Number
of
Contracts
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
Long
position
contracts:
(continued)
Soybean
Future
..................................
15
$
816,375
3/14/25
$
28,754
Soybean
Oil
Future
...............................
64
1,668,480
3/14/25
1,878
Kansas
City
Hard
Red
Winter
Wheat
Future
...........
116
3,469,850
3/14/25
(5,650)
Cocoa
Future
....................................
175
11,138,750
3/14/25
(124,270)
Coffee
“C”
Future
................................
54
5,425,988
3/19/25
(22,195)
Copper
Future
...................................
46
5,260,100
3/27/25
9,900
Natural
Gas
Future
...............................
19
575,320
3/27/25
50
Silver
Future
....................................
3
477,645
3/27/25
(9,430)
Natural
Gas
Future
...............................
19
581,590
4/28/25
3,840
Gold
100
OZ
Future
..............................
2
539,840
4/28/25
(4,290)
Sugar
#11
(World)
Future
..........................
183
4,314,408
4/30/25
295,213
Live
Cattle
Future
................................
16
1,193,920
4/30/25
230
Wheat
Future
(CBT)
..............................
105
3,232,688
5/14/25
57,225
Soybean
Future
..................................
7
385,525
5/14/25
13,306
Kansas
City
Hard
Red
Winter
Wheat
Future
...........
49
1,488,375
5/14/25
2,238
Cocoa
Future
....................................
65
3,891,550
5/14/25
(51,880)
Coffee
“C”
Future
................................
25
2,486,719
5/19/25
(10,487)
Natural
Gas
Future
...............................
12
383,160
5/28/25
2,410
Copper
Future
...................................
11
1,262,937
5/28/25
(3,494)
Natural
Gas
Future
...............................
11
366,850
6/26/25
3,950
Sugar
#11
(World)
Future
..........................
38
856,307
6/30/25
3,494
Total
unrealized
appreciation/(depreciation)
$
3,814,133
Short
position
contracts:
WTI
Crude
Future
................................
(42)
(2,863,140)
10/22/24
(17,454)
NY
Harbor
ULSD
Future
...........................
(183)
(16,558,718)
10/31/24
527,332
Canola
(WCE)
Future
.............................
(595)
(5,312,744)
11/14/24
(180,565)
WTI
Crude
Future
................................
(178)
(12,063,060)
11/20/24
(7,730)
NY
Harbor
ULSD
Future
...........................
(25)
(2,271,255)
11/29/24
62,469
Gasoline
RBOB
Future
............................
(10)
(800,604)
11/29/24
17,846
Corn
Future
.....................................
(147)
(3,121,913)
12/13/24
(168,924)
CAN
2Year
Bond
Future
...........................
(108)
(8,404,747)
12/18/24
(38,937)
CAN
10Year
Bond
Future
..........................
(984)
(90,953,337)
12/18/24
(210,334)
CAN
5Year
Bond
Future
...........................
(618)
(52,750,135)
12/18/24
(261,521)
U.S.
Long
Bond
(CBT)
............................
(174)
(21,608,625)
12/19/24
158,226
U.S.
Ultra
Bond
(CBT)
.............................
(135)
(17,967,656)
12/19/24
133,750
U.S.
2
Years
Note
(CBT)
...........................
(1,025)
(213,448,243)
12/31/24
453,578
U.S.
5
Year
Note
(CBT)
............................
(99)
(10,878,398)
12/31/24
38,938
NY
Harbor
ULSD
Future
...........................
(7)
(638,450)
12/31/24
(9,296)
Canola
(WCE)
Future
.............................
(326)
(2,971,109)
1/14/25
(101,569)
Canola
(WCE)
Future
.............................
(108)
(1,001,383)
3/14/25
(41,915)
Corn
Future
.....................................
(98)
(2,162,125)
3/14/25
(102,212)
WTI
Crude
Future
................................
(14)
(939,540)
3/20/25
1,453
WTI
Crude
Future
................................
(14)
(938,280)
4/22/25
(5,540)
Cotton
No.
2
Future
...............................
(2)
(76,520)
5/7/25
(3,528)
Corn
Future
.....................................
(119)
(2,681,963)
5/14/25
(117,369)
WTI
Crude
Future
................................
(22)
(1,472,460)
5/20/25
(18,954)
