RQSI GAA SYSTEMATIC GLOBAL MACRO FUND

Fund Profile

Fund profile

Tickers

RQSGX, RQSRX

Fund manager

Advisors' Inner Circle Fund II

Total assets

$25.46 mm

Liabilities

$202.50 k

Net assets

$25.26 mm

Number of holdings

71.00

71 Holdings

As of Oct 2022

Security	$Holding	Balance	% of Fund	Category	Position	Country
3 MONTH SOFR FUT MAR23 FINANCIAL COMMODITY FUTURE.	19.49 mm	82.00 contracts	77.15	DO	N/A	USA
BROWN BROTHERS HARRIMAN SWEEP INTEREST	13.10 mm	13.10 mm principal	51.85	Short-term investment vehicle	Long	USA
SOCIETE GENERALE FUTURES COLLATERAL	5.74 mm	5.74 mm principal	22.73	Short-term investment vehicle	Long	USA
LME COPPER FUTURE NOV 22 (LPX22)	3.77 mm	20.00 contracts	14.91	Commodity derivative	N/A	UK
AUST 10Y BOND FUT DEC22 FINANCIAL COMMODITY FUTURE.	3.33 mm	44.00 contracts	13.20		Long	Australia
SOCIETE GENERALE FUTURES COLLATERAL	3.13 mm	3.13 mm principal	12.40	Short-term investment vehicle	Long	USA
LONG GILT FUTURE DEC22 FINANCIAL COMMODITY FUTURE.	2.58 mm	22.00 contracts	10.20	Interest rate derivative	N/A	UK
GOLD 100 OZ FUTR DEC22 PHYSICAL COMMODITY FUTURE.	1.97 mm	12.00 contracts	7.79	Commodity derivative	N/A	USA
EURO-BTP FUTURE DEC22 FINANCIAL COMMODITY FUTURE.	1.93 mm	17.00 contracts	7.63	Interest rate derivative	N/A	Germany
LME PRI ALUM NOV 22 (LAX22)	1.72 mm	31.00 contracts	6.81	Commodity derivative	N/A	UK
SOYBEAN FUTURE JAN23 PHYSICAL COMMODITY FUTURE.	1.70 mm	24.00 contracts	6.74	Commodity derivative	N/A	USA
LME NICKEL FUTURE NOV 22 (LNX2)	1.69 mm	13.00 contracts	6.71	Commodity derivative	N/A	UK
LME LEAD FUTURE NOV 22 (LLX2)	1.68 mm	34.00 contracts	6.65	Commodity derivative	N/A	UK
SPI 200 FUTURES DEC22 PHYSICAL INDEX FUTURE.	1.64 mm	15.00 contracts	6.51	Equity derivative	N/A	Australia
LME ZINC FUTURE NOV 22 (LXX2)	1.50 mm	22.00 contracts	5.93	Commodity derivative	N/A	UK
LME NICKEL FUTURE DEC22	1.44 mm	11.00 contracts	5.68	Commodity derivative	N/A	UK
BRENT CRUDE FUTR JAN23 PHYSICAL COMMODITY FUTURE.	1.39 mm	15.00 contracts	5.51	Commodity derivative	N/A	UK
WTI CRUDE FUTURE DEC22 PHYSICAL COMMODITY FUTURE.	1.30 mm	15.00 contracts	5.14	Commodity derivative	N/A	USA
LME COPPER FUTURE DEC 22 (LPZ22)	1.12 mm	6.00 contracts	4.45	Commodity derivative	N/A	UK
EURO-BUND FUTURE DEC22 FINANCIAL COMMODITY FUTURE.	1.09 mm	8.00 contracts	4.33	Interest rate derivative	N/A	Germany
COTTON NO.2 FUTR DEC22 PHYSICAL COMMODITY FUTURE.	1.04 mm	29.00 contracts	4.13	Commodity derivative	N/A	USA
LME ZINC FUTURE DEC22	1.02 mm	15.00 contracts	4.03	Commodity derivative	N/A	UK
CORN FUTURE DEC22 PHYSICAL COMMODITY FUTURE.	968.10 k	28.00 contracts	3.83	Commodity derivative	N/A	USA
LME LEAD FUTURE DEC22	937.93 k	19.00 contracts	3.71	Commodity derivative	N/A	UK
NIKKEI 225 (OSE) DEC22 PHYSICAL INDEX FUTURE.	926.39 k	5.00 contracts	3.67	Equity derivative	N/A	Japan
AMSTERDAM IDX FUT NOV22 PHYSICAL INDEX FUTURE.	793.24 k	6.00 contracts	3.14	Equity derivative	N/A	Netherlands
LME PRI ALUM DEC 22 (LAZ22)	779.10 k	14.00 contracts	3.08	Commodity derivative	N/A	UK
HANG SENG IDX FUT NOV22 PHYSICAL INDEX FUTURE.	745.87 k	8.00 contracts	2.95	Equity derivative	N/A	Hong Kong
COFFEE 'C' FUTURE DEC22 PHYSICAL COMMODITY FUTURE.	199.91 k	3.00 contracts	0.79	Commodity derivative	N/A	USA
BROWN BROTHERS HARRIMAN SWEEP INTEREST	195.56 k	195.56 k principal	0.77	Short-term investment vehicle	Long	USA
S&P/TSX 60 IX FUT DEC22 PHYSICAL INDEX FUTURE.	172.88 k	1.00 contracts	0.68	Equity derivative	N/A	Canada
FTSE/MIB IDX FUT DEC22 PHYSICAL INDEX FUTURE.	111.57 k	1.00 contracts	0.44	Equity derivative	N/A	Italy
GASOLINE RBOB FUT DEC22 PHYSICAL COMMODITY FUTURE.	106.08 k	1.00 contracts	0.42	Commodity derivative	N/A	USA
PLATINUM FUTURE JAN23 PHYSICAL COMMODITY FUTURE.	93.01 k	2.00 contracts	0.37	Commodity derivative	N/A	USA
GOLDMAN SACHS COLLATERAL	-54.40 k	-54.40 k principal	-0.22	Short-term investment vehicle	Short	USA
LEAN HOGS FUTURE DEC22 PHYSICAL COMMODITY FUTURE.	-203.82 k	-6.00 contracts	-0.81	Commodity derivative	N/A	USA
SILVER FUTURE DEC22 PHYSICAL COMMODITY FUTURE.	-286.79 k	-3.00 contracts	-1.14	Commodity derivative	N/A	USA
WHEAT FUTURE(CBT) DEC22 PHYSICAL COMMODITY FUTURE.	-308.79 k	-7.00 contracts	-1.22	Commodity derivative	N/A	USA
NATURAL GAS FUTR DEC22 PHYSICAL COMMODITY FUTURE.	-317.75 k	-5.00 contracts	-1.26	Commodity derivative	N/A	USA
SOYBEAN OIL FUTR DEC22 PHYSICAL COMMODITY FUTURE.	-351.41 k	-8.00 contracts	-1.39	Commodity derivative	N/A	USA
NASDAQ 100 E-MINI DEC22 PHYSICAL INDEX FUTURE.	-457.89 k	-2.00 contracts	-1.81	Equity derivative	N/A	USA
US LONG BOND(CBT) DEC22 FINANCIAL COMMODITY FUTURE.	-482.00 k	-4.00 contracts	-1.91	Interest rate derivative	N/A	USA
LIVE CATTLE FUTR DEC22 PHYSICAL COMMODITY FUTURE.	-548.91 k	-9.00 contracts	-2.17	Commodity derivative	N/A	USA
FTSE 100 IDX FUT DEC22 PHYSICAL INDEX FUTURE.	-652.07 k	-8.00 contracts	-2.58	Equity derivative	N/A	UK
COCOA FUTURE DEC22 PHYSICAL COMMODITY FUTURE.	-653.80 k	-28.00 contracts	-2.59	Commodity derivative	N/A	USA
NY HARB ULSD FUT DEC22 PHYSICAL COMMODITY FUTURE.	-925.87 k	-6.00 contracts	-3.67	Commodity derivative	N/A	USA
IBEX 35 INDX FUTR NOV22 PHYSICAL INDEX FUTURE.	-942.79 k	-12.00 contracts	-3.73	Equity derivative	N/A	Spain
SOYBEAN MEAL FUTR DEC22 PHYSICAL COMMODITY FUTURE.	-984.63 k	-23.00 contracts	-3.90	Commodity derivative	N/A	USA
EURO STOXX 50 DEC22 PHYSICAL INDEX FUTURE.	-1.22 mm	-34.00 contracts	-4.81	Equity derivative	N/A	Germany
SUGAR #11 (WORLD) MAR23 PHYSICAL COMMODITY FUTURE.	-1.33 mm	-66.00 contracts	-5.26	Commodity derivative	N/A	USA
JPN YEN CURR FUT DEC22 CURRENCY FUTURE.	-1.35 mm	-16.00 contracts	-5.36	DFE	N/A	USA
LME ZINC FUTURE DEC22	-1.43 mm	-21.00 contracts	-5.64	Commodity derivative	N/A	UK
LME LEAD FUTURE DEC22	-1.48 mm	-30.00 contracts	-5.86	Commodity derivative	N/A	UK
LME ZINC FUTURE NOV 22 (LXX2)	-1.50 mm	-22.00 contracts	-5.93	Commodity derivative	N/A	UK
LME COPPER FUTURE DEC 22 (LPZ22)	-1.50 mm	-8.00 contracts	-5.94	Commodity derivative	N/A	UK
LME PRI ALUM DEC 22 (LAZ22)	-1.50 mm	-27.00 contracts	-5.95	Commodity derivative	N/A	UK
LME LEAD FUTURE NOV 22 (LLX2)	-1.68 mm	-34.00 contracts	-6.65	Commodity derivative	N/A	UK
LME NICKEL FUTURE NOV 22 (LNX2)	-1.69 mm	-13.00 contracts	-6.71	Commodity derivative	N/A	UK
LME PRI ALUM NOV 22 (LAX22)	-1.72 mm	-31.00 contracts	-6.81	Commodity derivative	N/A	UK
BP CURRENCY FUT DEC22 CURRENCY FUTURE.	-1.87 mm	-26.00 contracts	-7.39	DFE	N/A	USA
LME NICKEL FUTURE DEC22	-1.96 mm	-15.00 contracts	-7.75	Commodity derivative	N/A	UK
DAX INDEX FUTURE DEC22 PHYSICAL INDEX FUTURE.	-2.30 mm	-7.00 contracts	-9.10	Equity derivative	N/A	Germany
CAC40 10 EURO FUT NOV22 PHYSICAL INDEX FUTURE.	-2.35 mm	-38.00 contracts	-9.32	Equity derivative	N/A	France
AUDUSD CRNCY FUT DEC22 CURRENCY FUTURE.	-3.26 mm	-51.00 contracts	-12.92	DFE	N/A	USA
US 10YR NOTE (CBT)DEC22 FINANCIAL COMMODITY FUTURE.	-3.65 mm	-33.00 contracts	-14.45	Interest rate derivative	N/A	USA
LME COPPER FUTURE NOV 22 (LPX22)	-3.77 mm	-20.00 contracts	-14.91	Commodity derivative	N/A	UK
S&P500 EMINI FUT DEC22 PHYSICAL INDEX FUTURE.	-3.88 mm	-20.00 contracts	-15.37	Equity derivative	N/A	USA
EURO FX CURR FUT DEC22 CURRENCY FUTURE.	-5.09 mm	-41.00 contracts	-20.13	DFE	N/A	USA
C$ CURRENCY FUT DEC22 CURRENCY FUTURE.	-5.21 mm	-71.00 contracts	-20.63	DFE	N/A	USA
CAN 10YR BOND FUT DEC22 FINANCIAL COMMODITY FUTURE.	-5.96 mm	-66.00 contracts	-23.60	Interest rate derivative	N/A	Canada
JPN 10Y BOND(OSE) DEC22 FINANCIAL COMMODITY FUTURE.	-7.00 mm	-7.00 contracts	-27.73	Interest rate derivative	N/A	Japan