 350,000 |
Service Providers and Related_2
Service Providers and Related Party Agreements - Additional Information (Detail) | 6 Months Ended |
Jun. 30, 2020shares | |
Related Party Transactions [Abstract] | |
Number of shares for creation and redemption from fund by authorized participants in specified quantity | 50,000 |
Summary of Significant Accoun_3
Summary of Significant Accounting Policies - Additional Information (Detail) - USD ($) | Aug. 31, 2020 | Jun. 30, 2020 | Jun. 30, 2019 | Jun. 30, 2020 | Jun. 30, 2019 | Dec. 31, 2019 |
Subsequent Event [Line Items] | ||||||
Creation of Units | $ 10,509,822 | |||||
Redemption of Units | $ 9,165,759 | $ 12,446,702 | $ 38,838,625 | 39,586,807 | ||
Paid in capital redeemable shares outstanding | 4,450,000 | 4,450,000 | 6,800,000 | |||
Limited Partners Capital Units [Member] | ||||||
Subsequent Event [Line Items] | ||||||
Creation of Units | 10,509,822 | |||||
Redemption of Units | $ 9,165,759 | $ 12,446,702 | $ 38,838,625 | 39,586,807 | ||
Limited Partners Capital Units [Member] | Limited Units [Member] | ||||||
Subsequent Event [Line Items] | ||||||
Creation of Units | $ 10,509,822 | |||||
Creation of Units (in units) | 600,000 | |||||
Redemption of Units (in units) | 600,000 | 700,000 | 2,350,000 | 2,200,000 | ||
Redemption of Units | $ 9,165,759 | $ 12,446,702 | $ 38,838,625 | $ 39,586,807 | ||
Limited Partners Capital Units [Member] | Subsequent Event [Member] | Limited Units [Member] | ||||||
Subsequent Event [Line Items] | ||||||
Creation of Units | $ 5,818,629 | |||||
Creation of Units (in units) | 350,000 | |||||
Redemption of Units (in units) | 100,000 | |||||
Redemption of Units | $ 1,625,102 | |||||
Paid in capital redeemable shares outstanding | 4,700,050 |
Fair Value Measurements - Sched
Fair Value Measurements - Schedule of the Summary of the Master Fund's Assets and Liabilities at Fair Value, Classified According to the Levels Used to Value Them (Detail) - USD ($) | Jun. 30, 2020 | Dec. 31, 2019 |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Total Derivatives | $ 65,644,540 | $ 121,993,327 |
U.S. Treasuries [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Total Derivatives | 64,990,566 | 115,831,172 |
Futures [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Asset Derivatives | 653,974 | 6,162,155 |
Total Derivatives | 653,974 | 6,162,155 |
Quoted Prices in Active Market (Level 1) [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Total Derivatives | 653,974 | 6,162,155 |
Quoted Prices in Active Market (Level 1) [Member] | Futures [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Liability Derivatives | 653,974 | 6,162,155 |
Other Significant Observable Inputs (Level 2) [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Total Derivatives | 64,990,566 | 115,831,172 |
Other Significant Observable Inputs (Level 2) [Member] | U.S. Treasuries [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Asset Derivatives | $ 64,990,566 | $ 115,831,172 |
Derivative Instruments and He_3
Derivative Instruments and Hedging Activities - Additional Information (Detail) - USD ($) | Jun. 30, 2020 | Dec. 31, 2019 |
Open Coal Futures Contracts [Member] | ||
Derivative [Line Items] | ||
Average month end notional amount of derivative | $ 90,367,283 | $ 134,094,833 |
Derivative Instruments and He_4
Derivative Instruments and Hedging Activities - Schedule of Fair Value of Derivative Instruments (Detail) - USD ($) | Jun. 30, 2020 | Dec. 31, 2019 |
Futures [Member] | ||
Derivative [Line Items] | ||
Asset Derivatives | $ 653,974 | $ 6,162,155 |
Derivative Instruments and He_5
Derivative Instruments and Hedging Activities - Schedule of Summary of Realized and Unrealized Gains and Losses of Derivative Instruments Utilized by Master Fund (Detail) - USD ($) | 3 Months Ended | 6 Months Ended | |||
Jun. 30, 2020 | Jun. 30, 2019 | Jun. 30, 2020 | Jun. 30, 2019 | ||
Derivative [Line Items] | |||||
Realized Gain (Loss) on Derivative Instruments | [1] | $ (10,173,582) | $ (2,029,620) | $ (13,966,619) | $ (4,618,485) |
Net Increase (Decrease) in Unrealized Appreciation/Depreciation on Derivative Instruments | 14,237,053 | (41,919) | (5,508,181) | 7,150,450 | |
Futures [Member] | |||||
Derivative [Line Items] | |||||
Realized Gain (Loss) on Derivative Instruments | (10,173,582) | (2,029,620) | (13,966,619) | (4,618,485) | |
Net Increase (Decrease) in Unrealized Appreciation/Depreciation on Derivative Instruments | $ 14,237,053 | $ (41,919) | $ (5,508,181) | $ 7,150,450 | |
[1] | Includes brokerage commissions of: |
Share Creations and Redemptio_2
Share Creations and Redemptions - Additional Information (Detail) | 6 Months Ended |
Jun. 30, 2020USD ($)shares | |
Share Creations And Redemptions [Abstract] | |
Number of shares for creation and redemption from fund by authorized participants in specified quantity | 50,000 |
Transaction fee per order | $ | $ 200 |
Number of shares purchased from fund by authorized participants in specified quantity | 50,000 |
Description of calculations methodology use in NAV at time of purchase | The total payment required to create each Basket is the Net Asset Value of 50,000 Shares as of the closing time of the NYSE Arca or the last to close of the exchanges on which the Index Commodities are traded, whichever is later, on the purchase order date. Baskets will be issued as of 12:00 p.m. ET, on the business day immediately following the purchase order date at the Net Asset Value per Share as of the closing time of the NYSE Arca or the last to close of the exchanges on which the Index Commodities are traded, whichever is later, on the purchase order date during the continuous offering period, but only if the required payment has been timely received. |
Description of calculations methodology use in NAV at time of redemption | The redemption proceeds from the Fund consists of the cash redemption amount equal to the Net Asset Value of the number of Basket(s) requested in the Authorized Participant’s redemption order as of the closing time of the NYSE Arca or the last to close of the exchanges on which the Index Commodities are traded, whichever is later, on the redemption order date. |
Operating Expenses and Broker_3
Operating Expenses and Brokerage Commissions - Additional Information (Detail) - USD ($) | 3 Months Ended | 6 Months Ended | ||
Jun. 30, 2020 | Jun. 30, 2019 | Jun. 30, 2020 | Jun. 30, 2019 | |
Operating Expenses And Offering Costs [Line Items] | ||||
Brokerage commissions | $ 30,743 | $ 43,311 | $ 61,030 | $ 82,255 |
WisdomTree Continuous Commodity Index Master Fund [Member] | ||||
Operating Expenses And Offering Costs [Line Items] | ||||
Original management fees paid to managing owner as percentage of NAV of master fund | 0.85% | |||
Reduction in management fees paid to managing owner as percentage of NAV of fund | 0.10% | |||
Management fees paid to managing owner as percentage of NAV of master fund | 0.75% | |||
Brokerage commissions | $ 30,743 | $ 43,311 | $ 61,030 | $ 82,255 |
Operating Expenses and Broker_4
Operating Expenses and Brokerage Commissions - Management Fee Incurred by Master Fund (Detail) - USD ($) | 3 Months Ended | 6 Months Ended | ||
Jun. 30, 2020 | Jun. 30, 2019 | Jun. 30, 2020 | Jun. 30, 2019 | |
Operating Expenses And Offering Costs [Line Items] | ||||
Management Fee | $ 153,350 | $ 286,421 | $ 377,497 | $ 620,182 |
Voluntary Fee Waiver | (18,041) | (33,697) | (44,411) | (72,963) |
Net Management Fee | 135,309 | 252,724 | 333,086 | 547,219 |
Asset Management [Member] | ||||
Operating Expenses And Offering Costs [Line Items] | ||||
Management Fee | $ 153,350 | $ 286,421 | $ 377,497 | $ 620,182 |
Net Asset Value and Financial_3
Net Asset Value and Financial Highlights - Schedule of Net Asset Value and Financial Highlights (Detail) - USD ($) | 3 Months Ended | 6 Months Ended | ||||||
Jun. 30, 2020 | Jun. 30, 2019 | Jun. 30, 2020 | Jun. 30, 2019 | Mar. 31, 2020 | Dec. 31, 2019 | Mar. 31, 2019 | Dec. 31, 2018 | |
Investment operations: | ||||||||
Total Return, at net asset value | 5.53% | (1.05%) | (16.76%) | 2.00% | ||||
Ratio/Supplemental Data: | ||||||||
Net assets, end of period | $ 69,649,419 | $ 129,395,183 | $ 69,649,419 | $ 129,395,183 | $ 74,876,112 | $ 127,835,843 | $ 143,407,805 | $ 154,855,001 |
Ratios to average net assets of: | ||||||||
Net investment income | (0.35%) | 1.46% | 0.28% | 1.47% | ||||
Expenses, prior to expense waivers | 0.85% | 0.85% | 0.85% | 0.85% | ||||
Expenses, net of expense waivers | 0.75% | 0.75% | 0.75% | 0.75% | ||||
Limited Units [Member] | ||||||||
Net Asset Value | ||||||||
Net asset value per Limited Share, beginning of period | $ 14.83 | $ 18.04 | $ 18.80 | $ 17.50 | ||||
Investment operations: | ||||||||
Net realized and unrealized gain (loss) | 0.83 | (0.25) | (3.17) | 0.22 | ||||
Net investment income (loss) | (0.01) | 0.06 | 0.02 | 0.13 | ||||
Net increase (decrease) in net assets from operations | 0.82 | (0.19) | (3.15) | 0.35 | ||||
Net asset value per Limited Share, end of period | $ 15.65 | $ 17.85 | $ 15.65 | $ 17.85 | ||||
Ratio/Supplemental Data: | ||||||||
Net assets, end of period | $ 69,649 | $ 129,395 | $ 69,649 | $ 129,395 |
Net Asset Value and Financial_4
Net Asset Value and Financial Highlights - Schedule of Net Asset Value and Financial Highlights (Parenthetical) (Detail) - $ / shares | 3 Months Ended | 6 Months Ended | ||
Jun. 30, 2020 | Jun. 30, 2019 | Jun. 30, 2020 | Jun. 30, 2019 | |
Maximum [Member] | ||||
Investment Company, Financial Highlights [Line Items] | ||||
Brokerage fees/commissions, per share | $ 0.01 | $ 0.01 | $ 0.01 | $ 0.01 |