0001752724-21-141853.txt : 20210628
0001752724-21-141853.hdr.sgml : 20210628
20210628171228
ACCESSION NUMBER: 0001752724-21-141853
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210430
FILED AS OF DATE: 20210628
PERIOD START: 20211031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Advisors' Inner Circle Fund II
CENTRAL INDEX KEY: 0000890540
IRS NUMBER: 233040006
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0131
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07102
FILM NUMBER: 211054452
BUSINESS ADDRESS:
STREET 1: ONE FREEDOM VALLEY DRIVE
CITY: OAKS
STATE: PA
ZIP: 19456
BUSINESS PHONE: 6106761000
MAIL ADDRESS:
STREET 1: ONE FREEDOM VALLEY DRIVE
CITY: OAKS
STATE: PA
ZIP: 19456
FORMER COMPANY:
FORMER CONFORMED NAME: Advisors Inner Circle Fund II
DATE OF NAME CHANGE: 20041029
FORMER COMPANY:
FORMER CONFORMED NAME: ARBOR FUND
DATE OF NAME CHANGE: 19920929
0000890540
S000060897
RQSI GAA SYSTEMATIC GLOBAL MACRO FUND
C000197724
INSTITUTIONAL SHARES
RQSGX
C000198418
Retail Shares
RQSRX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000890540
XXXXXXXX
S000060897
C000197724
C000198418
ADVISORS' INNER CIRCLE FUND II
811-07102
0000890540
549300OEHDTB2ALCAX69
ONE FREEDOM VALLEY DRIVE
OAKS
19456
8774463863
RQSI GAA SYSTEMATIC GLOBAL MACRO FUND
S000060897
54930070CYZIEKFY3Y73
2021-10-31
2021-04-30
N
47744860.07
1108187.07
46636673.00
0.00000000
9876186.48000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
N
N/A
N/A
NIKKEI 225 (OSE) JUN21 PHYSICAL INDEX FUTURE.
N/A
6.00000000
NC
1585506.45000000
3.399698880749
N/A
DE
JP
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
NIKKEI 225 (OSE) Jun 2021
N/A
N/A
2021-06-13
1609466.45000000
JPY
-23960.00000000
N
N
N
N/A
N/A
COPPER FUTURE JUL21 PHYSICAL COMMODITY FUTURE.
N/A
19.00000000
NC
USD
2122300.00000000
4.550710553473
N/A
DCO
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Copper
COPPER FUTURE (Consolidated) Jul 2021
2021-07-31
2079550.00000000
USD
42750.00000000
N
N
N
N/A
N/A
LME COPPER MAY 21 (LPK21)
N/A
-10.00000000
NC
USD
-2458250.00000000
-5.27106639875
N/A
DCO
GB
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
Copper
LME COPPER FUTURE May 2021
2021-05-17
-2244031.25000000
USD
-214218.75000000
N
N
N
N/A
N/A
COCOA FUTURE JUL21 PHYSICAL COMMODITY FUTURE.
N/A
-2.00000000
NC
USD
-47640.00000000
-0.10215136915
N/A
DCO
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
Cocoa
Cocoa Future Jul 2021
2021-07-18
-50040.00000000
USD
2400.00000000
N
N
N
N/A
N/A
AUDUSD CRNCY FUT JUN21 CURRENCY FUTURE.
N/A
28.00000000
NC
USD
2157680.28000000
4.626574198378
N/A
DFE
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Currency Futures
AUD/USD Future (Consolidated) (IMM) Jun 2021
2021-06-17
2149005.00000000
USD
8675.28000000
N
N
N
CORN FUTURE JUL21
N/A
CORN FUTURE JUL21 PHYSICAL COMMODITY FUTURE.
N/A
-14.00000000
NC
USD
-471275.00000000
-1.01052448574
N/A
DCO
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
N/A
N/A
2021-07-17
-409800.00000000
USD
-61475.00000000
N
N
N
N/A
N/A
LME LEAD FUTURE JUN11
N/A
85.00000000
NC
USD
4568750.00000000
9.796474975819
N/A
DCO
GB
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Lead
LME LEAD FUTURE Jun 2021
2021-06-16
4270712.50000000
USD
298037.50000000
N
N
N
Japan
N/A
JPN 10Y BOND(OSE) JUN21 FINANCIAL COMMODITY FUTURE.
N/A
-26.00000000
NC
-36003659.97000000
-77.2003182345
N/A
DIR
JP
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
Japan Govt. Bond Futures
Japan Govt 10 Year Bond Future (TSE) Jun 2021
2021-06-17
-36046091.47000000
JPY
42431.50000000
N
N
N
LME ZINC FUTURE MAY21
N/A
LME ZINC FUTURE MAY21
N/A
-31.00000000
NC
USD
-2260287.50000000
-4.84658822039
N/A
DCO
GB
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
N/A
N/A
2021-05-17
-2177960.00000000
USD
-82327.50000000
N
N
N
N/A
N/A
WTI CRUDE FUTURE JUN21 PHYSICAL COMMODITY FUTURE.
N/A
38.00000000
NC
USD
2416040.00000000
5.180558227213
N/A
DCO
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Crude Oil
WTI Crude Oil Future (NYM Consolidated) Jun 2021
2021-05-23
2354050.00000000
USD
61990.00000000
N
N
N
N/A
N/A
LME NICKEL FUTURE JUN21
N/A
-17.00000000
NC
USD
-1801575.00000000
-3.86300069046
N/A
DCO
GB
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
Nickel
LME NICKEL FUTURE Jun 2021
2021-06-16
-1723274.10000000
USD
-78300.90000000
N
N
N
N/A
N/A
FTSE/MIB IDX FUT JUN21 PHYSICAL INDEX FUTURE.
N/A
7.00000000
NC
1006149.55000000
2.157421370945
N/A
DE
IT
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
FTSE/MIB IDX FUT Jun 2021
N/A
N/A
2021-06-21
1015304.72000000
EUR
-9155.17000000
N
N
N
N/A
N/A
COTTON NO.2 FUTR JUL21 PHYSICAL COMMODITY FUTURE.
N/A
1.00000000
NC
USD
44040.00000000
0.094432122119
N/A
DCO
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Cotton
Cotton No. 2 Future Jul 2021
2021-07-11
43870.00000000
USD
170.00000000
N
N
N
N/A
N/A
SOYBEAN OIL FUTR JUL21 PHYSICAL COMMODITY FUTURE.
N/A
22.00000000
NC
USD
823548.00000000
1.765880683641
N/A
DCO
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Soybean Oil
Soybean Oil Future Jul 2021
2021-07-17
729738.00000000
USD
93810.00000000
N
N
N
N/A
N/A
BRENT CRUDE FUTR JUL21 PHYSICAL COMMODITY FUTURE.
N/A
30.00000000
NC
USD
2002800.00000000
4.294474436459
N/A
DCO
GB
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Crude Oil
BRENT CRUDE OIL(ICE) Jul 2021
2021-05-31
1942740.00000000
USD
60060.00000000
N
N
N
N/A
N/A
LME PRI ALUM JUN 21 (LAM21)
N/A
54.00000000
NC
USD
3225825.00000000
6.916927800574
N/A
DCO
GB
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Aluminum
LME ALUM HG FUTUR Jun 2021
2021-06-16
3128580.00000000
USD
97245.00000000
N
N
N
N/A
N/A
PLATINUM FUTURE JUL21 PHYSICAL COMMODITY FUTURE.
N/A
-1.00000000
NC
USD
-60260.00000000
-0.12921161850
N/A
DCO
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
Platinum
PLATINUM FUTURE(Consolidated) Jul 2021
2021-07-31
-59515.00000000
USD
-745.00000000
N
N
N
N/A
N/A
NY HARB ULSD FUT JUN21 PHYSICAL COMMODITY FUTURE.
N/A
37.00000000
NC
USD
2987409.60000000
6.405709086495
N/A
DCO
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Heating Oil
Heating Oil Future Jun 2021
2021-05-31
2899923.60000000
USD
87486.00000000
N
N
N
N/A
N/A
NATURAL GAS FUTR JUN21 PHYSICAL COMMODITY FUTURE.
N/A
-6.00000000
NC
USD
-175860.00000000
-0.37708521789
N/A
DCO
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
Natural Gas
Natural Gas Future Jun 2021
2021-05-29
-172200.00000000
USD
-3660.00000000
N
N
N
N/A
N/A
GASOLINE RBOB FUT JUN21 PHYSICAL COMMODITY FUTURE.
N/A
21.00000000
NC
USD
1831296.60000000
3.926730794025
N/A
DCO
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Unleaded Gas
RBOB Unleaded Gasoline Future (Consolidated) Jun 2021
2021-05-31
1773240.00000000
USD
58056.60000000
N
N
N
N/A
N/A
COFFEE 'C' FUTURE JUL21 PHYSICAL COMMODITY FUTURE.
N/A
-21.00000000
NC
USD
-1113918.75000000
-2.38850389263
N/A
DCO
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
Coffee
Coffee C Future Jul 2021
2021-07-23
-1069631.25000000
USD
-44287.50000000
N
N
N
N/A
N/A
C$ CURRENCY FUT JUN21 CURRENCY FUTURE.
N/A
10.00000000
NC
USD
814400.00000000
1.746265219219
N/A
DFE
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Currency Futures
CAD/USD Future (Consolidated) (IMM) Jun 2021
2021-06-18
797665.00000000
USD
16735.00000000
N
N
N
N/A
N/A
S&P/TSX 60 IX FUT JUN21 PHYSICAL INDEX FUTURE.
N/A
-7.00000000
NC
-1293218.89000000
-2.77296558011
N/A
DE
CA
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
S&P/TSE 60 IX FUT Jun 2021
N/A
N/A
2021-06-20
-1295849.92000000
CAD
2631.03000000
N
N
N
N/A
N/A
BP CURRENCY FUT JUN21 CURRENCY FUTURE.
N/A
53.00000000
NC
USD
4574893.75000000
9.809648621375
N/A
DFE
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Currency Futures
GBP/USD Future (Consolidated) (IMM) Jun 2021
2021-06-17
4600531.25000000
USD
-25637.50000000
N
N
N
N/A
N/A
WHEAT FUTURE(CBT) JUL21 PHYSICAL COMMODITY FUTURE.
N/A
7.00000000
NC
USD
257162.50000000
0.551416907462
N/A
DCO
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Wheat
Wheat Future (CBT) Jul 2021
2021-07-17
251362.50000000
USD
5800.00000000
N
N
N
N/A
N/A
SOYBEAN FUTURE JUL21 PHYSICAL COMMODITY FUTURE.
N/A
-1.00000000
NC
USD
-76712.50000000
-0.16448964959
N/A
DCO
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
Soybeans
Soybean Future Jul 2021
2021-07-17
-76550.00000000
USD
-162.50000000
N
N
N
LME ZINC FUTURE JUN21
N/A
LME ZINC FUTURE JUN21
N/A
-21.00000000
NC
USD
-1534050.00000000
-3.28936414482
N/A
DCO
GB
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
N/A
N/A
2021-06-16
-1512000.00000000
USD
-22050.00000000
N
N
N
N/A
N/A
SILVER FUTURE JUL21 PHYSICAL COMMODITY FUTURE.
N/A
14.00000000
NC
USD
1811110.00000000
3.883445973944
N/A
DCO
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Silver
SILVER FUTURE Jul 2021
2021-07-31
1840700.00000000
USD
-29590.00000000
N
N
N
N/A
N/A
LME NICKEL FUTURE MAY21
N/A
17.00000000
NC
USD
1800300.00000000
3.860266790471
N/A
DCO
GB
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Nickel
LME NICKEL FUTURE May 2021
2021-05-17
1646460.90000000
USD
153839.10000000
N
N
N
N/A
N/A
CAC40 10 EURO FUT MAY21 PHYSICAL INDEX FUTURE.
N/A
-66.00000000
NC
-4932325.09000000
-10.5760655139
N/A
DE
FR
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
CAC40 10 EURO FUT May 2021
N/A
N/A
2021-05-24
-4875014.85000000
EUR
-57310.24000000
N
N
N
N/A
N/A
HANG SENG IDX FUT MAY21 PHYSICAL INDEX FUTURE.
N/A
5.00000000
NC
918219.55000000
1.968878761999
N/A
DE
HK
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
HANG SENG IDX FUT May 2021
N/A
N/A
2021-05-31
923547.68000000
HKD
-5328.13000000
N
N
N
N/A
N/A
S&P500 EMINI FUT JUN21 PHYSICAL INDEX FUTURE.
N/A
-9.00000000
NC
USD
-1878480.00000000
-4.02790310535
N/A
DE
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
S&P 500 Future Jun 2021
N/A
N/A
2021-06-21
-1853887.50000000
USD
-24592.50000000
N
N
N
N/A
N/A
LME COPPER JUN 21 (LPM21)
N/A
-10.00000000
NC
USD
-2457187.50000000
-5.26878814876
N/A
DCO
GB
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
Copper
LME COPPER FUTURE Jun 2021
2021-06-16
-2433506.25000000
USD
-23681.25000000
N
N
N
Bundesrepublik Deutschland
N/A
EURO-BUND FUTURE JUN21 FINANCIAL COMMODITY FUTURE.
N/A
2.00000000
NC
408766.85000000
0.876492304671
N/A
DIR
DE
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Germany Govt. Bond Futures
Euro-Bund Future Jun 2021
2021-06-11
408742.80000000
EUR
24.05000000
N
N
N
United States of America
254900HROIFWPRGM1V77
CASH MGMT BILL 0.000000% 06/29/2021
912796H36
4000000.00000000
PA
USD
3999905.00000000
8.576737452948
Long
DBT
UST
US
N
2
2021-06-29
None
0.00000000
N
N
N
N
N
N
N/A
N/A
LME LEAD FUTURE MAY21
N/A
61.00000000
NC
USD
3269600.00000000
7.010791700342
N/A
DCO
GB
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Lead
LME LEAD FUTURE May 2021
2021-05-19
2969097.50000000
USD
300502.50000000
N
N
N
Republique Francaise
N/A
EURO-OAT FUTURE JUN21 FINANCIAL COMMODITY FUTURE.
N/A
68.00000000
NC
13120598.02000000
28.13364928497
N/A
DIR
DE
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
France Govt. Bond Future
Eurex Long Term Euro OAT Bond Future Jun 2021
2021-06-11
13235488.76000000
EUR
-114890.74000000
N
N
N
N/A
N/A
LME LEAD FUTURE MAY21
N/A
-61.00000000
NC
USD
-3269600.00000000
-7.01079170034
N/A
DCO
GB
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
Lead
LME LEAD FUTURE May 2021
2021-05-19
-2979482.25000000
USD
-290117.75000000
N
N
N
N/A
N/A
AMSTERDAM IDX FUT MAY21 PHYSICAL INDEX FUTURE.
N/A
-7.00000000
NC
-1185128.10000000
-2.54119349379
N/A
DE
NL
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
AMSTERDAM IDX FUT May 2021
N/A
N/A
2021-05-24
-1179373.71000000
EUR
-5754.39000000
N
N
N
Canada
N/A
CAN 10YR BOND FUT JUN21 FINANCIAL COMMODITY FUTURE.
N/A
121.00000000
NC
13718878.79000000
29.41650402463
N/A
DIR
CA
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Canada Govt. Bond Futures
Canadian Govt 10 Year Bond Future Jun 2021
2021-06-24
13379872.14000000
CAD
339006.65000000
N
N
N
N/A
N/A
IBEX 35 INDX FUTR MAY21 PHYSICAL INDEX FUTURE.
N/A
9.00000000
NC
952997.83000000
2.043451577259
N/A
DE
ES
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
IBEX 35 INDX FUTR May 2021
N/A
N/A
2021-05-24
915951.10000000
EUR
37046.73000000
N
N
N
N/A
N/A
GOLD 100 OZ FUTR JUN21 PHYSICAL COMMODITY FUTURE.
N/A
23.00000000
NC
USD
4065710.00000000
8.717838856129
N/A
DCO
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Gold
GOLD 100 OZ FUTR Jun 2021
2021-07-01
4012140.00000000
USD
53570.00000000
N
N
N
LME ZINC FUTURE JUN11
N/A
LME ZINC FUTURE JUN11
N/A
48.00000000
NC
USD
3506400.00000000
7.518546616736
N/A
DCO
GB
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
N/A
N/A
2021-06-16
3384387.50000000
USD
122012.50000000
N
N
N
N/A
N/A
EURO FX CURR FUT JUN21 CURRENCY FUTURE.
N/A
40.00000000
NC
USD
6016250.00000000
12.90025555639
N/A
DFE
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Currency Futures
EUR/USD Future (Consolidated) (IMM) Jun 2021
2021-06-17
5934668.75000000
USD
81581.25000000
N
N
N
N/A
N/A
LME NICKEL FUTURE JUN21
N/A
28.00000000
NC
USD
2967300.00000000
6.362589372530
N/A
DCO
GB
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Nickel
LME NICKEL FUTURE Jun 2021
2021-06-16
2751159.60000000
USD
216140.40000000
N
N
N
N/A
N/A
FTSE 100 IDX FUT JUN21 PHYSICAL INDEX FUTURE.
N/A
-9.00000000
NC
-862289.20000000
-1.84895093181
N/A
DE
GB
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
FTSE 100 IDX FUT Jun 2021
N/A
N/A
2021-06-21
-860792.33000000
GBP
-1496.87000000
N
N
N
SOCIETE GENERALE
N/A
SOCIETE GENERALE FUTURES COLLATERAL
N/A
-1039043.05000000
PA
USD
-1039043.05000000
-2.22795277441
Short
STIV
US
N
2
N
N
N
N/A
N/A
SOYBEAN MEAL FUTR JUL21 PHYSICAL COMMODITY FUTURE.
N/A
48.00000000
NC
USD
2045280.00000000
4.385561551528
N/A
DCO
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Soybean Meal
Soybean Meal Future Jul 2021
2021-07-17
2003080.00000000
USD
42200.00000000
N
N
N
N/A
N/A
LME COPPER MAY 21 (LPK21)
N/A
10.00000000
NC
USD
2458250.00000000
5.271066398754
N/A
DCO
GB
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Copper
LME COPPER FUTURE May 2021
2021-05-17
2228850.00000000
USD
229400.00000000
N
N
N
N/A
N/A
BROWN BROTHERS HARRIMAN SWEEP INTEREST
N/A
32312467.15000000
PA
USD
32312467.15000000
69.28553233203
Long
STIV
US
N
2
N
N
N
United Kingdom of Great Britain and Northern Ireland
N/A
LONG GILT FUTURE JUN21 FINANCIAL COMMODITY FUTURE.
N/A
-31.00000000
NC
-5465853.68000000
-11.7200763442
N/A
DIR
GB
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
U.K. Gilt Futures
U.K. Long Gilt Future Jun 2021
2021-07-01
-5543613.91000000
GBP
77760.23000000
N
N
N
N/A
N/A
JPN YEN CURR FUT JUN21 CURRENCY FUTURE.
N/A
25.00000000
NC
USD
2859843.75000000
6.132177889276
N/A
DFE
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Currency Futures
JPY/USD Future (Consolidated) (IMM) Jun 2021
2021-06-17
2872812.50000000
USD
-12968.75000000
N
N
N
N/A
N/A
LME COPPER JUN 21 (LPM21)
N/A
11.00000000
NC
USD
2702906.25000000
5.795666963636
N/A
DCO
GB
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Copper
LME COPPER FUTURE Jun 2021
2021-06-16
2504393.75000000
USD
198512.50000000
N
N
N
N/A
N/A
LME PRI ALUM MAY 21 (LAK21)
N/A
-24.00000000
NC
USD
-1434300.00000000
-3.07547667476
N/A
DCO
GB
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
Aluminum
LME ALUM HG FUTUR May 2021
2021-05-17
-1329837.50000000
USD
-104462.50000000
N
N
N
N/A
N/A
LME LEAD FUTURE JUN11
N/A
-50.00000000
NC
USD
-2687500.00000000
-5.76263233871
N/A
DCO
GB
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
Lead
LME LEAD FUTURE Jun 2021
2021-06-16
-2581261.25000000
USD
-106238.75000000
N
N
N
N/A
N/A
LME PRI ALUM JUN 21 (LAM21)
N/A
-36.00000000
NC
USD
-2150550.00000000
-4.61128520038
N/A
DCO
GB
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
Aluminum
LME ALUM HG FUTUR Jun 2021
2021-06-16
-2103100.00000000
USD
-47450.00000000
N
N
N
Repubblica Italiana
N/A
EURO-BTP FUTURE JUN21 FINANCIAL COMMODITY FUTURE.
N/A
11.00000000
NC
1945237.26000000
4.171046378029
N/A
DIR
DE
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Italy Govt. Bond Futures
Euro-BTP Futures Jun 2021
2021-06-11
1964414.14000000
EUR
-19176.88000000
N
N
N
N/A
N/A
SPI 200 FUTURES JUN21 PHYSICAL INDEX FUTURE.
N/A
-9.00000000
NC
-1213649.10000000
-2.60234922847
N/A
DE
AU
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
SPI 200 Future Jun 2021
N/A
N/A
2021-06-20
-1218328.96000000
AUD
4679.86000000
N
N
N
LME ZINC FUTURE MAY21
N/A
LME ZINC FUTURE MAY21
N/A
31.00000000
NC
USD
2260287.50000000
4.846588220390
N/A
DCO
GB
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
N/A
N/A
2021-05-17
2149712.50000000
USD
110575.00000000
N
N
N
N/A
N/A
LME PRI ALUM MAY 21 (LAK21)
N/A
24.00000000
NC
USD
1434300.00000000
3.075476674761
N/A
DCO
GB
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Aluminum
LME ALUM HG FUTUR May 2021
2021-05-17
1338493.75000000
USD
95806.25000000
N
N
N
N/A
N/A
LEAN HOGS FUTURE JUN21 PHYSICAL COMMODITY FUTURE.
N/A
-3.00000000
NC
USD
-131670.00000000
-0.28233146047
N/A
DCO
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
Hogs
LEAN HOGS FUTURE(Consolidated) Jun 2021
2021-06-17
-128850.00000000
USD
-2820.00000000
N
N
N
N/A
N/A
DAX INDEX FUTURE JUN21 PHYSICAL INDEX FUTURE.
N/A
2.00000000
NC
911790.52000000
1.955093409000
N/A
DE
DE
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
DAX INDEX FUTURE Jun 2021
N/A
N/A
2021-06-21
928714.38000000
EUR
-16923.86000000
N
N
N
United States of America
N/A
US 10YR NOTE (CBT)JUN21 FINANCIAL COMMODITY FUTURE.
N/A
-8.00000000
NC
USD
-1056250.00000000
-2.26484852382
N/A
DIR
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
U.S. Treasury Futures
US 10 Year Treasury Note Future (consolidated) Jun 2021
2021-06-24
-1058593.76000000
USD
2343.76000000
N
N
N
N/A
N/A
SOCIETE GENERALE FUTURES COLLATERAL
N/A
4182584.38000000
PA
USD
4182584.38000000
8.968445026084
Long
STIV
US
N
2
N
N
N
N/A
N/A
LME NICKEL FUTURE MAY21
N/A
-17.00000000
NC
USD
-1800300.00000000
-3.86026679047
N/A
DCO
GB
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
Nickel
LME NICKEL FUTURE May 2021
2021-05-17
-1676493.60000000
USD
-123806.40000000
N
N
N
United States of America
254900HROIFWPRGM1V77
CASH MGMT BILL 0.000000% 06/29/2021
912796H36
2000000.00000000
PA
USD
1999952.50000000
4.288368726474
Long
DBT
UST
US
N
2
2021-06-29
None
0.00000000
N
N
N
N
N
N
N/A
N/A
LIVE CATTLE FUTR JUN21 PHYSICAL COMMODITY FUTURE.
N/A
-85.00000000
NC
USD
-3963550.00000000
-8.49878377902
N/A
DCO
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Short
Live Cattle
Live Cattle Future(Consolidated) Jun 2021
2021-07-03
-4088500.00000000
USD
124950.00000000
N
N
N
N/A
N/A
BROWN BROTHERS HARRIMAN SWEEP INTEREST
N/A
500000.00000000
PA
USD
500000.00000000
1.072117644412
Long
STIV
US
N
2
N
N
N
N/A
N/A
AUST 10Y BOND FUT JUN21 FINANCIAL COMMODITY FUTURE.
N/A
52.00000000
NC
5583727.47000000
11.97282548435
N/A
DIR
AU
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Australia Govt. Bond Futures
AUST 10Y BOND (consolidated) Jun 2021
2021-06-18
5544902.25000000
AUD
38825.22000000
N
N
N
N/A
N/A
SUGAR #11 (WORLD) JUL21 PHYSICAL COMMODITY FUTURE.
N/A
73.00000000
NC
USD
1388284.80000000
2.976809259099
N/A
DCO
US
N
1
SOCIETE GENERALE SECURITIES CORPORATION/
N/A
Long
Sugar
Sugar #11 World Future Jul 2021
2021-07-03
1336003.20000000
USD
52281.60000000
N
N
N
2021-04-30
THE ADVISORS' INNER CIRCLE FUND II
Andy Metzger
Andy Metzger
CFO