UNITED STATES
SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM NPORT-P/A Monthly Portfolio Investments Report |
NPORT-P/A: Filer Information
Confidential | |
Filer CIK | 0001898391 |
Filer CCC |
********
|
Filer Investment Company Type | |
Accession Number | 0001752724-24-072006 |
Is this a LIVE or TEST Filing? | LIVE TEST |
Would you like a Return Copy? | |
Is this an electronic copy of an official filing submitted in paper format? |
Submission Contact Information
Name | |
Phone | |
E-Mail Address |
Notification Information
Notify via Filing Website only? | |
Series ID | S000083195 |
Class (Contract) ID | C000246712 |
NPORT-P/A: Part A: General Information
Item A.1. Information about the Registrant.
a. Name of Registrant | Fidelity Greenwood Street Trust |
b. Investment Company Act file number for Registrant: (e.g., 811-______) | 811-23762 |
c. CIK number of Registrant | 0001898391 |
d. LEI of Registrant | 549300467DYGTZIRI308 |
Street Address 1 | 245 Summer Street |
Street Address 2 | |
City | Boston |
State, if applicable | |
Foreign country, if applicable | |
Zip / Postal Code | 02210 |
Telephone number | 1-800-FIDELITY |
Item A.2. Information about the Series.
a. Name of Series. | Fidelity SAI Alternative Risk Premia Commodity Strategy Fund |
b. EDGAR series identifier (if any). | S000083195 |
c. LEI of Series. | 254900GTFVDI0MA3J072 |
Item A.3. Reporting period.
a. Date of fiscal year-end. | 2024-07-31 |
b. Date as of which information is reported. | 2024-01-31 |
Item A.4. Final filing
Does the Fund anticipate that this will be its final filing on Form N PORT? | Yes No |
NPORT-P/A: Part B: Information About the Fund
Report the following information for the Fund and its consolidated subsidiaries. |
Item B.1. Assets and liabilities. Report amounts in U.S. dollars.
a. Total assets, including assets attributable to miscellaneous securities reported in Part D. | 111806549.97 |
b. Total liabilities. | 78047.70 |
c. Net assets. | 111728502.27 |
Item B.2. Certain assets and liabilities. Report amounts in U.S. dollars.
a. Assets attributable to miscellaneous securities reported in Part D. | 0.00000000 |
b. Assets invested in a Controlled Foreign Corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities. | 0.00000000 |
c. Borrowings attributable to amounts payable for notes payable, bonds, and similar debt, as reported pursuant to rule 6-04(13)(a) of Regulation S-X [17 CFR 210.6-04(13)(a)].
Amounts payable within one year. | |
Banks or other financial institutions for borrowings. | 0.00000000 |
Controlled companies. | 0.00000000 |
Other affiliates. | 0.00000000 |
Others. | 0.00000000 |
Amounts payable after one year. | |
Banks or other financial institutions for borrowings. | 0.00000000 |
Controlled companies. | 0.00000000 |
Other affiliates. | 0.00000000 |
Others. | 0.00000000 |
d. Payables for investments purchased either (i) on a delayed delivery, when-issued, or other firm commitment basis, or (ii) on a standby commitment basis.
(i) On a delayed delivery, when-issued, or other firm commitment basis: | 0.00000000 |
(ii) On a standby commitment basis: | 0.00000000 |
e. Liquidation preference of outstanding preferred stock issued by the Fund. | 0.00000000 |
f. Cash and cash equivalents not reported in Parts C and D. | 8600.98000000 |
Item B.3. Portfolio level risk metrics.
If the average value of the Fund's debt securities positions for the previous three months, in the aggregate, exceeds 25% or more of the Fund's net asset value, provide:
Currency Metric: 1 | |
ISO Currency code |
United States Dollar
|
a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
Maturity period. | |
3 month. | 959.86843000 |
1 year. | -35.02716000 |
5 years. | 1.05524000 |
10 years. | 0.00000000 |
30 years. | 0.00000000 |
b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
Maturity period. | |
3 month. | 95986.48558000 |
1 year. | -3502.69047000 |
5 years. | 105.29423000 |
10 years. | 0.00000000 |
30 years. | 0.00000000 |
c. Credit Spread Risk (SDV01, CR01 or CS01). Provide the change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade and non-investment grade exposures, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
Investment grade. | |
Maturity period. | |
3 month. | 972.53982000 |
1 year. | 0.00000000 |
5 years. | 243.13070000 |
10 years. | 0.00000000 |
30 years. | 0.00000000 |
Non-Investment grade. | |
Maturity period. | |
3 month. | 0.00000000 |
1 year. | 0.00000000 |
5 years. | 0.00000000 |
10 years. | 0.00000000 |
30 years. | 0.00000000 |
For purposes of Item B.3., calculate value as the sum of the absolute values of:
(i) the value of each debt security,
(ii) the notional value of each swap, including, but not limited to, total return swaps, interest rate swaps, and credit default swaps, for which the underlying reference asset or assets are debt securities or an interest rate;
(iii) the notional value of each futures contract for which the underlying reference asset or assets are debt securities or an interest rate; and
(iv) the delta-adjusted notional value of any option for which the underlying reference asset is an asset described in clause (i),(ii), or (iii).
Report zero for maturities to which the Fund has no exposure. For exposures that fall between any of the listed maturities in (a) and (b), use linear interpolation to approximate exposure to each maturity listed above. For exposures outside of the range of maturities listed above, include those exposures in the nearest maturity.
Item B.4. Securities lending.
a. For each borrower in any securities lending transaction, provide the following information:
b. Did any securities lending counterparty provide any non-cash collateral? | Yes No |
Item B.5. Return information.
a. Monthly total returns of the Fund for each of the preceding three months. If the Fund is a Multiple Class Fund, report returns for each class. Such returns shall be calculated in accordance with the methodologies outlined in Item 26(b) (1) of Form N-1A, Instruction 13 to sub-Item 1 of Item 4 of Form N-2, or Item 26(b) (i) of Form N-3, as applicable.
Monthly Total Return Record: 1 | |
Monthly total returns of the Fund for each of the preceding three months – Month 1. | N/A |
Monthly total returns of the Fund for each of the preceding three months – Month 2. | N/A |
Monthly total returns of the Fund for each of the preceding three months – Month 3. | -0.89000000 |
b. Class identification number(s) (if any) of the Class(es) for which returns are reported. | C000246712 |
c. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to derivatives for each of the following categories: commodity contracts, credit contracts, equity contracts, foreign exchange contracts, interest rate contracts, and other contracts. Within each such asset category, further report the same information for each of the following types of derivatives instrument: forward, future, option, swaption, swap, warrant, and other. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.
Asset category. | Commodity Contracts |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Forward |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Future |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Option |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Swaption |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Swap |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Warrant |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Other |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Asset category. | Credit Contracts |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Forward |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Future |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Option |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Swaption |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Swap |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Warrant |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Other |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Asset category. | Equity Contracts |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Forward |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Future |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Option |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Swaption |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Swap |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Warrant |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Other |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Asset category. | Foreign Exchange Contracts |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Forward |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Future |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Option |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Swaption |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Swap |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Warrant |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Other |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Asset category. | Interest Rate Contracts |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 463478.45000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | -795398.48000000 |
Instrument type. | Forward |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Future |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Option |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Swaption |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Swap |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 463478.45000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | -795398.48000000 |
Instrument type. | Warrant |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Other |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Asset category. | Other Contracts |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Forward |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Future |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Option |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Swaption |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Swap |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Warrant |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Other |
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
d. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation
(or depreciation) attributable to investment other than derivatives. Report in U.S. dollars. Losses and depreciation shall
be reported as negative numbers.
Month 1
Monthly net realized gain(loss) – Month 1 | N/A |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | N/A |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 6432.30000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | -13281.17000000 |
Item B.6. Flow information.
Provide the aggregate dollar amounts for sales and redemptions/repurchases of Fund shares during each of the preceding three months. If shares of the Fund are held in omnibus accounts, for purposes of calculating the Fund's sales, redemptions, and repurchases, use net sales or redemptions/repurchases from such omnibus accounts. The amounts to be reported under this Item should be after any front-end sales load has been deducted and before any deferred or contingent deferred sales load or charge has been deducted. Shares sold shall include shares sold by the Fund to a registered unit investment trust. For mergers and other acquisitions, include in the value of shares sold any transaction in which the Fund acquired the assets of another investment company or of a personal holding company in exchange for its own shares. For liquidations, include in the value of shares redeemed any transaction in which the Fund liquidated all or part of its assets. Exchanges are defined as the redemption or repurchase of shares of one Fund or series and the investment of all or part of the proceeds in shares of another Fund or series in the same family of investment companies. |
Month 1 |
a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions). | N/A |
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions. | N/A |
c. Total net asset value of shares redeemed or repurchased, including exchanges. | N/A |
Month 2 |
a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions). | 112000299.40000000 |
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions. | 0.00000000 |
c. Total net asset value of shares redeemed or repurchased, including exchanges. | 300.10000000 |
Month 3 |
a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions). | 0.00000000 |
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions. | 0.00000000 |
c. Total net asset value of shares redeemed or repurchased, including exchanges. | 0.00000000 |
Item B.7. Highly Liquid Investment Minimum information.
a. If applicable, provide the Fund's current Highly Liquid Investment Minimum. | |
b. If applicable, provide the number of days that the Fund's holdings in Highly Liquid Investments fell below the Fund's Highly Liquid Investment Minimum during the reporting period. | |
c. Did the Fund's Highly Liquid Investment Minimum change during the reporting period? | Yes No N/A |
Item B.8. Derivatives Transactions.
For portfolio investments of open-end management investment companies, provide the percentage of the Fund's Highly Liquid Investments that it has segregated to cover or pledged to satisfy margin requirements in connection with derivatives transactions that are classified among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]:
(1) Moderately Liquid Investments | |
(2) Less Liquid Investments | |
(3) Illiquid Investments | |
Classification |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | JPMORGAN CHASE BANK NA NEW YORK NY |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 7H6GLXDRUGQFU57RNE97 |
c. Title of the issue or description of the investment. | JCOPFMR1 5/31/2024 FAMS ETRS |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | KDJ866000 |
Description of other unique identifier. | Internal |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 205558.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -298860.77000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -0.26748838830 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-interest rate
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Corporate
|
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | Yes No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes No |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | Yes No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | JPMORGAN CHASE BANK NA NEW YORK NY |
LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | JCOPFMR1 INDEX |
Index identifier, if any. | JCOPFMR1 |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAR24 CLH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JUO537000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2559701.22071710 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | SOYBEAN FUTURE MAR24 S H4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JVB204000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3530565.49884284 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WHEAT FUTURE(CBT) MAR24 WH24 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JTU276000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 153686.82547546 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | COTTON NO.2 FUTR MAR24 CTH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JUJ177000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 76671.14011967 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | CORN FUTURE MAR24 C H4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JTU272000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4795675.33740781 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME LEAD FUTURE MAR24 LLH4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H23PJL32 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1253927.18412391 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LEAN HOGS FUTURE APR24 LHJ4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JVC109000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3926.89863277 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LIVE CATTLE FUTR APR24 LCJ4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JMH058000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4069542.98046468 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME PRI ALUM FUTR MAR24 LAH24 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00FP3RDF44 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3734219.24367403 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | SUGAR #11 (WORLD) FUT MAR24 SBH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JRP411000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | GASOLINE RBOB FUT MAR24 XBH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JVU662000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7679103.66217186 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME ZINC FUTURE MAR24 LXH4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H23PL390 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 66631.51120439 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME NICKEL FUTURE MAR24 LNH4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H23PHV99 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1596056.01682295 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | COFFEE 'C' FUTURE MAR24 KCH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JTD133000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3069591.48623380 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | NY HARB ULSD FUT MAR24 HOH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JUB124000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3845976.35515560 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME COPPER FUTURE MAR24 LPH24 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00FP3RDG50 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 823367.47633135 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
Receipts: fixed, floating or other. | Fixed Floating Other |
Receipts: Fixed rate. | 0.00000000 |
Receipts: Base currency. |
United States Dollar
|
Receipts: Amount. | 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
Payments: fixed, floating or other. | Fixed Floating Other |
Payments: Fixed rate. | 0.00450000 |
Payments: Base currency |
United States Dollar
|
Payments: Amount | 0.00000000 |
ii. Termination or maturity date. | 2024-05-31 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
Upfront receipts. | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Notional amount. | 65800821.93000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -298860.77000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | GOLDMAN SACHS INTERNATIONAL |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | GSCOFMR1 5/31/2024 FAMS ETRS |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | KDJ869000 |
Description of other unique identifier. | Internal |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 328106.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 124745.90000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.111650919385 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-interest rate
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Corporate
|
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | Yes No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes No |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | Yes No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | GOLDMAN SACHS INTERNATIONAL |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | GSCOFMR1 INDEX |
Index identifier, if any. | GSCOFMR1 |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
For all other indices or custom baskets provide:
i. Name. | NATURAL GAS FUT JUL24 NGN24 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | 37P99K979 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21645459.37629310 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | SOYBEAN FUTURE NOV24 S X4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KBP061000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7.23013541 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | COTTON NO.2 FUTR MAY24 CTK4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JXY883000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23076257.05868160 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | CATTLE FEEDER FUT AUG24 FCQ4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JYO236000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4.53174028 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LEAN HOGS FUTURE OCT24 LHV4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JTO868000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3.89984759 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | CATTLE FEEDER FUT SEP24 FCU4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JYM813000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2.17132341 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | NATURAL GAS FUT JUN24 NGM24 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | 37P99K961 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -21595031.69671500 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | SILVER FUTURE SEP24 SIU4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JYV237000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -23198260.38716190 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | COCOA FUTURE JUL24 CCN4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JKT164000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1.09623203 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LOW SU GASOIL G FUT SEP24 QSU4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H208PW83 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -13804820.75571590 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | COTTON NO.2 FUTR MAR24 CTH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JUJ177000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -23083375.52382720 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LOW SU GASOIL G FUT JUL24 QSN4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H208PT54 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19614478.37698140 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | NY HARB ULSD FUT MAR24 HOH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JUB124000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -27009432.08352820 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME PRI ALUM FUTR APR24 LAJ24 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00FP3RR524 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23942708.16951490 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME PRI ALUM FUTR MAR24 LAH24 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00FP3RDF44 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -23938269.47260210 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME NICKEL FUTURE APR24 LNJ4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H23QR783 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17049249.22974070 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | SUGAR #11 (WORLD) FUT JUL24 SBN4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JYB660000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11.04143898 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | NY HARB ULSD FUT JUN24 HOM4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JYD126000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6647917.74933296 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | NY HARB ULSD FUT JUL24 HON4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | GIG538000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6650162.28512481 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LIVE CATTLE FUTR OCT24 LCV4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JTD192000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1.15314294 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME NICKEL FUTURE MAR24 LNH4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H23PHV99 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -17048116.61097940 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | KC HRW WHEAT FUT JUL24 KWN4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JYB665000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2.08191808 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WHEAT FUTURE(CBT) JUL24 W N4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JYB662000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -12.41428637 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | COPPER FUTURE MAR24 HGH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JTO176000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -13.05679914 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | GASOLINE RBOB FUT APR24 XBJ4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JXH421000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32708894.32853230 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LEAN HOGS FUTURE JUN24 LHM4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JXO147000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -12152164.46668830 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME COPPER FUTURE MAR24 LPH24 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00FP3RDG50 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -23387980.79475580 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LEAN HOGS FUTURE JUL24 LHN4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JQR683000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12133636.40285250 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LOW SU GASOIL G FUT OCT24 QSV4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H208PX90 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13794959.16975570 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | SILVER FUTURE DEC24 SIZ4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KCF344000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23191854.43829560 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | GASOLINE RBOB FUT MAR24 XBH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JVU662000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -32524366.14389450 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME COPPER FUTURE APR24 LPJ24 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00FP3RR631 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23395003.51626250 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | NY HARB ULSD FUT APR24 HOJ4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JXH426000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27037091.03967650 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAR24 CLH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JUO537000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34.23382868 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LOW SU GASOIL G FUT JUN24 QSM4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H208PS48 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -19645153.65765500 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR APR24 COJ4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H1TWGC11 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3.15624895 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
Receipts: fixed, floating or other. | Fixed Floating Other |
Receipts: Fixed rate. | 0.00000000 |
Receipts: Base currency. |
United States Dollar
|
Receipts: Amount. | 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
Payments: fixed, floating or other. | Fixed Floating Other |
Payments: Fixed rate. | -0.00170000 |
Payments: Base currency |
United States Dollar
|
Payments: Amount | 0.00000000 |
ii. Termination or maturity date. | 2024-05-31 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
Upfront receipts. | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Notional amount. | 37761719.54000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 124745.90000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | MACQUARIE BANK LTD |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 4ZHCHI4KYZG2WVRT8631 |
c. Title of the issue or description of the investment. | MQCP012F 5/31/2024 FAMS ETRS |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | KDJ848000 |
Description of other unique identifier. | Internal |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 79612.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 13056.66000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.011686060167 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-interest rate
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Corporate
|
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
AUSTRALIA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | Yes No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes No |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | Yes No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | MACQUARIE BANK LTD |
LEI (if any) of counterparty. | 4ZHCHI4KYZG2WVRT8631 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | MQCP012F INDEX |
Index identifier, if any. | MQCP012F |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
For all other indices or custom baskets provide:
i. Name. | FCOJ-A FUTURE MAR24 JOH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JOW403000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -730051.97743920 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WHEAT FUTURE(CBT) MAR24 WH24 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JTU276000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2181365.02944278 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | KC HRW WHEAT FUT MAR24 KWH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JVB159000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2188145.59309788 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | GASOLINE RBOB FUT MAR24 XBH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JVU662000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2155551.54098369 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME PRI ALUM FUTR MAR24 LAH24 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00FP3RDF44 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2346547.36810472 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME LEAD FUTURE MAR24 LLH4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H23PJL32 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2249463.54492963 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | GOLD 100 OZ FUTR APR24 GCJ4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | IGH723000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2236779.20609271 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LOW SU GASOIL G FUT MAR24 QSH4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H208PP17 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2237641.22945268 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | NY HARB ULSD FUT MAR24 HOH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JUB124000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2225800.09723785 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | CORN FUTURE MAR24 C H4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JTU272000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2221405.24792752 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR APR24 COJ4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H1TWGC11 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2166480.00945630 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | SOYBEAN FUTURE MAR24 S H4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JVB204000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2225299.68831423 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME TIN FUTURE MAR24 LTH4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H25KHV27 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 810945.72679108 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | COCOA FUTURE MAR24 CCH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JTD131000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2978315.45139805 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LEAN HOGS FUTURE APR24 LHJ4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JVC109000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2216967.20087750 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | RED WHEAT FUT MGE MAR24 MWH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JOW416000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2195144.66827756 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WHITE SUGAR (ICE) FUT MAY24 QWK4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00K8XDX581 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2225752.75279561 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | COTTON NO.2 FUTR MAR24 CTH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JUJ177000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2229134.76413778 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | COFFEE 'C' FUTURE MAR24 KCH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JTD133000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2968580.27722018 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME NICKEL FUTURE MAR24 LNH4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H23PHV99 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2234785.27705810 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | SOYBEAN OIL FUTR MAR24 BOH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JUO543000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2219892.13513266 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LIVE CATTLE FUTR APR24 LCJ4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JMH058000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2206108.27124136 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | SILVER FUTURE MAR24 SIH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JTD109000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2213577.11775002 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME ZINC FUTURE MAR24 LXH4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H23PL390 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -936051.35571429 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | SUGAR #11 (WORLD) FUT MAR24 SBH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JRP411000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2239344.11434626 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME COPPER FUTURE MAR24 LPH24 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00FP3RDG50 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2338486.05589012 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
Receipts: fixed, floating or other. | Fixed Floating Other |
Receipts: Fixed rate. | 0.00000000 |
Receipts: Base currency. |
United States Dollar
|
Receipts: Amount. | 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
Payments: fixed, floating or other. | Fixed Floating Other |
Payments: Fixed rate. | 0.00450000 |
Payments: Base currency |
United States Dollar
|
Payments: Amount | 0.00000000 |
ii. Termination or maturity date. | 2024-05-31 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
Upfront receipts. | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Notional amount. | 28846413.05000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 13056.66000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | UBS AG |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | BFM8T61CT2L1QCEMIK50 |
c. Title of the issue or description of the investment. | UBCMFMR1 5/31/2024 FAMS ETRS |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | KDJ863000 |
Description of other unique identifier. | Internal |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 244759.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -95684.25000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -0.08563996478 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-interest rate
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Corporate
|
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
SWITZERLAND
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | Yes No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes No |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | Yes No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | UBS AG |
LEI (if any) of counterparty. | BFM8T61CT2L1QCEMIK50 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | UBCMFMR1 INDEX |
Index identifier, if any. | UBCMFMR1 |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
For all other indices or custom baskets provide:
i. Name. | SOYBEAN FUTURE JUL24 S N4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JYB650000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4217900.64267509 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | SUGAR #11 (WORLD) FUT OCT24 SBV4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KAC009000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2121591.74259778 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | NY HARB ULSD FUT SEP24 HOU4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | GIG540000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1056084.38513122 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR MAY24 COK4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H1TWGB04 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1522117.50061572 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME PRI ALUM FUTR MAR24 LAH24 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00FP3RDF44 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4683695.30317239 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | GASOLINE RBOB FUT JUL24 XBN4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JYB651000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3076814.98088395 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LIVE CATTLE FUTR JUN24 LCM4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JPD291000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5192835.72031563 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LIVE CATTLE FUTR AUG24 LCQ4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JRD255000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2600415.04263892 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | GASOLINE RBOB FUT SEP24 XBU4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JYG889000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1540970.27993671 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | SOYBEAN FUTURE MAR24 S H4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JVB204000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6303457.12519471 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | GASOLINE RBOB FUT MAR24 XBH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JVU662000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4548621.97240176 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | SOYBEAN MEAL FUTR MAR24 SMH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | IEH149000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8076342.35107695 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | SUGAR #11 (WORLD) FUT JUL24 SBN4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JYB660000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4254340.74686672 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | SUGAR #11 (WORLD) FUT MAR24 SBH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JRP411000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6415569.08794349 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WHEAT FUTURE(CBT) JUL24 W N4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JYB662000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2075784.10667666 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | SOYBEAN MEAL FUTR JUL24 SMN4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JYB654000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5279204.40138169 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR JUL24 CON4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H1TWG873 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1015995.07061547 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | SOYBEAN MEAL FUTR DEC24 SMZ4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | GJC167000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2615969.74632382 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | SOYBEAN FUTURE NOV24 S X4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KBP061000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2104679.67427616 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME PRI ALUM FUTR SEP24 LAU24 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00FP3V7Z46 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1558406.77207360 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WHEAT FUTURE(CBT) SEP24 W U4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JYH650000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1039310.20619791 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WHEAT FUTURE(CBT) MAR24 WH24 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JTU276000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3118098.43001456 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LIVE CATTLE FUTR APR24 LCJ4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JMH058000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7746367.98420925 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR NOV24 COX4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H1TWHD92 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -509051.00178536 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | NY HARB ULSD FUT MAR24 HOH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JUB124000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3163358.07966100 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME PRI ALUM FUTR JUL24 LAN24 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00FP3TLQ72 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3121837.62794310 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | NY HARB ULSD FUT JUL24 HON4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | GIG538000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2113646.24230137 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
Receipts: fixed, floating or other. | Fixed Floating Other |
Receipts: Fixed rate. | 0.00000000 |
Receipts: Base currency. |
United States Dollar
|
Receipts: Amount. | 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
Payments: fixed, floating or other. | Fixed Floating Other |
Payments: Fixed rate. | 0.00400000 |
Payments: Base currency |
United States Dollar
|
Payments: Amount | 0.00000000 |
ii. Termination or maturity date. | 2024-05-31 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
Upfront receipts. | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Notional amount. | 46795473.21000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -95684.25000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | BANK OF AMERICA, N.A. |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | B4TYDEB6GKMZO031MB27 |
c. Title of the issue or description of the investment. | BABXFMR2 5/31/2024 FAMS ETRS |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | KDJ842000 |
Description of other unique identifier. | Internal |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 30814.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -92454.29000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -0.08274906413 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-interest rate
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Corporate
|
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | Yes No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes No |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | Yes No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | BANK OF AMERICA, N.A. |
LEI (if any) of counterparty. | B4TYDEB6GKMZO031MB27 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | BABXFMR2 INDEX |
Index identifier, if any. | BABXFMR2 |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
For all other indices or custom baskets provide:
i. Name. | WHEAT FUTURE(CBT) MAR24 WH24 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JTU276000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4916620.21200000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | SOYBEAN FUTURE JUL24 S N4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JYB650000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10170068.25800000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME NICKEL FUTURE MAR24 LNH4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H23PHV99 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4602379.04000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | SUGAR #11 (WORLD) FUT JUL24 SBN4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JYB660000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5643676.54200000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME LEAD FUTURE MAR24 LLH4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H23PJL32 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1632494.90600000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME LEAD FUTURE MAY24 LLK4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H23S2J15 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1632494.90600000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | GASOLINE RBOB FUT MAY24 XBK4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JXY886000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4221610.44200000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | COFFEE 'C' FUTURE MAR24 KCH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JTD133000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5601707.87400000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | CORN FUTURE MAR24 C H4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JTU272000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -9765542.06600000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | SOYBEAN MEAL FUTR MAR24 SMH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | IEH149000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6173985.48200000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME LEAD FUTURE APR24 LLJ4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H23QS427 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME PRI ALUM FUTR MAR24 LAH24 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00FP3RDF44 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7270409.23000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | GASOLINE RBOB FUT MAR24 XBH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JVU662000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4221610.44200000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAR24 CLH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JUO537000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -27901275.83600000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | SOYBEAN MEAL FUTR JUL24 SMN4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JYB654000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6173985.48200000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | KC HRW WHEAT FUT MAR24 KWH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JVB159000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3242187.45200000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | NATURAL GAS FUT JUN24 NGM24 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | 37P99K961 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11228683.22800000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME NICKEL FUTURE MAY24 LNK4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H23S1X83 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4602379.04000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | COTTON NO.2 FUTR MAR24 CTH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JUJ177000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2946373.05200000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME NICKEL FUTURE APR24 LNJ4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H23QR783 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WHEAT FUTURE(CBT) DEC24 W Z4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KCE383000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4916620.21200000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE APR24 CLJ4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JXB345000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME PRI ALUM FUTR APR24 LAJ24 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00FP3RR524 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LEAN HOGS FUTURE APR24 LHJ4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JVC109000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3837513.93200000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LOW SU GASOIL G FUT MAY24 QSK4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H208PR31 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5446929.15200000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | KC HRW WHEAT FUT DEC24 KWZ4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JKH346000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3242187.45200000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME PRI ALUM FUTR MAY24 LAK24 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00FP3RVT46 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7270409.23000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LOW SU GASOIL G FUT MAR24 QSH4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H208PP17 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5446929.15200000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LIVE CATTLE FUTR APR24 LCJ4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JMH058000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6552443.03000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | NY HARB ULSD FUT MAR24 HOH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JUB124000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4132866.12200000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | NATURAL GAS FUT MAR24 NGH24 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | 43W99D454 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11228683.22800000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAY24 CLK4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JWV100000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27901275.83600000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME ZINC FUTURE MAR24 LXH4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H23PL390 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4416354.92200000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | COTTON NO.2 FUTR JUL24 CTN4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JYB658000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2946373.05200000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | SOYBEAN FUTURE MAR24 S H4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JVB204000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -10170068.25800000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LIVE CATTLE FUTR AUG24 LCQ4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JRD255000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6552443.03000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME ZINC FUTURE MAY24 LXK4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H23S3S70 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4416354.92200000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | SUGAR #11 (WORLD) FUT MAY24 SBK4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JWP701000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5643676.54200000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | NY HARB ULSD FUT APR24 HOJ4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JXH426000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | NY HARB ULSD FUT MAY24 HOK4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JWV122000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4132866.12200000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LEAN HOGS FUTURE JUN24 LHM4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JXO147000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3837513.93200000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | COTTON NO.2 FUTR MAY24 CTK4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JXY883000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME COPPER FUTURE MAR24 LPH24 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00FP3RDG50 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -9661514.00200000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME ZINC FUTURE APR24 LXJ4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H23QTY91 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | GASOLINE RBOB FUT APR24 XBJ4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JXH421000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | CORN FUTURE JUL24 C N4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JUB119000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9765542.06600000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | COFFEE 'C' FUTURE JUL24 KCN4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JYB641000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5601707.87400000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME COPPER FUTURE APR24 LPJ24 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00FP3RR631 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | SOYBEAN OIL FUTR JUL24 BON4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JYB656000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5740401.68800000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | SOYBEAN OIL FUTR MAR24 BOH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JUO543000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5740401.68800000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME COPPER FUTURE MAY24 LPK24 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00FP3RVV67 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9661514.00200000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LOW SU GASOIL G FUT APR24 QSJ4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H208PQ24 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
Receipts: fixed, floating or other. | Fixed Floating Other |
Receipts: Fixed rate. | 0.00000000 |
Receipts: Base currency. |
United States Dollar
|
Receipts: Amount. | 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
Payments: fixed, floating or other. | Fixed Floating Other |
Payments: Fixed rate. | 0.01140000 |
Payments: Base currency |
United States Dollar
|
Payments: Amount | 0.00000000 |
ii. Termination or maturity date. | 2024-05-31 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
Upfront receipts. | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Notional amount. | 36369856.64000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -92454.29000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Fidelity Revere Street Trust |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 549300BDV45LJNXBZC55 |
c. Title of the issue or description of the investment. | Fidelity Cash Central Fund |
d. CUSIP (if any). | 31635A105 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US31635A1051 |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 11203152.66900000 |
Units |
Number of shares
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 11205393.30000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 10.02912692136 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Registered fund
|
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | Yes No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes No |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | Yes No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | BANK OF AMERICA, N.A. |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | B4TYDEB6GKMZO031MB27 |
c. Title of the issue or description of the investment. | BABXFMR3 5/31/2024 FAMS ETRS |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | KDJ875000 |
Description of other unique identifier. | Internal |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 269823.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 13763.30000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.012318521881 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-interest rate
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Corporate
|
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | Yes No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes No |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | Yes No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | BANK OF AMERICA, N.A. |
LEI (if any) of counterparty. | B4TYDEB6GKMZO031MB27 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | BABXFMR3 INDEX |
Index identifier, if any. | BABXFMR3 |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAY24 CLK4 CALL 104 04/17/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KCS347000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 809.46900000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR JUN24 COM4 CALL 112 04/25/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00KKW6QS61 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1349.11500000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE JUN24 CLM4 PUT 55 05/16/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KEC975000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1618.93800000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE APR24 CLJ4 CALL 100 03/15/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KCD071000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 269.82300000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAR24 CLH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JUO537000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21046.19400000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAR24 CLH4 PUT 55 02/14/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KAJ420000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 269.82300000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE APR24 CLJ4 PUT 52 03/15/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KBJ410000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1888.76100000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR JUL24 CON4 PUT 56 05/28/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H1X4D887 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4317.16800000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR JUN24 COM4 PUT 52 04/25/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H1X4JT19 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2698.23000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR APR24 COJ4 CALL 120 02/26/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00KFP6JC39 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 269.82300000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE APR24 CLJ4 CALL 103 03/15/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KBX343000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 269.82300000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR APR24 COJ4 PUT 58 02/26/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H1X4V178 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 809.46900000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR JUL24 CON4 CALL 113 05/28/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00KKW6RD83 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1079.29200000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR APR24 COJ4 CALL 135 02/26/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00KFP6JG76 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR JUL24 CON4 CALL 115 05/28/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00KKW6RG15 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1349.11500000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAY24 CLK4 PUT 46 04/17/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KCL139000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 269.82300000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE APR24 CLJ4 PUT 50 03/15/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KBL624000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1079.29200000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR MAY24 COK4 CALL 113 03/25/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00KKW6Q757 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 269.82300000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR APR24 COJ4 PUT 53 02/26/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H1XJ7696 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR JUN24 COM4 PUT 56 04/25/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H1X4JP70 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 809.46900000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAR24 CLH4 PUT 51 02/14/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KBE560000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR APR24 COJ4 CALL 130 02/26/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00KFP6JF69 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR MAY24 COK4 PUT 54 03/25/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H1X4PQ06 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1349.11500000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE JUN24 CLM4 PUT 48 05/16/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KDJ730000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1618.93800000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE APR24 CLJ4 PUT 49 03/15/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KBF280000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 269.82300000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR JUN24 COM4 CALL 111 04/25/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00KKW6QR54 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1888.76100000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR JUN24 COM4 PUT 53 04/25/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H1X4JW48 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2698.23000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE APR24 CLJ4 PUT 48 03/15/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KBL914000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 269.82300000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR JUN24 COM4 PUT 55 04/25/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H1X4P048 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2428.40700000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR JUL24 CON4 PUT 54 05/28/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H1X4J579 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3507.69900000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAR24 CLH4 PUT 53 02/14/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KAW039000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR MAY24 COK4 CALL 120 03/25/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00KFP6LN81 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE APR24 CLJ4 CALL 107 03/15/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KBU976000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 269.82300000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAR24 CLH4 CALL 137 02/14/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KAI075000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAR24 CLH4 PUT 52 02/14/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KAE012000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE APR24 CLJ4 CALL 114 03/15/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KBF279000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR JUN24 COM4 PUT 54 04/25/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H1X4K981 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7824.86700000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAY24 CLK4 CALL 102 04/17/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KCJ552000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1349.11500000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAR24 CLH4 CALL 109 02/14/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KBE558000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAR24 CLH4 PUT 57 02/14/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KAO768000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR MAY24 COK4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H1TWGB04 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -12142.03500000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE APR24 CLJ4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JXB345000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26442.65400000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR APR24 COJ4 CALL 115 02/26/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00KKW6PL28 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR APR24 COJ4 PUT 54 02/26/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H1XJ7811 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 269.82300000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR JUN24 COM4 CALL 110 04/25/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00K44CWX77 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 809.46900000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR MAY24 COK4 CALL 109 03/25/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00KKW6Q427 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 269.82300000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAR24 CLH4 CALL 116 02/14/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KBC928000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE APR24 CLJ4 PUT 51 03/15/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KBI609000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1079.29200000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAR24 CLH4 CALL 118 02/14/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KBC180000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAY24 CLK4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JWV100000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2158.58400000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR MAY24 COK4 CALL 115 03/25/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00KFP6LM74 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 539.64600000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE JUN24 CLM4 CALL 104 05/16/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KDJ729000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 539.64600000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAR24 CLH4 CALL 134 02/14/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KAP148000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAR24 CLH4 CALL 140 02/14/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KAK407000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR JUL24 CON4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H1TWG873 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 45869.91000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR APR24 COJ4 PUT 57 02/26/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H1X4V061 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 809.46900000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAY24 CLK4 PUT 50 04/17/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KCS138000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3507.69900000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR JUL24 CON4 PUT 57 05/28/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H1X4D994 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1618.93800000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAY24 CLK4 CALL 98 04/17/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KCL137000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 539.64600000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAY24 CLK4 CALL 101 04/17/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KCK420000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2428.40700000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE JUN24 CLM4 CALL 108 05/16/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KEA850000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1079.29200000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE JUN24 CLM4 PUT 50 05/16/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KDQ094000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1888.76100000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE JUN24 CLM4 PUT 53 05/16/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KEB780000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1349.11500000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAR24 CLH4 CALL 129 02/14/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KAV496000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR JUL24 CON4 CALL 114 05/28/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00KKW6RF08 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 809.46900000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR JUN24 COM4 CALL 107 04/25/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00KKW6QN17 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 539.64600000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE APR24 CLJ4 CALL 109 03/15/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KBL911000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 269.82300000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR APR24 COJ4 CALL 140 02/26/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00KFP6JH83 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE APR24 CLJ4 CALL 117 03/15/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KBJ409000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR MAY24 COK4 CALL 101 03/25/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00KKW6LY76 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 539.64600000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE APR24 CLJ4 CALL 101 03/15/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KCC485000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 269.82300000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE APR24 CLJ4 PUT 47 03/15/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KCF680000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 269.82300000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE JUN24 CLM4 CALL 109 05/16/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KDN847000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 269.82300000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAY24 CLK4 CALL 99 04/17/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KCM201000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 539.64600000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE APR24 CLJ4 CALL 96 03/15/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KCF675000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 269.82300000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAY24 CLK4 PUT 47 04/17/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KCJ553000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 809.46900000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAR24 CLH4 CALL 123 02/14/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KAE745000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE JUN24 CLM4 PUT 52 05/16/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KDU218000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2428.40700000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAR24 CLH4 CALL 135 02/14/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KAI827000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR MAY24 COK4 PUT 53 03/25/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H1X4PN74 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1618.93800000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR APR24 COJ4 CALL 125 02/26/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00KFP6JD46 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR JUN24 COM4 CALL 109 04/25/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00KKW6QQ48 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2698.23000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAY24 CLK4 PUT 51 04/17/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KCS882000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1349.11500000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE APR24 CLJ4 CALL 113 03/15/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KBP414000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAY24 CLK4 PUT 48 04/17/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KCK417000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1349.11500000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR MAY24 COK4 PUT 55 03/25/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H1X4PS20 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1349.11500000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAR24 CLH4 CALL 136 02/14/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KAJ421000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE JUN24 CLM4 CALL 105 05/16/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KDT240000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1349.11500000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE APR24 CLJ4 CALL 97 03/15/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KCE853000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 269.82300000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE APR24 CLJ4 CALL 115 03/15/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KBI610000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 269.82300000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAY24 CLK4 PUT 49 04/17/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KCM732000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2428.40700000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAR24 CLH4 CALL 133 02/14/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KAU616000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE JUN24 CLM4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JYD132000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 63678.22800000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR APR24 COJ4 PUT 56 02/26/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H1X4TZ76 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 809.46900000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE APR24 CLJ4 CALL 99 03/15/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KCD790000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 269.82300000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR MAY24 COK4 CALL 107 03/25/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00KKW6Q203 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 269.82300000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAY24 CLK4 CALL 103 04/17/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KCR537000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1349.11500000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR APR24 COJ4 CALL 145 02/26/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00KFP6JJ08 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR MAY24 COK4 CALL 106 03/25/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00KKW6Q195 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 539.64600000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAY24 CLK4 PUT 52 04/17/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KCW753000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1349.11500000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR APR24 COJ4 CALL 114 02/26/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00KKW6PK11 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAR24 CLH4 CALL 122 02/14/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KAE011000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE JUN24 CLM4 CALL 107 05/16/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KDO524000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 809.46900000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE JUN24 CLM4 PUT 54 05/16/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KDW660000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2698.23000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAY24 CLK4 CALL 100 04/17/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KDD262000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 809.46900000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR MAY24 COK4 CALL 100 03/25/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00K6YLWR27 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 539.64600000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR MAY24 COK4 CALL 104 03/25/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00KKW6Q088 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 809.46900000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR APR24 COJ4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H1TWGC11 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 48298.31700000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAR24 CLH4 CALL 113 02/14/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KBE202000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAR24 CLH4 CALL 128 02/14/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KAP782000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAR24 CLH4 PUT 54 02/14/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KAI078000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 269.82300000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAR24 CLH4 PUT 56 02/14/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KAK406000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 269.82300000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR APR24 COJ4 CALL 111 02/26/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00KKW6PG74 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR JUN24 COM4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H1TWG980 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32648.58300000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR APR24 COJ4 PUT 55 02/26/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H1XJ7B41 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 539.64600000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR MAY24 COK4 CALL 114 03/25/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00KKW6Q864 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 269.82300000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE MAR24 CLH4 CALL 124 02/14/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KBB941000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE APR24 CLJ4 CALL 108 03/15/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KBW664000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR MAY24 COK4 PUT 51 03/25/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H1X4PT37 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 809.46900000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR MAY24 COK4 PUT 52 03/25/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H1X4PL50 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 539.64600000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR APR24 COJ4 PUT 59 02/26/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H1X4V285 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 269.82300000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE APR24 CLJ4 CALL 112 03/15/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KBQ158000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE JUN24 CLM4 PUT 51 05/16/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KDU983000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1079.29200000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR JUN24 COM4 CALL 108 04/25/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00KKW6QP31 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2968.05300000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE JUN24 CLM4 CALL 106 05/16/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KDK432000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1888.76100000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE JUN24 CLM4 PUT 49 05/16/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KDN848000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2698.23000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR MAY24 COK4 CALL 103 03/25/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00KKW6LC56 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1079.29200000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR JUN24 COM4 PUT 51 04/25/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H1X4P154 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 539.64600000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR APR24 COJ4 CALL 150 02/26/2024 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00KFP6JK13 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE APR24 CLJ4 CALL 111 03/15/2024 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | KBR287000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
Receipts: fixed, floating or other. | Fixed Floating Other |
Receipts: Fixed rate. | 0.00000000 |
Receipts: Base currency. |
United States Dollar
|
Receipts: Amount. | 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
Payments: fixed, floating or other. | Fixed Floating Other |
Payments: Fixed rate. | 0.00150000 |
Payments: Base currency |
United States Dollar
|
Payments: Amount | 0.00000000 |
ii. Termination or maturity date. | 2024-05-31 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
Upfront receipts. | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Notional amount. | 25775165.86000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 13763.30000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | BARCLAYS BANK PLC |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | G5GSEF7VJP5I7OUK5573 |
c. Title of the issue or description of the investment. | BXIIFMR1 5/31/2024 FAMS ETRS |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | KDJ872000 |
Description of other unique identifier. | Internal |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 58557.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 3513.42000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.003144604938 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-interest rate
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Corporate
|
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | Yes No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes No |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | Yes No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | BARCLAYS BANK PLC |
LEI (if any) of counterparty. | G5GSEF7VJP5I7OUK5573 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | BXIIFMR1 INDEX |
Index identifier, if any. | BXIIFMR1 |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
For all other indices or custom baskets provide:
i. Name. | NY HARB ULSD FUT JUL24 HON4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | GIG538000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 790540.48003618 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LEAN HOGS FUTURE APR24 LHJ4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JVC109000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -772327.97522875 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | COPPER FUTURE MAR24 HGH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JTO176000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1117166.82202720 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | KC HRW WHEAT FUT MAR24 KWH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JVB159000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -614892.85861394 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | SILVER FUTURE MAR24 SIH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JTD109000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -287530.44541247 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME PRI ALUM FUTR MAR24 LAH24 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00FP3RDF44 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1133865.12320168 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | BRENT CRUDE FUTR MAY24 COK4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H1TWGB04 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -692012.09086434 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME ZINC FUTURE MAR24 LXH4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H23PL390 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -786523.63428766 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | SOYBEAN OIL FUTR MAR24 BOH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JUO543000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -655166.46912922 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | SOYBEAN MEAL FUTR MAR24 SMH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | IEH149000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -811865.51453357 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LIVE CATTLE FUTR APR24 LCJ4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JMH058000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1573068.29918135 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME COPPER FUTURE JUL24 LPN24 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00FP3TLR89 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 795125.15214706 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | CORN FUTURE MAR24 C H4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JTU272000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -691023.65238172 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WHEAT FUTURE(CBT) MAR24 WH24 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JTU276000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -641685.85067475 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME NICKEL FUTURE MAR24 LNH4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H23PHV99 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -608394.40135586 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | GOLD 100 OZ FUTR APR24 GCJ4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | IGH723000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1595928.56791770 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | NATURAL GAS FUT MAR24 NGH24 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | 43W99D454 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -241221.05097140 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | SOYBEAN FUTURE MAR24 S H4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JVB204000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -969595.05963257 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | GASOLINE RBOB FUT JUL24 XBN4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JYB651000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 771276.44492809 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | SUGAR #11 (WORLD) FUT JUL24 SBN4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JYB660000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 953464.58482044 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | COFFEE 'C' FUTURE JUL24 KCN4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JYB641000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 610854.98225940 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | WTI CRUDE FUTURE JUL24 CLN4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JYB667000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 679015.17634818 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LOW SU GASOIL G FUT JUL24 QSN4 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00H208PT54 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 777774.90218617 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | COTTON NO.2 FUTR MAR24 CTH4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JUJ177000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -874053.01651460 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | COCOA FUTURE JUL24 CCN4 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | JKT164000 |
Description of other identifier. | Internal |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1168355.31706333 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
For all other indices or custom baskets provide:
i. Name. | LME COPPER FUTURE MAR24 LPH24 |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00FP3RDG50 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -438235.76810306 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | N/A |
ISO Currency Code. |
N/A
|
Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
Receipts: fixed, floating or other. | Fixed Floating Other |
Receipts: Fixed rate. | 0.00000000 |
Receipts: Base currency. |
United States Dollar
|
Receipts: Amount. | 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
Payments: fixed, floating or other. | Fixed Floating Other |
Payments: Fixed rate. | -0.00150000 |
Payments: Base currency |
United States Dollar
|
Payments: Amount | 0.00000000 |
ii. Termination or maturity date. | 2024-05-31 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
Upfront receipts. | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Notional amount. | 21027092.59000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 3513.42000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | UST BILLS |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 254900HROIFWPRGM1V77 |
c. Title of the issue or description of the investment. | UST BILLS 0% 03/14/2024 |
d. CUSIP (if any). | 912797GX9 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US912797GX99 |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 102100000.00000000 |
Units |
Principal amount
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 101471362.13000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 90.81958503729 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Debt
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
U.S. Treasury
|
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. | 2024-03-14 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 0.00000000 |
c. Currently in default? [Y/N] | Yes No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes No |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | Yes No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P/A: Part E: Explanatory Notes (if any)
The Fund may provide any information it believes would be helpful in understanding the information reported in response to any Item of this Form. The Fund may also explain any assumptions that it made in responding to any Item of this Form. To the extent responses relate to a particular Item, provide the Item number(s), as applicable. |
NPORT-P/A: Signatures
The Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.
Registrant: | Heather Bonner |
By (Signature): | Heather Bonner |
Name: | Heather Bonner |
Title: | President and Treasurer |
Date: | 2024-03-01 |