NPORT-P false 0001444822 XXXXXXXX S000037432 C000145941 C000115560 C000115559 AQR Funds 811-22235 0001444822 549300V0TAB4ICSX2404 2 Greenwich Plaza 4th Floor Greenwich 06830 203-742-3600 AQR Risk-Balanced Commodities Strategy Fund S000037432 549300CB2F28N2YCWV77 2020-12-31 2020-09-30 N 139264300.24 4182245.56 135082054.68 0.00000000 33022697.15 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1102756.72000000 USD N N/A N/A N/A -4.00000000 NC USD -1102.21000000 -0.00081595590 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Soybean 2021-01-14 -205450.00000000 USD -1102.21000000 N N N N/A N/A N/A -1.00000000 NC USD 1827.74000000 0.001353059075 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-12-14 -166865.25000000 USD 1827.74000000 N N N N/A N/A N/A -3.00000000 NC USD 2152.65000000 0.001593586953 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Lead Base Metal 2020-11-04 -135838.50000000 USD 2152.65000000 N N N N/A N/A N/A -1.00000000 NC USD -490.45000000 -0.00036307561 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Lead Base Metal 2020-10-02 -45050.00000000 USD -490.45000000 N N N N/A N/A N/A -1.00000000 NC USD 400.12000000 0.000296205148 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-12-09 -166847.25000000 USD 400.12000000 N N N N/A N/A N/A -3.00000000 NC USD -3742.38000000 -0.00277044941 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-11-10 -260951.22000000 USD -3742.38000000 N N N N/A N/A N/A -24.00000000 NC USD -36379.17000000 -0.02693116423 N/A DCO US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Short N/A Cocoa 2020-12-15 -611040.00000000 USD -36379.17000000 N N N N/A N/A N/A -1.00000000 NC USD 78.30000000 0.000057964768 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-11-06 -59881.25000000 USD 78.30000000 N N N N/A N/A N/A -2.00000000 NC USD -15445.90000000 -0.01143445740 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-11-10 -333798.00000000 USD -15445.90000000 N N N N/A N/A N/A 3.00000000 NC USD -4026.60000000 -0.00298085486 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Lead Base Metal 2020-11-04 135838.50000000 USD -4026.60000000 N N N N/A N/A N/A 3.00000000 NC USD 39935.79000000 0.029564097240 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-10-01 493050.00000000 USD 39935.79000000 N N N N/A N/A N/A 5.00000000 NC USD -2775.65000000 -0.00205478811 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-11-24 219406.25000000 USD -2775.65000000 N N N United States of America 254900HROIFWPRGM1V77 9127962J7 3637000.00000000 PA USD 3637000.00000000 2.692437577008 Long STIV UST US N 2 2020-10-01 None 0.00000000 N N N N N N N/A N/A N/A -2.00000000 NC USD 1614.46000000 0.001195169857 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-11-17 -119900.00000000 USD 1614.46000000 N N N N/A N/A N/A -4.00000000 NC USD -4898.72000000 -0.00362647726 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-11-13 -347980.80000000 USD -4898.72000000 N N N N/A N/A N/A 7.00000000 NC USD 9793.90000000 0.007250333897 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-10-09 303318.75000000 USD 9793.90000000 N N N N/A N/A N/A 1.00000000 NC USD 4832.63000000 0.003577551445 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-10-14 59783.50000000 USD 4832.63000000 N N N N/A N/A N/A 4.00000000 NC USD 7019.25000000 0.005196286077 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-10-16 173642.00000000 USD 7019.25000000 N N N N/A N/A N/A 4.00000000 NC USD 18830.20000000 0.013939823498 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-10-15 667442.00000000 USD 18830.20000000 N N N N/A N/A N/A -1.00000000 NC USD 2853.04000000 0.002112079214 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-12-15 -166868.75000000 USD 2853.04000000 N N N N/A N/A N/A -2.00000000 NC USD -2443.40000000 -0.00180882649 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-10-15 -86787.50000000 USD -2443.40000000 N N N N/A N/A N/A 41.00000000 NC USD -28565.01000000 -0.02114641361 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-11-27 1800668.75000000 USD -28565.01000000 N N N N/A N/A N/A 2.00000000 NC USD 13422.78000000 0.009936760313 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-10-16 333737.50000000 USD 13422.78000000 N N N N/A N/A N/A -5.00000000 NC USD -2463.50000000 -0.00182370634 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Lead Base Metal 2020-10-07 -225448.75000000 USD -2463.50000000 N N N N/A N/A N/A -4.00000000 NC USD -21482.33000000 -0.01590317089 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-10-13 -347700.00000000 USD -21482.33000000 N N N N/A N/A N/A -27.00000000 NC USD -4628.85000000 -0.00342669498 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Feeder Cattle 2021-01-28 -1894050.00000000 USD -4628.85000000 N N N N/A N/A N/A -1.00000000 NC USD -2996.70000000 -0.00221842938 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-10-13 -166843.75000000 USD -2996.70000000 N N N N/A N/A N/A -2.00000000 NC USD -14668.40000000 -0.01085888131 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-10-16 -333737.50000000 USD -14668.40000000 N N N N/A N/A N/A -212.00000000 NC USD 37500.66000000 0.027761392946 N/A DCO GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A Low Sulphur Gasoil 2020-12-10 -7165600.00000000 USD 37500.66000000 N N N N/A N/A N/A -7.00000000 NC USD 17678.30000000 0.013087082545 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-11-19 -419454.00000000 USD 17678.30000000 N N N Limited Purpose Cash Investment Fund 549300GUQBQJ6160QP80 90262Y729 62355048.97400000 NS USD 62342577.96000000 46.15163583918 Long STIV RF US N 1 N N N N/A N/A N/A -3.00000000 NC USD -43132.35000000 -0.03193048114 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-10-02 -500100.00000000 USD -43132.35000000 N N N N/A N/A N/A 21.00000000 NC USD 52421.36000000 0.038807049629 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-10-07 909289.50000000 USD 52421.36000000 N N N N/A N/A N/A 3.00000000 NC USD -4765.55000000 -0.00352789273 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Lead Base Metal 2020-12-17 136673.25000000 USD -4765.55000000 N N N N/A N/A N/A 4.00000000 NC USD 5249.00000000 0.003885786318 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-11-13 347980.80000000 USD 5249.00000000 N N N N/A N/A N/A -9.00000000 NC USD 6273.45000000 0.004644177211 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-12-18 -396900.00000000 USD 6273.45000000 N N N N/A N/A 000000000 -582400.00000000 PA USD -121096.20000000 -0.08964640069 N/A DCO FR N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 N/A N/A Y 2020-10-14 0.00000000 USD 0.00000000 USD -582400.00000000 USD -121096.20000000 N N N N/A N/A N/A 12.00000000 NC USD 12284.95000000 0.009094435252 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-10-13 520425.00000000 USD 12284.95000000 N N N N/A N/A N/A 46.00000000 NC USD -184406.87000000 -0.13651470614 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A NY Harbor ULSD 2020-10-30 2226050.40000000 USD -184406.87000000 N N N N/A N/A 000000000 239960.00000000 PA USD 35390.40000000 0.026199186919 N/A DCO US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-11-20 0.00000000 USD 0.00000000 USD 239960.00000000 USD 35390.40000000 N N N N/A N/A N/A 542.00000000 NC USD 3672395.81000000 2.718640768901 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-12-16 90442862.50000000 USD 3672395.81000000 N N N N/A N/A N/A -41.00000000 NC USD 23995.80000000 0.017763869565 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-11-27 -1800668.75000000 USD 23995.80000000 N N N N/A N/A N/A 4.00000000 NC USD -10230.80000000 -0.00757376694 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-12-04 239981.00000000 USD -10230.80000000 N N N N/A N/A N/A 3.00000000 NC USD 9757.07000000 0.007223068988 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-11-20 500418.75000000 USD 9757.07000000 N N N N/A N/A N/A -3.00000000 NC USD -5990.20000000 -0.00443448984 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-11-12 -260974.08000000 USD -5990.20000000 N N N N/A N/A N/A -4.00000000 NC USD 1771.17000000 0.001311180825 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Lead Base Metal 2020-10-27 -180861.00000000 USD 1771.17000000 N N N United States of America 254900HROIFWPRGM1V77 9127962F5 4444000.00000000 PA USD 4441677.70000000 3.288133061435 Long STIV UST US N 2 2021-03-25 None 0.00000000 N N N N N N N/A N/A N/A -7.00000000 NC USD -9451.90000000 -0.00699715444 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-10-09 -303318.75000000 USD -9451.90000000 N N N N/A N/A N/A 51.00000000 NC -43108.53000000 -0.03191284741 N/A DCO JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Long N/A Platinum 2021-08-26 75301500.00000000 JPY -43108.53000000 N N N N/A N/A N/A -3.00000000 NC USD 4193.40000000 0.003104335368 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-12-02 -131922.75000000 USD 4193.40000000 N N N N/A N/A N/A 5.00000000 NC USD 8975.17000000 0.006644235624 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-11-27 834000.00000000 USD 8975.17000000 N N N N/A N/A N/A -5.00000000 NC USD 2454.00000000 0.001816673580 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-11-24 -219406.25000000 USD 2454.00000000 N N N N/A N/A N/A 1.00000000 NC USD 624.50000000 0.000462311593 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Lead Base Metal 2020-10-02 45050.00000000 USD 624.50000000 N N N N/A N/A 000000000 18950.00000000 PA USD 2258.70000000 0.001672094791 N/A DCO US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-11-20 0.00000000 USD 0.00000000 USD 18950.00000000 USD 2258.70000000 N N N N/A N/A N/A 1.00000000 NC USD 8172.05000000 0.006049693291 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-10-02 59700.00000000 USD 8172.05000000 N N N N/A N/A N/A 1.00000000 NC USD -3571.70000000 -0.00264409658 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-12-18 60031.25000000 USD -3571.70000000 N N N N/A N/A N/A -2.00000000 NC USD 3101.10000000 0.002295715746 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Lead Base Metal 2020-11-03 -90543.00000000 USD 3101.10000000 N N N N/A N/A N/A 4.00000000 NC USD 28422.20000000 0.021040692686 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-10-16 347694.00000000 USD 28422.20000000 N N N N/A N/A N/A 2.00000000 NC USD -3434.05000000 -0.00254219556 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Lead Base Metal 2020-11-03 90543.00000000 USD -3434.05000000 N N N N/A N/A 000000000 4708100.00000000 PA USD 780812.55000000 0.578028333852 N/A DCO FR N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 N/A N/A Y 2020-10-23 0.00000000 USD 0.00000000 USD 4708100.00000000 USD 780812.55000000 N N N N/A N/A N/A 5.00000000 NC USD -17238.79000000 -0.01276171734 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-12-18 833781.25000000 USD -17238.79000000 N N N N/A N/A N/A 1.00000000 NC USD -2916.25000000 -0.00215887299 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-12-15 60053.75000000 USD -2916.25000000 N N N N/A N/A N/A 2.00000000 NC USD -3453.88000000 -0.00255687552 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Lead Base Metal 2020-12-14 91094.50000000 USD -3453.88000000 N N N N/A N/A N/A 3.00000000 NC USD 1441.15000000 0.001066870061 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-11-13 179775.00000000 USD 1441.15000000 N N N N/A N/A N/A -4.00000000 NC USD 4367.16000000 0.003232968294 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Lead Base Metal 2020-12-24 -182275.00000000 USD 4367.16000000 N N N N/A N/A N/A 7.00000000 NC USD -302.83000000 -0.00022418225 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Copper 2020-12-29 530687.50000000 USD -302.83000000 N N N N/A N/A N/A -1.00000000 NC USD 472.05000000 0.000349454264 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-12-22 -44100.00000000 USD 472.05000000 N N N N/A N/A N/A 6.00000000 NC USD 8313.62000000 0.006154496257 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-12-16 522540.00000000 USD 8313.62000000 N N N United States of America 254900HROIFWPRGM1V77 9127963U1 9910000.00000000 PA USD 9907073.48000000 7.334115181671 Long STIV UST US N 2 2021-01-14 None 0.00000000 N N N N N N N/A N/A N/A -3.00000000 NC USD -4133.85000000 -0.00306025105 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-10-22 -130500.00000000 USD -4133.85000000 N N N N/A N/A 000000000 2257840.00000000 PA USD 127631.08000000 0.094484112121 N/A DCO FR N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 N/A N/A Y 2020-10-02 0.00000000 USD 0.00000000 USD 2257840.00000000 USD 127631.08000000 N N N N/A N/A 000000000 3256600.00000000 PA USD 235062.65000000 0.174014713173 N/A DCO AU N 2 Macquarie Bank 4ZHCHI4KYZG2WVRT8631 N/A N/A Y 2020-11-20 0.00000000 USD 0.00000000 USD 3256600.00000000 USD 235062.65000000 N N N N/A N/A N/A 4.00000000 NC USD 10312.04000000 0.007633908163 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-10-30 239319.00000000 USD 10312.04000000 N N N N/A N/A N/A 1.00000000 NC USD -4374.87000000 -0.00323867593 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-12-01 59976.00000000 USD -4374.87000000 N N N N/A N/A N/A -7.00000000 NC USD 18760.37000000 0.013888128992 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Lead Base Metal 2020-11-12 -317341.50000000 USD 18760.37000000 N N N N/A N/A N/A 1.00000000 NC USD 7974.79000000 0.005903663531 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-11-12 166903.00000000 USD 7974.79000000 N N N N/A N/A N/A 1.00000000 NC USD -1156.28000000 -0.00085598342 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-11-20 87000.00000000 USD -1156.28000000 N N N N/A N/A 000000000 2038706.25000000 PA USD -90829.88000000 -0.06724052296 N/A DCO US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-11-12 0.00000000 USD 0.00000000 USD 2038706.25000000 USD -90829.88000000 N N N N/A N/A N/A 3.00000000 NC USD 14338.71000000 0.010614814850 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-10-16 179353.50000000 USD 14338.71000000 N N N N/A N/A N/A 12.00000000 NC USD -7279.38000000 -0.00538885791 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Lean Hogs 2020-12-14 302880.00000000 USD -7279.38000000 N N N N/A N/A N/A 182.00000000 NC USD 124966.75000000 0.092511733180 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A NY Harbor ULSD 2020-11-30 8909082.00000000 USD 124966.75000000 N N N N/A N/A N/A -1.00000000 NC USD -8227.95000000 -0.00609107554 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-10-02 -59700.00000000 USD -8227.95000000 N N N N/A N/A N/A -1.00000000 NC USD -8244.20000000 -0.00610310527 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-10-09 -166798.75000000 USD -8244.20000000 N N N N/A N/A N/A 18.00000000 NC USD 23812.97000000 0.017628522201 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-10-21 782887.50000000 USD 23812.97000000 N N N N/A N/A N/A -18.00000000 NC USD -26940.60000000 -0.01994387786 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-10-21 -782887.50000000 USD -26940.60000000 N N N N/A N/A N/A -2.00000000 NC USD -763.97000000 -0.00056555994 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-12-29 -174195.96000000 USD -763.97000000 N N N N/A N/A N/A 2.00000000 NC USD 12669.10000000 0.009378817956 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-10-27 333675.00000000 USD 12669.10000000 N N N N/A N/A N/A -5.00000000 NC USD -72340.75000000 -0.05355319044 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-10-07 -833865.00000000 USD -72340.75000000 N N N N/A N/A N/A 1.00000000 NC USD 8733.30000000 0.006465181493 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-10-09 166798.75000000 USD 8733.30000000 N N N N/A N/A N/A -2.00000000 NC USD -16927.26000000 -0.01253109455 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-11-13 -333809.50000000 USD -16927.26000000 N N N N/A N/A N/A 13.00000000 NC USD -3382.35000000 -0.00250392252 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Lead Base Metal 2020-10-23 587379.00000000 USD -3382.35000000 N N N N/A N/A N/A 35.00000000 NC USD -20975.17000000 -0.01552772501 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-11-06 1528458.75000000 USD -20975.17000000 N N N N/A N/A N/A 3.00000000 NC USD -1450.25000000 -0.00107360670 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-12-02 500460.00000000 USD -1450.25000000 N N N N/A N/A N/A 6.00000000 NC USD 24605.63000000 0.018215321093 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-10-21 358650.00000000 USD 24605.63000000 N N N N/A N/A N/A 5.00000000 NC USD -23066.75000000 -0.01707610241 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-11-27 435090.00000000 USD -23066.75000000 N N N N/A N/A N/A -1.00000000 NC USD 2881.37000000 0.002133051652 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-12-01 -166816.00000000 USD 2881.37000000 N N N N/A N/A N/A -2.00000000 NC USD -12305.86000000 -0.00910991473 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-10-08 -173799.96000000 USD -12305.86000000 N N N N/A N/A N/A -4.00000000 NC USD 11132.48000000 0.008241272333 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Lead Base Metal 2020-12-15 -182207.00000000 USD 11132.48000000 N N N N/A N/A N/A 46.00000000 NC USD 51892.34000000 0.038415420999 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-10-23 2001517.50000000 USD 51892.34000000 N N N N/A N/A N/A -8.00000000 NC USD 3178.40000000 0.002352940224 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-12-29 -352900.00000000 USD 3178.40000000 N N N United States of America 254900HROIFWPRGM1V77 912796XE4 10249000.00000000 PA USD 10244762.65000000 7.584103361670 Long STIV UST US N 2 2021-02-25 None 0.00000000 N N N N N N N/A N/A N/A 203.00000000 NC USD 283881.65000000 0.210154968898 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Live Cattle 2020-12-31 9122820.00000000 USD 283881.65000000 N N N N/A N/A N/A -2.00000000 NC USD 3641.50000000 0.002695768885 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-12-10 -174144.60000000 USD 3641.50000000 N N N N/A N/A N/A 2.00000000 NC USD -3742.76000000 -0.00277073073 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-12-22 333512.50000000 USD -3742.76000000 N N N N/A N/A N/A 75.00000000 NC USD -998451.19000000 -0.73914421302 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Silver 2020-12-29 8810250.00000000 USD -998451.19000000 N N N N/A N/A N/A -1.00000000 NC USD -7705.63000000 -0.00570440686 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-11-12 -166903.00000000 USD -7705.63000000 N N N N/A N/A N/A -2.00000000 NC USD 4682.55000000 0.003466448604 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-12-22 -333512.50000000 USD 4682.55000000 N N N N/A N/A N/A 1.00000000 NC USD -1812.38000000 -0.00134168820 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-12-14 166865.25000000 USD -1812.38000000 N N N N/A N/A N/A -1.00000000 NC USD -9606.07000000 -0.00711128507 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-10-01 -60268.75000000 USD -9606.07000000 N N N N/A N/A N/A 5.00000000 NC USD 21710.25000000 0.016071897967 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-10-21 834500.00000000 USD 21710.25000000 N N N N/A N/A N/A -12.00000000 NC USD 8859.60000000 0.006558680219 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-11-05 -523905.00000000 USD 8859.60000000 N N N N/A N/A 000000000 -239960.00000000 PA USD -33173.00000000 -0.02455766613 N/A DCO US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-11-20 0.00000000 USD 0.00000000 USD -239960.00000000 USD -33173.00000000 N N N N/A N/A N/A -2.00000000 NC USD 7655.24000000 0.005667103612 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Lead Base Metal 2020-12-02 -90939.50000000 USD 7655.24000000 N N N N/A N/A N/A 17.00000000 NC USD -9968.67000000 -0.00737971451 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-12-29 1021168.75000000 USD -9968.67000000 N N N N/A N/A N/A 3.00000000 NC USD 4082.37000000 0.003022140882 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-11-10 260951.22000000 USD 4082.37000000 N N N N/A N/A N/A -6.00000000 NC USD -3531.46000000 -0.00261430728 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-11-06 -521810.64000000 USD -3531.46000000 N N N N/A N/A N/A 63.00000000 NC USD -73812.68000000 -0.05464284665 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A RBOB Gasoline 2020-10-30 3126513.60000000 USD -73812.68000000 N N N N/A N/A N/A 2.00000000 NC USD 12412.06000000 0.009188533613 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-10-08 173799.96000000 USD 12412.06000000 N N N N/A N/A N/A -5.00000000 NC USD -8881.79000000 -0.00657510727 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-11-27 -834000.00000000 USD -8881.79000000 N N N N/A N/A N/A 697.00000000 NC USD 610565.49000000 0.451996004536 N/A DCO US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Long N/A Sugar No. 11 2021-02-26 10546446.40000000 USD 610565.49000000 N N N N/A N/A N/A 2.00000000 NC USD -1730.90000000 -0.00128136931 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Lead Base Metal 2020-10-21 90375.00000000 USD -1730.90000000 N N N N/A N/A N/A 12.00000000 NC USD -8904.74000000 -0.00659209694 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-11-05 523905.00000000 USD -8904.74000000 N N N N/A N/A N/A -1.00000000 NC USD 2768.30000000 0.002049346973 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-12-15 -60053.75000000 USD 2768.30000000 N N N N/A N/A N/A -1.00000000 NC USD 3357.18000000 0.002485289410 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-12-18 -60031.25000000 USD 3357.18000000 N N N N/A N/A N/A 6.00000000 NC USD 11654.54000000 0.008627748539 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-10-08 259891.50000000 USD 11654.54000000 N N N N/A N/A N/A -4.00000000 NC USD -22214.96000000 -0.01644553012 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-10-14 -347698.08000000 USD -22214.96000000 N N N N/A N/A N/A -2.00000000 NC USD -1893.90000000 -0.00140203671 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-12-24 -174156.00000000 USD -1893.90000000 N N N N/A N/A 000000000 770437.50000000 PA USD 24763.15000000 0.018331931697 N/A DCO US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-12-24 0.00000000 USD 0.00000000 USD 770437.50000000 USD 24763.15000000 N N N N/A N/A N/A 1.00000000 NC USD -227.95000000 -0.00016874928 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Lead Base Metal 2020-10-22 45175.00000000 USD -227.95000000 N N N N/A N/A N/A 3.00000000 NC USD 16422.52000000 0.012157440186 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-10-09 179292.00000000 USD 16422.52000000 N N N N/A N/A N/A 2.00000000 NC USD 15547.06000000 0.011509345217 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-10-20 173844.96000000 USD 15547.06000000 N N N N/A N/A N/A 6.00000000 NC USD 3662.94000000 0.002711640719 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-11-06 521810.64000000 USD 3662.94000000 N N N N/A N/A N/A 2.00000000 NC USD 2130.60000000 0.001577263541 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-12-24 174156.00000000 USD 2130.60000000 N N N N/A N/A 000000000 127300.00000000 PA USD 3536.17000000 0.002617794057 N/A DCO GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y 2020-11-06 0.00000000 USD 0.00000000 USD 127300.00000000 USD 3536.17000000 N N N N/A N/A N/A 3.00000000 NC USD 1419.98000000 0.001051198105 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-11-03 130908.00000000 USD 1419.98000000 N N N N/A N/A N/A 15.00000000 NC USD -24803.74000000 -0.01836198010 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Lead Base Metal 2020-10-13 677062.50000000 USD -24803.74000000 N N N N/A N/A N/A 1.00000000 NC USD -1681.71000000 -0.00124495441 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Lead Base Metal 2020-12-11 45534.00000000 USD -1681.71000000 N N N N/A N/A N/A -2.00000000 NC USD 553.60000000 0.000409824977 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-12-09 -120059.50000000 USD 553.60000000 N N N N/A N/A N/A 1.00000000 NC USD -2331.38000000 -0.00172589912 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Lead Base Metal 2020-11-10 45321.25000000 USD -2331.38000000 N N N N/A N/A N/A 2.00000000 NC USD -4877.90000000 -0.00361106440 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-12-17 174168.00000000 USD -4877.90000000 N N N N/A N/A N/A 1.00000000 NC USD -2535.96000000 -0.00187734781 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-12-01 166816.00000000 USD -2535.96000000 N N N N/A N/A N/A -3.00000000 NC USD 3254.25000000 0.002409091279 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Lead Base Metal 2020-10-15 -135450.00000000 USD 3254.25000000 N N N N/A N/A N/A -21.00000000 NC USD -53695.20000000 -0.03975006164 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-10-07 -909289.50000000 USD -53695.20000000 N N N N/A N/A N/A 3.00000000 NC USD -3008.85000000 -0.00222742392 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Lead Base Metal 2020-10-15 135450.00000000 USD -3008.85000000 N N N N/A N/A N/A 12.00000000 NC USD 37689.60000000 0.027901263487 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-10-01 524850.00000000 USD 37689.60000000 N N N N/A N/A N/A 16.00000000 NC USD -13196.20000000 -0.00976902522 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Lead Base Metal 2020-10-09 721692.00000000 USD -13196.20000000 N N N N/A N/A 000000000 -4216440.00000000 PA USD -611932.00000000 -0.45300761929 N/A DCO AU N 2 Macquarie Bank 4ZHCHI4KYZG2WVRT8631 N/A N/A Y 2020-11-20 0.00000000 USD 0.00000000 USD -4216440.00000000 USD -611932.00000000 N N N N/A N/A 000000000 818800.00000000 PA USD 107080.50000000 0.079270707166 N/A DCO US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-10-23 0.00000000 USD 0.00000000 USD 818800.00000000 USD 107080.50000000 N N N N/A N/A N/A 1.00000000 NC USD 6837.05000000 0.005061405096 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-10-07 86895.00000000 USD 6837.05000000 N N N N/A N/A N/A 11.00000000 NC USD 50090.88000000 0.037081816765 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-10-22 657525.00000000 USD 50090.88000000 N N N N/A N/A N/A 2.00000000 NC USD 13848.10000000 0.010251620789 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-10-21 173844.00000000 USD 13848.10000000 N N N N/A N/A N/A 8.00000000 NC USD -14114.00000000 -0.01044846410 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-12-09 696549.60000000 USD -14114.00000000 N N N N/A N/A N/A 2.00000000 NC USD -471.40000000 -0.00034897307 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-12-09 120059.50000000 USD -471.40000000 N N N N/A N/A N/A -9.00000000 NC USD -25222.44000000 -0.01867193985 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-12-29 -1501134.75000000 USD -25222.44000000 N N N N/A N/A N/A -11.00000000 NC USD -53159.70000000 -0.03935363592 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-10-13 -657577.25000000 USD -53159.70000000 N N N N/A N/A N/A 270.00000000 NC USD 1852518.23000000 1.371402170620 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Soybean 2020-11-13 13817250.00000000 USD 1852518.23000000 N N N United States of America 254900HROIFWPRGM1V77 9127963W7 11856000.00000000 PA USD 11851746.66000000 8.773738812365 Long STIV UST US N 2 2021-02-04 None 0.00000000 N N N N N N N/A N/A N/A -5.00000000 NC USD 18705.60000000 0.013847583266 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-12-18 -833781.25000000 USD 18705.60000000 N N N N/A N/A N/A 8.00000000 NC USD -3488.21000000 -0.00258228971 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-11-25 351150.00000000 USD -3488.21000000 N N N N/A N/A N/A -13.00000000 NC USD 4759.44000000 0.003523369563 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Lead Base Metal 2020-10-23 -587379.00000000 USD 4759.44000000 N N N N/A N/A 000000000 -18950.00000000 PA USD -1064.55000000 -0.00078807655 N/A DCO US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-11-20 0.00000000 USD 0.00000000 USD -18950.00000000 USD -1064.55000000 N N N N/A N/A N/A -1.00000000 NC USD 1347.05000000 0.000997208698 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-11-20 -87000.00000000 USD 1347.05000000 N N N N/A N/A N/A 3.00000000 NC USD -2520.39000000 -0.00186582148 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-12-23 500268.75000000 USD -2520.39000000 N N N N/A N/A N/A 3.00000000 NC USD -3535.58000000 -0.00261735728 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-12-02 131922.75000000 USD -3535.58000000 N N N N/A N/A N/A 5.00000000 NC USD 633.73000000 0.000469144477 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Lead Base Metal 2020-10-07 225448.75000000 USD 633.73000000 N N N N/A N/A N/A -4.00000000 NC USD -3383.80000000 -0.00250499595 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-10-28 -174272.00000000 USD -3383.80000000 N N N N/A N/A N/A 3.00000000 NC USD 748.05000000 0.000553774520 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-12-23 261234.00000000 USD 748.05000000 N N N N/A N/A N/A 183.00000000 NC USD 236329.64000000 0.174952654192 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Soybean Oil 2020-12-14 3637674.00000000 USD 236329.64000000 N N N N/A N/A N/A -4.00000000 NC USD 9506.22000000 0.007037367045 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-12-04 -239981.00000000 USD 9506.22000000 N N N N/A N/A N/A -2.00000000 NC USD 3400.24000000 0.002517166331 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Lead Base Metal 2020-12-14 -91094.50000000 USD 3400.24000000 N N N N/A N/A N/A 3.00000000 NC USD -3089.10000000 -0.00228683225 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Lead Base Metal 2020-10-28 135669.75000000 USD -3089.10000000 N N N N/A N/A N/A -3.00000000 NC USD -8956.22000000 -0.00663020711 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-12-24 -500268.75000000 USD -8956.22000000 N N N N/A N/A N/A -2.00000000 NC USD -914.90000000 -0.00067729203 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-10-29 -87159.00000000 USD -914.90000000 N N N N/A N/A N/A -2.00000000 NC USD -4084.90000000 -0.00302401381 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-10-20 -86954.00000000 USD -4084.90000000 N N N N/A N/A N/A -149.00000000 NC USD -276323.55000000 -0.20455977713 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-12-16 -6571831.25000000 USD -276323.55000000 N N N N/A N/A N/A 1.00000000 NC USD 9599.55000000 0.007106458383 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-10-01 60268.75000000 USD 9599.55000000 N N N N/A N/A N/A -2.00000000 NC USD 5365.51000000 0.003972037597 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-12-17 -174168.00000000 USD 5365.51000000 N N N N/A N/A N/A -2.00000000 NC USD 644.97000000 0.000477465346 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-12-10 -88094.50000000 USD 644.97000000 N N N N/A N/A N/A -4.00000000 NC USD -22817.72000000 -0.01689174780 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-10-15 -347695.92000000 USD -22817.72000000 N N N N/A N/A N/A -3.00000000 NC USD -14787.35000000 -0.01094693890 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-10-16 -179353.50000000 USD -14787.35000000 N N N N/A N/A N/A -2.00000000 NC USD -8485.26000000 -0.00628155976 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-10-29 -173875.68000000 USD -8485.26000000 N N N N/A N/A N/A 2.00000000 NC USD 935.04000000 0.000692201493 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-10-29 87159.00000000 USD 935.04000000 N N N N/A N/A 000000000 4810450.00000000 PA USD 496964.00000000 0.367897868578 N/A DCO GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y 2020-10-23 0.00000000 USD 0.00000000 USD 4810450.00000000 USD 496964.00000000 N N N N/A N/A N/A 2.00000000 NC USD -1505.90000000 -0.00111480388 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-11-17 119900.00000000 USD -1505.90000000 N N N N/A N/A N/A 12.00000000 NC USD -2730.78000000 -0.00202157126 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-11-04 523770.00000000 USD -2730.78000000 N N N United States of America 254900HROIFWPRGM1V77 9127963T4 520000.00000000 PA USD 519863.75000000 0.384850342431 Long STIV UST US N 2 2021-01-07 None 0.00000000 N N N N N N N/A N/A N/A -15.00000000 NC USD 21143.25000000 0.015652153093 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Lead Base Metal 2020-10-13 -677062.50000000 USD 21143.25000000 N N N N/A N/A N/A -1.00000000 NC USD 4421.05000000 0.003272862565 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-12-01 -59976.00000000 USD 4421.05000000 N N N N/A N/A N/A 282.00000000 NC USD 93100.65000000 0.068921553066 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-12-16 12437962.50000000 USD 93100.65000000 N N N N/A N/A N/A -1.00000000 NC USD -6100.87000000 -0.00451641782 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-10-28 -166837.50000000 USD -6100.87000000 N N N United States of America 254900HROIFWPRGM1V77 9127964P1 2382000.00000000 PA USD 2380645.24000000 1.762369728265 Long STIV UST US N 2 2021-04-01 None 0.00000000 N N N N N N N/A N/A N/A 2.00000000 NC USD 3964.55000000 0.002934919822 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-10-20 86954.00000000 USD 3964.55000000 N N N N/A N/A N/A 2.00000000 NC USD 2493.50000000 0.001845915066 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-10-15 86787.50000000 USD 2493.50000000 N N N N/A N/A N/A 2.00000000 NC USD 12685.60000000 0.009391032754 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-10-23 333691.50000000 USD 12685.60000000 N N N N/A N/A N/A -1.00000000 NC USD -7178.95000000 -0.00531451051 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-10-07 -86895.00000000 USD -7178.95000000 N N N N/A N/A N/A 2.00000000 NC USD -7760.67000000 -0.00574515246 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Lead Base Metal 2020-12-02 90939.50000000 USD -7760.67000000 N N N N/A N/A N/A 1.00000000 NC USD 3073.95000000 0.002275616851 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-10-13 166843.75000000 USD 3073.95000000 N N N N/A N/A N/A -2.00000000 NC USD -12851.81000000 -0.00951407648 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-10-23 -333691.50000000 USD -12851.81000000 N N N N/A N/A N/A -3.00000000 NC USD -38633.85000000 -0.02860028305 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-10-01 -493050.00000000 USD -38633.85000000 N N N N/A N/A N/A 167.00000000 NC USD -149073.42000000 -0.11035767878 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Lead Base Metal 2020-12-16 7607893.75000000 USD -149073.42000000 N N N N/A N/A N/A 3.00000000 NC USD -3837.39000000 -0.00284078444 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Lead Base Metal 2020-12-23 136701.75000000 USD -3837.39000000 N N N N/A N/A N/A -3.00000000 NC USD -13841.79000000 -0.01024694955 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-10-14 -500556.00000000 USD -13841.79000000 N N N N/A N/A N/A 4.00000000 NC USD -4810.52000000 -0.00356118361 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Lead Base Metal 2020-12-24 182275.00000000 USD -4810.52000000 N N N N/A N/A N/A 3.00000000 NC USD 6082.23000000 0.004502618807 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-11-12 260974.08000000 USD 6082.23000000 N N N N/A N/A N/A 1.00000000 NC USD 2786.97000000 0.002063168202 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-11-24 166806.25000000 USD 2786.97000000 N N N N/A N/A N/A 1.00000000 NC USD 128.30000000 0.000094979307 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-11-06 59881.25000000 USD 128.30000000 N N N N/A N/A N/A 9.00000000 NC USD -6542.90000000 -0.00484364856 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-12-18 396900.00000000 USD -6542.90000000 N N N N/A N/A N/A 2.00000000 NC USD 2724.53000000 0.002016944446 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-10-14 86762.50000000 USD 2724.53000000 N N N N/A N/A 000000000 4244800.00000000 PA USD 377249.00000000 0.279273957516 N/A DCO GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y 2020-11-20 0.00000000 USD 0.00000000 USD 4244800.00000000 USD 377249.00000000 N N N N/A N/A 000000000 888165.00000000 PA USD 96738.00000000 0.071614249745 N/A DCO US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-11-13 0.00000000 USD 0.00000000 USD 888165.00000000 USD 96738.00000000 N N N N/A N/A 000000000 1589500.00000000 PA USD 146982.00000000 0.108809419836 N/A DCO GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y 2020-11-20 0.00000000 USD 0.00000000 USD 1589500.00000000 USD 146982.00000000 N N N N/A N/A N/A -8.00000000 NC USD -8755.90000000 -0.00648191206 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Feeder Cattle 2020-11-19 -568200.00000000 USD -8755.90000000 N N N N/A N/A N/A 7.00000000 NC USD -17626.91000000 -0.01304903900 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Lead Base Metal 2020-11-12 317341.50000000 USD -17626.91000000 N N N United States of America 254900HROIFWPRGM1V77 9127964C0 499000.00000000 PA USD 498806.43000000 0.369261802525 Long STIV UST US N 2 2021-02-11 None 0.00000000 N N N N N N N/A N/A N/A -11.00000000 NC USD 23456.25000000 0.017364445673 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-11-20 -659106.25000000 USD 23456.25000000 N N N N/A N/A N/A -1.00000000 NC USD 594.75000000 0.000440287943 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Lead Base Metal 2020-10-16 -45156.25000000 USD 594.75000000 N N N N/A N/A N/A 1.00000000 NC USD -2758.88000000 -0.00204237343 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-12-15 166868.75000000 USD -2758.88000000 N N N N/A N/A N/A -12.00000000 NC USD -1505.40000000 -0.00111443374 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-11-04 -523770.00000000 USD -1505.40000000 N N N N/A N/A N/A -46.00000000 NC USD -51240.70000000 -0.03793301791 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-10-23 -2001517.50000000 USD -51240.70000000 N N N N/A N/A N/A 103.00000000 NC USD -794.55000000 -0.00058819804 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A RBOB Gasoline 2020-11-30 5040655.20000000 USD -794.55000000 N N N N/A N/A N/A 2.00000000 NC USD 11952.10000000 0.008848029464 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-10-23 173838.00000000 USD 11952.10000000 N N N N/A N/A N/A 3.00000000 NC USD 8898.86000000 0.006587744035 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-12-24 500268.75000000 USD 8898.86000000 N N N N/A N/A 000000000 346800.00000000 PA USD 22449.35000000 0.016619046884 N/A DCO US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-11-20 0.00000000 USD 0.00000000 USD 346800.00000000 USD 22449.35000000 N N N N/A N/A N/A 4.00000000 NC USD -1550.80000000 -0.00114804294 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Lead Base Metal 2020-10-27 180861.00000000 USD -1550.80000000 N N N United States of America 254900HROIFWPRGM1V77 912796TY5 4442000.00000000 PA USD 4440905.22000000 3.287561201612 Long STIV UST US N 2 2020-12-31 None 0.00000000 N N N N N N N/A N/A N/A -3.00000000 NC USD -6578.15000000 -0.00486974381 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-11-20 -500418.75000000 USD -6578.15000000 N N N N/A N/A N/A -2.00000000 NC USD -12605.90000000 -0.00933203157 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-10-20 -333825.00000000 USD -12605.90000000 N N N N/A N/A N/A -3.00000000 NC USD 2482.11000000 0.001837483154 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-12-02 -500460.00000000 USD 2482.11000000 N N N N/A N/A N/A -4.00000000 NC USD -20662.60000000 -0.01529633232 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-10-15 -667442.00000000 USD -20662.60000000 N N N N/A N/A N/A 47.00000000 NC USD 102972.02000000 0.076229237291 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Wheat 2020-12-14 1358300.00000000 USD 102972.02000000 N N N N/A N/A N/A -6.00000000 NC USD -12034.20000000 -0.00890880733 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-10-08 -259891.50000000 USD -12034.20000000 N N N N/A N/A N/A -1.00000000 NC USD 384.55000000 0.000284678820 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Lead Base Metal 2020-10-22 -45175.00000000 USD 384.55000000 N N N N/A N/A N/A -4.00000000 NC USD -9528.80000000 -0.00705408281 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-10-30 -239319.00000000 USD -9528.80000000 N N N United States of America 254900HROIFWPRGM1V77 912796UC1 2389000.00000000 PA USD 2388200.43000000 1.767962765785 Long STIV UST US N 2 2021-01-28 None 0.00000000 N N N N N N N/A N/A N/A 4.00000000 NC USD 22006.28000000 0.016291046247 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-10-14 347698.08000000 USD 22006.28000000 N N N N/A N/A N/A -3.00000000 NC USD -17263.35000000 -0.01277989888 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-10-09 -179292.00000000 USD -17263.35000000 N N N N/A N/A N/A -11.00000000 NC USD -47607.45000000 -0.03524335642 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-10-22 -657525.00000000 USD -47607.45000000 N N N United States of America 254900HROIFWPRGM1V77 9127964F3 1167000.00000000 PA USD 1166500.78000000 0.863549775551 Long STIV UST US N 2 2021-03-04 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9127963V9 1090000.00000000 PA USD 1089652.41000000 0.806659635568 Long STIV UST US N 2 2021-01-21 None 0.00000000 N N N N N N N/A N/A N/A -5.00000000 NC USD -26281.00000000 -0.01945558206 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-10-20 -298891.25000000 USD -26281.00000000 N N N N/A N/A N/A 4.00000000 NC USD -14337.52000000 -0.01061393390 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Lead Base Metal 2020-11-17 181473.00000000 USD -14337.52000000 N N N N/A N/A N/A -68.00000000 NC USD -120366.00000000 -0.08910584036 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-12-16 -5922120.00000000 USD -120366.00000000 N N N N/A N/A N/A -5.00000000 NC USD -21764.75000000 -0.01611224381 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-10-21 -834500.00000000 USD -21764.75000000 N N N N/A N/A 000000000 974022.00000000 PA USD 118260.60000000 0.087547232147 N/A DCO US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-11-20 0.00000000 USD 0.00000000 USD 974022.00000000 USD 118260.60000000 N N N N/A N/A N/A -3.00000000 NC USD 3664.76000000 0.002712988049 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Lead Base Metal 2020-12-23 -136701.75000000 USD 3664.76000000 N N N N/A N/A N/A 2.00000000 NC USD 17492.74000000 0.012949714187 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-11-10 333798.00000000 USD 17492.74000000 N N N N/A N/A N/A -1.00000000 NC USD 2283.87000000 0.001690727910 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Lead Base Metal 2020-11-10 -45321.25000000 USD 2283.87000000 N N N N/A N/A N/A -17.00000000 NC USD 10389.10000000 0.007690954971 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-12-29 -1021168.75000000 USD 10389.10000000 N N N N/A N/A N/A -3.00000000 NC USD -1343.39000000 -0.00099449923 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-11-13 -179775.00000000 USD -1343.39000000 N N N N/A N/A N/A -3.00000000 NC USD -2366.85000000 -0.00175215723 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-11-03 -130908.00000000 USD -2366.85000000 N N N N/A N/A N/A -1.00000000 NC USD 2181.05000000 0.001614611211 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-11-24 -87006.00000000 USD 2181.05000000 N N N N/A N/A N/A -2.00000000 NC USD -13649.90000000 -0.01010489515 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-10-21 -173844.00000000 USD -13649.90000000 N N N N/A N/A 000000000 582400.00000000 PA USD 191814.44000000 0.141998461938 N/A DCO FR N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 N/A N/A Y 2020-10-14 0.00000000 USD 0.00000000 USD 582400.00000000 USD 191814.44000000 N N N N/A N/A N/A -12.00000000 NC USD -13460.40000000 -0.00996461005 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-10-13 -520425.00000000 USD -13460.40000000 N N N N/A N/A N/A 3.00000000 NC USD 14397.15000000 0.010658077443 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-10-14 500556.00000000 USD 14397.15000000 N N N N/A N/A N/A -4.00000000 NC USD -28147.75000000 -0.02083751988 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-10-16 -347694.00000000 USD -28147.75000000 N N N N/A N/A N/A 5.00000000 NC USD 25504.07000000 0.018880427944 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-10-20 298891.25000000 USD 25504.07000000 N N N N/A N/A N/A 4.00000000 NC USD -11146.84000000 -0.00825190290 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Lead Base Metal 2020-12-15 182207.00000000 USD -11146.84000000 N N N N/A N/A N/A 3.00000000 NC USD 4022.70000000 0.002977967731 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-10-22 130500.00000000 USD 4022.70000000 N N N N/A N/A N/A 19.00000000 NC USD -12747.88000000 -0.00943713806 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-12-04 835852.75000000 USD -12747.88000000 N N N N/A N/A N/A -4.00000000 NC USD 14664.16000000 0.010855742485 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Lead Base Metal 2020-11-17 -181473.00000000 USD 14664.16000000 N N N N/A N/A N/A 2.00000000 NC USD 11782.16000000 0.008722224449 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-10-20 333825.00000000 USD 11782.16000000 N N N N/A N/A 000000000 2336880.00000000 PA USD 79406.40000000 0.058783826014 N/A DCO FR N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 N/A N/A Y 2020-12-04 0.00000000 USD 0.00000000 USD 2336880.00000000 USD 79406.40000000 N N N N/A N/A N/A -7.00000000 NC USD -40032.16000000 -0.02963543906 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-11-06 -1168238.75000000 USD -40032.16000000 N N N N/A N/A N/A 2.00000000 NC USD 8390.10000000 0.006211113696 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-10-29 173875.68000000 USD 8390.10000000 N N N N/A N/A N/A 2.00000000 NC USD 1150.06000000 0.000851378817 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-12-29 174195.96000000 USD 1150.06000000 N N N N/A N/A N/A 2.00000000 NC USD -3580.30000000 -0.00265046308 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-12-10 174144.60000000 USD -3580.30000000 N N N N/A N/A 000000000 -934266.00000000 PA USD -75421.80000000 -0.05583406336 N/A DCO US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-11-20 0.00000000 USD 0.00000000 USD -934266.00000000 USD -75421.80000000 N N N N/A N/A N/A -1.00000000 NC USD -2933.88000000 -0.00217192432 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-11-24 -166806.25000000 USD -2933.88000000 N N N N/A N/A N/A -2.00000000 NC USD -15245.98000000 -0.01128645846 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-10-20 -173844.96000000 USD -15245.98000000 N N N N/A N/A N/A -19.00000000 NC USD 12450.70000000 0.009217138449 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-12-04 -835852.75000000 USD 12450.70000000 N N N N/A N/A N/A -12.00000000 NC USD -32426.58000000 -0.02400509829 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-10-02 -518700.00000000 USD -32426.58000000 N N N N/A N/A N/A 126.00000000 NC USD -420359.30000000 -0.31118811525 N/A DCO US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Long N/A Coffee 'C' 2020-12-18 5242387.50000000 USD -420359.30000000 N N N Goldman Sachs Financial Square Funds - Treasury Instruments Fund N/A N/A 364666.91000000 NS USD 364666.91000000 0.269959552261 Long STIV RF US N 1 N N N N/A N/A N/A -297.00000000 NC USD -1980540.49000000 -1.46617586969 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-12-16 -49560018.75000000 USD -1980540.49000000 N N N N/A N/A N/A -3.00000000 NC USD 4393.86000000 0.003252734058 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Lead Base Metal 2020-12-17 -136673.25000000 USD 4393.86000000 N N N N/A N/A N/A 1.00000000 NC USD 6984.55000000 0.005170597986 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-10-28 166837.50000000 USD 6984.55000000 N N N N/A N/A N/A -10.00000000 NC USD 19595.50000000 0.014506368034 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-12-17 -600375.00000000 USD 19595.50000000 N N N N/A N/A N/A 7.00000000 NC USD -14566.65000000 -0.01078355673 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-11-19 419454.00000000 USD -14566.65000000 N N N N/A N/A 000000000 -2257840.00000000 PA USD -80559.16000000 -0.05963720361 N/A DCO FR N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 N/A N/A Y 2020-10-02 0.00000000 USD 0.00000000 USD -2257840.00000000 USD -80559.16000000 N N N N/A N/A N/A -2.00000000 NC USD -12632.90000000 -0.00935201942 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-10-27 -333675.00000000 USD -12632.90000000 N N N N/A N/A N/A 4.00000000 NC USD 20972.12000000 0.015525467131 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-10-15 347695.92000000 USD 20972.12000000 N N N N/A N/A N/A -1.00000000 NC USD -4636.45000000 -0.00343232119 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-10-14 -59783.50000000 USD -4636.45000000 N N N N/A N/A N/A -34.00000000 NC USD 34471.70000000 0.025519081777 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-12-16 -2041912.50000000 USD 34471.70000000 N N N N/A N/A N/A -4.00000000 NC USD -6853.80000000 -0.00507380496 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-10-16 -173642.00000000 USD -6853.80000000 N N N N/A N/A N/A -139.00000000 NC USD 140394.09000000 0.103932450785 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Lead Base Metal 2020-12-16 -6332318.75000000 USD 140394.09000000 N N N N/A N/A 000000000 11072046.00000000 PA USD 1133956.62000000 0.839457633870 N/A DCO FR N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 N/A N/A Y 2020-11-20 0.00000000 USD 0.00000000 USD 11072046.00000000 USD 1133956.62000000 N N N N/A N/A N/A 1.00000000 NC USD -828.12000000 -0.00061304960 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-12-09 166847.25000000 USD -828.12000000 N N N N/A N/A N/A -2.00000000 NC USD 1869.10000000 0.001383677502 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Lead Base Metal 2020-10-21 -90375.00000000 USD 1869.10000000 N N N N/A N/A N/A 1.00000000 NC USD 199.24000000 0.000147495535 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-11-19 166818.75000000 USD 199.24000000 N N N N/A N/A N/A -1.00000000 NC USD -1196.38000000 -0.00088566908 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-11-19 -166818.75000000 USD -1196.38000000 N N N N/A N/A N/A 8.00000000 NC USD -35441.54000000 -0.02623704538 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Lead Base Metal 2020-11-27 363442.00000000 USD -35441.54000000 N N N N/A N/A N/A -35.00000000 NC USD 20538.00000000 0.015204092096 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-11-06 -1528458.75000000 USD 20538.00000000 N N N N/A N/A N/A -3.00000000 NC USD 674.90000000 0.000499622249 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-12-23 -500268.75000000 USD 674.90000000 N N N N/A N/A N/A 434.00000000 NC USD 920604.90000000 0.681515322061 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Corn 2020-12-14 8224300.00000000 USD 920604.90000000 N N N N/A N/A 000000000 -198780.00000000 PA USD -15645.84000000 -0.01158247114 N/A DCO FR N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 N/A N/A Y 2020-11-20 0.00000000 USD 0.00000000 USD -198780.00000000 USD -15645.84000000 N N N N/A N/A N/A -1.00000000 NC USD 1675.87000000 0.001240631114 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Lead Base Metal 2020-12-11 -45534.00000000 USD 1675.87000000 N N N N/A N/A N/A -16.00000000 NC USD 11110.80000000 0.008225222829 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Lead Base Metal 2020-10-09 -721692.00000000 USD 11110.80000000 N N N N/A N/A N/A -3.00000000 NC USD -13519.27000000 -0.01000819097 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-10-23 -179325.00000000 USD -13519.27000000 N N N N/A N/A N/A -8.00000000 NC USD 34731.74000000 0.025711586992 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Lead Base Metal 2020-11-27 -363442.00000000 USD 34731.74000000 N N N N/A N/A N/A 10.00000000 NC USD -22423.57000000 -0.01659996218 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-12-17 600375.00000000 USD -22423.57000000 N N N N/A N/A N/A -6.00000000 NC USD -27017.70000000 -0.02000095428 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-10-21 -358650.00000000 USD -27017.70000000 N N N N/A N/A N/A 149.00000000 NC USD 800869.72000000 0.592876471931 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A 100 oz Gold 2020-12-29 28242950.00000000 USD 800869.72000000 N N N N/A N/A N/A 1.00000000 NC USD -7226.11000000 -0.00534942262 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-12-01 87036.84000000 USD -7226.11000000 N N N N/A N/A N/A 2.00000000 NC USD -361.40000000 -0.00026754108 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-12-10 88094.50000000 USD -361.40000000 N N N N/A N/A N/A -1.00000000 NC USD 7280.21000000 0.005389472359 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-12-01 -87036.84000000 USD 7280.21000000 N N N N/A N/A N/A 48.00000000 NC USD 21621.88000000 0.016006478470 N/A DCO US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Long N/A Cotton No. 2 2020-12-08 1578960.00000000 USD 21621.88000000 N N N N/A N/A N/A -2.00000000 NC USD -12323.90000000 -0.00912326957 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-10-23 -173838.00000000 USD -12323.90000000 N N N N/A N/A N/A -53.00000000 NC USD -111712.99000000 -0.08270009681 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A WTI Crude Oil 2020-11-20 -2144910.00000000 USD -111712.99000000 N N N N/A N/A N/A 11.00000000 NC USD -21349.70000000 -0.01580498612 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-11-20 659106.25000000 USD -21349.70000000 N N N N/A N/A 000000000 504800.00000000 PA USD 47050.08000000 0.034830740553 N/A DCO FR N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 N/A N/A Y 2020-12-14 0.00000000 USD 0.00000000 USD 504800.00000000 USD 47050.08000000 N N N N/A N/A N/A -5.00000000 NC USD 22744.25000000 0.016837358636 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-11-27 -435090.00000000 USD 22744.25000000 N N N N/A N/A N/A 83.00000000 NC USD 172307.24000000 0.127557461580 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-12-16 4984668.75000000 USD 172307.24000000 N N N N/A N/A N/A 12.00000000 NC USD 33279.60000000 0.024636581134 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-10-02 518700.00000000 USD 33279.60000000 N N N N/A N/A N/A 7.00000000 NC USD 37363.71000000 0.027660010123 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-11-06 1168238.75000000 USD 37363.71000000 N N N N/A N/A N/A 1.00000000 NC USD -646.70000000 -0.00047874604 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Lead Base Metal 2020-10-16 45156.25000000 USD -646.70000000 N N N N/A N/A N/A -8.00000000 NC USD 3026.40000000 0.002240416025 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-11-25 -351150.00000000 USD 3026.40000000 N N N N/A N/A N/A -3.00000000 NC USD -1086.90000000 -0.00080462205 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-12-23 -261234.00000000 USD -1086.90000000 N N N N/A N/A N/A 4.00000000 NC USD 22128.20000000 0.016381302499 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-10-13 347700.00000000 USD 22128.20000000 N N N N/A N/A N/A 8.00000000 NC USD -3004.16000000 -0.00222395195 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-12-29 352900.00000000 USD -3004.16000000 N N N N/A N/A N/A 4.00000000 NC USD -5255.28000000 -0.00389043534 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Natural Gas 2020-11-25 124680.00000000 USD -5255.28000000 N N N UBS Select Treasury Preferred Fund 549300DXQ8KM8WHPPG39 90262Y877 963.41000000 NS USD 963.41000000 0.000713203543 Long STIV RF US N 1 N N N N/A N/A N/A 5.00000000 NC USD 69287.99000000 0.051293260355 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-10-07 833865.00000000 USD 69287.99000000 N N N N/A N/A N/A 1.00000000 NC USD -2396.95000000 -0.00177443999 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-11-24 87006.00000000 USD -2396.95000000 N N N N/A N/A N/A -3.00000000 NC USD 3514.78000000 0.002601959237 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Lead Base Metal 2020-10-28 -135669.75000000 USD 3514.78000000 N N N N/A N/A N/A -8.00000000 NC USD 16097.57000000 0.011916882696 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-12-09 -696549.60000000 USD 16097.57000000 N N N N/A N/A N/A 9.00000000 NC USD 27611.08000000 0.020440228026 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-12-29 1501134.75000000 USD 27611.08000000 N N N N/A N/A N/A 2.00000000 NC USD 16522.22000000 0.012231247177 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-11-13 333809.50000000 USD 16522.22000000 N N N N/A N/A N/A 3.00000000 NC USD 43884.90000000 0.032487586973 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-10-02 500100.00000000 USD 43884.90000000 N N N N/A N/A N/A 1.00000000 NC USD -530.95000000 -0.00039305739 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-12-22 44100.00000000 USD -530.95000000 N N N N/A N/A N/A 11.00000000 NC USD 44071.78000000 0.032625932515 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-10-13 657577.25000000 USD 44071.78000000 N N N N/A N/A N/A -12.00000000 NC USD -39174.29000000 -0.02900036580 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-10-01 -524850.00000000 USD -39174.29000000 N N N N/A N/A N/A 167.00000000 NC USD -68894.08000000 -0.05100165241 N/A DCO GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A Brent Crude Oil 2020-11-30 7139250.00000000 USD -68894.08000000 N N N N/A N/A N/A 65.00000000 NC USD 245071.95000000 0.181424505705 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Soybean Meal 2020-12-14 2228200.00000000 USD 245071.95000000 N N N N/A N/A N/A -2.00000000 NC USD -2668.40000000 -0.00197539192 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-10-14 -86762.50000000 USD -2668.40000000 N N N N/A N/A 000000000 76380.00000000 PA USD 2624.60000000 0.001942967188 N/A DCO US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-11-06 0.00000000 USD 0.00000000 USD 76380.00000000 USD 2624.60000000 N N N N/A N/A N/A 4.00000000 NC USD 2789.95000000 0.002065374269 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-10-28 174272.00000000 USD 2789.95000000 N N N N/A N/A N/A 3.00000000 NC USD 13616.65000000 0.010080280487 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-10-23 179325.00000000 USD 13616.65000000 N N N United States of America 254900HROIFWPRGM1V77 9127962Z1 369000.00000000 PA USD 368960.72000000 0.273138220227 Long STIV UST US N 2 2020-11-12 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9127964D8 5760000.00000000 PA USD 5757760.00000000 4.262416657519 Long STIV UST US N 2 2021-02-18 None 0.00000000 N N N N N N N/A N/A 000000000 197370.00000000 PA USD -2020.00000000 -0.00149538738 N/A DCO GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y 2020-11-13 0.00000000 USD 0.00000000 USD 197370.00000000 USD -2020.00000000 N N N 2020-10-30 AQR Funds Heather Bonner Heather Bonner Principal Financial Officer XXXX