AlphaSimplex Managed Futures Strategy Fund

Fund Profile

Fund profile

Tickers

AMFAX, ASFCX, ASFYX, AMFNX

Fund manager

Natixis Funds Trust II Oakmark Fund

Total assets

$2.73 bn

Liabilities

$32.74 mm

Net assets

$2.70 bn

Number of holdings

256.00

Top 200 of 256 Holdings

As of Mar 2023

Security	$Holding	Balance	% of Fund	Category	Position	Country
FIXED INC CLEARING CORP.REPO Fixed Income Clearing Corp	125.48 mm	125.48 mm principal	4.65	Repurchase agreement	Long	USA
MIZUHO BANK LTD	100.00 mm	100.00 mm principal	3.71	Short-term investment vehicle	Long	Japan
United States Treasury Bill	89.83 mm	90.00 mm principal	3.33	Short-term investment vehicle	Long	USA
Skandinaviska Enskilda Banken AB/New York NY	77.98 mm	78.00 mm principal	2.89	Short-term investment vehicle	Long	Sweden
SUMITOMO MITSUI BKG CORP	74.96 mm	75.00 mm principal	2.78	Short-term investment vehicle	Long	Japan
United States Treasury Bill	67.47 mm	67.50 mm principal	2.50	Short-term investment vehicle	Long	USA
United States Treasury Bill	66.44 mm	67.00 mm principal	2.46	Short-term investment vehicle	Long	USA
Cooperatieve Rabobank UA/NY	60.09 mm	60.00 mm principal	2.23	Short-term investment vehicle	Long	Netherlands
Bank of America NA	59.91 mm	60.00 mm principal	2.22	Short-term investment vehicle	Long	USA
United States Cash Management Bill	59.89 mm	60.00 mm principal	2.22	Short-term investment vehicle	Long	USA
BANK OF MONTREAL	54.80 mm	55.00 mm principal	2.03	Short-term investment vehicle	Long	Canada
MITSUBISHI TST&BNK C	53.02 mm	53.00 mm principal	1.97	Short-term investment vehicle	Long	USA
Svenska Handelsbanken/New York NY	52.09 mm	52.00 mm principal	1.93	Short-term investment vehicle	Long	Sweden
Nordea Bank Abp/New York NY	50.09 mm	50.00 mm principal	1.86	Short-term investment vehicle	Long	Finland
Bank of Nova Scotia/Houston	50.07 mm	50.00 mm principal	1.86	Short-term investment vehicle	Long	Canada
Commonwealth Bank of Australia/New York NY	50.05 mm	50.00 mm principal	1.86	Short-term investment vehicle	Long	Australia
Commonwealth Bank of Australia/New York NY	50.01 mm	50.00 mm principal	1.85	Short-term investment vehicle	Long	Australia
Bank of America NA	50.00 mm	50.00 mm principal	1.85	Short-term investment vehicle	Long	USA
DNB NOR BK ASA	50.00 mm	50.00 mm principal	1.85	Short-term investment vehicle	Long	Norway
COOPERATIEVE CENTRALE	49.99 mm	50.00 mm principal	1.85	Short-term investment vehicle	Long	Netherlands
TORONTO DOMINION BK	49.97 mm	50.00 mm principal	1.85	Short-term investment vehicle	Long	Canada
ROYAL BK OF CANADA	49.94 mm	50.00 mm principal	1.85	Short-term investment vehicle	Long	Canada
ROYAL BK OF CANADA	49.79 mm	50.00 mm principal	1.85	Short-term investment vehicle	Long	Canada
United States Treasury Bill	48.76 mm	49.00 mm principal	1.81	Short-term investment vehicle	Long	USA
Bank of Nova Scotia/Houston	46.06 mm	46.00 mm principal	1.71	Short-term investment vehicle	Long	Canada
SVENSKA HANDLSBNKN A	45.84 mm	46.00 mm principal	1.70	Short-term investment vehicle	Long	Sweden
CANADIAN IMPERIAL BK	45.06 mm	45.00 mm principal	1.67	Short-term investment vehicle	Long	Canada
MITSUBISHI TST&BNK C	44.99 mm	45.00 mm principal	1.67	Short-term investment vehicle	Long	USA
BANK OF MONTREAL	42.90 mm	43.00 mm principal	1.59	Short-term investment vehicle	Long	Canada
Nordea Bank Abp/New York NY	41.89 mm	42.00 mm principal	1.55	Short-term investment vehicle	Long	Finland
WESTPAC BKING CORP N	40.00 mm	40.00 mm principal	1.48	Short-term investment vehicle	Long	Australia
MITSUBISHI TST&BNK C	39.99 mm	40.00 mm principal	1.48	Short-term investment vehicle	Long	USA
CANADIAN IMPERIAL BK	39.96 mm	40.00 mm principal	1.48	Short-term investment vehicle	Long	Canada
United States Treasury Bill	39.78 mm	40.00 mm principal	1.48	Short-term investment vehicle	Long	USA
United States Treasury Bill	37.46 mm	37.50 mm principal	1.39	Short-term investment vehicle	Long	USA
United States Treasury Bill	37.45 mm	37.50 mm principal	1.39	Short-term investment vehicle	Long	USA
United States Treasury Bill	37.42 mm	37.50 mm principal	1.39	Short-term investment vehicle	Long	USA
Westpac Banking Corp/NY	35.91 mm	36.00 mm principal	1.33	Short-term investment vehicle	Long	Australia
CANADIAN IMPERIAL BK	34.87 mm	35.00 mm principal	1.29	Short-term investment vehicle	Long	Canada
Svenska Handelsbanken/New York NY	32.01 mm	32.00 mm principal	1.19	Short-term investment vehicle	Long	Sweden
TORONTO DOMINION BK	30.83 mm	31.00 mm principal	1.14	Short-term investment vehicle	Long	Canada
Bank of Nova Scotia/Houston	29.97 mm	30.00 mm principal	1.11	Short-term investment vehicle	Long	Canada
United States Treasury Bill	29.89 mm	30.00 mm principal	1.11	Short-term investment vehicle	Long	USA
NORDEA BK AB PUBL NY	29.88 mm	30.00 mm principal	1.11	Short-term investment vehicle	Long	USA
United States Treasury Bill	29.42 mm	30.00 mm principal	1.09	Short-term investment vehicle	Long	USA
United States Treasury Bill	25.00 mm	25.00 mm principal	0.93	Short-term investment vehicle	Long	USA
SUMITOMO MITSUI TRUST NY	25.00 mm	25.00 mm principal	0.93	Short-term investment vehicle	Long	Japan
MIZUHO BANK LTD	24.98 mm	25.00 mm principal	0.93	Short-term investment vehicle	Long	Japan
United States Treasury Bill	24.92 mm	25.00 mm principal	0.92	Short-term investment vehicle	Long	USA
United States Treasury Bill	24.81 mm	25.00 mm principal	0.92	Short-term investment vehicle	Long	USA
Royal Bank of Canada/New York NY	24.55 mm	24.50 mm principal	0.91	Short-term investment vehicle	Long	Canada
United States Treasury Bill	19.80 mm	20.00 mm principal	0.73	Short-term investment vehicle	Long	USA
United States Treasury Bill	19.56 mm	20.00 mm principal	0.73	Debt	Long	USA
United States Treasury Bill	14.96 mm	15.00 mm principal	0.55	Short-term investment vehicle	Long	USA
TORONTO DOMINION	14.94 mm	15.00 mm principal	0.55	Short-term investment vehicle	Long	Canada
NATURAL GAS FUTR MAY23	6.58 mm	-2.53 k contracts	0.24	Commodity derivative	N/A	USA
EURO STOXX 50 JUN23	5.74 mm	2.68 k contracts	0.21	Equity derivative	N/A	Germany
PURCHASED SGD / SOLD USD UBS AG	4.65 mm	1.00 contracts	0.17	DFE	N/A	Singapore
SUGAR 11 (WORLD) JUL23	3.74 mm	3.03 k contracts	0.14	Commodity derivative	N/A	USA
CAC40 10 EURO FUT APR23	3.30 mm	1.09 k contracts	0.12	Equity derivative	N/A	France
NASDAQ 100 E-MINI JUN23	2.96 mm	272.00 contracts	0.11	Equity derivative	N/A	USA
DAX INDEX FUTURE JUN23	2.77 mm	172.00 contracts	0.10	Equity derivative	N/A	Germany
PURCHASED PLN / SOLD USD UBS AG	2.68 mm	1.00 contracts	0.10	DFE	N/A	Poland
United States Treasury Bill	2.49 mm	2.50 mm principal	0.09	Short-term investment vehicle	Long	USA
FTSE/MIB IDX FUT JUN23	2.22 mm	511.00 contracts	0.08	Equity derivative	N/A	Italy
LEAN HOGS FUTURE JUN23	1.91 mm	-952.00 contracts	0.07	Commodity derivative	N/A	USA
IBEX 35 INDX FUTR APR23	1.60 mm	527.00 contracts	0.06	Equity derivative	N/A	Spain
OMXS30 IND FUTURE APR23	1.23 mm	1.62 k contracts	0.05	Equity derivative	N/A	Sweden
FTSE 100 IDX FUT JUN23	1.18 mm	678.00 contracts	0.04	Equity derivative	N/A	UK
LIVE CATTLE FUTR JUN23	1.15 mm	1.40 k contracts	0.04	Commodity derivative	N/A	USA
STOXX EUROPE 600 JUN23	1.05 mm	1.01 k contracts	0.04	Equity derivative	N/A	Germany
MSCI EAFE JUN23	1.04 mm	340.00 contracts	0.04	Equity derivative	N/A	USA
PURCHASED MXN / SOLD USD UBS AG	902.33 k	1.00 contracts	0.03	DFE	N/A	Mexico
3MO EURO EURIBOR SEP23	682.33 k	-4.12 k contracts	0.03	Interest rate derivative	N/A	UK
PURCHASED SEK / SOLD USD UBS AG	661.73 k	1.00 contracts	0.02	DFE	N/A	Sweden
SOYBEAN OIL FUTR JUL23	644.66 k	-1.63 k contracts	0.02	Commodity derivative	N/A	USA
SPI 200 FUTURES JUN23	625.05 k	184.00 contracts	0.02	Equity derivative	N/A	Australia
PURCHASED ZAR / SOLD USD UBS AG	595.39 k	1.00 contracts	0.02	DFE	N/A	South Africa
PURCHASED ZAR / SOLD USD UBS AG	496.80 k	1.00 contracts	0.02	DFE	N/A	South Africa
LME ZINC FUTURE JUN23	486.72 k	-333.00 contracts	0.02	Commodity derivative	N/A	UK
PURCHASED ZAR / SOLD USD UBS AG	478.96 k	1.00 contracts	0.02	DFE	N/A	South Africa
PURCHASED ZAR / SOLD USD UBS AG	464.72 k	1.00 contracts	0.02	DFE	N/A	South Africa
PURCHASED ZAR / SOLD USD UBS AG	460.56 k	1.00 contracts	0.02	DFE	N/A	South Africa
NIKKEI 225 (OSE) JUN23	395.35 k	172.00 contracts	0.01	Equity derivative	N/A	Japan
BRAZIL REAL FUT MAY23	274.29 k	879.00 contracts	0.01	DFE	N/A	USA
3 MONTH SOFR FUT SEP23	274.01 k	-1.79 k contracts	0.01	Interest rate derivative	N/A	USA
BANK ACCEPT FUTR SEP23	267.01 k	-493.00 contracts	0.01	Interest rate derivative	N/A	Canada
FTSE/JSE TOP 40 JUN23	253.67 k	369.00 contracts	0.01	Equity derivative	N/A	South Africa
PURCHASED MXN / SOLD USD UBS AG	252.49 k	1.00 contracts	0.01	DFE	N/A	Mexico
LME NICKEL FUTURE JUN23	244.21 k	-189.00 contracts	0.01	Commodity derivative	N/A	UK
COTTON NO.2 FUTR MAY23	227.84 k	-603.00 contracts	0.01	Commodity derivative	N/A	USA
PURCHASED NOK / SOLD USD UBS AG	221.92 k	1.00 contracts	0.01	DFE	N/A	Norway
PURCHASED NOK / SOLD USD UBS AG	213.15 k	1.00 contracts	0.01	DFE	N/A	Norway
FTSE TAIWAN INDEX APR23	212.83 k	1.02 k contracts	0.01	Equity derivative	N/A	Singapore
PURCHASED NZD / SOLD USD UBS AG	197.64 k	1.00 contracts	0.01	DFE	N/A	New Zealand
EURO FX CURR FUT JUN23	175.91 k	746.00 contracts	0.01	DFE	N/A	USA
ICE 3MTH SONIA FU SEP23	172.62 k	-839.00 contracts	0.01	Interest rate derivative	N/A	UK
PURCHASED MXN / SOLD USD UBS AG	159.60 k	1.00 contracts	0.01	DFE	N/A	Mexico
PURCHASED NOK / SOLD USD UBS AG	152.31 k	1.00 contracts	0.01	DFE	N/A	Norway
PURCHASED MXN / SOLD USD UBS AG	134.92 k	1.00 contracts	0.01	DFE	N/A	Mexico
COCOA FUTURE JUL23	129.84 k	480.00 contracts	0.00	Commodity derivative	N/A	USA
PURCHASED PLN / SOLD USD UBS AG	110.62 k	1.00 contracts	0.00	DFE	N/A	Poland
PURCHASED PLN / SOLD USD UBS AG	109.52 k	1.00 contracts	0.00	DFE	N/A	Poland
PURCHASED SEK / SOLD USD UBS AG	80.96 k	1.00 contracts	0.00	DFE	N/A	Sweden
PURCHASED SGD / SOLD USD UBS AG	77.10 k	1.00 contracts	0.00	DFE	N/A	Singapore
SOYBEAN MEAL FUTR JUL23	64.50 k	1.20 k contracts	0.00	Commodity derivative	N/A	USA
PURCHASED NZD / SOLD USD UBS AG	60.89 k	1.00 contracts	0.00	DFE	N/A	New Zealand
PURCHASED PLN / SOLD USD UBS AG	59.92 k	1.00 contracts	0.00	DFE	N/A	Poland
PURCHASED SGD / SOLD USD UBS AG	54.12 k	1.00 contracts	0.00	DFE	N/A	Singapore
PLATINUM FUTURE JUL23	53.59 k	69.00 contracts	0.00	Commodity derivative	N/A	USA
PURCHASED SEK / SOLD USD UBS AG	53.45 k	1.00 contracts	0.00	DFE	N/A	Sweden
PURCHASED NOK / SOLD USD UBS AG	45.06 k	1.00 contracts	0.00	DFE	N/A	Norway
MSCI SING IX ETS APR23	44.57 k	199.00 contracts	0.00	Equity derivative	N/A	Singapore
PURCHASED USD / SOLD NOK UBS AG	39.49 k	1.00 contracts	0.00	DFE	N/A	USA
PURCHASED SEK / SOLD USD UBS AG	35.52 k	1.00 contracts	0.00	DFE	N/A	Sweden
PURCHASED MXN / SOLD USD UBS AG	35.44 k	1.00 contracts	0.00	DFE	N/A	Mexico
PURCHASED CHF / SOLD USD UBS AG	35.06 k	1.00 contracts	0.00	DFE	N/A	Switzerland
PURCHASED PLN / SOLD USD UBS AG	34.48 k	1.00 contracts	0.00	DFE	N/A	Poland
SILVER FUTURE MAY23	27.12 k	49.00 contracts	0.00	Commodity derivative	N/A	USA
PURCHASED CHF / SOLD USD UBS AG	17.14 k	1.00 contracts	0.00	DFE	N/A	Switzerland
PURCHASED CHF / SOLD USD UBS AG	16.01 k	1.00 contracts	0.00	DFE	N/A	Switzerland
PURCHASED CNH / SOLD USD UBS AG	14.88 k	1.00 contracts	0.00	DFE	N/A	China
WHEAT FUTURE(CBT) JUL23	14.39 k	-1.36 k contracts	0.00	Commodity derivative	N/A	USA
PURCHASED CHF / SOLD USD UBS AG	9.38 k	1.00 contracts	0.00	DFE	N/A	Switzerland
PURCHASED USD / SOLD NOK UBS AG	9.04 k	1.00 contracts	0.00	DFE	N/A	USA
COFFEE 'C' FUTURE JUL23	1.47 k	-222.00 contracts	0.00	Commodity derivative	N/A	USA
PURCHASED PLN / SOLD USD UBS AG	-1.66 k	1.00 contracts	-0.00	DFE	N/A	Poland
PURCHASED PLN / SOLD USD UBS AG	-4.90 k	1.00 contracts	-0.00	DFE	N/A	Poland
PURCHASED CNH / SOLD USD UBS AG	-6.16 k	1.00 contracts	-0.00	DFE	N/A	China
PURCHASED USD / SOLD NZD UBS AG	-6.69 k	1.00 contracts	-0.00	DFE	N/A	USA
PURCHASED USD / SOLD NOK UBS AG	-9.90 k	1.00 contracts	-0.00	DFE	N/A	USA
KC HRW WHEAT FUT JUL23	-9.93 k	-229.00 contracts	-0.00	Commodity derivative	N/A	USA
PURCHASED SGD / SOLD USD UBS AG	-11.46 k	1.00 contracts	-0.00	DFE	N/A	Singapore
PURCHASED SGD / SOLD USD UBS AG	-13.23 k	1.00 contracts	-0.00	DFE	N/A	Singapore
PURCHASED NZD / SOLD USD UBS AG	-15.83 k	1.00 contracts	-0.00	DFE	N/A	New Zealand
PURCHASED MXN / SOLD USD UBS AG	-19.81 k	1.00 contracts	-0.00	DFE	N/A	Mexico
PURCHASED USD / SOLD CNH UBS AG	-26.77 k	1.00 contracts	-0.00	DFE	N/A	USA
PURCHASED CHF / SOLD USD UBS AG	-28.08 k	1.00 contracts	-0.00	DFE	N/A	Switzerland
PURCHASED SGD / SOLD USD UBS AG	-35.52 k	1.00 contracts	-0.00	DFE	N/A	Singapore
PURCHASED SGD / SOLD USD UBS AG	-37.03 k	1.00 contracts	-0.00	DFE	N/A	Singapore
PURCHASED USD / SOLD NZD UBS AG	-37.22 k	1.00 contracts	-0.00	DFE	N/A	USA
PURCHASED SGD / SOLD USD UBS AG	-40.57 k	1.00 contracts	-0.00	DFE	N/A	Singapore
COPPER FUTURE MAY23	-60.37 k	199.00 contracts	-0.00	Commodity derivative	N/A	USA
PURCHASED SGD / SOLD USD UBS AG	-68.59 k	1.00 contracts	-0.00	DFE	N/A	Singapore
PURCHASED USD / SOLD NZD UBS AG	-74.11 k	1.00 contracts	-0.00	DFE	N/A	USA
PURCHASED USD / SOLD NOK UBS AG	-74.35 k	1.00 contracts	-0.00	DFE	N/A	USA
PURCHASED USD / SOLD NOK UBS AG	-78.35 k	1.00 contracts	-0.00	DFE	N/A	USA
PURCHASED SGD / SOLD USD UBS AG	-78.85 k	1.00 contracts	-0.00	DFE	N/A	Singapore
PURCHASED SGD / SOLD USD UBS AG	-80.40 k	1.00 contracts	-0.00	DFE	N/A	Singapore
PURCHASED USD / SOLD NZD UBS AG	-87.13 k	1.00 contracts	-0.00	DFE	N/A	USA
PURCHASED CHF / SOLD USD UBS AG	-90.12 k	1.00 contracts	-0.00	DFE	N/A	Switzerland
PURCHASED USD / SOLD NOK UBS AG	-98.71 k	1.00 contracts	-0.00	DFE	N/A	USA
PURCHASED USD / SOLD NOK UBS AG	-105.74 k	1.00 contracts	-0.00	DFE	N/A	USA
PURCHASED USD / SOLD ZAR UBS AG	-109.59 k	1.00 contracts	-0.00	DFE	N/A	USA
PURCHASED SGD / SOLD USD UBS AG	-115.81 k	1.00 contracts	-0.00	DFE	N/A	Singapore
HSCEI FUTURES APR23	-117.22 k	-66.00 contracts	-0.00	Equity derivative	N/A	Hong Kong
PURCHASED PLN / SOLD USD UBS AG	-120.16 k	1.00 contracts	-0.00	DFE	N/A	Poland
PURCHASED USD / SOLD NOK UBS AG	-120.89 k	1.00 contracts	-0.00	DFE	N/A	USA
PURCHASED CNH / SOLD USD UBS AG	-127.06 k	1.00 contracts	-0.00	DFE	N/A	China
PURCHASED USD / SOLD PLN UBS AG	-133.54 k	1.00 contracts	-0.00	DFE	N/A	USA
PURCHASED USD / SOLD PLN UBS AG	-135.48 k	1.00 contracts	-0.01	DFE	N/A	USA
S+P500 EMINI FUT JUN23	-144.60 k	-16.00 contracts	-0.01	Equity derivative	N/A	USA
PURCHASED USD / SOLD CHF UBS AG	-148.82 k	1.00 contracts	-0.01	DFE	N/A	USA
HANG SENG IDX FUT APR23	-156.34 k	-33.00 contracts	-0.01	Equity derivative	N/A	Hong Kong
LME COPPER FUTURE JUN23	-157.15 k	-17.00 contracts	-0.01	Commodity derivative	N/A	UK
PURCHASED USD / SOLD ZAR UBS AG	-165.54 k	1.00 contracts	-0.01	DFE	N/A	USA
PURCHASED USD / SOLD ZAR UBS AG	-166.96 k	1.00 contracts	-0.01	DFE	N/A	USA
GASOLINE RBOB FUT MAY23	-168.67 k	83.00 contracts	-0.01	Commodity derivative	N/A	USA
PURCHASED USD / SOLD CNH UBS AG	-189.26 k	1.00 contracts	-0.01	DFE	N/A	USA
PURCHASED USD / SOLD PLN UBS AG	-189.98 k	1.00 contracts	-0.01	DFE	N/A	USA
PURCHASED USD / SOLD SEK UBS AG	-191.63 k	1.00 contracts	-0.01	DFE	N/A	USA
PURCHASED USD / SOLD ZAR UBS AG	-192.77 k	1.00 contracts	-0.01	DFE	N/A	USA
PURCHASED USD / SOLD SGD UBS AG	-194.64 k	1.00 contracts	-0.01	DFE	N/A	USA
PURCHASED USD / SOLD CNH UBS AG	-200.46 k	1.00 contracts	-0.01	DFE	N/A	USA
PURCHASED USD / SOLD SGD UBS AG	-203.22 k	1.00 contracts	-0.01	DFE	N/A	USA
PURCHASED USD / SOLD PLN UBS AG	-215.00 k	1.00 contracts	-0.01	DFE	N/A	USA
FTSE CHINA A50 APR23	-226.92 k	-1.04 k contracts	-0.01	Equity derivative	N/A	Singapore
PALLADIUM FUTURE JUN23	-230.58 k	-113.00 contracts	-0.01	Commodity derivative	N/A	USA
INR/USD APR23	-246.79 k	-1.58 k contracts	-0.01	DFE	N/A	Singapore
LME PRI ALUM FUTR JUN23	-269.72 k	136.00 contracts	-0.01	Commodity derivative	N/A	UK
PURCHASED USD / SOLD SGD UBS AG	-280.68 k	1.00 contracts	-0.01	DFE	N/A	USA
PURCHASED USD / SOLD CNH UBS AG	-283.60 k	1.00 contracts	-0.01	DFE	N/A	USA
TOPIX INDX FUTR JUN23	-284.79 k	506.00 contracts	-0.01	Equity derivative	N/A	Japan
PURCHASED USD / SOLD SEK UBS AG	-286.30 k	1.00 contracts	-0.01	DFE	N/A	USA
PURCHASED USD / SOLD SGD UBS AG	-295.58 k	1.00 contracts	-0.01	DFE	N/A	USA
PURCHASED USD / SOLD SGD UBS AG	-296.58 k	1.00 contracts	-0.01	DFE	N/A	USA
LME COPPER FUTURE JUN23	-302.10 k	39.00 contracts	-0.01	Commodity derivative	N/A	UK
PURCHASED USD / SOLD ZAR UBS AG	-321.86 k	1.00 contracts	-0.01	DFE	N/A	USA
PURCHASED USD / SOLD ZAR UBS AG	-327.86 k	1.00 contracts	-0.01	DFE	N/A	USA
PURCHASED USD / SOLD CHF UBS AG	-341.83 k	1.00 contracts	-0.01	DFE	N/A	USA
EURO-BTP FUTURE JUN23	-349.80 k	-71.00 contracts	-0.01	Interest rate derivative	N/A	Germany
PURCHASED USD / SOLD SGD UBS AG	-384.94 k	1.00 contracts	-0.01	DFE	N/A	USA
90-DAY BANK BILL SEP23	-400.37 k	2.15 k contracts	-0.01	Interest rate derivative	N/A	Australia
NY HARB ULSD FUT MAY23	-409.44 k	-286.00 contracts	-0.02	Commodity derivative	N/A	USA
PURCHASED USD / SOLD CHF UBS AG	-417.96 k	1.00 contracts	-0.02	DFE	N/A	USA
PURCHASED USD / SOLD SGD UBS AG	-418.43 k	1.00 contracts	-0.02	DFE	N/A	USA
LOW SU GASOIL G MAY23	-418.66 k	-458.00 contracts	-0.02	Commodity derivative	N/A	UK
PURCHASED USD / SOLD SGD UBS AG	-426.22 k	1.00 contracts	-0.02	DFE	N/A	USA
PURCHASED USD / SOLD SGD UBS AG	-428.61 k	1.00 contracts	-0.02	DFE	N/A	USA
PURCHASED USD / SOLD SGD UBS AG	-431.07 k	1.00 contracts	-0.02	DFE	N/A	USA