CONDENSED SCHEDULES OF INVESTMENTS

3 Months Ended

Mar. 31, 2016

2.CONDENSED SCHEDULES OF INVESTMENTS

The Fund’s investments, defined as unrealized profit (loss) on open contracts on the Statements of Financial Condition, as of March 31, 2016 and December 31, 2015, are as follows:

March 31, 2016

	Long Positions						Short Positions							Net Unrealized
Commodity Industry	Number of	Unrealized			Percent of		Number of		Unrealized			Percent of		Profit (Loss)			Percent of
Sector	Contracts/Notional*	Profit (Loss)			Members’ Capital		Contracts/Notional*		Profit (Loss)			Members’ Capital		on Open Positions			Members’ Capital		Maturity Dates

Agriculture	55	$	22,855		0.07	%	(258	)	$	47,324		0.15	%	$	70,179		0.22	%	May 2016
Currencies-Forwards*	56,226,035	1,241,117			3.98	%	(37,517,576	)	(837,256		)	-2.68	%	403,861			1.30	%	June 2016
Energy	6	(3,439		)	-0.01	%	(80	)	(4,749		)	-0.02	%	(8,188		)	-0.03	%	April 2016 - July 2016
Interest rates	920	265,932			0.85	%	(521	)	(56,250		)	-0.18	%	209,682			0.67	%	June 2016 - March 2020
Metals	137	81,235			0.26	%	(139	)	(127,369		)	-0.41	%	(46,134		)	-0.15	%	April 2016 - July 2016
Stock indices	102	15,911			0.05	%	(172	)	3,199			0.01	%	19,110			0.06	%	April 2016 - June 2016


Total		$	1,623,611		5.20	%			$	(975,101	)	-3.13	%	$	648,510		2.07	%

December 31, 2015

	Long Positions						Short Positions							Net Unrealized
Commodity Industry	Number of	Unrealized			Percent of		Number of		Unrealized			Percent of		Profit (Loss)			Percent of
Sector	Contracts/Notional*	Profit (Loss)			Members’ Capital		Contracts/Notional*		Profit (Loss)			Members’ Capital		on Open Positions			Members’ Capital		Maturity Dates

Agriculture	49	$	(8,940	)	-0.03	%	(453	)	$	235,860		0.70	%	$	226,920		0.67	%	March 2016
Currencies-Forwards*	47,118,237	61,597			0.18	%	(58,341,822	)	(126,242		)	-0.37	%	(64,645		)	-0.19	%	March 2016
Energy	—	—			0.00	%	(256	)	218,018			0.64	%	218,018			0.64	%	January 2016 - April 2016
Interest rates	758	(88,889		)	-0.26	%	(584	)	5,166			0.01	%	(83,723		)	-0.25	%	March 2016 - December 2019
Metals	194	7,031			0.02	%	(280	)	195,391			0.58	%	202,422			0.60	%	January 2016 - April 2016
Stock indices	93	(31,689		)	-0.09	%	(297	)	(101,010		)	-0.30	%	(132,699		)	-0.39	%	January 2016 - March 2016


Total		$	(60,890	)	-0.18	%			$	427,183		1.26	%	$	366,293		1.08	%

*Currencies-Forwards present notional amounts as converted to USD.

No individual contract’s unrealized profit or loss comprised greater than 5% of Members’ Capital as of March 31, 2016 and December 31, 2015. With respect to each commodity industry sector listed in the above chart, the net unrealized profit (loss) on open positions is the sum of the unrealized profits (losses) of long positions and short positions, netting unrealized losses against unrealized profits as applicable. Net unrealized profit and loss provides a rough measure of the exposure of the Fund to the various sectors as of the date listed, although such exposure can change at any time.

ML BlueTrend FuturesAccess LLC 10-Q