# EDGAR Filing Document

**Accession Number:** 0001506289
**File Stem:** 0001752724-23-040609
**Filing Date:** 2023-2
**Character Count:** 56518
**Document Hash:** e19abcb0c65461c8b8cd172453afb558
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-040609.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-040609

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Resources & Commodities Strategy Trust
- **CENTRAL INDEX KEY:** 0001506289
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22501
- **FILM NUMBER:** 23668274

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 1-800-882-0052

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** BlackRock Resources & Commodities Strategy Trust

- **b. Investment Company Act file number:** 811-22501

- **c. CIK number of Registrant:** 0001506289

- **d. LEI of Registrant:** 8DZAUY8151XS5PISSX42

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 100 BELLEVUE PARKWAY

  - **City:** WILMINGTON

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

**Item A.2. Information about the Series.**

- **a. Name of Series:** BlackRock Resources & Commodities Strategy Trust

- **c. LEI of Series:** 8DZAUY8151XS5PISSX42

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $1001724525.03

**Total Liabilities:** $18803022.65

**Net Assets:** $982921502.38

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 11.71%               | 9.06%                | -2.84%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-748250.06              | $108274886.78                              |
| Month 2  | $15942045.67             | $73765728.45                               |
| Month 3  | $3126947.07              | $-43288013.73                              |

**Designated Index Information**

- **Index Name:** MSCI ACWI Select Liquidity Natural Resources Call Overwrite Index

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                       | Title                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Options Clearing Corp.                     | AGCO CORP                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -250 | NC      | $-250000.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                   | FMC Corp                                                | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |    166497 | NS      | $20778825.60  | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | SHELL PLC                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | GB        |     -1108 | NC      | $-127420.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                  | Shell PLC                                               | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |   1128773 | NS      | $64283622.35  | 6.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                             | Albemarle Corp                                          | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |     24996 | NS      | $5420632.56   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Hofseth International AS                   | Hofseth International AS                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |  18993283 | NS      | $8627318.04   | 0.88%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.                     | EXXON MOBIL CORP                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -798 | NC      | $-94962.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                | JAN23 AGCO US C @ 131.84                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    -25000 | NC      | $-260842.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | FEB23 BP. LN C @ 4.9179                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |  -1400000 | NC      | $-162821.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | CONOCOPHILLIPS                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -146 | NC      | $-1168.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CONOCOPHILLIPS                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -222 | NC      | $-79920.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CHEVRON CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -417 | NC      | $-75268.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | FEB23 UPM FH C @ 37.28                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |   -120000 | NC      | $-32793.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | FEB23 GALP PL C @ 12.2099                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |   -110800 | NC      | $-84653.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | JAN23 ENI IM C @ 13.5862                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    -59700 | NC      | $-18097.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | DARLING INGREDIENTS INC                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -268 | NC      | $-20100.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                                  | Hess Corp                                               | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     62404 | NS      | $8850135.28   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CHEVRON CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -216 | NC      | $-50976.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                     | BP PLC                                                  | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |   6407994 | NS      | $36973751.36  | 3.76%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | JAN23 AAL LN C @ 32.6768                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    -26900 | NC      | $-14363.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC        | VALE US FLEX                                            | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DE               |  | US        |      -965 | NC      | $-73989.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | KINDER MORGAN INC                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1243 | NC      | $-22374.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | EXXON MOBIL CORP                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -155 | NC      | $-9067.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ARCELORMITTAL SA                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | LU        |      -284 | NC      | $-994.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                       | JAN23 TTE FP C @ 60.7658                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DE               |  | US        |    -59818 | NC      | $-17900.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal | CANADIAN NATURAL RESOURCES LTD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |      -760 | NC      | $-30029.54    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ARCHER-DANIELS-MIDLAND CO                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -230 | NC      | $-1150.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal | CANADIAN NATURAL RESOURCES LTD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |      -167 | NC      | $-6845.27     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | DEERE + CO                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -46 | NC      | $-14651.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                          | EOG Resources Inc                                       | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |    105787 | NS      | $13701532.24  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | WHEATON PRECIOUS METALS CORP                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |      -273 | NC      | $-8190.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                                | Nutrien Ltd                                             | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |    525792 | NS      | $38398589.76  | 3.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BHP GROUP LTD                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | AU        |      -342 | NC      | $-61560.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | VALE SA                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | BR        |     -1048 | NC      | $-12576.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Stelco Holdings Inc                        | Stelco Holdings Inc                                     | CUSIP: 858522105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    439632 | NS      | $14380577.02  | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ALCOA CORP                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -396 | NC      | $-1188.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CONOCOPHILLIPS                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -365 | NC      | $-14965.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                  | AGCO Corp                                               | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |    194970 | NS      | $27040389.30  | 2.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BUNGE LTD                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | BM        |      -197 | NC      | $-55160.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | EOG RESOURCES INC                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -143 | NC      | $-45760.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc                         | Cenovus Energy Inc                                      | CUSIP: 15135U109<br>LEI: 549300EIRQ0Z2B9C1W06 | Long             | EC               | CORP              | CA        |    578921 | NS      | $11232093.55  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                  | Archer-Daniels-Midland Co                               | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |    267006 | NS      | $24791507.10  | 2.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BHP GROUP LTD                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | AU        |      -550 | NC      | $-286000.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | JAN23 KYGA ID C @ 91.3941                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    -59800 | NC      | $-29946.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                           | TotalEnergies SE                                        | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |    798313 | NS      | $50112610.00  | 5.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Darling Ingredients Inc                    | Darling Ingredients Inc                                 | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |    126528 | NS      | $7919387.52   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | JAN23 NHY NO C @ 76.734                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |   -349000 | NC      | $-26989.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | WHEATON PRECIOUS METALS CORP                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |      -913 | NC      | $-31955.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC        | FEB23 SQM US CALL                                       | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DE               |  | US        |      -349 | NC      | $-32612.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | FREEPORT-MCMORAN INC                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -870 | NC      | $-238815.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                  | Packaging Corp of America                               | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     31594 | NS      | $4041188.54   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                               | Newmont Corp                                            | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |    226682 | NS      | $10699390.40  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerry Group PLC                            | Kerry Group PLC                                         | CUSIP: 000000000<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |    160749 | NS      | $14520491.98  | 1.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | WHEATON PRECIOUS METALS CORP                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |      -800 | NC      | $-38000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                               | Chevron Corp                                            | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    128092 | NS      | $22991233.08  | 2.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | NEWMONT CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -843 | NC      | $-8851.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | EOG RESOURCES INC                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -142 | NC      | $-40115.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BHP GROUP LTD                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | AU        |      -614 | NC      | $-62935.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                | JAN23 GALP PL C @ 12.2099                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |   -110800 | NC      | $-70649.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | JAN23 SHEL US C @ 58.934                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   -115700 | NC      | $-13340.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | VALE SA                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | BR        |     -1083 | NC      | $-27616.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | VALE SA                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | BR        |      -965 | NC      | $-62242.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal | CENOVUS ENERGY INC                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |      -411 | NC      | $-22765.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | VALE SA                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | BR        |     -1353 | NC      | $-50061.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | JAN23 BP/ LN C @ 5.0999                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |  -1043800 | NC      | $-5842.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | TECK RESOURCES LTD                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |      -787 | NC      | $-131035.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | JAN23 NHY NO C @ 73.5946                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |   -195700 | NC      | $-28631.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                           | Exxon Mobil Corp                                        | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    500048 | NS      | $55155294.40  | 5.61%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal | CANADIAN NATURAL RESOURCES LTD                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |      -489 | NC      | $-103108.94   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | TECK RESOURCES LTD                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |      -589 | NC      | $-117800.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | FREEPORT-MCMORAN INC                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -682 | NC      | $-23529.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ALBEMARLE CORP                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -78 | NC      | $-1560.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal | CENOVUS ENERGY INC                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |     -1532 | NC      | $-5091.58     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                     | FEB23 UPM FH C @ 37.9392                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    -82300 | NC      | $-19342.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | AGCO CORP                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -228 | NC      | $-223440.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | DEERE + CO                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -86 | NC      | $-143190.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                           | ArcelorMittal SA                                        | CUSIP: 03938L203<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |    367528 | NS      | $9636584.16   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | FEB23 DSM NA C @ 122.228                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     -7500 | NC      | $-9899.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | ARCHER-DANIELS-MIDLAND CO                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -115 | NC      | $-15237.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal | STELCO HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |      -796 | NC      | $-214579.03   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | SHELL PLC                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | GB        |      -804 | NC      | $-92460.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | FREEPORT-MCMORAN INC                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -163 | NC      | $-57865.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | FRANCO-NEVADA CORP                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |      -189 | NC      | $-49140.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Gazprom PJSC                               | Gazprom PJSC                                            | CUSIP: 000000000<br>LEI: 253400KXA9P2AN72P004 | Long             | EC               | CORP              | RU        |   5430000 | NS      | $736.27       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal | STELCO HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |      -847 | NC      | $-217379.99   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Galp Energia SGPS SA                       | Galp Energia SGPS SA                                    | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |    595525 | NS      | $8034000.94   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal | CENOVUS ENERGY INC                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |      -211 | NC      | $-29686.48    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | JAN23 NHY NO C @ 73.899                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |   -378810 | NC      | $-34227.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | ARCHER-DANIELS-MIDLAND CO                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -225 | NC      | $-21937.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | PACKAGING CORP OF AMERICA                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -117 | NC      | $-15502.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC        | TECK US FLEX                                            | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DE               |  | US        |      -764 | NC      | $-71914.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Polyus PJSC                                | Polyus PJSC                                             | CUSIP: 000000000<br>LEI: 549300FUXVT7TF6ZKV71 | Long             | EC               | CORP              | RU        |    104732 | NS      | $14.20        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Options Clearing Corp.                     | WHEATON PRECIOUS METALS CORP                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |      -390 | NC      | $-52650.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                          | Kinder Morgan Inc                                       | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    804762 | NS      | $14550096.96  | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                       | Freeport-McMoRan Inc                                    | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    675905 | NS      | $25684390.00  | 2.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ARCHER-DANIELS-MIDLAND CO                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -211 | NC      | $-45892.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd             | Canadian Natural Resources Ltd                          | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |    380536 | NS      | $21131832.97  | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale SA                                    | Vale SA                                                 | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |   2224776 | NS      | $37754448.72  | 3.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | KINDER MORGAN INC                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1259 | NC      | $-76169.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE BANK                       | JAN23 BHP US C @ 63.933                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    -77900 | NC      | $-121901.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | SOCIEDAD QUIMICA Y MINERA DE C                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CL        |       -28 | NC      | $-560.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | JAN23 TTE FP C @ 58.5143                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |   -105000 | NC      | $-144883.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deere & Co                                 | Deere & Co                                              | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     74124 | NS      | $31781406.24  | 3.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | JAN23 DSM NA C @ 124.3293                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    -20500 | NC      | $-4303.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | VALE SA                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | BR        |     -1241 | NC      | $-131546.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                    | Eni SpA                                                 | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |   1060959 | NS      | $15086264.43  | 1.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | HESS CORP                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -95 | NC      | $-18525.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | WHEATON PRECIOUS METALS CORP                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |      -523 | NC      | $-28765.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ALCOA CORP                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -281 | NC      | $-34844.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE BANK                       | JAN23 SHEL US C @ 56.328                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |   -110700 | NC      | $-130314.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | FRANCO-NEVADA CORP                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |      -112 | NC      | $-3920.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BUNGE LTD                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | BM        |      -569 | NC      | $-160742.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ALBEMARLE CORP                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -15 | NC      | $-525.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA      | Sociedad Quimica y Minera de Chile SA                   | CUSIP: 833635105<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | EC               | CORP              | CL        |    128668 | NS      | $10272853.12  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | TECK RESOURCES LTD                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |      -534 | NC      | $-71289.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corp                         | Franco-Nevada Corp                                      | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     81091 | NS      | $11067299.68  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Norsk Hydro ASA                            | Norsk Hydro ASA                                         | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |   2820457 | NS      | $21075480.88  | 2.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | VALE SA                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | BR        |     -1624 | NC      | $-26796.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CONOCOPHILLIPS                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -27 | NC      | $-8707.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | KINDER MORGAN INC                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -492 | NC      | $-738.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | DEERE + CO                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -86 | NC      | $-5203.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                 | CF Industries Holdings Inc                              | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |    315036 | NS      | $26841067.20  | 2.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheaton Precious Metals Corp               | Wheaton Precious Metals Corp                            | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |    779179 | NS      | $30450315.32  | 3.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | FMC CORP                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -268 | NC      | $-28140.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | TECK RESOURCES LTD                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |      -785 | NC      | $-164850.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | DEERE + CO                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -57 | NC      | $-47595.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | HESS CORP                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -42 | NC      | $-24360.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                               | Glencore PLC                                            | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |  11097285 | NS      | $74003839.73  | 7.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | EOG RESOURCES INC                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -108 | NC      | $-7560.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UPM-Kymmene Oyj                            | UPM-Kymmene Oyj                                         | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |    543569 | NS      | $20341084.81  | 2.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Precious Woods Holding AG                  | Precious Woods Holding AG                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     20000 | NS      | $216298.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                       | JAN23 NHY NO C @ 76.818                                 | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DE               |  | US        |   -126000 | NC      | $-4938.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | FREEPORT-MCMORAN INC                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -800 | NC      | $-28000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ARCELORMITTAL SA                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | LU        |      -530 | NC      | $-3445.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BHP GROUP LTD                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | AU        |      -230 | NC      | $-5175.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity Funds                  | BlackRock Liquidity Funds: T-Fund, Institutional Shares | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |  19404102 | NS      | $19404102.46  | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | HESS CORP                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -95 | NC      | $-7362.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                                 | Alcoa Corp                                              | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |    220423 | NS      | $10022633.81  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ARCHER-DANIELS-MIDLAND CO                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -212 | NC      | $-44520.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ARCELORMITTAL SA                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | LU        |      -553 | NC      | $-95116.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke DSM NV                         | Koninklijke DSM NV                                      | CUSIP: 000000000<br>LEI: 724500SNT1MK246AHP04 | Long             | EC               | CORP              | NL        |     75079 | NS      | $9219292.64   | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | ALCOA CORP                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -143 | NC      | $-2145.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | EXXON MOBIL CORP                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -784 | NC      | $-260680.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd                         | Teck Resources Ltd                                      | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |    929606 | NS      | $35157698.92  | 3.58%             |  |  |  | No            |                  1 | On Loan: No      |
| LBHI GUARANTEE CLAIM USD                   | LBHI GUARANTEE CLAIM USD                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    443238 | PA      | $4.43         | 0.00%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Options Clearing Corp.                     | FMC CORP                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -351 | NC      | $-122850.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | SOCIEDAD QUIMICA Y MINERA DE C                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CL        |      -101 | NC      | $-1515.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                | FEB23 TTE FP C @ 60.7597                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |   -135608 | NC      | $-123519.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bunge Ltd                                  | Bunge Ltd                                               | CUSIP: 000000000<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | BM        |    206089 | NS      | $20561499.53  | 2.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American PLC                         | Anglo American PLC                                      | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |    310379 | NS      | $12154401.78  | 1.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings Inc               | LEHMAN DEFAULT CLAIM TRACKER                            | CUSIP: 000000000<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | LON              | CORP              | US        |    443238 | PA      | $4.43         | 0.00%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JP MORGAN CHASE BANK                       | FEB23 AAL LN C @ 32.891                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    -88700 | NC      | $-143884.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | EXXON MOBIL CORP                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -123 | NC      | $-40897.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                              | BHP Group Ltd                                           | CUSIP: 088606108<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |    675910 | NS      | $41940215.50  | 4.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | JAN23 ENI IM C @ 14.5734                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |   -335100 | NC      | $-398.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                 | First Quantum Minerals Ltd                              | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |    684944 | NS      | $14310979.14  | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC        | FEB23 DAR US CALL                                       | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DE               |  | US        |      -204 | NC      | $-51395.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                             | ConocoPhillips                                          | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    204461 | NS      | $24126398.00  | 2.45%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-31

**Name of Applicant:** BlackRock Resources & Commodities Strategy Trust

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer