AQR DELTA Fund II, LP 01/01/2012 - 30/09/2024 372,632,900 （332,082,533） 175,963,113 1.4 6.0% AQR Managed Futures Fund 01/01/2017 - 30/09/2024 500,000,000 （290,000,000） 312,628,789 1.2 4.3% AQR Style Premia Fund, LP 01/01/2014 - 30/09/2024 731,899,200 （622,449,567） 331,312,091 1.3 5.8% Aspect Core Trend HV Fund - Class A - USD 01/04/2018 - 30/09/2024 500,000,000 (340,000,000) 310,388,133 1.3 6.0% BlackRock Style Advantage Onshore, LLC - K 类 - USD 01/01/2018 - 30/09/2024 500,000,000 (354,357,841) 0 0.7 -13.5% BlackRock Style Advantage Onshore, LLC - L 类 - USD 01/08/2020 - 30/09/2024 354,357,841 (400,000,000) 64,804,113 1.3 11.9% Brevan Howard LP - I2 系列 NR 2022 年 1 月 5 日 - 2024 年 9 月 30 日 300,000,000 0 320,112,359 1.1 3.4% Bridgewater Optimal Portfolio, LLC - 3300-023 系列 2019 年 1 月 5 日 - 2024 年 9 月 30 日 525,174,284 (586,670,612) 0 1.1 3.9% Bridgewater Optimal Portfolio, LLC - 3300-023A 系列 2019 年 1 月 8 日 - 2024 年 9 月 30 日 100,000,000 (101,396,551) 0 1.0 1.4% Bridgewater Optimal Portfolio, LLC - 3300-023B 系列 2019 年 1 月 11 日- 30/09/2024 50,000,000 (50,822,048) 0 1.0 1.6% Bridgewater Optimal Portfolio, LLC - 3300-023C 系列 01/03/2020 - 30/09/2024 125,000,000 (131,724,132) 0 1.1 5.4% Bridgewater Optimal Portfolio, LLC - 3300-023D 系列 01/06/2020 - 30/09/2024 125,000,000 (141,231,553) 0 1.1 13.0% Bridgewater Pure Alpha 主要市场基金 II 01/10/2022 - 30/09/2024 250,000,000 0 193,307,886 0.8 -12.1% Capstone Dispersion Fund (US) LP 01/10/2023 - 30/09/2024 250,000,000 0 258,909,921 1.0 3.6% Caxton Global Investments (USA) LLC - N 类权益 (无限制) A 01/01/2024 - 30/09/2024 50,000,000 0 54,189,357 1.1 8.4% Caxton Global Investments (USA) LLC - N 类权益 (无限制) B 01/05/2022 - 30/09/2024 200,000,000 0 226,102,707 1.1 5.2% Caxton Global Investments (USA) LLC - N 类权益（无限制）C 01/07/2024 - 30/09/2024 50,000,000 0 52,947,696 1.1 5.9% Davidson Kempner Institutional Partners LP 01/06/2022 - 30/09/2024 500,000,000 0 568,682,931 1.1 6.1% Dorsal Capital Partners, LP 01/06/2023 - 30/09/2024 200,000,000 0 230,961,034 1.2 11.4% Fort Global Trend Fund Series A 2020, LP 01/08/2020 - 30/09/2024 320,000,000 0 288,685,663 0.9 -3.6% GMO Systematic Global Macro 01/04/2019 - 30/09/2024 500,000,000 (200,000,000) 354,986,309 1.1 1.4% Hudson Bay Fund LP 01/04/2022 - 30/09/2024 500,000,000 0 566,528,061 1.1 6.2% JP Morgan Systematic Alpha 01/12/2017 - 30/09/2024 500,000,000 (334,006,991) 557,362 0.7 26.1% Man AHL Alpha 1.5XL Limited - A 类 USD 01/03/2022 - 30/09/2024 261,947,560 0 294,809,572 1.1 6.1% Man AHL Alpha Core 1.5X (开曼) SP - A 类 USD 01/03/2022 - 30/09/2024 83,000,767 (91,549,664) 0 1.1 10.3% MAN AHL Alpha Core 1.5X (开曼) SP A 类 USD 01/06/2023 - 30/09/2024 25,000,000 0 25,578,291 1.0 1.7% MW Alpha Plus (US) Fund II 01/12/2022 - 30/09/2024 200,000,000 0 214,482,554 1.1 3.9% Reservoir Strategic Partners Fund, LP 01/04/2012 - 30/09/2024 50,000,000 (70,185,069) 672,083 1.4 4.2%