Schedule of Investments | 12 Months Ended |
Dec. 31, 2015USD ($)Contract | Dec. 31, 2014USD ($)Contract |
U.S. Treasury Obligations | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 66.80% | 74.93% |
Fair Value | | $ 149,980,000 | $ 199,995,250 |
Face Value | | 150,000,000 | 200,000,000 |
Total U.S. Treasury Obligations (cost) | | $ 149,963,671 | $ 199,994,069 |
U.S. Treasury Obligations | U.S. Treasury Bills, 0.01% due January 22, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | 37.47% |
Fair Value | | | $ 99,998,600 |
Face Value | | | $ 100,000,000 |
Investment Interest Rate | | | 0.01% |
U.S. Treasury Obligations | U.S. Treasury Bills, 0.03% due March 12, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | 18.73% |
Fair Value | | | $ 49,998,100 |
Face Value | | | $ 50,000,000 |
Investment Interest Rate | | | 0.03% |
U.S. Treasury Obligations | U.S. Treasury Bills, 0.06% due March 26, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | 18.73% |
Fair Value | | | $ 49,998,550 |
Face Value | | | $ 50,000,000 |
Investment Interest Rate | | | 0.06% |
U.S. Treasury Obligations | U.S. Treasury Bills, 0.17% due January 28, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 22.27% | |
Fair Value | | $ 49,995,900 | |
Face Value | | $ 50,000,000 | |
Investment Interest Rate | | 0.17% | |
U.S. Treasury Obligations | U.S. Treasury Bills, 0.14% due February 11, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 22.27% | |
Fair Value | | $ 49,993,400 | |
Face Value | | $ 50,000,000 | |
Investment Interest Rate | | 0.14% | |
U.S. Treasury Obligations | U.S. Treasury Bills, 0.28% due March 17, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 22.26% | |
Fair Value | | $ 49,990,700 | |
Face Value | | $ 50,000,000 | |
Investment Interest Rate | | 0.28% | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (3.88%) | (10.21%) |
Fair Value | | $ (8,705,967) | $ (27,249,076) |
Notional Value | | $ 224,263,539 | $ 266,577,952 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton contracts, settlement date, May 06, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.01%) | |
Fair Value | | $ (12,455) | |
Notional Value | | $ 4,391,535 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 137 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold contracts, settlement date, April 27, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.09%) | |
Fair Value | | $ (211,170) | |
Notional Value | | $ 4,349,280 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 41 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date, April 14, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.07%) | |
Fair Value | | $ (148,820) | |
Notional Value | | $ 3,086,460 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 117 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle contracts, settlement date, April 29, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.04%) | |
Fair Value | | $ (86,140) | |
Notional Value | | $ 4,525,580 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 82 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa contracts, settlement date May 13, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 0.05% | |
Fair Value | | $ 113,380 | |
Notional Value | | $ 4,393,590 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 137 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa Contracts, Settlement date March 15, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 0.05% | |
Fair Value | | $ 119,700 | |
Notional Value | | $ 4,399,070 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 137 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee Contracts, Settlement date May 18, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.04%) | |
Fair Value | | $ (96,862) | |
Notional Value | | $ 4,395,300 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 91 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee Contracts, Settlement date March 19, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.28%) |
Fair Value | | | $ (747,038) |
Notional Value | | | $ 5,185,425 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 83 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper Contracts, Settlement date May 26, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.15%) | |
Fair Value | | $ (338,513) | |
Notional Value | | $ 4,390,075 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 82 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper contracts, Settlement date March 27, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.21%) |
Fair Value | | | $ (559,600) |
Notional Value | | | $ 5,227,175 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 74 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn Contracts, Settlement date May 13, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.14%) | |
Fair Value | | $ (315,375) | |
Notional Value | | $ 4,410,450 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 242 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn Contracts, Settlement date March 14, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.13%) | |
Fair Value | | $ (301,212) | |
Notional Value | | $ 4,340,875 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 242 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle Contracts, Settlement date April 30, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | 0.08% |
Fair Value | | | $ 218,730 |
Notional Value | | | $ 5,261,760 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 81 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Contracts, Settlement date March 27, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.29%) |
Fair Value | | | $ (786,680) |
Notional Value | | | $ 3,111,480 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 108 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Contracts, Settlement date March 29, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.11%) | |
Fair Value | | $ (238,510) | |
Notional Value | | $ 2,625,700 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 110 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Contracts, Settlement date February 25, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.14%) | |
Fair Value | | $ (318,070) | |
Notional Value | | $ 2,599,300 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 110 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD Contracts, Settlement date March 31, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.50%) |
Fair Value | | | $ (1,337,461) |
Notional Value | | | $ 3,104,594 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 41 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD Contracts, Settlement date March 31, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.32%) | |
Fair Value | | $ (719,783) | |
Notional Value | | $ 2,647,436 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 54 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD Contracts, Settlement date February 29, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.35%) | |
Fair Value | | $ (789,184) | |
Notional Value | | $ 2,605,705 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 54 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum Contracts, Settlement date, April 27, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.11%) | |
Fair Value | | $ (254,960) | |
Notional Value | | $ 6,565,020 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 147 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver Contracts, Settlement date, May 26, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.17%) | |
Fair Value | | $ (374,635) | |
Notional Value | | $ 4,426,880 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 64 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver Contracts, Settlement date, March 29, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.18%) | |
Fair Value | | $ (414,395) | |
Notional Value | | $ 4,416,960 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 64 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Contracts, Settlement date, March 14, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.10%) | |
Fair Value | | $ (231,875) | |
Notional Value | | $ 4,364,463 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 101 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Contracts, Settlement date, May 13, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.10%) | |
Fair Value | | $ (221,537) | |
Notional Value | | $ 4,390,975 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 101 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil Contracts, Settlement date, March 14, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 0.12% | |
Fair Value | | $ 277,464 | |
Notional Value | | $ 4,372,650 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 237 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee Contracts, Settlement date, March 18, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.05%) | |
Fair Value | | $ (118,144) | |
Notional Value | | $ 4,323,638 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 91 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Contracts, settlement date January 27, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.18%) | |
Fair Value | | $ (395,510) | |
Notional Value | | $ 2,594,070 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 111 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar Contracts, settlement date April 29, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 0.26% | |
Fair Value | | $ 591,270 | |
Notional Value | | $ 4,411,546 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 264 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean contracts, settlement date July 14, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.03%) |
Fair Value | | | $ (92,050) |
Notional Value | | | $ 5,236,850 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 101 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil contracts, settlement date July 14, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.04%) |
Fair Value | | | $ (102,582) |
Notional Value | | | $ 5,253,570 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 269 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil Contracts, Settlement date, May 14, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.13%) |
Fair Value | | | $ (336,222) |
Notional Value | | | $ 5,221,290 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 269 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil Contracts, Settlement date, March 13, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.13%) |
Fair Value | | | $ (337,578) |
Notional Value | | | $ 5,206,680 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 270 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa contracts, settlement date July 16, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | 0.03% |
Fair Value | | | $ 83,950 |
Notional Value | | | $ 5,229,090 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 181 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee contracts, settlement date July 21, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.25%) |
Fair Value | | | $ (671,513) |
Notional Value | | | $ 5,285,925 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 82 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper contracts, settlement date July 29, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.12%) |
Fair Value | | | $ (320,262) |
Notional Value | | | $ 5,227,175 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 74 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn contracts, settlement date July 14, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | 0.04% |
Fair Value | | | $ 101,863 |
Notional Value | | | $ 5,321,250 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 258 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton contracts, settlement date July 09, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | [1] | | 0.00% |
Fair Value | | | $ 5,610 |
Notional Value | | | $ 5,301,000 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 171 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton contracts, settlement date March 08, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.02%) | |
Fair Value | | $ (35,815) | |
Notional Value | | $ 4,366,320 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 138 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold contracts, settlement date June 26, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | 0.03% |
Fair Value | | | $ 88,470 |
Notional Value | | | $ 5,215,760 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 44 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date July 15, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.07%) |
Fair Value | | | $ (176,480) |
Notional Value | | | $ 4,098,510 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 113 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date June 12, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.07%) |
Fair Value | | | $ (188,950) |
Notional Value | | | $ 4,138,060 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 113 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Light, Sweet Crude Oil contracts, settlement date May 19, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.33%) |
Fair Value | | | $ (893,390) |
Notional Value | | | $ 3,172,050 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 57 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Light, Sweet Crude Oil contracts, settlement date April 21, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.38%) |
Fair Value | | | $ (1,019,440) |
Notional Value | | | $ 3,187,680 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 58 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle contracts, settlement date June 30, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.04%) |
Fair Value | | | $ (114,190) |
Notional Value | | | $ 5,080,720 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 82 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas contracts, settlement date May 27, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.25%) |
Fair Value | | | $ (668,300) |
Notional Value | | | $ 3,189,240 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 108 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas contracts, settlement date April 28, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.26%) |
Fair Value | | | $ (694,840) |
Notional Value | | | $ 3,136,320 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 108 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date May 29, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.33%) |
Fair Value | | | $ (873,041) |
Notional Value | | | $ 3,200,602 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 42 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date April 30, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.32%) |
Fair Value | | | $ (861,353) |
Notional Value | | | $ 3,105,627 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 41 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum contracts, settlement date July 29, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | 0.01% |
Fair Value | | | $ 33,995 |
Notional Value | | | $ 7,871,500 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 130 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver contracts, settlement date July 29, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.02%) |
Fair Value | | | $ (47,050) |
Notional Value | | | $ 5,168,460 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 66 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar contracts, settlement date June 30, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.17%) |
Fair Value | | | $ (441,795) |
Notional Value | | | $ 5,363,120 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 314 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat contracts, settlement date July 14, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | 0.12% |
Fair Value | | | $ 314,688 |
Notional Value | | | $ 5,258,000 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 176 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa contracts, settlement date March 16, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.12%) |
Fair Value | | | $ (316,920) |
Notional Value | | | $ 5,267,100 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 181 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper contracts, settlement date March 29, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.14%) | |
Fair Value | | $ (309,850) | |
Notional Value | | $ 4,376,750 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 82 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil contracts, settlement date May 13, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 0.13% | |
Fair Value | | $ 288,294 | |
Notional Value | | $ 4,402,512 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 237 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat contracts, settlement date May 13, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.13%) | |
Fair Value | | $ (298,525) | |
Notional Value | | $ 4,407,625 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 185 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa contracts, settlement date May 13, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.13%) |
Fair Value | | | $ (334,480) |
Notional Value | | | $ 5,234,520 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 181 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee contracts, settlement date May 18, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.27%) |
Fair Value | | | $ (719,438) |
Notional Value | | | $ 5,205,975 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 82 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper contracts, settlement date May 27, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.22%) |
Fair Value | | | $ (584,150) |
Notional Value | | | $ 5,223,475 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 74 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn contracts, settlement date May 14, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | 0.09% |
Fair Value | | | $ 250,975 |
Notional Value | | | $ 5,234,175 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 258 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn contracts, settlement date March 13, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | 0.09% |
Fair Value | | | $ 242,600 |
Notional Value | | | $ 5,141,150 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 259 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton contracts, settlement date May 06, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.12%) |
Fair Value | | | $ (316,150) |
Notional Value | | | $ 5,221,485 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 171 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton contracts, settlement date March 09, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.27%) |
Fair Value | | | $ (716,905) |
Notional Value | | | $ 5,153,085 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 171 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date April 15, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.07%) |
Fair Value | | | $ (197,270) |
Notional Value | | | $ 3,764,030 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 113 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver contracts, settlement date May 27, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.35%) |
Fair Value | | | $ (940,295) |
Notional Value | | | $ 5,236,720 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 67 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Contracts, settlement date May 14, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.07%) |
Fair Value | | | $ (199,812) |
Notional Value | | | $ 5,204,025 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 101 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar Contracts, settlement date April 30, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.31%) |
Fair Value | | | $ (834,389) |
Notional Value | | | $ 5,263,776 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 315 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat contracts settlement, date May 14, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | 0.04% |
Fair Value | | | $ 106,325 |
Notional Value | | | $ 5,231,600 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 176 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold contracts, settlement date February 25, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.18%) | |
Fair Value | | $ (401,480) | |
Notional Value | | $ 4,452,840 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 42 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold Contracts, Settlement date April 28, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.17%) |
Fair Value | | | $ (446,860) |
Notional Value | | | $ 5,213,560 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 44 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold contracts, settlement date February 25, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.13%) |
Fair Value | | | $ (335,420) |
Notional Value | | | $ 5,210,040 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 44 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date February 12, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.11%) | |
Fair Value | | $ (239,750) | |
Notional Value | | $ 2,798,640 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 117 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date February 13, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.12%) |
Fair Value | | | $ (315,750) |
Notional Value | | | $ 3,670,240 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 113 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Light, Sweet Crude Oil contracts, settlement date March 20, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.57%) |
Fair Value | | | $ (1,532,690) |
Notional Value | | | $ 3,147,080 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 58 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Light, Sweet Crude Oil contracts, settlement date February 20, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.58%) |
Fair Value | | | $ (1,560,200) |
Notional Value | | | $ 3,114,600 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 58 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Light, Sweet Crude Oil contracts, settlement date January 20, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.58%) |
Fair Value | | | $ (1,550,530) |
Notional Value | | | $ 3,089,660 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 58 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle contracts, settlement date February 27, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | 0.09% |
Fair Value | | | $ 242,130 |
Notional Value | | | $ 5,299,020 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 81 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle contracts, settlement date February 29, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.09%) | |
Fair Value | | $ (204,150) | |
Notional Value | | $ 4,487,040 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 82 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas contracts, settlement date February 25, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.37%) |
Fair Value | | | $ (1,000,490) |
Notional Value | | | $ 3,127,680 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 108 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas contracts, settlement date January 28, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.40%) |
Fair Value | | | $ (1,071,100) |
Notional Value | | | $ 3,120,120 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 108 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date February 27, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.53%) |
Fair Value | | | $ (1,409,974) |
Notional Value | | | $ 3,129,218 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 41 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date January 30, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.50%) |
Fair Value | | | $ (1,333,559) |
Notional Value | | | $ 3,157,459 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 41 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date January 29, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.38%) | |
Fair Value | | $ (848,266) | |
Notional Value | | $ 2,549,005 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 54 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum contracts, settlement date April 28, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | 0.01% |
Fair Value | | | $ 20,485 |
Notional Value | | | $ 7,801,275 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 129 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver contracts, settlement date March 27, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.34%) |
Fair Value | | | $ (913,105) |
Notional Value | | | $ 5,225,665 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 67 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean contracts, settlement date March 13, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.06%) |
Fair Value | | | $ (163,712) |
Notional Value | | | $ 5,219,850 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 102 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar contracts, settlement date February 27, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.39%) |
Fair Value | | | $ (1,039,808) |
Notional Value | | | $ 5,122,656 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 315 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar contracts, settlement date February 29, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 0.27% | |
Fair Value | | $ 600,074 | |
Notional Value | | $ 4,489,094 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 263 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat contracts, settlement date March 13, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | 0.05% |
Fair Value | | | $ 143,925 |
Notional Value | | | $ 5,189,800 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 176 |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat contracts, settlement date March 14, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.14%) | |
Fair Value | | $ (314,138) | |
Notional Value | | $ 4,347,500 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 185 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa contracts, settlement date July 14, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.05%) | |
Fair Value | | $ (119,940) | |
Notional Value | | $ 4,420,140 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 138 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee contracts, settlement date July 19, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 0.12% | |
Fair Value | | $ 267,150 | |
Notional Value | | $ 4,461,844 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 91 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper contracts, settlement date July 27, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.04%) | |
Fair Value | | $ (81,925) | |
Notional Value | | $ 4,400,325 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 82 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn contracts, settlement date July 14, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.05%) | |
Fair Value | | $ (114,900) | |
Notional Value | | $ 4,464,525 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 241 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton contracts, settlement date July 07, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 0.04% | |
Fair Value | | $ 97,490 | |
Notional Value | | $ 4,438,115 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 137 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold contracts, settlement date June 28, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.05%) | |
Fair Value | | $ (104,370) | |
Notional Value | | $ 4,352,150 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 41 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date July 15, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 0.08% | |
Fair Value | | $ 185,740 | |
Notional Value | | $ 3,643,380 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 117 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle contracts, settlement date June 30, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 0.06% | |
Fair Value | | $ 132,670 | |
Notional Value | | $ 4,191,840 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 82 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas contracts, settlement date May 26, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.02%) | |
Fair Value | | $ (46,190) | |
Notional Value | | $ 2,714,800 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 110 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas contracts, settlement date April 27, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.02%) | |
Fair Value | | $ (39,980) | |
Notional Value | | $ 2,666,400 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 110 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date May 31, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.24%) | |
Fair Value | | $ (551,179) | |
Notional Value | | $ 2,705,480 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 53 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date April 29, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.25%) | |
Fair Value | | $ (556,471) | |
Notional Value | | $ 2,649,163 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 53 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum contracts, settlement date July 27, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 0.06% | |
Fair Value | | $ 126,785 | |
Notional Value | | $ 6,615,600 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 148 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver contracts, settlement date July 27, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.07%) | |
Fair Value | | $ (151,495) | |
Notional Value | | $ 4,368,105 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 63 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean contracts, settlement date July 14, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 0.01% | |
Fair Value | | $ 24,500 | |
Notional Value | | $ 4,427,587 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 101 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar contracts, settlement date June 30, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 0.06% | |
Fair Value | | $ 126,717 | |
Notional Value | | $ 4,328,755 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 264 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat contracts, settlement date July 14, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.07%) | |
Fair Value | | $ (160,687) | |
Notional Value | | $ 4,445,900 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 184 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude contracts, settlement date May 20, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.15%) | |
Fair Value | | $ (329,010) | |
Notional Value | | $ 2,727,570 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 67 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude contracts, settlement date April 20, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.15%) | |
Fair Value | | $ (334,250) | |
Notional Value | | $ 2,678,660 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 67 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude contracts, settlement date March 21, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.20%) | |
Fair Value | | $ (445,480) | |
Notional Value | | $ 2,660,840 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 68 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude contracts, settlement date February 22, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.22%) | |
Fair Value | | $ (492,250) | |
Notional Value | | $ 2,595,560 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 68 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude contracts, settlement date January 20, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.22%) | |
Fair Value | | $ (502,660) | |
Notional Value | | $ 2,518,720 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 68 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil contracts, settlement date July 14, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 0.18% | |
Fair Value | | $ 391,830 | |
Notional Value | | $ 4,433,796 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 237 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date June 14, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 0.10% | |
Fair Value | | $ 220,880 | |
Notional Value | | $ 3,650,400 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 117 | |
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 66.80% | 74.93% |
Fair Value | | $ 149,980,000 | $ 199,995,250 |
Face Value | | 150,000,000 | 200,000,000 |
Total U.S. Treasury Obligations (cost) | | $ 149,963,671 | $ 199,994,069 |
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | U.S. Treasury Bills, 0.01% due January 22, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | 37.47% |
Fair Value | | | $ 99,998,600 |
Face Value | | | $ 100,000,000 |
Investment Interest Rate | | | 0.01% |
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | U.S. Treasury Bills, 0.03% due March 12, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | 18.73% |
Fair Value | | | $ 49,998,100 |
Face Value | | | $ 50,000,000 |
Investment Interest Rate | | | 0.03% |
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | U.S. Treasury Bills, 0.06% due March 26, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | 18.73% |
Fair Value | | | $ 49,998,550 |
Face Value | | | $ 50,000,000 |
Investment Interest Rate | | | 0.06% |
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | U.S. Treasury Bills, 0.17% due January 28, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 22.27% | |
Fair Value | | $ 49,995,900 | |
Face Value | | $ 50,000,000 | |
Investment Interest Rate | | 0.17% | |
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | U.S. Treasury Bills, 0.14% due February 11, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 22.27% | |
Fair Value | | $ 49,993,400 | |
Face Value | | $ 50,000,000 | |
Investment Interest Rate | | 0.14% | |
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | U.S. Treasury Bills, 0.28% due March 17, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 22.26% | |
Fair Value | | $ 49,990,700 | |
Face Value | | $ 50,000,000 | |
Investment Interest Rate | | 0.28% | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (3.88%) | (10.21%) |
Fair Value | | $ (8,705,967) | $ (27,249,076) |
Notional Value | | $ 224,263,539 | $ 266,577,952 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton contracts, settlement date, May 06, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.01%) | |
Fair Value | | $ (12,455) | |
Notional Value | | $ 4,391,535 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 137 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold contracts, settlement date, April 27, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.09%) | |
Fair Value | | $ (211,170) | |
Notional Value | | $ 4,349,280 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 41 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date, April 14, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.07%) | |
Fair Value | | $ (148,820) | |
Notional Value | | $ 3,086,460 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 117 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle contracts, settlement date, April 29, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.04%) | |
Fair Value | | $ (86,140) | |
Notional Value | | $ 4,525,580 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 82 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa contracts, settlement date May 13, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 0.05% | |
Fair Value | | $ 113,380 | |
Notional Value | | $ 4,393,590 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 137 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa Contracts, Settlement date March 15, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 0.05% | |
Fair Value | | $ 119,700 | |
Notional Value | | $ 4,399,070 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 137 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee Contracts, Settlement date May 18, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.04%) | |
Fair Value | | $ (96,862) | |
Notional Value | | $ 4,395,300 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 91 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee Contracts, Settlement date March 19, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.28%) |
Fair Value | | | $ (747,038) |
Notional Value | | | $ 5,185,425 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 83 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper Contracts, Settlement date May 26, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.15%) | |
Fair Value | | $ (338,513) | |
Notional Value | | $ 4,390,075 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 82 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper contracts, Settlement date March 27, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.21%) |
Fair Value | | | $ (559,600) |
Notional Value | | | $ 5,227,175 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 74 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn Contracts, Settlement date May 13, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.14%) | |
Fair Value | | $ (315,375) | |
Notional Value | | $ 4,410,450 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 242 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn Contracts, Settlement date March 14, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.13%) | |
Fair Value | | $ (301,212) | |
Notional Value | | $ 4,340,875 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 242 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle Contracts, Settlement date April 30, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | 0.08% |
Fair Value | | | $ 218,730 |
Notional Value | | | $ 5,261,760 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 81 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Contracts, Settlement date March 27, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.29%) |
Fair Value | | | $ (786,680) |
Notional Value | | | $ 3,111,480 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 108 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Contracts, Settlement date March 29, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.11%) | |
Fair Value | | $ (238,510) | |
Notional Value | | $ 2,625,700 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 110 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Contracts, Settlement date February 25, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.14%) | |
Fair Value | | $ (318,070) | |
Notional Value | | $ 2,599,300 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 110 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD Contracts, Settlement date March 31, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.50%) |
Fair Value | | | $ (1,337,461) |
Notional Value | | | $ 3,104,594 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 41 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD Contracts, Settlement date March 31, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.32%) | |
Fair Value | | $ (719,783) | |
Notional Value | | $ 2,647,436 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 54 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD Contracts, Settlement date February 29, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.35%) | |
Fair Value | | $ (789,184) | |
Notional Value | | $ 2,605,705 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 54 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum Contracts, Settlement date, April 27, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.11%) | |
Fair Value | | $ (254,960) | |
Notional Value | | $ 6,565,020 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 147 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver Contracts, Settlement date, May 26, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.17%) | |
Fair Value | | $ (374,635) | |
Notional Value | | $ 4,426,880 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 64 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver Contracts, Settlement date, March 29, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.18%) | |
Fair Value | | $ (414,395) | |
Notional Value | | $ 4,416,960 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 64 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Contracts, Settlement date, March 14, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.10%) | |
Fair Value | | $ (231,875) | |
Notional Value | | $ 4,364,463 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 101 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Contracts, Settlement date, May 13, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.10%) | |
Fair Value | | $ (221,537) | |
Notional Value | | $ 4,390,975 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 101 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil Contracts, Settlement date, March 14, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 0.12% | |
Fair Value | | $ 277,464 | |
Notional Value | | $ 4,372,650 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 237 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee Contracts, Settlement date, March 18, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.05%) | |
Fair Value | | $ (118,144) | |
Notional Value | | $ 4,323,638 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 91 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Contracts, settlement date January 27, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.18%) | |
Fair Value | | $ (395,510) | |
Notional Value | | $ 2,594,070 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 111 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar Contracts, settlement date April 29, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 0.26% | |
Fair Value | | $ 591,270 | |
Notional Value | | $ 4,411,546 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 264 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean contracts, settlement date July 14, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.03%) |
Fair Value | | | $ (92,050) |
Notional Value | | | $ 5,236,850 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 101 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil contracts, settlement date July 14, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.04%) |
Fair Value | | | $ (102,582) |
Notional Value | | | $ 5,253,570 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 269 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil Contracts, Settlement date, May 14, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.13%) |
Fair Value | | | $ (336,222) |
Notional Value | | | $ 5,221,290 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 269 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil Contracts, Settlement date, March 13, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.13%) |
Fair Value | | | $ (337,578) |
Notional Value | | | $ 5,206,680 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 270 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa contracts, settlement date July 16, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | 0.03% |
Fair Value | | | $ 83,950 |
Notional Value | | | $ 5,229,090 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 181 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee contracts, settlement date July 21, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.25%) |
Fair Value | | | $ (671,513) |
Notional Value | | | $ 5,285,925 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 82 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper contracts, settlement date July 29, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.12%) |
Fair Value | | | $ (320,262) |
Notional Value | | | $ 5,227,175 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 74 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn contracts, settlement date July 14, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | 0.04% |
Fair Value | | | $ 101,863 |
Notional Value | | | $ 5,321,250 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 258 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton contracts, settlement date July 09, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | [1] | | 0.00% |
Fair Value | | | $ 5,610 |
Notional Value | | | $ 5,301,000 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 171 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton contracts, settlement date March 08, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.02%) | |
Fair Value | | $ (35,815) | |
Notional Value | | $ 4,366,320 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 138 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold contracts, settlement date June 26, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | 0.03% |
Fair Value | | | $ 88,470 |
Notional Value | | | $ 5,215,760 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 44 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date July 15, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.07%) |
Fair Value | | | $ (176,480) |
Notional Value | | | $ 4,098,510 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 113 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date June 12, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.07%) |
Fair Value | | | $ (188,950) |
Notional Value | | | $ 4,138,060 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 113 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Light, Sweet Crude Oil contracts, settlement date May 19, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.33%) |
Fair Value | | | $ (893,390) |
Notional Value | | | $ 3,172,050 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 57 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Light, Sweet Crude Oil contracts, settlement date April 21, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.38%) |
Fair Value | | | $ (1,019,440) |
Notional Value | | | $ 3,187,680 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 58 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle contracts, settlement date June 30, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.04%) |
Fair Value | | | $ (114,190) |
Notional Value | | | $ 5,080,720 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 82 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas contracts, settlement date May 27, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.25%) |
Fair Value | | | $ (668,300) |
Notional Value | | | $ 3,189,240 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 108 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas contracts, settlement date April 28, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.26%) |
Fair Value | | | $ (694,840) |
Notional Value | | | $ 3,136,320 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 108 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date May 29, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.33%) |
Fair Value | | | $ (873,041) |
Notional Value | | | $ 3,200,602 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 42 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date April 30, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.32%) |
Fair Value | | | $ (861,353) |
Notional Value | | | $ 3,105,627 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 41 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum contracts, settlement date July 29, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | 0.01% |
Fair Value | | | $ 33,995 |
Notional Value | | | $ 7,871,500 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 130 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver contracts, settlement date July 29, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.02%) |
Fair Value | | | $ (47,050) |
Notional Value | | | $ 5,168,460 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 66 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar contracts, settlement date June 30, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.17%) |
Fair Value | | | $ (441,795) |
Notional Value | | | $ 5,363,120 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 314 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat contracts, settlement date July 14, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | 0.12% |
Fair Value | | | $ 314,688 |
Notional Value | | | $ 5,258,000 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 176 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa contracts, settlement date March 16, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.12%) |
Fair Value | | | $ (316,920) |
Notional Value | | | $ 5,267,100 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 181 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper contracts, settlement date March 29, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.14%) | |
Fair Value | | $ (309,850) | |
Notional Value | | $ 4,376,750 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 82 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil contracts, settlement date May 13, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 0.13% | |
Fair Value | | $ 288,294 | |
Notional Value | | $ 4,402,512 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 237 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat contracts, settlement date May 13, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.13%) | |
Fair Value | | $ (298,525) | |
Notional Value | | $ 4,407,625 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 185 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa contracts, settlement date May 13, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.13%) |
Fair Value | | | $ (334,480) |
Notional Value | | | $ 5,234,520 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 181 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee contracts, settlement date May 18, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.27%) |
Fair Value | | | $ (719,438) |
Notional Value | | | $ 5,205,975 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 82 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper contracts, settlement date May 27, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.22%) |
Fair Value | | | $ (584,150) |
Notional Value | | | $ 5,223,475 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 74 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn contracts, settlement date May 14, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | 0.09% |
Fair Value | | | $ 250,975 |
Notional Value | | | $ 5,234,175 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 258 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn contracts, settlement date March 13, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | 0.09% |
Fair Value | | | $ 242,600 |
Notional Value | | | $ 5,141,150 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 259 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton contracts, settlement date May 06, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.12%) |
Fair Value | | | $ (316,150) |
Notional Value | | | $ 5,221,485 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 171 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton contracts, settlement date March 09, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.27%) |
Fair Value | | | $ (716,905) |
Notional Value | | | $ 5,153,085 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 171 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date April 15, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.07%) |
Fair Value | | | $ (197,270) |
Notional Value | | | $ 3,764,030 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 113 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver contracts, settlement date May 27, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.35%) |
Fair Value | | | $ (940,295) |
Notional Value | | | $ 5,236,720 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 67 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Contracts, settlement date May 14, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.07%) |
Fair Value | | | $ (199,812) |
Notional Value | | | $ 5,204,025 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 101 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar Contracts, settlement date April 30, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.31%) |
Fair Value | | | $ (834,389) |
Notional Value | | | $ 5,263,776 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 315 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat contracts settlement, date May 14, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | 0.04% |
Fair Value | | | $ 106,325 |
Notional Value | | | $ 5,231,600 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 176 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold contracts, settlement date February 25, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.18%) | |
Fair Value | | $ (401,480) | |
Notional Value | | $ 4,452,840 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 42 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold Contracts, Settlement date April 28, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.17%) |
Fair Value | | | $ (446,860) |
Notional Value | | | $ 5,213,560 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 44 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold contracts, settlement date February 25, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.13%) |
Fair Value | | | $ (335,420) |
Notional Value | | | $ 5,210,040 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 44 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date February 12, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.11%) | |
Fair Value | | $ (239,750) | |
Notional Value | | $ 2,798,640 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 117 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date February 13, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.12%) |
Fair Value | | | $ (315,750) |
Notional Value | | | $ 3,670,240 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 113 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Light, Sweet Crude Oil contracts, settlement date March 20, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.57%) |
Fair Value | | | $ (1,532,690) |
Notional Value | | | $ 3,147,080 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 58 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Light, Sweet Crude Oil contracts, settlement date February 20, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.58%) |
Fair Value | | | $ (1,560,200) |
Notional Value | | | $ 3,114,600 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 58 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Light, Sweet Crude Oil contracts, settlement date January 20, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.58%) |
Fair Value | | | $ (1,550,530) |
Notional Value | | | $ 3,089,660 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 58 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle contracts, settlement date February 27, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | 0.09% |
Fair Value | | | $ 242,130 |
Notional Value | | | $ 5,299,020 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 81 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle contracts, settlement date February 29, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.09%) | |
Fair Value | | $ (204,150) | |
Notional Value | | $ 4,487,040 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 82 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas contracts, settlement date February 25, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.37%) |
Fair Value | | | $ (1,000,490) |
Notional Value | | | $ 3,127,680 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 108 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas contracts, settlement date January 28, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.40%) |
Fair Value | | | $ (1,071,100) |
Notional Value | | | $ 3,120,120 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 108 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date February 27, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.53%) |
Fair Value | | | $ (1,409,974) |
Notional Value | | | $ 3,129,218 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 41 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date January 30, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.50%) |
Fair Value | | | $ (1,333,559) |
Notional Value | | | $ 3,157,459 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 41 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date January 29, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.38%) | |
Fair Value | | $ (848,266) | |
Notional Value | | $ 2,549,005 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 54 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum contracts, settlement date April 28, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | 0.01% |
Fair Value | | | $ 20,485 |
Notional Value | | | $ 7,801,275 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 129 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver contracts, settlement date March 27, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.34%) |
Fair Value | | | $ (913,105) |
Notional Value | | | $ 5,225,665 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 67 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean contracts, settlement date March 13, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.06%) |
Fair Value | | | $ (163,712) |
Notional Value | | | $ 5,219,850 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 102 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar contracts, settlement date February 27, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | (0.39%) |
Fair Value | | | $ (1,039,808) |
Notional Value | | | $ 5,122,656 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 315 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar contracts, settlement date February 29, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 0.27% | |
Fair Value | | $ 600,074 | |
Notional Value | | $ 4,489,094 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 263 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat contracts, settlement date March 13, 2015 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | | 0.05% |
Fair Value | | | $ 143,925 |
Notional Value | | | $ 5,189,800 |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | | 176 |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat contracts, settlement date March 14, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.14%) | |
Fair Value | | $ (314,138) | |
Notional Value | | $ 4,347,500 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 185 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa contracts, settlement date July 14, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.05%) | |
Fair Value | | $ (119,940) | |
Notional Value | | $ 4,420,140 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 138 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee contracts, settlement date July 19, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 0.12% | |
Fair Value | | $ 267,150 | |
Notional Value | | $ 4,461,844 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 91 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper contracts, settlement date July 27, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.04%) | |
Fair Value | | $ (81,925) | |
Notional Value | | $ 4,400,325 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 82 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn contracts, settlement date July 14, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.05%) | |
Fair Value | | $ (114,900) | |
Notional Value | | $ 4,464,525 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 241 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton contracts, settlement date July 07, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 0.04% | |
Fair Value | | $ 97,490 | |
Notional Value | | $ 4,438,115 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 137 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold contracts, settlement date June 28, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.05%) | |
Fair Value | | $ (104,370) | |
Notional Value | | $ 4,352,150 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 41 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date July 15, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 0.08% | |
Fair Value | | $ 185,740 | |
Notional Value | | $ 3,643,380 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 117 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle contracts, settlement date June 30, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 0.06% | |
Fair Value | | $ 132,670 | |
Notional Value | | $ 4,191,840 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 82 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas contracts, settlement date May 26, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.02%) | |
Fair Value | | $ (46,190) | |
Notional Value | | $ 2,714,800 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 110 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas contracts, settlement date April 27, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.02%) | |
Fair Value | | $ (39,980) | |
Notional Value | | $ 2,666,400 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 110 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date May 31, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.24%) | |
Fair Value | | $ (551,179) | |
Notional Value | | $ 2,705,480 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 53 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date April 29, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.25%) | |
Fair Value | | $ (556,471) | |
Notional Value | | $ 2,649,163 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 53 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum contracts, settlement date July 27, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 0.06% | |
Fair Value | | $ 126,785 | |
Notional Value | | $ 6,615,600 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 148 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver contracts, settlement date July 27, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.07%) | |
Fair Value | | $ (151,495) | |
Notional Value | | $ 4,368,105 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 63 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean contracts, settlement date July 14, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 0.01% | |
Fair Value | | $ 24,500 | |
Notional Value | | $ 4,427,587 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 101 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar contracts, settlement date June 30, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 0.06% | |
Fair Value | | $ 126,717 | |
Notional Value | | $ 4,328,755 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 264 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat contracts, settlement date July 14, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.07%) | |
Fair Value | | $ (160,687) | |
Notional Value | | $ 4,445,900 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 184 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude contracts, settlement date May 20, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.15%) | |
Fair Value | | $ (329,010) | |
Notional Value | | $ 2,727,570 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 67 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude contracts, settlement date April 20, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.15%) | |
Fair Value | | $ (334,250) | |
Notional Value | | $ 2,678,660 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 67 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude contracts, settlement date March 21, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.20%) | |
Fair Value | | $ (445,480) | |
Notional Value | | $ 2,660,840 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 68 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude contracts, settlement date February 22, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.22%) | |
Fair Value | | $ (492,250) | |
Notional Value | | $ 2,595,560 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 68 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude contracts, settlement date January 20, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | (0.22%) | |
Fair Value | | $ (502,660) | |
Notional Value | | $ 2,518,720 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 68 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil contracts, settlement date July 14, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 0.18% | |
Fair Value | | $ 391,830 | |
Notional Value | | $ 4,433,796 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 237 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date June 14, 2016 | | | |
Schedule of Investments [Line Items] | | | |
Percentage of Net Assets | | 0.10% | |
Fair Value | | $ 220,880 | |
Notional Value | | $ 3,650,400 | |
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | | 117 | |
| |
[1] | Net investment loss is calculated by subtracting the Fund expenses from U.S Treasury Obligations income. | |