|
|
Face Amount
|
|
|
|
|
Cost
|
Value
|
|
|
|
Bank Loans * (1.84%)
|
|||||
|
|
|
United States (1.84%)
|
|||||
|
|
|
Communications
|
|||||
|
USD
|
855,000
|
CSC Holdings LLC 2019 Term Loan B5
|
Zero
|
04/15/2027
|
$810,113
|
$794,748
|
|
|
|
|
Industrial
|
|||||
|
|
130,000
|
CP Atlas Buyer, Inc. 2021 Term Loan B
|
8.42%
|
11/23/2027
|
125,125
|
125,310
|
|
|
|
|
Total United States
|
|
|
|
935,238
|
920,058
|
|
|
|
Total Bank Loans
|
935,238
|
920,058
|
|||
|
|
|
Convertible Bonds (0.52%)
|
|||||
|
|
|
Canada (0.02%)
|
|||||
|
|
|
Energy
|
|||||
|
CAD
|
14,000
|
Advantage Energy Ltd. 144A
|
5.00%
|
06/30/2029
|
9,951
|
9,572
|
|
|
|
|
United States (0.50%)
|
|||||
|
|
|
Consumer Cyclical
|
|||||
|
USD
|
225,000
|
NCL Corp. Ltd.
|
1.13%
|
02/15/2027
|
244,887
|
244,575
|
|
|
|
|
Energy
|
|||||
|
|
9,000
|
Sunrun, Inc. +
|
7.98%
|
02/01/2026
|
8,333
|
8,410
|
|
|
|
|
Total United States
|
|
|
|
253,220
|
252,985
|
|
|
|
Total Convertible Bonds
|
263,171
|
262,557
|
|||
|
|
|
Corporate Obligations (83.93%)
|
|||||
|
|
|
Australia (A) (1.19%)
|
|||||
|
|
|
Financial
|
|||||
|
EUR
|
570,000
|
Commonwealth Bank of Australia REG S
|
2.91%
|
11/11/2030
|
592,641
|
595,787
|
|
|
|
|
Brazil (0.50%)
|
|||||
|
|
|
Basic Materials
|
|||||
|
USD
|
260,000
|
Braskem Netherlands Finance BV 144A
|
8.00%
|
10/15/2034
|
250,953
|
251,420
|
|
|
|
|
Canada (0.67%)
|
|||||
|
|
|
Industrial
|
|||||
|
|
320,000
|
Husky Injection Molding Systems Ltd./Titan Co.-Borrower LLC 144A
|
9.00%
|
02/15/2029
|
336,033
|
335,515
|
|
|
|
|
Germany (A) (11.49%)
|
|||||
|
|
|
Financial
|
|||||
|
AUD
|
1,355,000
|
Kreditanstalt fuer Wiederaufbau
|
4.45%
|
01/16/2030
|
841,521
|
847,356
|
|
|
EUR
|
4,730,000
|
Kreditanstalt fuer Wiederaufbau REG S
|
2.38%
|
04/11/2028
|
4,865,188
|
4,899,362
|
|
|
|
|
Total Germany
|
|
|
|
5,706,709
|
5,746,718
|
|
|
|
Italy (A) (2.47%)
|
|||||
|
|
|
Financial
|
|||||
|
|
500,000
|
Credit Agricole Italia SpA REG S
|
3.25%
|
02/15/2034
|
514,698
|
523,669
|
|
|
|
672,000
|
Iccrea Banca SpA REG S
|
3.50%
|
06/05/2034
|
707,428
|
713,054
|
|
|
|
|
Total Italy
|
|
|
|
1,222,126
|
1,236,723
|
|
|
|
Spain (A) (3.60%)
|
|||||
|
|
|
Financial
|
|||||
|
|
1,400,000
|
Banco de Sabadell SA REG S
|
3.25%
|
06/05/2034
|
1,476,983
|
1,489,486
|
|
|
|
Face Amount
|
|
|
|
|
Cost
|
Value
|
|
|
|
Corporate Obligations (continued)
|
|||||
|
|
|
Spain (A) (continued)
|
|||||
|
|
|
Financial (continued)
|
|||||
|
EUR
|
300,000
|
Caja Rural de Navarra SCC REG S
|
3.00%
|
04/23/2033
|
$312,085
|
$312,865
|
|
|
|
|
Total Spain
|
|
|
|
1,789,068
|
1,802,351
|
|
|
|
Supranational (A) (43.73%)
|
|||||
|
|
|
Financial
|
|||||
|
USD
|
1,485,000
|
Asian Infrastructure Investment Bank
|
4.50%
|
01/16/2030
|
1,483,499
|
1,490,492
|
|
|
AUD
|
839,000
|
Asian Infrastructure Investment Bank REG S
|
4.60%
|
01/21/2030
|
527,965
|
527,173
|
|
|
USD
|
579,000
|
Central American Bank for Economic Integration REG S
|
4.75%
|
01/24/2028
|
579,449
|
580,150
|
|
|
|
2,963,000
|
Corp Andina de Fomento
|
5.00%
|
01/22/2030
|
2,983,558
|
2,986,686
|
|
|
|
7,166,000
|
European Investment Bank
|
4.50%
|
03/14/2030
|
7,159,663
|
7,168,516
|
|
|
EUR
|
600,000
|
European Investment Bank Series EARN REG S
|
3.00%
|
02/15/2039
|
617,050
|
620,451
|
|
|
USD
|
5,229,000
|
International Bank for Reconstruction & Development
|
4.63%
|
01/15/2032
|
5,236,784
|
5,254,381
|
|
|
|
1,053,000
|
International Development Association REG S
|
4.38%
|
06/11/2029
|
1,049,487
|
1,050,253
|
|
|
|
2,190,000
|
OPEC Fund for International Development REG S ±
|
4.75%
|
02/03/2028
|
2,189,515
|
2,199,308
|
|
|
|
|
Total Supranational
|
|
|
|
21,826,970
|
21,877,410
|
|
|
|
United Kingdom (A) (1.97%)
|
|||||
|
|
|
Financial
|
|||||
|
EUR
|
950,000
|
Santander UK PLC REG S
|
2.63%
|
04/12/2028
|
987,643
|
985,833
|
|
|
|
|
United States (18.31%)
|
|||||
|
|
|
Communications
|
|||||
|
USD
|
580,000
|
Dish Network Corp. 144A
|
11.75%
|
11/15/2027
|
615,980
|
612,419
|
|
|
|
75,000
|
Paramount Global *
|
6.38%
|
03/30/2062
|
72,847
|
73,109
|
|
|
|
|
Consumer Cyclical
|
|||||
|
|
300,000
|
BCPE Ulysses Intermediate, Inc. 144A PIK
|
7.75%
|
04/01/2027
|
297,834
|
296,008
|
|
|
|
325,000
|
Warnermedia Holdings, Inc.
|
5.39%
|
03/15/2062
|
235,633
|
239,327
|
|
|
|
|
Consumer Non-cyclical
|
|||||
|
|
210,000
|
Champions Financing, Inc. 144A
|
8.75%
|
02/15/2029
|
207,428
|
200,564
|
|
|
|
225,000
|
Chobani Holdco II LLC 144A PIK
|
8.75%
|
10/01/2029
|
241,061
|
243,683
|
|
|
|
295,000
|
Chs/Community Health Systems, Inc. 144A
|
10.88%
|
01/15/2032
|
306,033
|
303,842
|
|
|
|
90,000
|
CVS Health Corp.
|
5.05%
|
03/25/2048
|
73,615
|
75,225
|
|
|
|
435,000
|
Fiesta Purchaser, Inc. 144A
|
9.63%
|
09/15/2032
|
458,025
|
453,229
|
|
|
|
490,000
|
GEO Group, Inc.
|
8.63%
|
04/15/2029
|
518,909
|
517,349
|
|
|
|
240,000
|
GEO Group, Inc.
|
10.25%
|
04/15/2031
|
262,388
|
262,812
|
|
|
|
505,000
|
Hertz Corp. 144A
|
12.63%
|
07/15/2029
|
544,130
|
544,348
|
|
|
|
|
Energy
|
|||||
|
|
48,000
|
Aethon United BR LP/Aethon United Finance Corp. 144A
|
7.50%
|
10/01/2029
|
49,359
|
49,227
|
|
|
|
150,000
|
Devon Energy Corp.
|
5.75%
|
09/15/2054
|
136,563
|
135,449
|
|
|
|
12,000
|
Kimmeridge Texas Gas LLC 144A
|
8.50%
|
02/15/2030
|
12,000
|
12,046
|
|
|
|
700,000
|
Summit Midstream Holdings LLC 144A
|
8.63%
|
10/31/2029
|
727,856
|
737,214
|
|
|
|
280,000
|
Talos Production, Inc. 144A
|
9.00%
|
02/01/2029
|
292,244
|
291,186
|
|
|
|
285,000
|
Talos Production, Inc. 144A
|
9.38%
|
02/01/2031
|
297,458
|
296,131
|
|
|
|
2,000
|
Viper Energy, Inc. 144A
|
5.38%
|
11/01/2027
|
1,981
|
1,987
|
|
|
|
|
Financial
|
|||||
|
|
380,000
|
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer 144A
|
7.38%
|
10/01/2032
|
385,274
|
388,283
|
|
|
|
545,000
|
Freedom Mortgage Holdings LLC 144A
|
9.25%
|
02/01/2029
|
565,208
|
568,843
|
|
|
|
325,000
|
Morgan Stanley *
|
5.52%
|
11/19/2055
|
317,007
|
314,622
|
|
|
|
Face Amount
|
|
|
|
|
Cost
|
Value
|
|
|
|
Corporate Obligations (continued)
|
|||||
|
|
|
United States (continued)
|
|||||
|
|
|
Financial (continued)
|
|||||
|
USD
|
445,000
|
Planet Financial Group LLC 144A
|
10.50%
|
12/15/2029
|
$457,356
|
$457,753
|
|
|
|
|
Industrial
|
|||||
|
|
455,000
|
Clydesdale Acquisition Holdings, Inc. 144A
|
8.75%
|
04/15/2030
|
467,305
|
464,146
|
|
|
|
260,000
|
LABL, Inc. 144A
|
8.63%
|
10/01/2031
|
243,095
|
234,277
|
|
|
|
|
Technology
|
|||||
|
|
75,000
|
Intel Corp.
|
3.10%
|
02/15/2060
|
38,881
|
40,235
|
|
|
|
175,000
|
Intel Corp.
|
3.25%
|
11/15/2049
|
102,746
|
105,715
|
|
|
|
175,000
|
Intel Corp.
|
4.10%
|
05/19/2046
|
122,615
|
125,671
|
|
|
|
175,000
|
Intel Corp.
|
4.10%
|
05/11/2047
|
121,575
|
124,659
|
|
|
|
150,000
|
Intel Corp.
|
4.75%
|
03/25/2050
|
113,749
|
117,044
|
|
|
|
150,000
|
Intel Corp.
|
4.90%
|
08/05/2052
|
115,891
|
118,534
|
|
|
|
300,000
|
Intel Corp.
|
5.70%
|
02/10/2053
|
261,010
|
267,119
|
|
|
|
|
Utilities
|
|||||
|
|
110,000
|
NextEra Energy Capital Holdings, Inc. ±
|
5.90%
|
03/15/2055
|
110,000
|
109,416
|
|
|
|
275,000
|
Southern California Edison Co.
|
5.88%
|
12/01/2053
|
261,617
|
258,132
|
|
|
|
125,000
|
Southern California Edison Co.
|
5.90%
|
03/01/2055
|
121,300
|
118,207
|
|
|
|
|
Total United States
|
|
|
|
9,155,973
|
9,157,811
|
|
|
|
Total Corporate Obligations
|
41,868,116
|
41,989,568
|
|||
|
|
|
Foreign Government Obligations (223.48%)
|
|||||
|
|
|
Australia (A) (0.81%)
|
|||||
|
AUD
|
1,237,000
|
Australia Government Bond Series 162 REG S
|
1.75%
|
06/21/2051
|
409,147
|
407,594
|
|
|
|
|
Belgium (A) (5.76%)
|
|||||
|
EUR
|
938,000
|
Kingdom of Belgium Government Bond Series 100 REG S
|
2.85%
|
10/22/2034
|
961,293
|
962,934
|
|
|
|
1,840,000
|
Kingdom of Belgium Government Bond Series 103 REG S
|
3.10%
|
06/22/2035
|
1,909,242
|
1,920,308
|
|
|
|
|
Total Belgium
|
|
|
|
2,870,535
|
2,883,242
|
|
|
|
Canada (A) (17.63%)
|
|||||
|
|
1,990,000
|
CPPIB Capital, Inc. REG S
|
2.88%
|
01/30/2032
|
2,053,847
|
2,072,311
|
|
|
|
2,940,000
|
Export Development Canada REG S
|
2.75%
|
01/22/2030
|
3,092,574
|
3,078,129
|
|
|
|
250,000
|
OMERS Finance Trust REG S
|
3.25%
|
01/28/2035
|
259,944
|
262,380
|
|
|
USD
|
3,370,000
|
Province of Ontario Canada
|
4.70%
|
01/15/2030
|
3,370,457
|
3,408,527
|
|
|
|
|
Total Canada
|
|
|
|
8,776,822
|
8,821,347
|
|
|
|
France (A) (13.08%)
|
|||||
|
EUR
|
1,449,000
|
French Republic Government Bond OAT Series OAT REG S
|
2.75%
|
02/25/2030
|
1,495,892
|
1,499,273
|
|
|
|
4,840,000
|
French Republic Government Bond OAT Series OAT REG S
|
3.60%
|
05/25/2042
|
4,991,767
|
5,045,358
|
|
|
|
|
Total France
|
|
|
|
6,487,659
|
6,544,631
|
|
|
|
Germany (A) (19.57%)
|
|||||
|
|
918,000
|
Bundesrepublik Deutschland Bundesanleihe REG S
|
2.60%
|
08/15/2034
|
964,051
|
969,624
|
|
|
|
6,496,000
|
Bundesrepublik Deutschland Bundesobligation Inflation Linked Bond Series 187
REG S «
|
2.20%
|
04/13/2028
|
6,759,462
|
6,771,798
|
|
|
|
1,774,000
|
State of North Rhine-Westphalia Germany REG S
|
1.45%
|
01/19/2122
|
951,469
|
974,744
|
|
|
|
517,000
|
State of North Rhine-Westphalia Germany REG S
|
1.75%
|
10/26/2057
|
369,821
|
375,607
|
|
|
|
Face Amount
|
|
|
|
|
Cost
|
Value
|
|
|
|
Foreign Government Obligations (continued)
|
|||||
|
|
|
Germany (A) (continued)
|
|||||
|
EUR
|
706,000
|
State of North Rhine-Westphalia Germany REG S
|
3.00%
|
03/20/2054
|
$691,560
|
$698,622
|
|
|
|
|
Total Germany
|
|
|
|
9,736,363
|
9,790,395
|
|
|
|
Greece (A) (30.35%)
|
|||||
|
|
3,462,000
|
Hellenic Republic Government Bond REG S
|
0.00%
|
02/12/2026
|
3,529,277
|
3,520,761
|
|
|
|
5,471,000
|
Hellenic Republic Government Bond REG S
|
3.38%
|
06/15/2034
|
5,739,213
|
5,760,163
|
|
|
|
3,993,000
|
Hellenic Republic Government Bond REG S
|
3.63%
|
06/15/2035
|
4,278,201
|
4,250,266
|
|
|
|
1,536,000
|
Hellenic Republic Government Bond REG S
|
4.13%
|
06/15/2054
|
1,640,029
|
1,652,384
|
|
|
|
|
Total Greece
|
|
|
|
15,186,720
|
15,183,574
|
|
|
|
Ireland (A) (0.17%)
|
|||||
|
|
80,000
|
Ireland Government Bond REG S
|
3.15%
|
10/18/2055
|
83,981
|
85,023
|
|
|
|
|
Italy (A) (19.68%)
|
|||||
|
|
2,970,000
|
Italy Buoni Poliennali Del Tesoro Series 10YR REG S
|
3.65%
|
08/01/2035
|
3,116,522
|
3,108,756
|
|
|
|
1,959,000
|
Italy Buoni Poliennali Del Tesoro Series 11YR REG S
|
0.90%
|
04/01/2031
|
1,787,293
|
1,794,151
|
|
|
|
4,697,000
|
Italy Buoni Poliennali Del Tesoro Series 20YR REG S
|
4.10%
|
04/30/2046
|
4,971,426
|
4,941,398
|
|
|
|
|
Total Italy
|
|
|
|
9,875,241
|
9,844,305
|
|
|
|
Japan « (A) (8.31%)
|
|||||
|
JPY
|
368,223,084
|
Japanese Government CPI Linked Bond Series 24
|
0.10%
|
03/10/2029
|
2,640,510
|
2,474,189
|
|
|
|
254,171,525
|
Japanese Government CPI Linked Bond Series 28
|
0.01%
|
03/10/2033
|
1,819,339
|
1,682,897
|
|
|
|
|
Total Japan
|
|
|
|
4,459,849
|
4,157,086
|
|
|
|
Panama (0.65%)
|
|||||
|
USD
|
300,000
|
Panama Government International Bond
|
3.87%
|
07/23/2060
|
158,519
|
160,494
|
|
|
|
275,000
|
Panama Government International Bond
|
4.30%
|
04/29/2053
|
162,122
|
166,342
|
|
|
|
|
Total Panama
|
|
|
|
320,641
|
326,836
|
|
|
|
Philippines ± (0.40%)
|
|||||
|
|
200,000
|
Philippine Government International Bond
|
5.90%
|
02/04/2050
|
200,000
|
201,500
|
|
|
|
|
Portugal (A) (7.30%)
|
|||||
|
EUR
|
3,504,973
|
Portugal Obrigacoes do Tesouro OT Series 10YR REG S
|
3.00%
|
06/15/2035
|
3,603,244
|
3,652,026
|
|
|
|
|
Spain (A) (17.02%)
|
|||||
|
|
5,296,000
|
Spain Government Bond
|
2.50%
|
05/31/2027
|
5,523,188
|
5,527,418
|
|
|
|
2,785,000
|
Spain Government Bond REG S
|
3.45%
|
10/31/2034
|
2,974,792
|
2,989,166
|
|
|
|
|
Total Spain
|
|
|
|
8,497,980
|
8,516,584
|
|
|
|
Supranational (A) (21.90%)
|
|||||
|
|
433,000
|
European Union Series NGEU REG S
|
0.70%
|
07/06/2051
|
245,196
|
248,741
|
|
|
|
387,000
|
European Union Series NGEU REG S
|
1.25%
|
02/04/2043
|
288,580
|
291,593
|
|
|
|
1,283,000
|
European Union Series NGEU REG S
|
2.50%
|
12/04/2031
|
1,310,897
|
1,318,520
|
|
|
|
2,005,000
|
European Union Series NGEU REG S
|
3.25%
|
07/04/2034
|
2,131,952
|
2,146,754
|
|
|
|
346,000
|
European Union Series NGEU REG S
|
3.25%
|
02/04/2050
|
349,194
|
352,096
|
|
|
|
6,449,000
|
European Union Series NGEU REG S
|
3.38%
|
10/05/2054
|
6,620,612
|
6,597,546
|
|
|
|
|
Total Supranational
|
|
|
|
10,946,431
|
10,955,250
|
|
|
|
United Kingdom (60.85%)
|
|||||
|
|
335,000
|
Lithuania Government International Bond REG S
|
3.63%
|
01/28/2040
|
342,438
|
344,419
|
|
|
|
100,000
|
Motability Operations Group PLC REG S
|
4.00%
|
01/22/2037
|
102,411
|
105,543
|
|
|
|
75,000
|
Nestle Finance International Ltd. REG S
|
3.50%
|
01/14/2045
|
76,354
|
77,623
|
|
|
|
Face Amount
|
|
|
|
|
Cost
|
Value
|
|
|
|
Foreign Government Obligations (continued)
|
|||||
|
|
|
United Kingdom (continued)
|
|||||
|
EUR
|
880,000
|
PSP Capital, Inc. 144A
|
3.25%
|
07/02/2034
|
$917,576
|
$924,860
|
|
|
USD
|
200,000
|
Qatar Energy REG S
|
3.13%
|
07/12/2041
|
147,005
|
146,196
|
|
|
|
325,000
|
Republic of South Africa Government International Bond REG S
|
7.95%
|
11/19/2054
|
311,188
|
310,294
|
|
|
|
400,000
|
Romanian Government International Bond REG S
|
5.13%
|
06/15/2048
|
300,347
|
299,690
|
|
|
GBP
|
2,247,550
|
United Kingdom Gilt REG S (A)
|
1.25%
|
10/22/2041
|
1,643,685
|
1,641,601
|
|
|
|
344,720
|
United Kingdom Gilt REG S (A)
|
1.25%
|
07/31/2051
|
193,116
|
193,001
|
|
|
|
2,508,250
|
United Kingdom Gilt REG S (A)
|
3.25%
|
01/31/2033
|
2,871,070
|
2,872,916
|
|
|
|
842,000
|
United Kingdom Gilt REG S (A)
|
3.25%
|
01/22/2044
|
818,982
|
818,671
|
|
|
|
2,531,000
|
United Kingdom Gilt REG S (A)
|
3.75%
|
03/07/2027
|
3,122,732
|
3,117,869
|
|
|
|
4,139,000
|
United Kingdom Gilt REG S (A)
|
4.13%
|
07/22/2029
|
5,126,935
|
5,126,544
|
|
|
|
1,980,000
|
United Kingdom Gilt REG S (A)
|
4.25%
|
06/07/2032
|
2,452,619
|
2,452,726
|
|
|
|
1,148,000
|
United Kingdom Gilt REG S (A)
|
4.25%
|
07/31/2034
|
1,396,669
|
1,396,520
|
|
|
|
4,155,000
|
United Kingdom Gilt REG S (A)
|
4.38%
|
01/31/2040
|
4,772,641
|
4,888,313
|
|
|
|
1,782,000
|
United Kingdom Gilt REG S (A)
|
4.63%
|
01/31/2034
|
2,233,699
|
2,234,452
|
|
|
|
2,294,000
|
United Kingdom Gilt REG S (A)
|
4.75%
|
12/07/2038
|
2,839,186
|
2,839,790
|
|
|
|
609,334
|
United Kingdom Inflation-Linked Gilt Series 3MO REG S « (A)
|
1.25%
|
11/22/2054
|
652,713
|
651,689
|
|
|
|
|
Total United Kingdom
|
|
|
|
30,321,366
|
30,442,717
|
|
|
|
Total Foreign Government Obligations
|
111,775,979
|
111,812,110
|
|||
|
|
|
United States Government and Agency Obligations (A) (18.34%)
|
|||||
|
|
|
United States (18.34%)
|
|||||
|
|
|
United States Treasury Bonds
|
|||||
|
USD
|
4,233,000
|
2.38%05/15/2051
|
2,648,171
|
1,775,766
|
|||
|
|
2,128,000
|
4.25%02/15/2054
|
1,935,815
|
969,071
|
|||
|
|
|
|
|
|
|
4,583,986
|
2,744,837
|
|
|
|
United States Treasury Inflation Protected (TIPS) Notes Ω
|
|||||
|
|
1,376,269
|
0.50%01/15/2028
|
1,330,106
|
1,331,042
|
|||
|
|
|
United States Treasury Notes
|
|||||
|
|
5,088,000
|
4.38%12/31/2029
|
5,101,912
|
5,098,988
|
|||
|
|
2,090,000
|
4.50%12/31/2031
|
2,091,143
|
0
|
|||
|
|
|
|
|
|
|
7,193,055
|
5,098,988
|
|
|
|
Total United States
|
|
|
|
13,107,147
|
9,174,867
|
|
|
|
Total United States Government and Agency Obligations
|
13,107,147
|
9,174,867
|
|||
|
|
Shares
|
|
|
|
|
|
|
|
|
|
Common Stock (2.16%)
|
|||||
|
|
|
Canada (0.01%)
|
|||||
|
|
|
Metals & Mining
|
|||||
|
|
3,100
|
Discovery Silver Corp.
|
1,337
|
3,296
|
|||
|
|
|
Ireland (1.34%)
|
|||||
|
|
|
Banks
|
|||||
|
|
113,093
|
AIB Group PLC
|
667,203
|
669,537
|
|||
|
|
|
Israel (0.09%)
|
|||||
|
|
|
Banks
|
|||||
|
|
3,479
|
Bank Leumi Le-Israel BM
|
44,377
|
43,664
|
|||
|
|
Shares
|
|
|
|
|
Cost
|
Value
|
|
|
|
Common Stock (continued)
|
|||||
|
|
|
United Kingdom (0.05%)
|
|||||
|
|
|
Hotels, Restaurants & Leisure
|
|||||
|
|
2,713
|
Genius Sports Ltd.
|
$23,061
|
$23,956
|
|||
|
|
|
United States (0.67%)
|
|||||
|
|
|
Biotechnology
|
|||||
|
|
49
|
Akero Therapeutics, Inc.
|
2,352
|
2,650
|
|||
|
|
166
|
Disc Medicine, Inc.
|
9,170
|
9,263
|
|||
|
|
|
Pharmaceuticals
|
|||||
|
|
70,094
|
Haleon PLC
|
308,626
|
326,346
|
|||
|
|
|
Total United States
|
|
|
|
320,148
|
338,259
|
|
|
|
Total Common Stock
|
1,056,126
|
1,078,712
|
|||
|
|
|
Convertible Preferred Stock (0.25%)
|
|||||
|
|
|
United States (0.25%)
|
|||||
|
|
|
Capital Markets
|
|||||
|
|
2,092
|
Ares Management Corp. Series B
|
118,322
|
126,963
|
|||
|
|
Face Amount
|
|
|
|
|
|
|
|
|
|
Short-Term Investments + (66.70%)
|
|||||
|
|
|
United States (66.70%)
|
|||||
|
|
|
United States Government and Agency Obligations
|
|||||
|
|
|
United States Treasury Bills
|
|||||
|
USD
|
7,975,000
|
3.28%02/04/2025
|
7,972,181
|
7,974,067
|
|||
|
|
7,025,000
|
3.64%02/06/2025
|
7,020,875
|
7,022,535
|
|||
|
|
2,290,000
|
4.25%02/27/2025
|
2,282,962
|
2,283,535
|
|||
|
|
7,550,000
|
4.26%03/04/2025 ±
|
7,522,454
|
7,524,136
|
|||
|
|
1,760,000
|
4.30%04/03/2025
|
1,747,451
|
1,747,808
|
|||
|
|
5,235,000
|
4.33%05/06/2025
|
5,177,511
|
5,178,935
|
|||
|
|
1,660,000
|
4.34%05/13/2025
|
1,640,403
|
1,640,884
|
|||
|
|
|
|
|
|
|
33,363,837
|
33,371,900
|
|
|
|
Total United States
|
|
|
|
33,363,837
|
33,371,900
|
|
|
|
Total Short-Term Investments
|
|
|
|
33,363,837
|
33,371,900
|
|
|
Contracts
|
|
|
Strike
Price
|
Expiration
Date
|
|
|
|
|
|
Purchased Options Contracts (2.15%)
|
|||||
|
|
|
Foreign Currency Options (0.30%)
|
|||||
|
|
70,000
|
AUD VS JPY
|
Call
|
96.55
|
02/14/2025
|
638
|
341
|
|
|
80,000
|
AUD VS JPY
|
Call
|
96.57
|
02/20/2025
|
718
|
463
|
|
|
70,000
|
AUD VS JPY
|
Put
|
96.55
|
02/14/2025
|
638
|
406
|
|
|
80,000
|
AUD VS JPY
|
Put
|
96.57
|
02/20/2025
|
718
|
574
|
|
|
75,000
|
EUR VS AUD
|
Call
|
1.67
|
02/26/2025
|
618
|
546
|
|
|
75,000
|
EUR VS AUD
|
Put
|
1.67
|
02/26/2025
|
618
|
543
|
|
|
63,000
|
EUR VS USD
|
Call
|
1.03
|
02/20/2025
|
707
|
774
|
|
|
68,000
|
EUR VS USD
|
Call
|
1.05
|
02/26/2025
|
618
|
301
|
|
|
4,796,000
|
EUR VS USD
|
Call
|
1.06
|
02/28/2025
|
27,012
|
10,312
|
|
|
Contracts
|
|
|
Strike
Price
|
Expiration
Date
|
Cost
|
Value
|
|
|
|
Purchased Options Contracts (continued)
|
|||||
|
|
|
Foreign Currency Options (continued)
|
|||||
|
|
52,000
|
EUR VS USD
|
Call
|
1.05
|
04/07/2025
|
$841
|
$580
|
|
|
63,000
|
EUR VS USD
|
Put
|
1.03
|
02/20/2025
|
707
|
275
|
|
|
68,000
|
EUR VS USD
|
Put
|
1.05
|
02/26/2025
|
618
|
909
|
|
|
52,000
|
EUR VS USD
|
Put
|
1.05
|
04/07/2025
|
841
|
780
|
|
|
59,000
|
GBP VS AUD
|
Call
|
1.96
|
02/20/2025
|
680
|
1,169
|
|
|
59,000
|
GBP VS AUD
|
Put
|
1.96
|
02/20/2025
|
680
|
142
|
|
|
209,000
|
GBP VS JPY
|
Call
|
191.89
|
02/20/2025
|
3,078
|
2,568
|
|
|
208,000
|
GBP VS JPY
|
Call
|
192.30
|
02/26/2025
|
2,996
|
2,522
|
|
|
209,000
|
GBP VS JPY
|
Put
|
191.89
|
02/20/2025
|
3,078
|
2,513
|
|
|
208,000
|
GBP VS JPY
|
Put
|
192.30
|
02/26/2025
|
2,996
|
3,140
|
|
|
44,000
|
GBP VS USD
|
Call
|
1.23
|
02/20/2025
|
604
|
798
|
|
|
330,000
|
GBP VS USD
|
Call
|
1.34
|
09/26/2025
|
2,091
|
1,446
|
|
|
44,000
|
GBP VS USD
|
Put
|
1.23
|
02/20/2025
|
604
|
195
|
|
|
330,000
|
GBP VS USD
|
Put
|
1.34
|
09/26/2025
|
28,382
|
31,957
|
|
|
257,000
|
USD VS BRL
|
Call
|
5.97
|
02/20/2025
|
3,915
|
1,679
|
|
|
257,000
|
USD VS BRL
|
Put
|
5.97
|
02/20/2025
|
3,915
|
6,400
|
|
|
63,000
|
USD VS CAD
|
Call
|
1.43
|
04/07/2025
|
795
|
1,215
|
|
|
413,000
|
USD VS CAD
|
Call
|
1.39
|
11/26/2025
|
14,087
|
15,913
|
|
|
63,000
|
USD VS CAD
|
Put
|
1.43
|
04/07/2025
|
795
|
404
|
|
|
413,000
|
USD VS CAD
|
Put
|
1.39
|
11/26/2025
|
5,322
|
3,905
|
|
|
258,000
|
USD VS CHF
|
Call
|
0.90
|
02/26/2025
|
2,008
|
2,163
|
|
|
258,000
|
USD VS CHF
|
Put
|
0.90
|
02/26/2025
|
2,009
|
1,606
|
|
|
54,000
|
USD VS CLP
|
Call
|
1,003.30
|
02/06/2025
|
699
|
60
|
|
|
54,000
|
USD VS CLP
|
Put
|
1,003.30
|
02/06/2025
|
699
|
1,227
|
|
|
1,873,000
|
USD VS CNH
|
Call
|
7.70
|
07/07/2025
|
5,936
|
3,620
|
|
|
1,000,000
|
USD VS CNH
|
Call
|
7.50
|
01/05/2026
|
11,945
|
9,476
|
|
|
413,000
|
USD VS INR
|
Call
|
86.22
|
11/11/2025
|
9,772
|
10,972
|
|
|
413,000
|
USD VS INR
|
Put
|
86.22
|
11/11/2025
|
2,684
|
2,209
|
|
|
51,000
|
USD VS JPY
|
Call
|
156.80
|
02/14/2025
|
681
|
125
|
|
|
51,000
|
USD VS JPY
|
Put
|
156.80
|
02/14/2025
|
681
|
857
|
|
|
259,000
|
USD VS MXN
|
Call
|
20.52
|
02/06/2025
|
3,743
|
3,427
|
|
|
54,000
|
USD VS MXN
|
Call
|
20.77
|
02/12/2025
|
848
|
589
|
|
|
263,000
|
USD VS MXN
|
Call
|
20.61
|
02/13/2025
|
4,007
|
3,937
|
|
|
259,000
|
USD VS MXN
|
Put
|
20.52
|
02/06/2025
|
3,743
|
1,687
|
|
|
54,000
|
USD VS MXN
|
Put
|
20.77
|
02/12/2025
|
848
|
837
|
|
|
263,000
|
USD VS MXN
|
Put
|
20.61
|
02/13/2025
|
4,007
|
2,936
|
|
|
54,000
|
USD VS NOK
|
Call
|
11.29
|
02/26/2025
|
574
|
563
|
|
|
54,000
|
USD VS NOK
|
Put
|
11.29
|
02/26/2025
|
574
|
521
|
|
|
634,000
|
USD VS SEK
|
Call
|
11.50
|
04/11/2025
|
7,799
|
2,751
|
|
|
625,000
|
USD VS SEK
|
Call
|
11.50
|
05/30/2025
|
7,128
|
4,784
|
|
|
3,845,000
|
USD VS ZAR
|
Put
|
16.50
|
05/05/2025
|
4,422
|
2,039
|
|
|
|
Total Foreign Currency Options
|
184,117
|
149,156
|
|||
|
|
|
Options on Equity Indices (0.90%)
|
|||||
|
|
34
|
E-mini S&P 500 Index
|
Put
|
585.00
|
02/14/2025
|
3,998
|
5,814
|
|
|
6
|
E-mini S&P 500 Index
|
Put
|
595.00
|
02/21/2025
|
2,174
|
2,598
|
|
|
5
|
E-mini S&P 500 Index
|
Put
|
580.00
|
02/21/2025
|
1,181
|
940
|
|
|
233
|
Euro Stoxx 50 Index
|
Call
|
5,350.00
|
02/21/2025
|
6,191
|
8,404
|
|
|
233
|
Euro Stoxx 50 Index
|
Call
|
5,375.00
|
02/21/2025
|
4,840
|
6,410
|
|
|
836
|
JPM Pure Index
|
Put
|
120.70
|
06/23/2025
|
0
|
(2,190)
|
|
|
Contracts
|
|
|
Strike
Price
|
Expiration
Date
|
Cost
|
Value
|
|
|
|
Purchased Options Contracts (continued)
|
|||||
|
|
|
Options on Equity Indices (continued)
|
|||||
|
|
499
|
JPM Pure Index
|
Put
|
122.35
|
06/23/2025
|
$0
|
$(1,757)
|
|
|
931
|
MS Factor Natural US Index
|
Put
|
144.21
|
02/28/2025
|
2,603
|
1,630
|
|
|
36,787
|
S&P 500 Index
|
Put
|
11,492.84
|
04/17/2025
|
5,224
|
2,679
|
|
|
36,787
|
S&P 500 Index
|
Put
|
11,492.84
|
05/16/2025
|
5,224
|
2,927
|
|
|
15
|
S&P 500 Index
|
Put
|
11,100.00
|
04/30/2025
|
95,610
|
69,750
|
|
|
12
|
S&P 500 Index
|
Put
|
11,950.00
|
03/21/2025
|
79,480
|
102,840
|
|
|
249,734
|
S&P 500 Index
|
Put
|
11,329.70
|
03/21/2025
|
26,347
|
8,366
|
|
|
2
|
S&P 500 Index
|
Put
|
5,500.00
|
04/30/2025
|
19,267
|
8,430
|
|
|
6
|
S&P 500 Index
|
Put
|
11,800.00
|
02/28/2025
|
34,884
|
25,860
|
|
|
13
|
S&P 500 Index
|
Put
|
10,000.00
|
12/19/2025
|
122,423
|
113,750
|
|
|
21,573
|
S&P 500 Index
|
Put
|
10,370.85
|
03/21/2025
|
1,316
|
297
|
|
|
21,573
|
S&P 500 Index
|
Put
|
10,370.85
|
06/20/2025
|
2,006
|
1,035
|
|
|
6
|
S&P 500 Index
|
Put
|
6,000.00
|
03/21/2025
|
43,448
|
55,992
|
|
|
21,908
|
S&P 500 Index
|
Put
|
11,356.50
|
03/21/2025
|
2,103
|
671
|
|
|
21,908
|
S&P 500 Index
|
Put
|
11,356.50
|
06/20/2025
|
2,257
|
1,311
|
|
|
219,767
|
S&P 500 Index
|
Put
|
11,329.70
|
06/20/2025
|
25,603
|
14,342
|
|
|
68,226
|
S&P 500 Index
|
Put
|
5,588.28
|
03/21/2025
|
4,776
|
1,288
|
|
|
56,848
|
S&P 500 Index
|
Put
|
5,588.28
|
06/20/2025
|
4,974
|
2,735
|
|
|
2
|
S&P 500 Index
|
Put
|
5,850.00
|
02/28/2025
|
10,615
|
6,854
|
|
|
1
|
S&P 500 Index
|
Put
|
5,975.00
|
02/28/2025
|
4,963
|
6,160
|
|
|
|
Total Options on Equity Indices
|
511,507
|
447,136
|
|||
|
|
|
Options on Exchange Traded Funds (0.26%)
|
|||||
|
|
81
|
ARK Innovation ETF
|
Put
|
56.00
|
02/14/2025
|
4,923
|
1,458
|
|
|
121
|
Energy Select Sector SPDR Fund
|
Call
|
95.00
|
02/21/2025
|
9,513
|
1,331
|
|
|
268
|
Energy Select Sector SPDR Fund
|
Call
|
220.00
|
07/18/2025
|
24,473
|
10,184
|
|
|
34
|
Energy Select Sector SPDR Fund
|
Call
|
99.00
|
02/21/2025
|
1,898
|
204
|
|
|
5
|
Energy Select Sector SPDR Fund
|
Call
|
100.00
|
03/31/2025
|
229
|
100
|
|
|
276
|
Energy Select Sector SPDR Fund
|
Call
|
105.00
|
06/30/2025
|
39,679
|
16,560
|
|
|
9
|
Invesco QQQ Trust
|
Put
|
500.00
|
02/28/2025
|
8,279
|
3,659
|
|
|
24
|
Invesco QQQ Trust
|
Put
|
380.00
|
01/16/2026
|
15,431
|
15,120
|
|
|
49
|
Invesco QQQ Trust
|
Put
|
1,515.00
|
02/21/2025
|
36,674
|
18,620
|
|
|
49
|
Invesco QQQ Trust
|
Put
|
1,012.00
|
02/07/2025
|
12,223
|
7,546
|
|
|
12
|
Invesco QQQ Trust
|
Put
|
515.00
|
02/04/2025
|
4,756
|
2,040
|
|
|
170
|
iShares 20+ Year Treasury Bond ETF
|
Put
|
85.00
|
02/28/2025
|
17,172
|
6,970
|
|
|
67
|
iShares FTSE China ETF
|
Call
|
33.00
|
02/21/2025
|
2,701
|
3,484
|
|
|
12
|
iShares FTSE China ETF
|
Call
|
32.00
|
03/21/2025
|
1,264
|
1,800
|
|
|
60
|
iShares MSCI Taiwan ETF
|
Put
|
48.00
|
02/21/2025
|
2,179
|
1,800
|
|
|
19
|
iShares North American Tech-Software ETF
|
Put
|
99.00
|
03/21/2025
|
2,495
|
3,515
|
|
|
12
|
iShares Russell 2000 ETF
|
Call
|
236.00
|
02/21/2025
|
2,406
|
1,368
|
|
|
14
|
iShares Russell 2000 ETF
|
Call
|
230.00
|
02/04/2025
|
2,026
|
777
|
|
|
70
|
iShares Russell 2000 ETF
|
Call
|
237.00
|
02/21/2025
|
8,282
|
6,650
|
|
|
15
|
SPDR S&P 500 ETF
|
Put
|
500.00
|
01/15/2027
|
29,753
|
27,727
|
|
|
|
Total Options on Exchange Traded Funds
|
226,356
|
130,913
|
|||
|
|
|
Options on Exchange Traded Futures Contracts (0.37%)
|
|||||
|
|
101
|
1 Year Mid-Curve 3 Month SOFR
|
Put
|
94.63
|
09/12/2025
|
20,222
|
7,575
|
|
|
43
|
1 Year Mid-Curve 3 Month SOFR
|
Put
|
94.38
|
09/12/2025
|
3,772
|
2,150
|
|
|
43
|
1 Year Mid-Curve 3 Month SOFR
|
Put
|
94.50
|
09/12/2025
|
5,384
|
2,687
|
|
|
220
|
3 Month SONIA
|
Put
|
95.20
|
12/12/2025
|
98,384
|
39,296
|
|
|
Contracts
|
|
|
Strike
Price
|
Expiration
Date
|
Cost
|
Value
|
|
|
|
Purchased Options Contracts (continued)
|
|||||
|
|
|
Options on Exchange Traded Futures Contracts (continued)
|
|||||
|
|
220
|
3 Month SONIA
|
Put
|
95.80
|
12/12/2025
|
$253,127
|
$134,972
|
|
|
|
Total Options on Exchange Traded Futures Contracts
|
380,889
|
186,680
|
|||
|
|
|
Options on Securities (0.32%)
|
|||||
|
|
80
|
10YR US Treasury Notes
|
Call
|
112.00
|
02/21/2025
|
11,364
|
2,500
|
|
|
14
|
Airbnb, Inc.
|
Put
|
125.00
|
02/07/2025
|
1,987
|
840
|
|
|
2
|
Alphabet, Inc.
|
Put
|
190.00
|
02/21/2025
|
943
|
426
|
|
|
2
|
Amazon.com, Inc.
|
Put
|
215.00
|
02/21/2025
|
1,238
|
426
|
|
|
12
|
Amazon.com, Inc.
|
Put
|
210.00
|
02/07/2025
|
2,609
|
744
|
|
|
3
|
Apple, Inc.
|
Put
|
225.00
|
02/21/2025
|
1,504
|
558
|
|
|
1
|
AppLovin Corp.
|
Put
|
330.00
|
02/21/2025
|
3,111
|
5,620
|
|
|
5
|
AppLovin Corp.
|
Call
|
390.00
|
02/07/2025
|
4,769
|
2,550
|
|
|
5
|
Astera Labs, Inc.
|
Call
|
150.00
|
02/21/2025
|
5,150
|
800
|
|
|
7
|
Astera Labs, Inc.
|
Call
|
95.00
|
02/14/2025
|
5,189
|
10,150
|
|
|
131
|
AT&T, Inc.
|
Put
|
23.00
|
03/07/2025
|
2,075
|
2,882
|
|
|
5
|
Bill Holdings, Inc.
|
Call
|
95.00
|
02/07/2025
|
2,092
|
4,250
|
|
|
3
|
Broadcom, Inc.
|
Put
|
195.00
|
02/21/2025
|
2,596
|
495
|
|
|
7
|
Broadcom, Inc.
|
Call
|
232.50
|
02/21/2025
|
3,199
|
3,675
|
|
|
5
|
Charter Communications, Inc.
|
Call
|
350.00
|
03/21/2025
|
6,366
|
7,100
|
|
|
17
|
Coherent Inc.
|
Put
|
75.00
|
02/14/2025
|
5,553
|
1,998
|
|
|
5
|
Coinbase Global, Inc.
|
Put
|
240.00
|
02/07/2025
|
5,251
|
290
|
|
|
14
|
Crown Castle International Corp.
|
Call
|
95.00
|
02/21/2025
|
2,149
|
840
|
|
|
17
|
Dell Technologies, Inc.
|
Put
|
95.00
|
02/21/2025
|
4,812
|
2,380
|
|
|
3
|
Diamondback Energy, Inc.
|
Put
|
145.31
|
01/16/2026
|
2,980
|
2,955
|
|
|
7
|
DoorDash, Inc.
|
Call
|
190.00
|
02/07/2025
|
1,256
|
2,275
|
|
|
9
|
eBay, Inc.
|
Put
|
67.50
|
04/17/2025
|
2,958
|
3,105
|
|
|
26
|
GLOBALFOUNDRIES, Inc.
|
Call
|
50.00
|
02/21/2025
|
1,971
|
520
|
|
|
14
|
GLOBALFOUNDRIES, Inc.
|
Call
|
50.00
|
03/21/2025
|
1,390
|
700
|
|
|
3
|
Hershey Co.
|
Call
|
180.00
|
02/21/2025
|
214
|
60
|
|
|
1
|
Hershey Co.
|
Call
|
165.00
|
02/21/2025
|
148
|
70
|
|
|
10
|
Hershey Co.
|
Put
|
143.00
|
02/21/2025
|
2,182
|
2,490
|
|
|
4
|
Marvell Technology Group Ltd.
|
Put
|
105.00
|
02/21/2025
|
2,043
|
962
|
|
|
2
|
Meta Platforms, Inc.
|
Call
|
740.00
|
02/21/2025
|
1,947
|
800
|
|
|
2
|
Micron Technology, Inc.
|
Call
|
110.00
|
02/21/2025
|
520
|
74
|
|
|
12
|
Micron Technology, Inc.
|
Put
|
90.00
|
02/21/2025
|
2,972
|
4,032
|
|
|
7
|
Microsoft Corp.
|
Call
|
500.00
|
02/07/2025
|
309
|
7
|
|
|
4
|
MicroStrategy, Inc.
|
Put
|
250.00
|
06/20/2025
|
11,543
|
11,120
|
|
|
2
|
MicroStrategy, Inc.
|
Put
|
305.00
|
02/21/2025
|
2,327
|
2,740
|
|
|
7
|
MongoDB, Inc.
|
Call
|
300.00
|
02/21/2025
|
4,038
|
2,884
|
|
|
8
|
NVIDIA Corp.
|
Put
|
113.00
|
02/21/2025
|
3,927
|
3,280
|
|
|
24
|
NVIDIA Corp.
|
Put
|
110.00
|
02/14/2025
|
8,700
|
6,168
|
|
|
12
|
NVIDIA Corp.
|
Put
|
118.00
|
02/14/2025
|
2,973
|
6,420
|
|
|
26
|
On Holding AG
|
Put
|
59.00
|
02/21/2025
|
3,080
|
4,147
|
|
|
2
|
Oracle Corp.
|
Put
|
175.00
|
02/14/2025
|
509
|
1,432
|
|
|
7
|
Oracle Corp.
|
Put
|
160.00
|
02/21/2025
|
1,463
|
1,106
|
|
|
13
|
Ovintiv, Inc.
|
Put
|
33.00
|
01/16/2026
|
3,293
|
2,438
|
|
|
19
|
Palantir Technologies, Inc.
|
Put
|
60.00
|
02/07/2025
|
5,348
|
513
|
|
|
12
|
Palantir Technologies, Inc.
|
Put
|
74.00
|
02/14/2025
|
3,857
|
3,216
|
|
|
31
|
Penn Entertainment, Inc.
|
Call
|
21.50
|
02/07/2025
|
1,366
|
837
|
|
|
19
|
Pinterest, Inc.
|
Call
|
35.00
|
02/14/2025
|
2,972
|
2,907
|
|
|
Contracts
|
|
|
Strike
Price
|
Expiration
Date
|
Cost
|
Value
|
|
|
|
Purchased Options Contracts (continued)
|
|||||
|
|
|
Options on Securities (continued)
|
|||||
|
|
5
|
Reddit, Inc.
|
Call
|
215.00
|
02/07/2025
|
$1,966
|
$1,250
|
|
|
2
|
RH
|
Put
|
400.00
|
02/21/2025
|
1,119
|
1,654
|
|
|
54
|
Semi Conductor Holding Trust
|
Put
|
400.00
|
03/21/2025
|
7,542
|
11,232
|
|
|
7
|
Semi Conductor Holding Trust
|
Put
|
235.00
|
02/21/2025
|
4,258
|
3,290
|
|
|
5
|
Shopify, Inc.
|
Put
|
97.00
|
02/07/2025
|
816
|
20
|
|
|
3
|
Square, Inc
|
Put
|
80.00
|
02/21/2025
|
785
|
444
|
|
|
29
|
Suncor Energy, Inc.
|
Put
|
30.00
|
01/16/2026
|
3,663
|
3,480
|
|
|
19
|
Super Micro Computer, Inc.
|
Put
|
29.00
|
02/07/2025
|
3,996
|
3,895
|
|
|
10
|
Taiwan Semiconductor Manufacturing Co. Ltd.
|
Put
|
190.00
|
02/21/2025
|
6,172
|
2,300
|
|
|
21
|
Tempur-Pedic International Inc.
|
Call
|
70.00
|
03/21/2025
|
2,674
|
2,677
|
|
|
782
|
Tencent Holdings Ltd.
|
Put
|
350.00
|
06/23/2025
|
660
|
85
|
|
|
5
|
Tesla, Inc.
|
Put
|
350.00
|
02/28/2025
|
4,352
|
2,335
|
|
|
155
|
T-Rex
|
Put
|
6.00
|
03/21/2025
|
10,241
|
9,300
|
|
|
14
|
Uber Technologies, Inc.
|
Put
|
60.00
|
02/21/2025
|
2,020
|
1,372
|
|
|
3,269
|
Ubisoft Entertainment SA
|
Call
|
13.00
|
02/21/2025
|
1,700
|
184
|
|
|
48
|
Verizon Communications, Inc.
|
Put
|
38.00
|
02/21/2025
|
2,247
|
720
|
|
|
12
|
Vertiv Holdings LLC
|
Put
|
95.00
|
02/07/2025
|
4,136
|
144
|
|
|
9
|
Vital Farms, Inc.
|
Put
|
40.00
|
02/21/2025
|
480
|
495
|
|
|
103
|
Warner Bros Discovery, Inc.
|
Call
|
12.00
|
02/21/2025
|
2,427
|
515
|
|
|
|
Total Options on Securities
|
209,497
|
161,174
|
|||
|
|
|
Total Purchased Options Contracts
|
1,512,366
|
1,075,059
|
|||
|
|
Notional
|
|
|
Exercise
Rate
|
Expiration
Date
|
|
|
|
|
|
Purchased Swaptions Contracts ((0.04)%)
|
|||||
|
EUR
|
2,610,000
|
10 YR Interest Rate Swap Receive EUR Call
|
2.47%
|
02/24/2025
|
0
|
7,466
|
|
|
|
7,347,000
|
10 YR Interest Rate Swap Receive EUR Call
|
2.52%
|
01/09/2035
|
0
|
19,051
|
|
|
|
2,610,000
|
10YR Interest Rate Swap Pay EUR Put
|
2.47%
|
02/24/2025
|
0
|
(8,398)
|
|
|
|
7,347,000
|
10YR Interest Rate Swap Pay EUR Put
|
2.52%
|
01/09/2035
|
0
|
(22,724)
|
|
|
|
796,000
|
30YR Interest Rate Swap Pay EUR Put
|
2.28%
|
01/11/2027
|
0
|
(10,200)
|
|
|
USD
|
265,000
|
30YR Interest Rate Swap Pay USD Put
|
3.94%
|
01/08/2030
|
0
|
(1,957)
|
|
|
|
530,000
|
30YR Interest Rate Swap Pay USD Put
|
3.94%
|
01/08/2030
|
0
|
(3,914)
|
|
|
EUR
|
796,000
|
30YR Interest Rate Swap Receive EUR Call
|
2.28%
|
01/11/2027
|
0
|
6,571
|
|
|
USD
|
265,000
|
30YR Interest Rate Swap Receive USD Call
|
3.94%
|
01/08/2030
|
0
|
1,473
|
|
|
|
530,000
|
30YR Interest Rate Swap Receive USD Call
|
3.94%
|
01/08/2030
|
0
|
2,947
|
|
|
EUR
|
2,514,000
|
5YR Interest Rate Swap Pay EUR Put
|
2.66%
|
01/08/2030
|
0
|
(9,064)
|
|
|
|
2,515,000
|
5YR Interest Rate Swap Pay EUR Put
|
2.66%
|
01/10/2035
|
0
|
(8,842)
|
|
|
JPY
|
487,392,000
|
5YR Interest Rate Swap Pay JPY Put
|
1.42%
|
01/09/2030
|
0
|
(2,421)
|
|
|
EUR
|
2,514,000
|
5YR Interest Rate Swap Receive EUR Call
|
2.66%
|
01/08/2030
|
0
|
6,229
|
|
|
|
2,515,000
|
5YR Interest Rate Swap Receive EUR Call
|
2.66%
|
01/08/2030
|
0
|
6,457
|
|
|
|
Notional
|
|
|
Exercise
Rate
|
Expiration
Date
|
Cost
|
Value
|
|
|
|
Purchased Swaptions Contracts (continued)
|
|||||
|
JPY
|
487,392,000
|
5YR Interest Rate Swap Receive JPY Call
|
1.42%
|
01/09/2030
|
$0
|
$(1,908)
|
|
|
|
|
Total Purchased Swaptions Contracts
|
0
|
(19,234)
|
|||
|
|
|
Total Investments (399.33%)
|
$204,000,302
|
$199,792,560
|
|||
|
|
|
Net Other Assets and Other Liabilities ((299.33)%)
|
|
$(149,761,054)
|
|||
|
|
|
Net Assets (100.00%)
|
|
$50,031,506
|
|||
|
The percentage shown for each investment category reflects the value of investments
in that category as a percentage of total net assets.
|
|||||||
|
*
|
Variable or Floating Rate Security. Rate disclosed is based on the latest available
information as of January 31, 2025.
|
|
+
|
Zero-coupon bond. Rate represents annualized yield at period end.
|
|
±
|
When Issued Security.
|
|
«
|
Inflation linked securities issued by foreign entities in which the principal amount
is indexed for inflation or deflation periodically.
|
|
Ω
|
TIPS are securities issued by the US Treasury in which the principal amount is indexed
for inflation or deflation periodically.
|
|
(A)
|
Security purchased under forward delivery commitments due within 60 days after January
31, 2025. The purchase price of the security and the date of delivery
were fixed at the time the transaction was negotiated.
|
|
144A
|
Unregistered securities exempt in an institutional sale from the registration and
prospectus delivery requirement of the Securities Act of 1933, as specified in
SEC Rule 144A.
|
|
CPI
|
Consumer Price Index
|
|
ETF
|
Exchange Traded Fund
|
|
OAT
|
Obligations Assimilables du Tresor
|
|
PIK
|
Payment-in-Kind security. Security that pays interest in the form of cash or additional
debt securities.
|
|
REG S
|
Unregistered securities exempt in a sale of non-US securities from the registration
and prospectus delivery requirement of the Securities Act of 1933, as
specified in SEC Regulation S.
|
|
SONIA
|
Sterling Overnight Index Average
|
|
AUD
|
Australian Dollar
|
|
BRL
|
Brazilian Real
|
|
CAD
|
Canadian Dollar
|
|
CHF
|
Swiss Franc
|
|
CLP
|
Chilean Peso
|
|
CNH
|
Chinese Yuan Offshore Renminbi
|
|
EUR
|
Euro
|
|
GBP
|
Great Britain Pound
|
|
INR
|
Indian Rupee
|
|
JPY
|
Japanese Yen
|
|
MXN
|
Mexican Peso
|
|
NOK
|
Norwegian Krone
|
|
SEK
|
Swedish Krona
|
|
USD
|
United States Dollar
|
|
ZAR
|
South African Rand
|
|
Concentration by Industry
|
|
|
|
Industry
|
% of Net Assets
|
Value
|
|
Foreign Government Obligations
|
223.48%
|
$111,812,110
|
|
United States Government and Agency Obligations
|
85.04
|
42,546,767
|
|
Financial
|
67.91
|
33,974,323
|
|
Consumer Non-Cyclical
|
5.20
|
2,601,052
|
|
Energy
|
3.07
|
1,541,222
|
|
Communications
|
2.96
|
1,480,276
|
|
Industrial
|
2.32
|
1,159,248
|
|
Technology
|
1.80
|
898,977
|
|
Consumer Cyclical
|
1.56
|
779,910
|
|
Banks
|
1.43
|
713,201
|
|
Utilities
|
0.97
|
485,755
|
|
Options on Equity Indices
|
0.90
|
447,136
|
|
Pharmaceuticals
|
0.65
|
326,346
|
|
Basic Materials
|
0.50
|
251,420
|
|
Options on Exchange Traded Futures Contracts
|
0.37
|
186,680
|
|
Options on Securities
|
0.32
|
161,174
|
|
Foreign Currency Options
|
0.30
|
149,156
|
|
Options on Exchange Traded Funds
|
0.26
|
130,913
|
|
Capital Markets
|
0.25
|
126,963
|
|
Hotels, Restaurants & Leisure
|
0.05
|
23,956
|
|
Biotechnology
|
0.02
|
11,913
|
|
Metals & Mining
|
0.01
|
3,296
|
|
Purchased Swaptions Contracts
|
(0.04)
|
(19,234)
|
|
Total Investments
|
399.33
|
199,792,560
|
|
Net Other Assets and Other Liabilities
|
(299.33)
|
(149,761,054)
|
|
Net Assets
|
100.00%
|
$50,031,506
|
|
|
Face Amount
|
|
|
|
|
Proceeds
|
Value
|
|
|
|
Securities Sold Short (15.06%)
|
|||||
|
|
|
Corporate Obligations (7.75%)
|
|||||
|
|
|
United States (7.75%)
|
|||||
|
|
|
Basic Materials
|
|||||
|
USD
|
515,000
|
Chemours Co. 144A
|
4.63%
|
11/15/2029
|
$451,218
|
$458,296
|
|
|
|
|
Communications
|
|||||
|
|
600,000
|
CCO Holdings LLC/CCO Holdings Capital Corp. 144A
|
4.25%
|
01/15/2034
|
489,421
|
491,100
|
|
|
|
475,000
|
Charter Communications Operating LLC/Charter Communications Operating
Capital
|
5.25%
|
04/01/2053
|
377,787
|
383,832
|
|
|
|
75,000
|
Meta Platforms, Inc.
|
5.40%
|
08/15/2054
|
71,437
|
72,871
|
|
|
|
|
Consumer Cyclical
|
|||||
|
|
240,000
|
Tenneco, Inc. 144A
|
8.00%
|
11/17/2028
|
224,461
|
229,576
|
|
|
|
|
Consumer Non-cyclical
|
|||||
|
|
225,000
|
CoreCivic, Inc.
|
8.25%
|
04/15/2029
|
238,316
|
238,268
|
|
|
|
355,000
|
LifePoint Health, Inc. 144A
|
5.38%
|
01/15/2029
|
312,386
|
314,962
|
|
|
|
370,000
|
Organon & Co./Organon Foreign Debt Co.-Issuer BV 144A
|
5.13%
|
04/30/2031
|
333,543
|
335,433
|
|
|
|
420,000
|
Owens & Minor, Inc. 144A
|
6.63%
|
04/01/2030
|
401,568
|
405,099
|
|
|
|
|
Energy
|
|||||
|
|
17,000
|
Helmerich & Payne, Inc. 144A
|
4.85%
|
12/01/2029
|
16,433
|
16,526
|
|
|
|
75,000
|
Oneok, Inc.
|
5.70%
|
11/01/2054
|
70,445
|
69,796
|
|
|
|
|
Industrial
|
|||||
|
|
800,000
|
Boeing Co.
|
6.86%
|
05/01/2054
|
838,511
|
860,175
|
|
|
|
|
Total United States
|
|
|
|
3,825,526
|
3,875,934
|
|
|
|
Foreign Government Obligations (7.28%)
|
|||||
|
|
|
Brazil (0.55%)
|
|||||
|
|
275,000
|
Vale Overseas Ltd.
|
6.40%
|
06/28/2054
|
270,192
|
273,838
|
|
|
|
|
Chile (0.37%)
|
|||||
|
|
200,000
|
Chile Government International Bond
|
5.33%
|
01/05/2054
|
182,556
|
184,876
|
|
|
|
|
Germany (0.51%)
|
|||||
|
|
255,000
|
Iho Verwaltungs Gmbh 144A PIK
|
7.75%
|
11/15/2030
|
254,435
|
256,043
|
|
|
|
|
Mexico (0.14%)
|
|||||
|
|
70,000
|
Petroleos Mexicanos
|
10.00%
|
02/07/2033
|
73,295
|
72,548
|
|
|
|
|
Peru (0.05%)
|
|||||
|
|
25,000
|
Peruvian Government International Bond
|
5.88%
|
08/08/2054
|
23,670
|
24,085
|
|
|
|
|
United Kingdom (5.66%)
|
|||||
|
EUR
|
500,000
|
BNP Paribas SA REG S
|
4.13%
|
05/24/2033
|
548,927
|
555,964
|
|
|
|
25,000
|
Bulgaria Government International Bond REG S
|
4.25%
|
09/05/2044
|
25,946
|
26,444
|
|
|
|
100,000
|
Credit Agricole SA REG S
|
4.13%
|
02/26/2036
|
107,328
|
108,549
|
|
|
|
100,000
|
Deutsche Bank AG REG S *
|
4.50%
|
07/12/2035
|
108,313
|
108,665
|
|
|
USD
|
350,000
|
Dominican Republic International Bond REG S
|
6.40%
|
06/05/2049
|
327,282
|
333,428
|
|
|
EUR
|
150,000
|
Goldman Sachs Group, Inc. REG S *
|
3.50%
|
01/23/2033
|
156,280
|
157,405
|
|
|
|
275,000
|
Morgan Stanley *
|
3.96%
|
03/21/2035
|
291,373
|
296,124
|
|
|
USD
|
425,000
|
Qatar Government International Bond REG S
|
4.40%
|
04/16/2050
|
357,290
|
363,375
|
|
|
|
200,000
|
Qatar Government International Bond REG S
|
4.82%
|
03/14/2049
|
181,401
|
182,626
|
|
|
|
400,000
|
Qatar Government International Bond REG S
|
5.10%
|
04/23/2048
|
375,880
|
381,125
|
|
|
|
Face Amount
|
|
|
|
|
Proceeds
|
Value
|
|
|
|
Securities Sold Short (continued)
|
|||||
|
|
|
Foreign Government Obligations (continued)
|
|||||
|
|
|
United Kingdom (continued)
|
|||||
|
EUR
|
100,000
|
RCI Banque SA REG S *
|
5.50%
|
10/09/2034
|
$109,145
|
$109,483
|
|
|
|
35,000
|
Republic of Poland Government International Bond REG S
|
4.25%
|
02/14/2043
|
37,587
|
37,715
|
|
|
|
60,000
|
Republic of Poland Government International Bond REG S Series 10YR
|
3.63%
|
01/11/2034
|
63,853
|
63,737
|
|
|
|
100,000
|
UniCredit SpA REG S
|
4.00%
|
03/05/2034
|
107,607
|
108,327
|
|
|
|
|
Total United Kingdom
|
|
|
|
2,798,212
|
2,832,967
|
|
|
|
Total Foreign Government Obligations
|
3,602,360
|
3,644,357
|
|||
|
|
Units
|
|
|
|
|
|
|
|
|
|
|
|||||
|
|
|
Closed End Funds (0.03%)
|
|||||
|
|
|
United Kingdom (0.03%)
|
|||||
|
|
|
Capital Markets
|
|||||
|
|
1,057
|
Scottish Mortgage Investment Trust PLC
|
|
|
13,254
|
14,257
|
|
|
|
|
Total Securities Sold Short
|
$7,441,140
|
$7,534,548
|
|||
|
The percentage shown for each investment category reflects the value of investments
in that category as a percentage of total net assets.
|
|||||||
|
*
|
Variable or Floating Rate Security. Rate disclosed is based on the latest available
information as of January 31, 2025.
|
|
144A
|
Unregistered securities exempt in an institutional sale from the registration and
prospectus delivery requirement of the Securities Act of 1933, as specified in
SEC Rule 144A.
|
|
PIK
|
Payment-in-Kind security. Security that pays interest in the form of cash or additional
debt securities.
|
|
REG S
|
Unregistered securities exempt in a sale of non-US securities from the registration
and prospectus delivery requirement of the Securities Act of 1933, as
specified in SEC Regulation S.
|
|
Concentration by Industry
|
|
|
|
Industry
|
% of Net Assets
|
Value
|
|
Foreign Government Obligations
|
7.28%
|
$3,644,357
|
|
Consumer Non-cyclical
|
2.59
|
1,293,762
|
|
Communications
|
1.89
|
947,803
|
|
Industrial
|
1.72
|
860,175
|
|
Basic Materials
|
0.92
|
458,296
|
|
Consumer Cyclical
|
0.46
|
229,576
|
|
Energy
|
0.17
|
86,322
|
|
Capital Markets
|
0.03
|
14,257
|
|
Total Securities Sold Short
|
15.06%
|
$7,534,548
|
|
Currency
|
|
Total
Contract Value
|
Contract
Price
|
Delivery
Date
|
Unrealized
Appreciation
|
|
Australian Dollar
|
BUY
|
$241,921
|
1.61
|
02/04/2025
|
$1,342
|
|
Australian Dollar
|
BUY
|
205,283
|
1.61
|
02/04/2025
|
554
|
|
Australian Dollar
|
BUY
|
200,553
|
1.62
|
02/04/2025
|
2,165
|
|
Australian Dollar
|
BUY
|
161,850
|
1.61
|
02/04/2025
|
325
|
|
Australian Dollar
|
BUY
|
161,722
|
1.61
|
02/04/2025
|
453
|
|
Australian Dollar
|
BUY
|
160,968
|
1.62
|
02/04/2025
|
1,207
|
|
Australian Dollar
|
BUY
|
123,403
|
1.62
|
02/04/2025
|
1,347
|
|
Australian Dollar
|
BUY
|
111,305
|
1.62
|
02/04/2025
|
970
|
|
Australian Dollar
|
BUY
|
89,872
|
1.61
|
02/04/2025
|
572
|
|
Australian Dollar
|
BUY
|
111,827
|
1.61
|
03/04/2025
|
459
|
|
Australian Dollar
|
BUY
|
96,404
|
1.61
|
03/04/2025
|
286
|
|
Australian Dollar
|
BUY
|
87,227
|
1.61
|
03/04/2025
|
106
|
|
Australian Dollar
|
BUY
|
4,984
|
1.61
|
03/04/2025
|
6
|
|
Australian Dollar
|
SELL
|
88,340
|
1.58
|
02/04/2025
|
1,015
|
|
Australian Dollar
|
SELL
|
90,553
|
1.60
|
02/04/2025
|
109
|
|
Australian Dollar
|
SELL
|
90,639
|
1.60
|
02/04/2025
|
196
|
|
Australian Dollar
|
SELL
|
90,813
|
1.60
|
02/04/2025
|
369
|
|
Australian Dollar
|
SELL
|
91,059
|
1.59
|
02/04/2025
|
615
|
|
Australian Dollar
|
SELL
|
144,179
|
1.60
|
02/04/2025
|
716
|
|
Australian Dollar
|
SELL
|
163,148
|
1.59
|
02/04/2025
|
973
|
|
Australian Dollar
|
SELL
|
402,758
|
1.60
|
02/04/2025
|
439
|
|
Australian Dollar
|
SELL
|
4,389
|
1.60
|
02/28/2025
|
23
|
|
Australian Dollar
|
SELL
|
15,989
|
1.60
|
02/28/2025
|
82
|
|
Australian Dollar
|
SELL
|
30,411
|
1.60
|
02/28/2025
|
156
|
|
Australian Dollar
|
SELL
|
97,345
|
1.59
|
03/04/2025
|
654
|
|
Australian Dollar
|
SELL
|
201,450
|
1.59
|
03/04/2025
|
1,831
|
|
Australian Dollar
|
SELL
|
3,143
|
1.59
|
03/19/2025
|
23
|
|
Australian Dollar
|
SELL
|
9,361
|
1.60
|
03/19/2025
|
3
|
|
Australian Dollar
|
SELL
|
96,841
|
1.60
|
03/19/2025
|
142
|
|
Brazilian Real
|
BUY
|
2,435,326
|
6.09
|
02/04/2025
|
105,117
|
|
Brazilian Real
|
BUY
|
891,803
|
6.10
|
02/04/2025
|
39,464
|
|
Brazilian Real
|
BUY
|
815,959
|
6.12
|
02/04/2025
|
38,273
|
|
Brazilian Real
|
BUY
|
454,161
|
5.91
|
02/04/2025
|
5,481
|
|
Brazilian Real
|
BUY
|
437,752
|
6.08
|
02/04/2025
|
17,611
|
|
Brazilian Real
|
BUY
|
287,984
|
6.04
|
02/04/2025
|
9,885
|
|
Brazilian Real
|
BUY
|
186,183
|
6.12
|
02/04/2025
|
8,972
|
|
Brazilian Real
|
BUY
|
162,953
|
5.95
|
02/04/2025
|
3,100
|
|
Brazilian Real
|
BUY
|
72,014
|
6.04
|
02/04/2025
|
2,453
|
|
Brazilian Real
|
BUY
|
33,830
|
5.91
|
02/04/2025
|
408
|
|
Brazilian Real
|
BUY
|
31,816
|
5.97
|
02/28/2025
|
496
|
|
Brazilian Real
|
BUY
|
1,600,081
|
5.95
|
03/06/2025
|
16,391
|
|
Brazilian Real
|
BUY
|
1,049,101
|
5.95
|
03/06/2025
|
10,435
|
|
Brazilian Real
|
BUY
|
163,081
|
5.95
|
03/06/2025
|
1,622
|
|
Brazilian Real
|
BUY
|
55,126
|
5.99
|
03/19/2025
|
843
|
|
Brazilian Real
|
BUY
|
4,104
|
6.09
|
03/19/2025
|
136
|
|
Canadian Dollar
|
SELL
|
90,193
|
1.44
|
02/04/2025
|
426
|
|
Currency
|
|
Total
Contract Value
|
Contract
Price
|
Delivery
Date
|
Unrealized
Appreciation
|
|
Canadian Dollar
|
SELL
|
$90,846
|
1.43
|
02/04/2025
|
$1,079
|
|
Canadian Dollar
|
SELL
|
97,145
|
1.44
|
02/04/2025
|
472
|
|
Canadian Dollar
|
SELL
|
121,129
|
1.44
|
02/04/2025
|
289
|
|
Canadian Dollar
|
SELL
|
121,339
|
1.44
|
02/04/2025
|
499
|
|
Canadian Dollar
|
SELL
|
121,690
|
1.44
|
02/04/2025
|
850
|
|
Canadian Dollar
|
SELL
|
122,094
|
1.43
|
02/04/2025
|
1,254
|
|
Canadian Dollar
|
SELL
|
135,643
|
1.44
|
02/04/2025
|
992
|
|
Canadian Dollar
|
SELL
|
162,733
|
1.44
|
02/04/2025
|
462
|
|
Canadian Dollar
|
SELL
|
162,906
|
1.44
|
02/04/2025
|
635
|
|
Canadian Dollar
|
SELL
|
201,823
|
1.44
|
02/04/2025
|
1,574
|
|
Canadian Dollar
|
SELL
|
201,850
|
1.44
|
02/04/2025
|
1,601
|
|
Canadian Dollar
|
SELL
|
202,309
|
1.43
|
02/04/2025
|
2,060
|
|
Canadian Dollar
|
SELL
|
204,867
|
1.44
|
02/04/2025
|
1,165
|
|
Canadian Dollar
|
SELL
|
296,569
|
1.43
|
02/04/2025
|
3,099
|
|
Canadian Dollar
|
SELL
|
334,950
|
1.43
|
02/04/2025
|
3,502
|
|
Canadian Dollar
|
SELL
|
437,702
|
1.44
|
02/04/2025
|
2,677
|
|
Canadian Dollar
|
SELL
|
437,823
|
1.44
|
02/04/2025
|
2,798
|
|
Canadian Dollar
|
SELL
|
448,524
|
1.44
|
02/04/2025
|
3,142
|
|
Canadian Dollar
|
SELL
|
1,371,200
|
1.43
|
02/04/2025
|
14,337
|
|
Canadian Dollar
|
SELL
|
4,256
|
1.43
|
02/28/2025
|
40
|
|
Canadian Dollar
|
SELL
|
18,840
|
1.43
|
02/28/2025
|
178
|
|
Canadian Dollar
|
SELL
|
90,489
|
1.44
|
03/04/2025
|
618
|
|
Canadian Dollar
|
SELL
|
128,829
|
1.44
|
03/04/2025
|
936
|
|
Canadian Dollar
|
SELL
|
135,882
|
1.44
|
03/04/2025
|
1,075
|
|
Canadian Dollar
|
SELL
|
195,549
|
1.43
|
03/04/2025
|
1,980
|
|
Canadian Dollar
|
SELL
|
226,328
|
1.44
|
03/04/2025
|
1,650
|
|
Canadian Dollar
|
SELL
|
10,425
|
1.44
|
03/19/2025
|
49
|
|
Canadian Dollar
|
SELL
|
27,885
|
1.43
|
03/19/2025
|
214
|
|
Canadian Dollar
|
SELL
|
41,794
|
1.44
|
03/19/2025
|
287
|
|
Canadian Dollar
|
SELL
|
143,275
|
1.43
|
03/19/2025
|
1,461
|
|
Chilean Peso
|
BUY
|
257,743
|
1,010.40
|
02/04/2025
|
7,504
|
|
Chilean Peso
|
BUY
|
164,548
|
1,007.00
|
02/04/2025
|
4,221
|
|
Chilean Peso
|
BUY
|
147,047
|
991.00
|
03/04/2025
|
1,329
|
|
Chinese Yuan Renminbi
|
BUY
|
284,401
|
7.35
|
02/05/2025
|
2,085
|
|
Chinese Yuan Renminbi
|
BUY
|
125,017
|
7.36
|
02/05/2025
|
1,152
|
|
Chinese Yuan Renminbi
|
BUY
|
75,131
|
7.33
|
02/05/2025
|
434
|
|
Chinese Yuan Renminbi
|
SELL
|
104,546
|
7.28
|
02/05/2025
|
182
|
|
Chinese Yuan Renminbi
|
SELL
|
201,133
|
7.29
|
02/05/2025
|
86
|
|
Chinese Yuan Renminbi
|
SELL
|
478,346
|
7.27
|
02/05/2025
|
1,509
|
|
Chinese Yuan Renminbi
|
SELL
|
741,315
|
7.24
|
03/04/2025
|
4,456
|
|
Chinese Yuan Renminbi
|
SELL
|
2,177,949
|
7.24
|
03/04/2025
|
13,092
|
|
Colombian Peso
|
BUY
|
507,174
|
4,363.57
|
02/04/2025
|
21,180
|
|
Colombian Peso
|
BUY
|
428,089
|
4,354.07
|
02/04/2025
|
16,897
|
|
Colombian Peso
|
BUY
|
146,844
|
4,356.92
|
02/04/2025
|
5,901
|
|
Colombian Peso
|
BUY
|
146,541
|
4,366.05
|
02/04/2025
|
6,204
|
|
Colombian Peso
|
BUY
|
634,425
|
4,221.55
|
03/04/2025
|
2,555
|
|
Currency
|
|
Total
Contract Value
|
Contract
Price
|
Delivery
Date
|
Unrealized
Appreciation
|
|
Colombian Peso
|
BUY
|
$630,968
|
4,244.66
|
03/04/2025
|
$6,012
|
|
Czech Koruna
|
BUY
|
202,214
|
24.23
|
02/04/2025
|
13
|
|
Czech Koruna
|
SELL
|
90,281
|
24.15
|
02/04/2025
|
310
|
|
Czech Koruna
|
SELL
|
162,696
|
24.09
|
02/04/2025
|
915
|
|
Czech Koruna
|
SELL
|
281,447
|
24.13
|
02/04/2025
|
1,218
|
|
Czech Koruna
|
SELL
|
124,939
|
24.17
|
03/04/2025
|
245
|
|
Czech Koruna
|
SELL
|
649,030
|
24.08
|
03/04/2025
|
3,677
|
|
Danish Krone
|
BUY
|
33,432
|
7.18
|
03/19/2025
|
85
|
|
Danish Krone
|
SELL
|
1,123
|
7.13
|
02/28/2025
|
7
|
|
Euro
|
BUY
|
2,065,413
|
0.97
|
02/04/2025
|
11,608
|
|
Euro
|
BUY
|
827,995
|
0.97
|
02/04/2025
|
6,764
|
|
Euro
|
BUY
|
403,049
|
0.97
|
02/04/2025
|
3,415
|
|
Euro
|
BUY
|
204,215
|
0.97
|
02/04/2025
|
1,616
|
|
Euro
|
BUY
|
203,117
|
0.98
|
02/04/2025
|
2,714
|
|
Euro
|
BUY
|
106,318
|
0.98
|
02/04/2025
|
1,795
|
|
Euro
|
BUY
|
97,982
|
0.97
|
02/04/2025
|
775
|
|
Euro
|
BUY
|
89,787
|
0.98
|
02/04/2025
|
1,694
|
|
Euro
|
BUY
|
89,528
|
0.97
|
02/04/2025
|
912
|
|
Euro
|
BUY
|
81,062
|
0.97
|
02/04/2025
|
1,063
|
|
Euro
|
BUY
|
72,942
|
0.97
|
02/04/2025
|
866
|
|
Euro
|
BUY
|
57,532
|
0.97
|
02/04/2025
|
683
|
|
Euro
|
BUY
|
47,258
|
0.97
|
02/04/2025
|
561
|
|
Euro
|
BUY
|
39,054
|
0.97
|
02/04/2025
|
449
|
|
Euro
|
BUY
|
29,793
|
0.97
|
02/04/2025
|
354
|
|
Euro
|
BUY
|
16,468
|
0.97
|
03/19/2025
|
198
|
|
Euro
|
SELL
|
45,880
|
0.96
|
02/04/2025
|
140
|
|
Euro
|
SELL
|
46,854
|
0.96
|
02/04/2025
|
74
|
|
Euro
|
SELL
|
47,895
|
0.96
|
02/04/2025
|
76
|
|
Euro
|
SELL
|
58,307
|
0.96
|
02/04/2025
|
92
|
|
Euro
|
SELL
|
73,925
|
0.96
|
02/04/2025
|
117
|
|
Euro
|
SELL
|
129,264
|
0.96
|
02/04/2025
|
360
|
|
Euro
|
SELL
|
178,249
|
0.96
|
02/04/2025
|
486
|
|
Euro
|
SELL
|
201,817
|
0.96
|
02/04/2025
|
1,184
|
|
Euro
|
SELL
|
651,791
|
0.96
|
02/04/2025
|
1,033
|
|
Euro
|
SELL
|
5,225
|
0.96
|
02/28/2025
|
22
|
|
Euro
|
SELL
|
7,313
|
0.96
|
02/28/2025
|
28
|
|
Euro
|
SELL
|
14,316
|
0.96
|
02/28/2025
|
59
|
|
Euro
|
SELL
|
24,029
|
0.96
|
02/28/2025
|
94
|
|
Euro
|
SELL
|
47,879
|
0.96
|
02/28/2025
|
7
|
|
Euro
|
SELL
|
50,682
|
0.96
|
02/28/2025
|
209
|
|
Euro
|
SELL
|
55,907
|
0.96
|
02/28/2025
|
231
|
|
Euro
|
SELL
|
93,888
|
0.96
|
02/28/2025
|
227
|
|
Euro
|
SELL
|
179,614
|
0.95
|
02/28/2025
|
1,658
|
|
Euro
|
SELL
|
188,822
|
0.96
|
02/28/2025
|
459
|
|
Euro
|
SELL
|
224,152
|
0.95
|
02/28/2025
|
2,488
|
|
Euro
|
SELL
|
231,987
|
0.96
|
02/28/2025
|
957
|
|
Currency
|
|
Total
Contract Value
|
Contract
Price
|
Delivery
Date
|
Unrealized
Appreciation
|
|
Euro
|
SELL
|
$366,791
|
0.96
|
02/28/2025
|
$1,513
|
|
Euro
|
SELL
|
1,311,461
|
0.96
|
02/28/2025
|
5,410
|
|
Euro
|
SELL
|
42,834
|
0.96
|
03/04/2025
|
158
|
|
Euro
|
SELL
|
48,999
|
0.96
|
03/04/2025
|
78
|
|
Euro
|
SELL
|
61,509
|
0.96
|
03/04/2025
|
98
|
|
Euro
|
SELL
|
164,319
|
0.95
|
03/04/2025
|
1,944
|
|
Euro
|
SELL
|
209,665
|
0.96
|
03/04/2025
|
451
|
|
Euro
|
SELL
|
236,653
|
0.96
|
03/04/2025
|
376
|
|
Euro
|
SELL
|
327,244
|
0.95
|
03/04/2025
|
3,535
|
|
Euro
|
SELL
|
327,362
|
0.95
|
03/04/2025
|
3,652
|
|
Euro
|
SELL
|
365,926
|
0.96
|
03/04/2025
|
582
|
|
Euro
|
SELL
|
655,884
|
0.95
|
03/04/2025
|
7,424
|
|
Euro
|
SELL
|
752,894
|
0.96
|
03/04/2025
|
2,429
|
|
Euro
|
SELL
|
808,757
|
0.95
|
03/04/2025
|
8,331
|
|
Euro
|
SELL
|
2,013,137
|
0.96
|
03/04/2025
|
11,550
|
|
Great Britain Pound
|
BUY
|
282,099
|
0.81
|
02/04/2025
|
2,445
|
|
Great Britain Pound
|
BUY
|
282,010
|
0.81
|
02/04/2025
|
2,534
|
|
Great Britain Pound
|
BUY
|
278,603
|
0.82
|
02/04/2025
|
5,941
|
|
Great Britain Pound
|
BUY
|
274,452
|
0.81
|
02/04/2025
|
1,394
|
|
Great Britain Pound
|
BUY
|
220,616
|
0.81
|
02/04/2025
|
1,800
|
|
Great Britain Pound
|
BUY
|
203,405
|
0.81
|
02/04/2025
|
373
|
|
Great Britain Pound
|
BUY
|
195,635
|
0.81
|
02/04/2025
|
1,930
|
|
Great Britain Pound
|
BUY
|
194,405
|
0.81
|
02/04/2025
|
1,918
|
|
Great Britain Pound
|
BUY
|
160,794
|
0.82
|
02/04/2025
|
3,222
|
|
Great Britain Pound
|
BUY
|
136,721
|
0.81
|
02/04/2025
|
1,202
|
|
Great Britain Pound
|
BUY
|
135,667
|
0.81
|
02/04/2025
|
1,013
|
|
Great Britain Pound
|
BUY
|
123,275
|
0.82
|
02/04/2025
|
2,222
|
|
Great Britain Pound
|
BUY
|
123,043
|
0.82
|
02/04/2025
|
2,454
|
|
Great Britain Pound
|
BUY
|
122,941
|
0.81
|
02/04/2025
|
71
|
|
Great Britain Pound
|
BUY
|
122,654
|
0.82
|
02/04/2025
|
2,843
|
|
Great Britain Pound
|
BUY
|
121,646
|
0.81
|
02/04/2025
|
1,366
|
|
Great Britain Pound
|
BUY
|
121,529
|
0.82
|
02/04/2025
|
2,726
|
|
Great Britain Pound
|
BUY
|
121,405
|
0.82
|
02/04/2025
|
2,850
|
|
Great Britain Pound
|
BUY
|
121,005
|
0.83
|
02/04/2025
|
3,250
|
|
Great Britain Pound
|
BUY
|
120,642
|
0.82
|
02/04/2025
|
2,370
|
|
Great Britain Pound
|
BUY
|
119,561
|
0.81
|
02/04/2025
|
967
|
|
Great Britain Pound
|
BUY
|
98,692
|
0.82
|
02/04/2025
|
1,954
|
|
Great Britain Pound
|
BUY
|
98,485
|
0.82
|
02/04/2025
|
2,162
|
|
Great Britain Pound
|
BUY
|
90,021
|
0.81
|
02/04/2025
|
686
|
|
Great Britain Pound
|
BUY
|
89,713
|
0.81
|
02/04/2025
|
993
|
|
Great Britain Pound
|
BUY
|
89,479
|
0.82
|
02/04/2025
|
1,227
|
|
Great Britain Pound
|
BUY
|
89,419
|
0.82
|
02/04/2025
|
1,288
|
|
Great Britain Pound
|
BUY
|
88,855
|
0.82
|
02/04/2025
|
1,851
|
|
Great Britain Pound
|
BUY
|
88,793
|
0.82
|
02/04/2025
|
1,913
|
|
Great Britain Pound
|
BUY
|
88,435
|
0.83
|
02/04/2025
|
2,271
|
|
Great Britain Pound
|
BUY
|
81,769
|
0.82
|
02/04/2025
|
1,482
|
|
Currency
|
|
Total
Contract Value
|
Contract
Price
|
Delivery
Date
|
Unrealized
Appreciation
|
|
Great Britain Pound
|
BUY
|
$80,184
|
0.81
|
02/04/2025
|
$581
|
|
Great Britain Pound
|
BUY
|
49,322
|
0.81
|
02/04/2025
|
380
|
|
Great Britain Pound
|
BUY
|
46,382
|
0.82
|
02/04/2025
|
835
|
|
Great Britain Pound
|
BUY
|
40,777
|
0.81
|
02/04/2025
|
227
|
|
Great Britain Pound
|
BUY
|
40,278
|
0.82
|
02/04/2025
|
726
|
|
Great Britain Pound
|
BUY
|
27,311
|
0.81
|
02/04/2025
|
273
|
|
Great Britain Pound
|
BUY
|
1,023,878
|
0.81
|
02/28/2025
|
6,119
|
|
Great Britain Pound
|
BUY
|
631,124
|
0.81
|
02/28/2025
|
3,772
|
|
Great Britain Pound
|
BUY
|
102,511
|
0.81
|
02/28/2025
|
613
|
|
Great Britain Pound
|
BUY
|
34,582
|
0.81
|
02/28/2025
|
207
|
|
Great Britain Pound
|
BUY
|
6,167
|
0.81
|
03/19/2025
|
45
|
|
Great Britain Pound
|
BUY
|
6,149
|
0.81
|
03/19/2025
|
63
|
|
Great Britain Pound
|
SELL
|
27,609
|
0.80
|
02/04/2025
|
25
|
|
Great Britain Pound
|
SELL
|
32,335
|
0.80
|
02/04/2025
|
29
|
|
Great Britain Pound
|
SELL
|
48,721
|
0.80
|
02/04/2025
|
261
|
|
Great Britain Pound
|
SELL
|
89,978
|
0.80
|
02/04/2025
|
515
|
|
Great Britain Pound
|
SELL
|
121,631
|
0.80
|
02/04/2025
|
1,103
|
|
Great Britain Pound
|
SELL
|
123,643
|
0.80
|
02/04/2025
|
630
|
|
Great Britain Pound
|
SELL
|
164,171
|
0.80
|
02/04/2025
|
154
|
|
Great Britain Pound
|
SELL
|
1,529,085
|
0.80
|
02/04/2025
|
8,204
|
|
Great Britain Pound
|
SELL
|
24,950
|
0.80
|
02/28/2025
|
101
|
|
Great Britain Pound
|
SELL
|
36,176
|
0.80
|
02/28/2025
|
145
|
|
Great Britain Pound
|
SELL
|
84,568
|
0.80
|
02/28/2025
|
81
|
|
Great Britain Pound
|
SELL
|
121,877
|
0.80
|
02/28/2025
|
117
|
|
Great Britain Pound
|
SELL
|
217,059
|
0.80
|
02/28/2025
|
871
|
|
Great Britain Pound
|
SELL
|
29,845
|
0.80
|
03/04/2025
|
27
|
|
Great Britain Pound
|
SELL
|
123,649
|
0.80
|
03/04/2025
|
647
|
|
Great Britain Pound
|
SELL
|
232,544
|
0.80
|
03/04/2025
|
207
|
|
Great Britain Pound
|
SELL
|
413,481
|
0.80
|
03/04/2025
|
368
|
|
Great Britain Pound
|
SELL
|
967,484
|
0.80
|
03/04/2025
|
861
|
|
Great Britain Pound
|
SELL
|
1,180,131
|
0.80
|
03/04/2025
|
1,050
|
|
Great Britain Pound
|
SELL
|
1,247
|
0.80
|
03/19/2025
|
5
|
|
Great Britain Pound
|
SELL
|
122,414
|
0.80
|
03/19/2025
|
660
|
|
Hong Kong Dollar
|
SELL
|
4,180
|
7.77
|
02/03/2025
|
9
|
|
Hong Kong Dollar
|
SELL
|
18,650
|
7.77
|
02/03/2025
|
41
|
|
Hong Kong Dollar
|
SELL
|
29,583
|
7.77
|
02/03/2025
|
65
|
|
Hong Kong Dollar
|
SELL
|
4,176
|
7.78
|
02/28/2025
|
2
|
|
Hong Kong Dollar
|
SELL
|
18,631
|
7.78
|
02/28/2025
|
9
|
|
Hong Kong Dollar
|
SELL
|
29,553
|
7.78
|
02/28/2025
|
15
|
|
Hong Kong Dollar
|
SELL
|
9,653
|
7.77
|
03/19/2025
|
17
|
|
Hungarian Forint
|
BUY
|
466,060
|
394.37
|
02/04/2025
|
2,672
|
|
Hungarian Forint
|
BUY
|
355,595
|
401.86
|
02/04/2025
|
8,833
|
|
Hungarian Forint
|
BUY
|
134,512
|
403.68
|
02/04/2025
|
3,965
|
|
Hungarian Forint
|
BUY
|
71,152
|
400.55
|
02/04/2025
|
1,529
|
|
Hungarian Forint
|
SELL
|
116,206
|
389.83
|
03/04/2025
|
854
|
|
Hungarian Forint
|
SELL
|
120,853
|
389.73
|
03/04/2025
|
918
|
|
Currency
|
|
Total
Contract Value
|
Contract
Price
|
Delivery
Date
|
Unrealized
Appreciation
|
|
Hungarian Forint
|
SELL
|
$160,114
|
392.22
|
03/04/2025
|
$200
|
|
Hungarian Forint
|
SELL
|
800,492
|
392.26
|
03/04/2025
|
923
|
|
Hungarian Forint
|
SELL
|
800,516
|
392.00
|
03/04/2025
|
1,457
|
|
Hungarian Forint
|
SELL
|
984,042
|
391.35
|
03/04/2025
|
3,424
|
|
Hungarian Forint
|
SELL
|
2,102,748
|
391.35
|
03/04/2025
|
7,317
|
|
Indian Rupee
|
SELL
|
269,135
|
86.24
|
02/04/2025
|
1,171
|
|
Indonesian Rupiah
|
SELL
|
120,647
|
16,196.96
|
02/04/2025
|
770
|
|
Indonesian Rupiah
|
SELL
|
120,878
|
16,165.54
|
03/04/2025
|
1,126
|
|
Israeli Shekel
|
BUY
|
1,049,463
|
3.62
|
02/04/2025
|
13,920
|
|
Israeli Shekel
|
BUY
|
194,786
|
3.62
|
02/04/2025
|
2,499
|
|
Israeli Shekel
|
BUY
|
12,392
|
3.63
|
02/04/2025
|
201
|
|
Israeli Shekel
|
BUY
|
934,995
|
3.59
|
03/04/2025
|
4,255
|
|
Israeli Shekel
|
BUY
|
299,589
|
3.59
|
03/04/2025
|
1,363
|
|
Israeli Shekel
|
SELL
|
5,916
|
3.55
|
02/04/2025
|
39
|
|
Israeli Shekel
|
SELL
|
109,590
|
3.55
|
02/04/2025
|
733
|
|
Israeli Shekel
|
SELL
|
124,780
|
3.57
|
02/04/2025
|
252
|
|
Japanese Yen
|
BUY
|
659,570
|
156.16
|
02/04/2025
|
5,590
|
|
Japanese Yen
|
BUY
|
205,147
|
157.45
|
02/04/2025
|
3,442
|
|
Japanese Yen
|
BUY
|
205,101
|
157.48
|
02/04/2025
|
3,487
|
|
Japanese Yen
|
BUY
|
205,006
|
157.56
|
02/04/2025
|
3,583
|
|
Japanese Yen
|
BUY
|
204,348
|
157.57
|
02/04/2025
|
3,595
|
|
Japanese Yen
|
BUY
|
203,676
|
155.15
|
02/04/2025
|
392
|
|
Japanese Yen
|
BUY
|
203,206
|
155.51
|
02/04/2025
|
863
|
|
Japanese Yen
|
BUY
|
163,510
|
155.95
|
02/04/2025
|
1,166
|
|
Japanese Yen
|
BUY
|
152,695
|
157.83
|
02/04/2025
|
2,940
|
|
Japanese Yen
|
BUY
|
143,547
|
156.05
|
02/04/2025
|
1,109
|
|
Japanese Yen
|
BUY
|
127,886
|
156.39
|
02/04/2025
|
1,271
|
|
Japanese Yen
|
BUY
|
122,390
|
155.24
|
02/04/2025
|
309
|
|
Japanese Yen
|
BUY
|
122,208
|
155.47
|
02/04/2025
|
492
|
|
Japanese Yen
|
BUY
|
120,235
|
155.53
|
02/04/2025
|
527
|
|
Japanese Yen
|
BUY
|
102,776
|
157.62
|
02/04/2025
|
1,841
|
|
Japanese Yen
|
BUY
|
97,101
|
155.51
|
02/04/2025
|
412
|
|
Japanese Yen
|
BUY
|
90,772
|
155.33
|
02/04/2025
|
284
|
|
Japanese Yen
|
BUY
|
90,483
|
155.83
|
02/04/2025
|
573
|
|
Japanese Yen
|
BUY
|
87,978
|
155.72
|
02/04/2025
|
495
|
|
Japanese Yen
|
BUY
|
87,820
|
156.00
|
02/04/2025
|
652
|
|
Japanese Yen
|
BUY
|
72,359
|
154.92
|
02/04/2025
|
34
|
|
Japanese Yen
|
BUY
|
50,284
|
154.92
|
02/04/2025
|
23
|
|
Japanese Yen
|
BUY
|
154,475
|
155.36
|
02/28/2025
|
940
|
|
Japanese Yen
|
BUY
|
12,182
|
155.97
|
02/28/2025
|
122
|
|
Japanese Yen
|
BUY
|
1,282
|
155.97
|
02/28/2025
|
13
|
|
Japanese Yen
|
BUY
|
202,933
|
154.73
|
03/04/2025
|
495
|
|
Japanese Yen
|
BUY
|
123,169
|
155.07
|
03/04/2025
|
573
|
|
Japanese Yen
|
BUY
|
122,375
|
154.44
|
03/04/2025
|
70
|
|
Japanese Yen
|
BUY
|
73,228
|
154.31
|
03/19/2025
|
106
|
|
Japanese Yen
|
BUY
|
48,546
|
156.55
|
03/19/2025
|
776
|
|
Currency
|
|
Total
Contract Value
|
Contract
Price
|
Delivery
Date
|
Unrealized
Appreciation
|
|
Japanese Yen
|
SELL
|
$690,419
|
154.11
|
02/04/2025
|
$3,303
|
|
Japanese Yen
|
SELL
|
68,811
|
154.05
|
03/04/2025
|
138
|
|
Japanese Yen
|
SELL
|
73,515
|
153.71
|
03/04/2025
|
307
|
|
Japanese Yen
|
SELL
|
88,613
|
153.48
|
03/04/2025
|
504
|
|
Japanese Yen
|
SELL
|
88,965
|
153.99
|
03/04/2025
|
208
|
|
Japanese Yen
|
SELL
|
89,682
|
153.88
|
03/04/2025
|
277
|
|
Japanese Yen
|
SELL
|
97,374
|
154.04
|
03/04/2025
|
195
|
|
Japanese Yen
|
SELL
|
97,422
|
153.97
|
03/04/2025
|
243
|
|
Japanese Yen
|
SELL
|
113,682
|
153.94
|
03/04/2025
|
307
|
|
Japanese Yen
|
SELL
|
654,022
|
153.82
|
03/04/2025
|
2,275
|
|
Japanese Yen
|
SELL
|
654,728
|
153.65
|
03/04/2025
|
2,981
|
|
Japanese Yen
|
SELL
|
999,897
|
153.62
|
03/04/2025
|
4,784
|
|
Japanese Yen
|
SELL
|
3,258
|
153.49
|
03/19/2025
|
13
|
|
Mexican Peso
|
BUY
|
811,537
|
20.84
|
02/04/2025
|
7,676
|
|
Mexican Peso
|
BUY
|
33,562
|
20.86
|
02/28/2025
|
226
|
|
Mexican Peso
|
SELL
|
90,039
|
20.21
|
02/04/2025
|
1,868
|
|
Mexican Peso
|
SELL
|
112,199
|
20.41
|
02/04/2025
|
1,259
|
|
Mexican Peso
|
SELL
|
796,554
|
20.50
|
02/04/2025
|
5,439
|
|
Mexican Peso
|
SELL
|
797,507
|
20.48
|
02/04/2025
|
6,392
|
|
Mexican Peso
|
SELL
|
830,027
|
20.43
|
02/04/2025
|
8,392
|
|
Mexican Peso
|
SELL
|
1,633,876
|
20.30
|
02/04/2025
|
27,423
|
|
Mexican Peso
|
SELL
|
1,651,629
|
20.41
|
02/04/2025
|
18,531
|
|
Mexican Peso
|
SELL
|
18,555
|
20.71
|
03/04/2025
|
20
|
|
Mexican Peso
|
SELL
|
26,386
|
20.73
|
03/04/2025
|
0
|
|
Mexican Peso
|
SELL
|
37,275
|
20.70
|
03/04/2025
|
47
|
|
Mexican Peso
|
SELL
|
55,837
|
20.70
|
03/04/2025
|
75
|
|
Mexican Peso
|
SELL
|
61,639
|
20.72
|
03/04/2025
|
39
|
|
Mexican Peso
|
SELL
|
65,990
|
20.73
|
03/04/2025
|
0
|
|
Mexican Peso
|
SELL
|
66,019
|
20.72
|
03/04/2025
|
30
|
|
Mexican Peso
|
SELL
|
220,018
|
20.73
|
03/04/2025
|
53
|
|
Mexican Peso
|
SELL
|
279,215
|
20.70
|
03/04/2025
|
400
|
|
Mexican Peso
|
SELL
|
398,516
|
20.50
|
03/04/2025
|
4,413
|
|
New Taiwan Dollar
|
BUY
|
73,563
|
32.76
|
02/03/2025
|
74
|
|
New Taiwan Dollar
|
BUY
|
73,008
|
33.01
|
02/03/2025
|
629
|
|
New Taiwan Dollar
|
BUY
|
696,979
|
32.77
|
02/04/2025
|
894
|
|
New Taiwan Dollar
|
BUY
|
111,854
|
32.90
|
02/04/2025
|
588
|
|
New Taiwan Dollar
|
SELL
|
73,651
|
32.72
|
02/03/2025
|
14
|
|
New Taiwan Dollar
|
SELL
|
407,625
|
32.73
|
02/04/2025
|
23
|
|
New Taiwan Dollar
|
SELL
|
810,390
|
32.73
|
02/04/2025
|
74
|
|
New Taiwan Dollar
|
SELL
|
47,949
|
32.74
|
02/27/2025
|
139
|
|
New Taiwan Dollar
|
SELL
|
697,831
|
32.73
|
03/04/2025
|
2,126
|
|
New Zealand Dollar
|
BUY
|
1,475,707
|
1.77
|
02/04/2025
|
2,683
|
|
New Zealand Dollar
|
BUY
|
384,839
|
1.77
|
02/04/2025
|
1,295
|
|
New Zealand Dollar
|
BUY
|
209,827
|
1.79
|
02/04/2025
|
2,180
|
|
New Zealand Dollar
|
BUY
|
203,413
|
1.77
|
02/04/2025
|
113
|
|
New Zealand Dollar
|
BUY
|
186,227
|
1.77
|
02/04/2025
|
339
|
|
Currency
|
|
Total
Contract Value
|
Contract
Price
|
Delivery
Date
|
Unrealized
Appreciation
|
|
New Zealand Dollar
|
BUY
|
$162,774
|
1.78
|
02/04/2025
|
$1,177
|
|
New Zealand Dollar
|
BUY
|
120,115
|
1.79
|
02/04/2025
|
1,435
|
|
New Zealand Dollar
|
BUY
|
119,843
|
1.79
|
02/04/2025
|
1,707
|
|
New Zealand Dollar
|
BUY
|
106,277
|
1.79
|
02/04/2025
|
1,140
|
|
New Zealand Dollar
|
BUY
|
97,610
|
1.79
|
02/04/2025
|
1,327
|
|
New Zealand Dollar
|
BUY
|
87,579
|
1.77
|
02/04/2025
|
50
|
|
New Zealand Dollar
|
BUY
|
70,635
|
1.78
|
02/04/2025
|
599
|
|
New Zealand Dollar
|
BUY
|
57,453
|
1.78
|
02/04/2025
|
213
|
|
New Zealand Dollar
|
BUY
|
49,939
|
1.78
|
02/04/2025
|
377
|
|
New Zealand Dollar
|
BUY
|
208,532
|
1.77
|
02/05/2025
|
648
|
|
New Zealand Dollar
|
BUY
|
98,011
|
1.79
|
02/05/2025
|
926
|
|
New Zealand Dollar
|
BUY
|
240,323
|
1.77
|
03/04/2025
|
22
|
|
New Zealand Dollar
|
BUY
|
87,435
|
1.77
|
03/04/2025
|
221
|
|
New Zealand Dollar
|
SELL
|
88,458
|
1.75
|
02/04/2025
|
829
|
|
New Zealand Dollar
|
SELL
|
88,474
|
1.75
|
02/04/2025
|
844
|
|
New Zealand Dollar
|
SELL
|
88,500
|
1.75
|
02/04/2025
|
871
|
|
New Zealand Dollar
|
SELL
|
121,808
|
1.77
|
02/04/2025
|
258
|
|
New Zealand Dollar
|
SELL
|
417,177
|
1.75
|
02/05/2025
|
4,470
|
|
New Zealand Dollar
|
SELL
|
2,500
|
1.76
|
02/28/2025
|
12
|
|
New Zealand Dollar
|
SELL
|
5,095
|
1.77
|
03/04/2025
|
6
|
|
New Zealand Dollar
|
SELL
|
113,851
|
1.76
|
03/04/2025
|
747
|
|
New Zealand Dollar
|
SELL
|
202,263
|
1.76
|
03/04/2025
|
1,503
|
|
Norwegian Krone
|
BUY
|
1,252,016
|
11.33
|
02/04/2025
|
3,247
|
|
Norwegian Krone
|
BUY
|
209,590
|
11.40
|
02/04/2025
|
1,832
|
|
Norwegian Krone
|
BUY
|
201,170
|
11.33
|
02/04/2025
|
522
|
|
Norwegian Krone
|
BUY
|
174,196
|
11.31
|
02/04/2025
|
72
|
|
Norwegian Krone
|
BUY
|
124,000
|
11.37
|
02/04/2025
|
731
|
|
Norwegian Krone
|
BUY
|
88,363
|
11.43
|
02/04/2025
|
983
|
|
Norwegian Krone
|
BUY
|
1,230,839
|
11.31
|
03/04/2025
|
496
|
|
Norwegian Krone
|
BUY
|
152,702
|
11.33
|
03/04/2025
|
330
|
|
Norwegian Krone
|
BUY
|
144,746
|
11.33
|
03/04/2025
|
326
|
|
Norwegian Krone
|
BUY
|
87,572
|
11.31
|
03/04/2025
|
2
|
|
Norwegian Krone
|
SELL
|
122,136
|
11.22
|
02/04/2025
|
945
|
|
Norwegian Krone
|
SELL
|
1,422
|
11.26
|
02/28/2025
|
6
|
|
Norwegian Krone
|
SELL
|
8,885
|
11.26
|
02/28/2025
|
39
|
|
Norwegian Krone
|
SELL
|
36,224
|
11.29
|
03/04/2025
|
45
|
|
Norwegian Krone
|
SELL
|
121,342
|
11.29
|
03/04/2025
|
155
|
|
Norwegian Krone
|
SELL
|
158,864
|
11.27
|
03/04/2025
|
524
|
|
Peruvian Nuevo Sol
|
BUY
|
215,722
|
3.73
|
02/04/2025
|
652
|
|
Peruvian Nuevo Sol
|
BUY
|
146,439
|
3.75
|
02/04/2025
|
1,126
|
|
Peruvian Nuevo Sol
|
BUY
|
97,489
|
3.72
|
02/04/2025
|
81
|
|
Peruvian Nuevo Sol
|
BUY
|
97,424
|
3.73
|
02/04/2025
|
147
|
|
Peruvian Nuevo Sol
|
BUY
|
97,410
|
3.73
|
02/04/2025
|
160
|
|
Peruvian Nuevo Sol
|
BUY
|
62,917
|
3.75
|
02/04/2025
|
517
|
|
Peruvian Nuevo Sol
|
BUY
|
32,507
|
3.72
|
02/04/2025
|
17
|
|
Peruvian Nuevo Sol
|
BUY
|
308,337
|
3.75
|
03/04/2025
|
1,905
|
|
Currency
|
|
Total
Contract Value
|
Contract
Price
|
Delivery
Date
|
Unrealized
Appreciation
|
|
Peruvian Nuevo Sol
|
BUY
|
$66,733
|
3.75
|
03/04/2025
|
$419
|
|
Philippine Peso
|
BUY
|
684
|
58.45
|
02/04/2025
|
1
|
|
Polish Zloty
|
BUY
|
590,340
|
4.15
|
02/04/2025
|
13,904
|
|
Polish Zloty
|
BUY
|
224,738
|
4.12
|
02/04/2025
|
3,395
|
|
Polish Zloty
|
BUY
|
200,850
|
4.08
|
02/04/2025
|
1,387
|
|
Polish Zloty
|
BUY
|
120,707
|
4.06
|
02/04/2025
|
141
|
|
Polish Zloty
|
BUY
|
105,994
|
4.06
|
02/04/2025
|
58
|
|
Polish Zloty
|
BUY
|
98,433
|
4.17
|
02/04/2025
|
2,685
|
|
Polish Zloty
|
SELL
|
46,903
|
4.05
|
02/04/2025
|
43
|
|
Polish Zloty
|
SELL
|
89,585
|
4.02
|
02/04/2025
|
798
|
|
Polish Zloty
|
SELL
|
89,863
|
4.01
|
02/04/2025
|
1,076
|
|
Polish Zloty
|
SELL
|
179,745
|
4.03
|
02/04/2025
|
938
|
|
Polish Zloty
|
SELL
|
801,579
|
4.04
|
03/04/2025
|
3,301
|
|
Polish Zloty
|
SELL
|
1,373,308
|
4.04
|
03/04/2025
|
7,120
|
|
Singapore Dollar
|
BUY
|
282,494
|
1.36
|
02/04/2025
|
1,576
|
|
Singapore Dollar
|
BUY
|
281,247
|
1.37
|
02/04/2025
|
2,823
|
|
Singapore Dollar
|
BUY
|
212,039
|
1.37
|
02/04/2025
|
1,935
|
|
Singapore Dollar
|
BUY
|
139,111
|
1.37
|
02/04/2025
|
1,080
|
|
Singapore Dollar
|
SELL
|
177,322
|
1.35
|
02/04/2025
|
240
|
|
Singapore Dollar
|
SELL
|
203,757
|
1.35
|
02/04/2025
|
849
|
|
Singapore Dollar
|
SELL
|
204,081
|
1.35
|
02/04/2025
|
1,174
|
|
Singapore Dollar
|
SELL
|
280,550
|
1.35
|
02/04/2025
|
170
|
|
Singapore Dollar
|
SELL
|
321,831
|
1.35
|
02/04/2025
|
869
|
|
Singapore Dollar
|
SELL
|
70,455
|
1.35
|
03/04/2025
|
276
|
|
Singapore Dollar
|
SELL
|
96,344
|
1.35
|
03/04/2025
|
310
|
|
Singapore Dollar
|
SELL
|
103,812
|
1.35
|
03/04/2025
|
391
|
|
Singapore Dollar
|
SELL
|
200,930
|
1.34
|
03/04/2025
|
1,475
|
|
Singapore Dollar
|
SELL
|
207,482
|
1.35
|
03/04/2025
|
640
|
|
Singapore Dollar
|
SELL
|
470,212
|
1.35
|
03/04/2025
|
1,123
|
|
Singapore Dollar
|
SELL
|
1,303,263
|
1.35
|
03/04/2025
|
3,114
|
|
South African Rand
|
BUY
|
813,881
|
19.18
|
02/04/2025
|
22,219
|
|
South African Rand
|
BUY
|
91,594
|
18.78
|
03/04/2025
|
310
|
|
South African Rand
|
SELL
|
15,681
|
18.49
|
02/04/2025
|
148
|
|
South African Rand
|
SELL
|
403,466
|
18.66
|
02/04/2025
|
145
|
|
South African Rand
|
SELL
|
404,115
|
18.63
|
02/04/2025
|
794
|
|
South African Rand
|
SELL
|
699,142
|
18.49
|
02/04/2025
|
6,587
|
|
South African Rand
|
SELL
|
1,350
|
18.52
|
02/28/2025
|
14
|
|
South African Rand
|
SELL
|
7,451
|
18.52
|
02/28/2025
|
75
|
|
South African Rand
|
SELL
|
15,658
|
18.52
|
02/28/2025
|
158
|
|
South African Rand
|
SELL
|
797,596
|
18.61
|
03/04/2025
|
4,659
|
|
South African Rand
|
SELL
|
4,804,337
|
18.54
|
03/04/2025
|
45,107
|
|
South Korean Won
|
SELL
|
97,576
|
1,448.00
|
02/04/2025
|
336
|
|
South Korean Won
|
SELL
|
1,248,083
|
1,452.77
|
02/04/2025
|
189
|
|
South Korean Won
|
SELL
|
69,315
|
1,433.75
|
02/28/2025
|
841
|
|
South Korean Won
|
SELL
|
201,430
|
1,440.80
|
03/04/2025
|
1,437
|
|
South Korean Won
|
SELL
|
225,341
|
1,445.50
|
03/04/2025
|
877
|
|
Currency
|
|
Total
Contract Value
|
Contract
Price
|
Delivery
Date
|
Unrealized
Appreciation
|
|
South Korean Won
|
SELL
|
$309,497
|
1,429.06
|
03/04/2025
|
$4,711
|
|
South Korean Won
|
SELL
|
1,329,363
|
1,429.06
|
03/04/2025
|
20,236
|
|
Swedish Krona
|
BUY
|
774,437
|
11.08
|
02/04/2025
|
1,377
|
|
Swedish Krona
|
BUY
|
146,341
|
11.14
|
02/04/2025
|
1,045
|
|
Swedish Krona
|
BUY
|
121,165
|
11.14
|
02/04/2025
|
904
|
|
Swedish Krona
|
BUY
|
113,397
|
11.29
|
02/04/2025
|
2,343
|
|
Swedish Krona
|
BUY
|
93,260
|
11.15
|
02/04/2025
|
778
|
|
Swedish Krona
|
BUY
|
90,693
|
11.14
|
02/04/2025
|
633
|
|
Swedish Krona
|
BUY
|
89,869
|
11.24
|
02/04/2025
|
1,457
|
|
Swedish Krona
|
SELL
|
49,087
|
10.98
|
02/04/2025
|
350
|
|
Swedish Krona
|
SELL
|
89,732
|
11.03
|
02/04/2025
|
215
|
|
Swedish Krona
|
SELL
|
91,169
|
10.98
|
02/04/2025
|
657
|
|
Swedish Krona
|
SELL
|
91,586
|
10.92
|
02/04/2025
|
1,165
|
|
Swedish Krona
|
SELL
|
123,159
|
10.96
|
02/04/2025
|
1,091
|
|
Swedish Krona
|
SELL
|
203,808
|
11.04
|
02/04/2025
|
360
|
|
Swedish Krona
|
SELL
|
320,437
|
10.99
|
02/04/2025
|
2,154
|
|
Swedish Krona
|
SELL
|
2,647
|
10.95
|
02/28/2025
|
21
|
|
Swedish Krona
|
SELL
|
9,859
|
10.95
|
02/28/2025
|
80
|
|
Swedish Krona
|
SELL
|
14,424
|
10.95
|
02/28/2025
|
117
|
|
Swedish Krona
|
SELL
|
25,450
|
11.00
|
02/28/2025
|
95
|
|
Swedish Krona
|
SELL
|
90,376
|
10.95
|
02/28/2025
|
730
|
|
Swedish Krona
|
SELL
|
656,370
|
10.95
|
02/28/2025
|
5,302
|
|
Swedish Krona
|
SELL
|
105,413
|
10.91
|
03/04/2025
|
1,253
|
|
Swedish Krona
|
SELL
|
118,550
|
10.92
|
03/04/2025
|
1,347
|
|
Swedish Krona
|
SELL
|
129,260
|
10.91
|
03/04/2025
|
1,551
|
|
Swedish Krona
|
SELL
|
159,796
|
10.95
|
03/04/2025
|
1,292
|
|
Swedish Krona
|
SELL
|
201,663
|
11.01
|
03/04/2025
|
589
|
|
Swedish Krona
|
SELL
|
202,031
|
10.99
|
03/04/2025
|
957
|
|
Swedish Krona
|
SELL
|
202,112
|
10.98
|
03/04/2025
|
1,038
|
|
Swedish Krona
|
SELL
|
246,998
|
10.92
|
03/04/2025
|
2,630
|
|
Swedish Krona
|
SELL
|
251,143
|
10.99
|
03/04/2025
|
1,159
|
|
Swedish Krona
|
SELL
|
622,838
|
10.91
|
03/04/2025
|
7,117
|
|
Swedish Krona
|
SELL
|
2,581,510
|
10.97
|
03/04/2025
|
17,366
|
|
Swiss Franc
|
BUY
|
247,260
|
1.10
|
02/04/2025
|
524
|
|
Swiss Franc
|
BUY
|
203,725
|
1.10
|
02/04/2025
|
8
|
|
Swiss Franc
|
BUY
|
203,479
|
1.10
|
02/04/2025
|
255
|
|
Swiss Franc
|
BUY
|
164,366
|
1.10
|
02/04/2025
|
823
|
|
Swiss Franc
|
BUY
|
120,980
|
1.10
|
02/04/2025
|
159
|
|
Swiss Franc
|
BUY
|
91,590
|
1.09
|
02/04/2025
|
916
|
|
Swiss Franc
|
BUY
|
82,476
|
1.10
|
02/04/2025
|
118
|
|
Swiss Franc
|
BUY
|
82,295
|
1.10
|
02/04/2025
|
299
|
|
Swiss Franc
|
BUY
|
82,058
|
1.09
|
02/04/2025
|
537
|
|
Swiss Franc
|
BUY
|
2,031,356
|
1.10
|
03/04/2025
|
1,337
|
|
Swiss Franc
|
BUY
|
584,015
|
1.10
|
03/04/2025
|
385
|
|
Swiss Franc
|
SELL
|
121,602
|
1.11
|
02/04/2025
|
464
|
|
Swiss Franc
|
SELL
|
204,807
|
1.11
|
02/04/2025
|
1,074
|
|
Currency
|
|
Total
Contract Value
|
Contract
Price
|
Delivery
Date
|
Unrealized
Appreciation
|
|
Swiss Franc
|
SELL
|
$281,556
|
1.10
|
02/04/2025
|
$734
|
|
Swiss Franc
|
SELL
|
6,090
|
1.11
|
02/28/2025
|
16
|
|
Swiss Franc
|
SELL
|
27,861
|
1.11
|
02/28/2025
|
255
|
|
Swiss Franc
|
SELL
|
45,395
|
1.11
|
02/28/2025
|
121
|
|
Swiss Franc
|
SELL
|
77,503
|
1.11
|
02/28/2025
|
207
|
|
Swiss Franc
|
SELL
|
228,461
|
1.11
|
02/28/2025
|
2,094
|
|
Swiss Franc
|
SELL
|
89,258
|
1.12
|
03/04/2025
|
880
|
|
Swiss Franc
|
SELL
|
89,468
|
1.12
|
03/04/2025
|
1,090
|
|
Swiss Franc
|
SELL
|
160,884
|
1.11
|
03/04/2025
|
699
|
|
Swiss Franc
|
SELL
|
199,729
|
1.11
|
03/04/2025
|
879
|
|
Swiss Franc
|
SELL
|
11,087
|
1.11
|
03/19/2025
|
21
|
|
Swiss Franc
|
SELL
|
94,316
|
1.11
|
03/19/2025
|
254
|
|
Thai Baht
|
BUY
|
423,947
|
33.83
|
02/04/2025
|
1,888
|
|
Thai Baht
|
BUY
|
394,175
|
34.68
|
02/04/2025
|
11,764
|
|
Thai Baht
|
BUY
|
255,745
|
33.94
|
02/04/2025
|
2,013
|
|
Thai Baht
|
BUY
|
99,074
|
34.02
|
02/04/2025
|
1,000
|
|
Thai Baht
|
BUY
|
548,811
|
33.86
|
03/04/2025
|
3,853
|
|
Thai Baht
|
BUY
|
101,509
|
33.79
|
03/04/2025
|
516
|
|
Turkish Lira
|
BUY
|
805,467
|
36.27
|
02/04/2025
|
8,661
|
|
Turkish Lira
|
BUY
|
396,815
|
36.81
|
03/04/2025
|
377
|
|
Total Unrealized Appreciation on Forward Currency Contracts
|
$1,115,647
|
||||
|
Currency
|
|
Total
Contract Value
|
Contract
Price
|
Delivery
Date
|
Unrealized
Depreciation
|
|
Australian Dollar
|
BUY
|
$1,159,238
|
1.60
|
02/04/2025
|
$(5,300)
|
|
Australian Dollar
|
BUY
|
206,044
|
1.60
|
02/04/2025
|
(206)
|
|
Australian Dollar
|
BUY
|
164,074
|
1.58
|
02/04/2025
|
(1,899)
|
|
Australian Dollar
|
BUY
|
135,214
|
1.59
|
02/04/2025
|
(1,108)
|
|
Australian Dollar
|
BUY
|
123,225
|
1.58
|
02/04/2025
|
(1,594)
|
|
Australian Dollar
|
BUY
|
123,182
|
1.58
|
02/04/2025
|
(1,551)
|
|
Australian Dollar
|
BUY
|
90,611
|
1.60
|
02/04/2025
|
(167)
|
|
Australian Dollar
|
BUY
|
87,627
|
1.60
|
02/04/2025
|
(302)
|
|
Australian Dollar
|
BUY
|
66,601
|
1.59
|
02/04/2025
|
(483)
|
|
Australian Dollar
|
BUY
|
37,639
|
1.59
|
02/04/2025
|
(214)
|
|
Australian Dollar
|
BUY
|
6,260
|
1.60
|
03/19/2025
|
(22)
|
|
Australian Dollar
|
SELL
|
160,750
|
1.62
|
02/04/2025
|
(1,425)
|
|
Australian Dollar
|
SELL
|
203,184
|
1.62
|
02/04/2025
|
(2,654)
|
|
Australian Dollar
|
SELL
|
112,257
|
1.60
|
03/04/2025
|
(29)
|
|
Australian Dollar
|
SELL
|
202,504
|
1.60
|
03/04/2025
|
(234)
|
|
Australian Dollar
|
SELL
|
6,151
|
1.63
|
03/19/2025
|
(87)
|
|
Brazilian Real
|
SELL
|
32,415
|
6.17
|
02/04/2025
|
(1,823)
|
|
Brazilian Real
|
SELL
|
82,459
|
6.06
|
02/04/2025
|
(3,135)
|
|
Brazilian Real
|
SELL
|
99,235
|
5.95
|
02/04/2025
|
(1,767)
|
|
Brazilian Real
|
SELL
|
106,952
|
5.89
|
02/04/2025
|
(897)
|
|
Brazilian Real
|
SELL
|
130,692
|
6.08
|
02/04/2025
|
(5,403)
|
|
Currency
|
|
Total
Contract Value
|
Contract
Price
|
Delivery
Date
|
Unrealized
Depreciation
|
|
Brazilian Real
|
SELL
|
$163,948
|
5.92
|
02/04/2025
|
$(2,105)
|
|
Brazilian Real
|
SELL
|
433,225
|
6.14
|
02/04/2025
|
(22,138)
|
|
Brazilian Real
|
SELL
|
453,839
|
5.92
|
02/04/2025
|
(5,804)
|
|
Brazilian Real
|
SELL
|
1,054,678
|
5.92
|
02/04/2025
|
(13,541)
|
|
Brazilian Real
|
SELL
|
1,627,927
|
5.89
|
02/04/2025
|
(14,631)
|
|
Brazilian Real
|
SELL
|
1,729,323
|
5.92
|
02/04/2025
|
(22,795)
|
|
Brazilian Real
|
SELL
|
33,654
|
5.94
|
02/28/2025
|
(360)
|
|
Brazilian Real
|
SELL
|
451,800
|
5.94
|
02/28/2025
|
(4,827)
|
|
Brazilian Real
|
SELL
|
81,099
|
5.92
|
03/06/2025
|
(404)
|
|
Brazilian Real
|
SELL
|
81,230
|
5.91
|
03/06/2025
|
(273)
|
|
Brazilian Real
|
SELL
|
94,138
|
5.90
|
03/06/2025
|
(100)
|
|
Brazilian Real
|
SELL
|
1,589,581
|
5.99
|
03/06/2025
|
(26,890)
|
|
Brazilian Real
|
SELL
|
8,905
|
6.18
|
03/19/2025
|
(423)
|
|
Brazilian Real
|
SELL
|
119,666
|
6.14
|
03/19/2025
|
(4,992)
|
|
Canadian Dollar
|
BUY
|
312,745
|
1.44
|
02/04/2025
|
(2,013)
|
|
Canadian Dollar
|
BUY
|
274,908
|
1.44
|
02/04/2025
|
(2,154)
|
|
Canadian Dollar
|
BUY
|
246,827
|
1.44
|
02/04/2025
|
(1,694)
|
|
Canadian Dollar
|
BUY
|
243,468
|
1.44
|
02/04/2025
|
(1,788)
|
|
Canadian Dollar
|
BUY
|
202,308
|
1.43
|
02/04/2025
|
(2,058)
|
|
Canadian Dollar
|
BUY
|
202,264
|
1.43
|
02/04/2025
|
(2,015)
|
|
Canadian Dollar
|
BUY
|
194,822
|
1.44
|
02/04/2025
|
(1,477)
|
|
Canadian Dollar
|
BUY
|
185,767
|
1.43
|
02/04/2025
|
(2,781)
|
|
Canadian Dollar
|
BUY
|
142,719
|
1.44
|
02/04/2025
|
(1,163)
|
|
Canadian Dollar
|
BUY
|
132,333
|
1.44
|
02/04/2025
|
(1,135)
|
|
Canadian Dollar
|
BUY
|
121,581
|
1.44
|
02/04/2025
|
(741)
|
|
Canadian Dollar
|
BUY
|
107,440
|
1.44
|
02/04/2025
|
(410)
|
|
Canadian Dollar
|
BUY
|
100,735
|
1.44
|
02/04/2025
|
(611)
|
|
Canadian Dollar
|
BUY
|
97,096
|
1.44
|
02/04/2025
|
(423)
|
|
Canadian Dollar
|
BUY
|
93,565
|
1.44
|
02/04/2025
|
(346)
|
|
Canadian Dollar
|
BUY
|
90,680
|
1.43
|
02/04/2025
|
(913)
|
|
Canadian Dollar
|
BUY
|
90,214
|
1.44
|
02/04/2025
|
(446)
|
|
Canadian Dollar
|
BUY
|
87,210
|
1.43
|
02/04/2025
|
(896)
|
|
Canadian Dollar
|
BUY
|
270,952
|
1.44
|
03/04/2025
|
(1,339)
|
|
Canadian Dollar
|
BUY
|
201,240
|
1.44
|
03/04/2025
|
(758)
|
|
Canadian Dollar
|
BUY
|
156,097
|
1.44
|
03/04/2025
|
(551)
|
|
Canadian Dollar
|
BUY
|
128,973
|
1.43
|
03/04/2025
|
(1,080)
|
|
Canadian Dollar
|
BUY
|
121,868
|
1.44
|
03/04/2025
|
(888)
|
|
Canadian Dollar
|
BUY
|
115,070
|
1.43
|
03/04/2025
|
(1,003)
|
|
Canadian Dollar
|
BUY
|
87,193
|
1.43
|
03/04/2025
|
(778)
|
|
Canadian Dollar
|
BUY
|
72,958
|
1.44
|
03/04/2025
|
(370)
|
|
Canadian Dollar
|
BUY
|
3,485
|
1.43
|
03/19/2025
|
(26)
|
|
Chilean Peso
|
SELL
|
101,843
|
1,009.40
|
02/04/2025
|
(2,861)
|
|
Chilean Peso
|
SELL
|
147,047
|
991.00
|
02/04/2025
|
(1,376)
|
|
Chilean Peso
|
SELL
|
175,876
|
1,009.80
|
02/04/2025
|
(5,013)
|
|
Chinese Yuan Renminbi
|
BUY
|
2,174,255
|
7.25
|
02/05/2025
|
(11,826)
|
|
Chinese Yuan Renminbi
|
BUY
|
740,058
|
7.25
|
02/05/2025
|
(4,025)
|
|
Currency
|
|
Total
Contract Value
|
Contract
Price
|
Delivery
Date
|
Unrealized
Depreciation
|
|
Chinese Yuan Renminbi
|
BUY
|
$253,641
|
7.29
|
02/05/2025
|
$(206)
|
|
Chinese Yuan Renminbi
|
BUY
|
148,873
|
7.27
|
02/05/2025
|
(487)
|
|
Chinese Yuan Renminbi
|
BUY
|
186,983
|
7.26
|
03/04/2025
|
(537)
|
|
Chinese Yuan Renminbi
|
BUY
|
167,878
|
7.24
|
03/04/2025
|
(1,065)
|
|
Chinese Yuan Renminbi
|
SELL
|
97,277
|
7.34
|
02/05/2025
|
(642)
|
|
Chinese Yuan Renminbi
|
SELL
|
205,832
|
7.34
|
02/05/2025
|
(1,250)
|
|
Chinese Yuan Renminbi
|
SELL
|
408,957
|
7.35
|
02/05/2025
|
(3,149)
|
|
Chinese Yuan Renminbi
|
SELL
|
2,274,621
|
7.34
|
02/05/2025
|
(14,526)
|
|
Colombian Peso
|
BUY
|
90,952
|
4,199.92
|
03/04/2025
|
(101)
|
|
Colombian Peso
|
SELL
|
633,520
|
4,227.61
|
02/04/2025
|
(5,896)
|
|
Colombian Peso
|
SELL
|
636,952
|
4,204.86
|
02/04/2025
|
(2,463)
|
|
Czech Koruna
|
BUY
|
648,709
|
24.09
|
02/04/2025
|
(3,646)
|
|
Czech Koruna
|
BUY
|
169,107
|
24.13
|
02/04/2025
|
(722)
|
|
Czech Koruna
|
BUY
|
163,820
|
23.87
|
02/04/2025
|
(2,451)
|
|
Czech Koruna
|
BUY
|
19,545
|
24.05
|
02/28/2025
|
(141)
|
|
Czech Koruna
|
BUY
|
162,777
|
24.08
|
03/04/2025
|
(922)
|
|
Czech Koruna
|
SELL
|
83,907
|
24.55
|
02/04/2025
|
(1,110)
|
|
Czech Koruna
|
SELL
|
152,916
|
24.46
|
02/04/2025
|
(1,437)
|
|
Czech Koruna
|
SELL
|
405,666
|
24.23
|
02/04/2025
|
(26)
|
|
Danish Krone
|
BUY
|
40,693
|
7.13
|
02/28/2025
|
(239)
|
|
Euro
|
BUY
|
408,972
|
0.95
|
02/04/2025
|
(3,548)
|
|
Euro
|
BUY
|
365,461
|
0.96
|
02/04/2025
|
(579)
|
|
Euro
|
BUY
|
322,984
|
0.96
|
02/04/2025
|
(1,763)
|
|
Euro
|
BUY
|
236,352
|
0.96
|
02/04/2025
|
(375)
|
|
Euro
|
BUY
|
161,497
|
0.96
|
02/04/2025
|
(366)
|
|
Euro
|
BUY
|
129,064
|
0.96
|
02/04/2025
|
(159)
|
|
Euro
|
BUY
|
88,790
|
0.96
|
02/04/2025
|
(428)
|
|
Euro
|
BUY
|
61,431
|
0.96
|
02/04/2025
|
(97)
|
|
Euro
|
BUY
|
48,936
|
0.96
|
02/04/2025
|
(78)
|
|
Euro
|
BUY
|
406,207
|
0.96
|
02/28/2025
|
(1,384)
|
|
Euro
|
BUY
|
347,054
|
0.95
|
02/28/2025
|
(3,630)
|
|
Euro
|
BUY
|
323,917
|
0.95
|
02/28/2025
|
(3,388)
|
|
Euro
|
BUY
|
293,958
|
0.96
|
02/28/2025
|
(487)
|
|
Euro
|
BUY
|
240,955
|
0.96
|
02/28/2025
|
(559)
|
|
Euro
|
BUY
|
222,281
|
0.96
|
02/28/2025
|
(617)
|
|
Euro
|
BUY
|
189,143
|
0.96
|
02/28/2025
|
(780)
|
|
Euro
|
BUY
|
174,691
|
0.95
|
02/28/2025
|
(1,939)
|
|
Euro
|
BUY
|
162,063
|
0.95
|
02/28/2025
|
(1,799)
|
|
Euro
|
BUY
|
156,579
|
0.96
|
02/28/2025
|
(477)
|
|
Euro
|
BUY
|
118,084
|
0.96
|
02/28/2025
|
(487)
|
|
Euro
|
BUY
|
114,752
|
0.96
|
02/28/2025
|
(277)
|
|
Euro
|
BUY
|
111,774
|
0.96
|
02/28/2025
|
(421)
|
|
Euro
|
BUY
|
111,679
|
0.96
|
02/28/2025
|
(327)
|
|
Euro
|
BUY
|
103,256
|
0.96
|
02/28/2025
|
(228)
|
|
Euro
|
BUY
|
39,681
|
0.96
|
02/28/2025
|
(135)
|
|
Euro
|
BUY
|
12,613
|
0.95
|
02/28/2025
|
(125)
|
|
Currency
|
|
Total
Contract Value
|
Contract
Price
|
Delivery
Date
|
Unrealized
Depreciation
|
|
Euro
|
BUY
|
$805,594
|
0.95
|
03/04/2025
|
$(5,167)
|
|
Euro
|
BUY
|
805,250
|
0.95
|
03/04/2025
|
(4,824)
|
|
Euro
|
BUY
|
801,825
|
0.96
|
03/04/2025
|
(2,439)
|
|
Euro
|
BUY
|
652,621
|
0.96
|
03/04/2025
|
(1,038)
|
|
Euro
|
BUY
|
282,371
|
0.95
|
03/04/2025
|
(2,378)
|
|
Euro
|
BUY
|
239,746
|
0.95
|
03/04/2025
|
(2,428)
|
|
Euro
|
BUY
|
199,273
|
0.96
|
03/04/2025
|
(468)
|
|
Euro
|
BUY
|
164,504
|
0.96
|
03/04/2025
|
(47)
|
|
Euro
|
BUY
|
153,144
|
0.96
|
03/04/2025
|
(136)
|
|
Euro
|
BUY
|
106,174
|
0.95
|
03/04/2025
|
(1,046)
|
|
Euro
|
BUY
|
101,171
|
0.96
|
03/04/2025
|
(207)
|
|
Euro
|
BUY
|
96,943
|
0.96
|
03/04/2025
|
(142)
|
|
Euro
|
BUY
|
88,778
|
0.96
|
03/04/2025
|
(304)
|
|
Euro
|
BUY
|
88,527
|
0.96
|
03/04/2025
|
(53)
|
|
Euro
|
BUY
|
77,740
|
0.95
|
03/04/2025
|
(716)
|
|
Euro
|
BUY
|
74,019
|
0.96
|
03/04/2025
|
(118)
|
|
Euro
|
BUY
|
58,381
|
0.96
|
03/04/2025
|
(93)
|
|
Euro
|
BUY
|
47,956
|
0.96
|
03/04/2025
|
(76)
|
|
Euro
|
BUY
|
47,274
|
0.95
|
03/04/2025
|
(435)
|
|
Euro
|
BUY
|
46,914
|
0.96
|
03/04/2025
|
(75)
|
|
Euro
|
BUY
|
45,173
|
0.95
|
03/04/2025
|
(416)
|
|
Euro
|
BUY
|
36,505
|
0.96
|
03/04/2025
|
(75)
|
|
Euro
|
BUY
|
31,319
|
0.96
|
03/04/2025
|
(93)
|
|
Euro
|
BUY
|
115,751
|
0.95
|
03/19/2025
|
(1,169)
|
|
Euro
|
BUY
|
10,426
|
0.96
|
03/19/2025
|
(10)
|
|
Euro
|
SELL
|
51,152
|
0.98
|
02/04/2025
|
(826)
|
|
Euro
|
SELL
|
53,566
|
0.97
|
02/04/2025
|
(491)
|
|
Euro
|
SELL
|
60,777
|
0.97
|
02/04/2025
|
(557)
|
|
Euro
|
SELL
|
65,927
|
0.97
|
02/04/2025
|
(604)
|
|
Euro
|
SELL
|
88,698
|
0.97
|
02/04/2025
|
(704)
|
|
Euro
|
SELL
|
117,649
|
0.98
|
02/04/2025
|
(1,900)
|
|
Euro
|
SELL
|
123,028
|
0.98
|
02/04/2025
|
(1,718)
|
|
Euro
|
SELL
|
123,590
|
0.97
|
02/04/2025
|
(1,156)
|
|
Euro
|
SELL
|
132,853
|
0.97
|
02/04/2025
|
(1,249)
|
|
Euro
|
SELL
|
144,689
|
0.97
|
02/04/2025
|
(1,888)
|
|
Euro
|
SELL
|
165,720
|
0.97
|
02/04/2025
|
(1,648)
|
|
Euro
|
SELL
|
182,474
|
0.97
|
02/04/2025
|
(1,526)
|
|
Euro
|
SELL
|
201,598
|
0.97
|
02/04/2025
|
(2,154)
|
|
Euro
|
SELL
|
206,218
|
0.97
|
02/04/2025
|
(2,731)
|
|
Euro
|
SELL
|
242,905
|
0.97
|
02/04/2025
|
(2,428)
|
|
Euro
|
SELL
|
821,876
|
0.96
|
02/04/2025
|
(1,447)
|
|
Euro
|
SELL
|
2,013,523
|
0.97
|
02/04/2025
|
(16,718)
|
|
Euro
|
SELL
|
200,830
|
0.96
|
03/04/2025
|
(57)
|
|
Euro
|
SELL
|
17,383
|
0.98
|
03/19/2025
|
(325)
|
|
Euro
|
SELL
|
56,078
|
0.96
|
03/19/2025
|
(172)
|
|
Euro
|
SELL
|
243,442
|
0.96
|
03/19/2025
|
(305)
|
|
Currency
|
|
Total
Contract Value
|
Contract
Price
|
Delivery
Date
|
Unrealized
Depreciation
|
|
Great Britain Pound
|
BUY
|
$1,180,243
|
0.80
|
02/04/2025
|
$(1,063)
|
|
Great Britain Pound
|
BUY
|
967,575
|
0.80
|
02/04/2025
|
(871)
|
|
Great Britain Pound
|
BUY
|
413,520
|
0.80
|
02/04/2025
|
(372)
|
|
Great Britain Pound
|
BUY
|
232,566
|
0.80
|
02/04/2025
|
(209)
|
|
Great Britain Pound
|
BUY
|
29,848
|
0.80
|
02/04/2025
|
(27)
|
|
Great Britain Pound
|
BUY
|
33,616
|
0.80
|
02/28/2025
|
(69)
|
|
Great Britain Pound
|
BUY
|
405,362
|
0.80
|
03/04/2025
|
(324)
|
|
Great Britain Pound
|
BUY
|
404,791
|
0.80
|
03/04/2025
|
(996)
|
|
Great Britain Pound
|
BUY
|
202,227
|
0.80
|
03/04/2025
|
(951)
|
|
Great Britain Pound
|
BUY
|
201,695
|
0.80
|
03/04/2025
|
(419)
|
|
Great Britain Pound
|
BUY
|
182,502
|
0.80
|
03/04/2025
|
(1,105)
|
|
Great Britain Pound
|
BUY
|
121,320
|
0.80
|
03/04/2025
|
(803)
|
|
Great Britain Pound
|
BUY
|
109,757
|
0.80
|
03/04/2025
|
(422)
|
|
Great Britain Pound
|
BUY
|
105,088
|
0.80
|
03/04/2025
|
(723)
|
|
Great Britain Pound
|
BUY
|
48,542
|
0.80
|
03/04/2025
|
(87)
|
|
Great Britain Pound
|
BUY
|
32,332
|
0.80
|
03/04/2025
|
(29)
|
|
Great Britain Pound
|
BUY
|
27,607
|
0.80
|
03/04/2025
|
(25)
|
|
Great Britain Pound
|
BUY
|
93,629
|
0.80
|
03/19/2025
|
(450)
|
|
Great Britain Pound
|
SELL
|
28,683
|
0.82
|
02/04/2025
|
(517)
|
|
Great Britain Pound
|
SELL
|
29,294
|
0.82
|
02/04/2025
|
(527)
|
|
Great Britain Pound
|
SELL
|
50,203
|
0.82
|
02/04/2025
|
(742)
|
|
Great Britain Pound
|
SELL
|
55,303
|
0.81
|
02/04/2025
|
(612)
|
|
Great Britain Pound
|
SELL
|
57,909
|
0.81
|
02/04/2025
|
(490)
|
|
Great Britain Pound
|
SELL
|
70,953
|
0.82
|
02/04/2025
|
(1,115)
|
|
Great Britain Pound
|
SELL
|
88,484
|
0.81
|
02/04/2025
|
(979)
|
|
Great Britain Pound
|
SELL
|
88,977
|
0.81
|
02/04/2025
|
(487)
|
|
Great Britain Pound
|
SELL
|
89,310
|
0.81
|
02/04/2025
|
(154)
|
|
Great Britain Pound
|
SELL
|
89,894
|
0.82
|
02/04/2025
|
(2,055)
|
|
Great Britain Pound
|
SELL
|
90,091
|
0.81
|
02/04/2025
|
(615)
|
|
Great Britain Pound
|
SELL
|
102,634
|
0.82
|
02/04/2025
|
(1,740)
|
|
Great Britain Pound
|
SELL
|
119,725
|
0.81
|
02/04/2025
|
(803)
|
|
Great Britain Pound
|
SELL
|
131,920
|
0.82
|
02/04/2025
|
(2,276)
|
|
Great Britain Pound
|
SELL
|
140,476
|
0.82
|
02/04/2025
|
(2,417)
|
|
Great Britain Pound
|
SELL
|
146,223
|
0.81
|
02/04/2025
|
(1,641)
|
|
Great Britain Pound
|
SELL
|
161,321
|
0.82
|
02/04/2025
|
(2,695)
|
|
Great Britain Pound
|
SELL
|
168,920
|
0.81
|
02/04/2025
|
(1,310)
|
|
Great Britain Pound
|
SELL
|
199,779
|
0.81
|
02/04/2025
|
(1,514)
|
|
Great Britain Pound
|
SELL
|
200,183
|
0.81
|
02/04/2025
|
(1,110)
|
|
Great Britain Pound
|
SELL
|
202,788
|
0.81
|
02/04/2025
|
(2,233)
|
|
Great Britain Pound
|
SELL
|
211,173
|
0.81
|
02/04/2025
|
(2,546)
|
|
Great Britain Pound
|
SELL
|
244,203
|
0.81
|
02/04/2025
|
(3,064)
|
|
Great Britain Pound
|
SELL
|
244,341
|
0.81
|
02/04/2025
|
(2,926)
|
|
Great Britain Pound
|
SELL
|
263,647
|
0.82
|
02/04/2025
|
(4,744)
|
|
Great Britain Pound
|
SELL
|
264,848
|
0.82
|
02/04/2025
|
(4,785)
|
|
Great Britain Pound
|
SELL
|
279,937
|
0.81
|
02/04/2025
|
(2,122)
|
|
Great Britain Pound
|
SELL
|
282,759
|
0.82
|
02/04/2025
|
(5,512)
|
|
Currency
|
|
Total
Contract Value
|
Contract
Price
|
Delivery
Date
|
Unrealized
Depreciation
|
|
Great Britain Pound
|
SELL
|
$400,791
|
0.81
|
02/04/2025
|
$(3,038)
|
|
Great Britain Pound
|
SELL
|
408,243
|
0.81
|
02/04/2025
|
(556)
|
|
Great Britain Pound
|
SELL
|
552,011
|
0.82
|
02/04/2025
|
(8,379)
|
|
Great Britain Pound
|
SELL
|
4,940
|
0.81
|
02/28/2025
|
(30)
|
|
Great Britain Pound
|
SELL
|
15,068
|
0.81
|
02/28/2025
|
(90)
|
|
Great Britain Pound
|
SELL
|
118,553
|
0.81
|
02/28/2025
|
(723)
|
|
Great Britain Pound
|
SELL
|
145,721
|
0.81
|
02/28/2025
|
(889)
|
|
Great Britain Pound
|
SELL
|
7,288
|
0.82
|
03/19/2025
|
(166)
|
|
Great Britain Pound
|
SELL
|
19,444
|
0.82
|
03/19/2025
|
(434)
|
|
Hong Kong Dollar
|
BUY
|
29,536
|
7.79
|
02/03/2025
|
(17)
|
|
Hong Kong Dollar
|
BUY
|
18,621
|
7.79
|
02/03/2025
|
(11)
|
|
Hong Kong Dollar
|
BUY
|
4,174
|
7.79
|
02/03/2025
|
(2)
|
|
Hong Kong Dollar
|
BUY
|
5,138
|
7.78
|
02/28/2025
|
(1)
|
|
Hong Kong Dollar
|
BUY
|
59,780
|
7.78
|
03/19/2025
|
(37)
|
|
Hungarian Forint
|
BUY
|
2,105,950
|
390.75
|
02/04/2025
|
(7,366)
|
|
Hungarian Forint
|
BUY
|
985,541
|
390.75
|
02/04/2025
|
(3,447)
|
|
Hungarian Forint
|
BUY
|
120,330
|
391.42
|
03/04/2025
|
(394)
|
|
Hungarian Forint
|
SELL
|
102,767
|
396.04
|
02/04/2025
|
(1,027)
|
|
Hungarian Forint
|
SELL
|
1,877,691
|
401.50
|
02/04/2025
|
(44,927)
|
|
Hungarian Forint
|
SELL
|
2,067,671
|
397.98
|
02/04/2025
|
(30,913)
|
|
Indian Rupee
|
BUY
|
168,281
|
85.99
|
02/04/2025
|
(1,223)
|
|
Indian Rupee
|
BUY
|
101,310
|
86.27
|
02/04/2025
|
(405)
|
|
Indian Rupee
|
BUY
|
292,531
|
86.76
|
03/04/2025
|
(121)
|
|
Indian Rupee
|
BUY
|
268,514
|
86.44
|
03/04/2025
|
(1,105)
|
|
Indian Rupee
|
BUY
|
96,907
|
86.58
|
03/04/2025
|
(244)
|
|
Indonesian Rupiah
|
BUY
|
120,979
|
16,152.48
|
02/04/2025
|
(1,102)
|
|
Israeli Shekel
|
BUY
|
201,778
|
3.54
|
02/04/2025
|
(1,694)
|
|
Israeli Shekel
|
BUY
|
95,209
|
3.57
|
02/04/2025
|
(64)
|
|
Israeli Shekel
|
SELL
|
89,270
|
3.58
|
02/04/2025
|
(278)
|
|
Israeli Shekel
|
SELL
|
299,443
|
3.59
|
02/04/2025
|
(1,383)
|
|
Israeli Shekel
|
SELL
|
934,540
|
3.59
|
02/04/2025
|
(4,315)
|
|
Israeli Shekel
|
SELL
|
118,543
|
3.59
|
03/04/2025
|
(438)
|
|
Israeli Shekel
|
SELL
|
279,264
|
3.62
|
03/04/2025
|
(3,491)
|
|
Japanese Yen
|
BUY
|
996,696
|
154.11
|
02/04/2025
|
(4,768)
|
|
Japanese Yen
|
BUY
|
69,237
|
154.54
|
02/04/2025
|
(138)
|
|
Japanese Yen
|
BUY
|
692,637
|
153.62
|
03/04/2025
|
(3,314)
|
|
Japanese Yen
|
BUY
|
237,543
|
153.66
|
03/04/2025
|
(1,074)
|
|
Japanese Yen
|
BUY
|
204,322
|
154.17
|
03/04/2025
|
(246)
|
|
Japanese Yen
|
BUY
|
130,996
|
153.44
|
03/04/2025
|
(776)
|
|
Japanese Yen
|
BUY
|
104,799
|
153.63
|
03/04/2025
|
(493)
|
|
Japanese Yen
|
BUY
|
99,644
|
153.55
|
03/04/2025
|
(522)
|
|
Japanese Yen
|
SELL
|
67,936
|
157.50
|
02/04/2025
|
(1,163)
|
|
Japanese Yen
|
SELL
|
81,991
|
157.33
|
02/04/2025
|
(1,315)
|
|
Japanese Yen
|
SELL
|
89,693
|
154.97
|
02/04/2025
|
(71)
|
|
Japanese Yen
|
SELL
|
90,046
|
155.48
|
02/04/2025
|
(364)
|
|
Japanese Yen
|
SELL
|
90,430
|
157.03
|
02/04/2025
|
(1,272)
|
|
Currency
|
|
Total
Contract Value
|
Contract
Price
|
Delivery
Date
|
Unrealized
Depreciation
|
|
Japanese Yen
|
SELL
|
$90,513
|
155.78
|
02/04/2025
|
$(543)
|
|
Japanese Yen
|
SELL
|
91,998
|
155.44
|
02/04/2025
|
(350)
|
|
Japanese Yen
|
SELL
|
94,205
|
154.98
|
02/04/2025
|
(79)
|
|
Japanese Yen
|
SELL
|
96,782
|
156.02
|
02/04/2025
|
(732)
|
|
Japanese Yen
|
SELL
|
98,517
|
157.33
|
02/04/2025
|
(1,580)
|
|
Japanese Yen
|
SELL
|
104,864
|
157.35
|
02/04/2025
|
(1,690)
|
|
Japanese Yen
|
SELL
|
106,700
|
157.45
|
02/04/2025
|
(1,792)
|
|
Japanese Yen
|
SELL
|
107,007
|
157.00
|
02/04/2025
|
(1,485)
|
|
Japanese Yen
|
SELL
|
112,707
|
155.27
|
02/04/2025
|
(306)
|
|
Japanese Yen
|
SELL
|
114,868
|
156.70
|
02/04/2025
|
(1,373)
|
|
Japanese Yen
|
SELL
|
120,709
|
155.75
|
02/04/2025
|
(698)
|
|
Japanese Yen
|
SELL
|
160,753
|
155.52
|
02/04/2025
|
(693)
|
|
Japanese Yen
|
SELL
|
160,757
|
155.51
|
02/04/2025
|
(690)
|
|
Japanese Yen
|
SELL
|
161,027
|
155.87
|
02/04/2025
|
(1,066)
|
|
Japanese Yen
|
SELL
|
161,263
|
155.65
|
02/04/2025
|
(829)
|
|
Japanese Yen
|
SELL
|
245,534
|
155.58
|
02/04/2025
|
(1,157)
|
|
Japanese Yen
|
SELL
|
1,434,418
|
157.35
|
02/04/2025
|
(23,122)
|
|
Japanese Yen
|
SELL
|
15,448
|
155.36
|
02/28/2025
|
(94)
|
|
Japanese Yen
|
SELL
|
51,492
|
155.36
|
02/28/2025
|
(313)
|
|
Japanese Yen
|
SELL
|
135,810
|
155.36
|
02/28/2025
|
(826)
|
|
Japanese Yen
|
SELL
|
87,934
|
154.66
|
03/04/2025
|
(175)
|
|
Japanese Yen
|
SELL
|
89,143
|
154.81
|
03/04/2025
|
(262)
|
|
Japanese Yen
|
SELL
|
113,056
|
154.79
|
03/04/2025
|
(320)
|
|
Japanese Yen
|
SELL
|
121,477
|
154.76
|
03/04/2025
|
(321)
|
|
Japanese Yen
|
SELL
|
122,533
|
155.06
|
03/04/2025
|
(560)
|
|
Japanese Yen
|
SELL
|
154,375
|
154.82
|
03/04/2025
|
(464)
|
|
Japanese Yen
|
SELL
|
244,571
|
154.56
|
03/04/2025
|
(320)
|
|
Japanese Yen
|
SELL
|
12,150
|
156.38
|
03/19/2025
|
(180)
|
|
Japanese Yen
|
SELL
|
138,519
|
156.66
|
03/19/2025
|
(2,307)
|
|
Mexican Peso
|
BUY
|
3,218,314
|
20.43
|
02/04/2025
|
(32,537)
|
|
Mexican Peso
|
BUY
|
823,539
|
20.47
|
02/04/2025
|
(6,748)
|
|
Mexican Peso
|
BUY
|
400,291
|
20.41
|
02/04/2025
|
(4,491)
|
|
Mexican Peso
|
BUY
|
287,727
|
20.23
|
02/04/2025
|
(5,774)
|
|
Mexican Peso
|
BUY
|
254,527
|
20.46
|
02/04/2025
|
(2,223)
|
|
Mexican Peso
|
BUY
|
230,322
|
20.21
|
02/04/2025
|
(4,830)
|
|
Mexican Peso
|
BUY
|
201,353
|
20.41
|
02/04/2025
|
(2,242)
|
|
Mexican Peso
|
BUY
|
109,212
|
20.44
|
02/04/2025
|
(1,082)
|
|
Mexican Peso
|
BUY
|
34,604
|
20.21
|
02/04/2025
|
(719)
|
|
Mexican Peso
|
BUY
|
23,071
|
20.20
|
02/04/2025
|
(496)
|
|
Mexican Peso
|
BUY
|
1,644,307
|
20.50
|
03/04/2025
|
(18,209)
|
|
Mexican Peso
|
BUY
|
111,702
|
20.50
|
03/04/2025
|
(1,237)
|
|
Mexican Peso
|
SELL
|
108,218
|
20.77
|
02/04/2025
|
(688)
|
|
Mexican Peso
|
SELL
|
162,233
|
20.78
|
02/04/2025
|
(1,125)
|
|
Mexican Peso
|
SELL
|
223,572
|
20.89
|
02/04/2025
|
(2,668)
|
|
Mexican Peso
|
SELL
|
16,695
|
20.79
|
03/04/2025
|
(44)
|
|
Mexican Peso
|
SELL
|
38,980
|
20.75
|
03/04/2025
|
(44)
|
|
Currency
|
|
Total
Contract Value
|
Contract
Price
|
Delivery
Date
|
Unrealized
Depreciation
|
|
Mexican Peso
|
SELL
|
$55,671
|
20.77
|
03/04/2025
|
$(92)
|
|
Mexican Peso
|
SELL
|
55,753
|
20.73
|
03/04/2025
|
(9)
|
|
New Taiwan Dollar
|
BUY
|
407,639
|
32.73
|
02/04/2025
|
(37)
|
|
New Taiwan Dollar
|
BUY
|
402,750
|
32.73
|
02/04/2025
|
(37)
|
|
New Taiwan Dollar
|
BUY
|
73,696
|
32.70
|
02/27/2025
|
(305)
|
|
New Taiwan Dollar
|
BUY
|
96,596
|
32.61
|
03/04/2025
|
(647)
|
|
New Taiwan Dollar
|
BUY
|
71,810
|
32.80
|
03/04/2025
|
(77)
|
|
New Taiwan Dollar
|
SELL
|
73,563
|
32.76
|
02/03/2025
|
(74)
|
|
New Taiwan Dollar
|
SELL
|
106,787
|
33.15
|
02/04/2025
|
(1,377)
|
|
New Taiwan Dollar
|
SELL
|
292,653
|
32.94
|
02/04/2025
|
(1,896)
|
|
New Taiwan Dollar
|
SELL
|
56,825
|
33.00
|
02/27/2025
|
(274)
|
|
New Zealand Dollar
|
BUY
|
162,077
|
1.76
|
02/04/2025
|
(952)
|
|
New Zealand Dollar
|
BUY
|
161,704
|
1.76
|
02/04/2025
|
(579)
|
|
New Zealand Dollar
|
BUY
|
104,677
|
1.77
|
02/05/2025
|
(87)
|
|
New Zealand Dollar
|
BUY
|
417,301
|
1.75
|
03/04/2025
|
(4,472)
|
|
New Zealand Dollar
|
BUY
|
200,896
|
1.77
|
03/04/2025
|
(137)
|
|
New Zealand Dollar
|
BUY
|
82,085
|
1.77
|
03/19/2025
|
(63)
|
|
New Zealand Dollar
|
SELL
|
81,334
|
1.78
|
02/04/2025
|
(641)
|
|
New Zealand Dollar
|
SELL
|
122,178
|
1.80
|
02/04/2025
|
(2,199)
|
|
New Zealand Dollar
|
SELL
|
122,399
|
1.80
|
02/04/2025
|
(1,978)
|
|
New Zealand Dollar
|
SELL
|
161,052
|
1.80
|
02/04/2025
|
(2,900)
|
|
New Zealand Dollar
|
SELL
|
121,400
|
1.77
|
03/04/2025
|
(187)
|
|
New Zealand Dollar
|
SELL
|
5,554
|
1.80
|
03/19/2025
|
(102)
|
|
New Zealand Dollar
|
SELL
|
76,292
|
1.77
|
03/19/2025
|
(73)
|
|
Norwegian Krone
|
BUY
|
201,758
|
11.25
|
02/04/2025
|
(952)
|
|
Norwegian Krone
|
BUY
|
8,873
|
11.27
|
02/28/2025
|
(27)
|
|
Norwegian Krone
|
BUY
|
471,977
|
11.23
|
03/04/2025
|
(3,149)
|
|
Norwegian Krone
|
BUY
|
188,793
|
11.23
|
03/04/2025
|
(1,262)
|
|
Norwegian Krone
|
BUY
|
160,160
|
11.30
|
03/04/2025
|
(51)
|
|
Norwegian Krone
|
BUY
|
103,652
|
11.29
|
03/04/2025
|
(156)
|
|
Norwegian Krone
|
BUY
|
103,611
|
11.29
|
03/04/2025
|
(115)
|
|
Norwegian Krone
|
BUY
|
96,441
|
11.30
|
03/04/2025
|
(22)
|
|
Norwegian Krone
|
SELL
|
49,822
|
11.36
|
02/04/2025
|
(247)
|
|
Norwegian Krone
|
SELL
|
71,652
|
11.36
|
02/04/2025
|
(355)
|
|
Norwegian Krone
|
SELL
|
98,597
|
11.36
|
02/04/2025
|
(479)
|
|
Norwegian Krone
|
SELL
|
120,437
|
11.38
|
02/04/2025
|
(755)
|
|
Norwegian Krone
|
SELL
|
147,845
|
11.36
|
02/04/2025
|
(770)
|
|
Norwegian Krone
|
SELL
|
203,431
|
11.45
|
02/04/2025
|
(2,684)
|
|
Norwegian Krone
|
SELL
|
205,480
|
11.44
|
02/04/2025
|
(2,404)
|
|
Norwegian Krone
|
SELL
|
1,230,870
|
11.31
|
02/04/2025
|
(509)
|
|
Norwegian Krone
|
SELL
|
164,554
|
11.31
|
03/04/2025
|
(66)
|
|
Norwegian Krone
|
SELL
|
174,192
|
11.31
|
03/04/2025
|
(70)
|
|
Norwegian Krone
|
SELL
|
201,354
|
11.32
|
03/04/2025
|
(330)
|
|
Peruvian Nuevo Sol
|
SELL
|
72,552
|
3.79
|
02/04/2025
|
(1,365)
|
|
Peruvian Nuevo Sol
|
SELL
|
308,576
|
3.74
|
02/04/2025
|
(1,874)
|
|
Peruvian Nuevo Sol
|
SELL
|
362,972
|
3.77
|
02/04/2025
|
(5,268)
|
|
Currency
|
|
Total
Contract Value
|
Contract
Price
|
Delivery
Date
|
Unrealized
Depreciation
|
|
Philippine Peso
|
BUY
|
$71,386
|
58.14
|
02/04/2025
|
$(295)
|
|
Philippine Peso
|
SELL
|
71,277
|
58.79
|
02/04/2025
|
(499)
|
|
Philippine Peso
|
SELL
|
684
|
58.50
|
03/04/2025
|
(1)
|
|
Polish Zloty
|
BUY
|
1,374,737
|
4.03
|
02/04/2025
|
(7,171)
|
|
Polish Zloty
|
BUY
|
163,939
|
4.03
|
02/04/2025
|
(1,162)
|
|
Polish Zloty
|
BUY
|
120,853
|
4.05
|
02/04/2025
|
(4)
|
|
Polish Zloty
|
BUY
|
65,454
|
4.05
|
02/04/2025
|
(97)
|
|
Polish Zloty
|
BUY
|
807,396
|
4.01
|
03/04/2025
|
(9,118)
|
|
Polish Zloty
|
BUY
|
383,667
|
4.01
|
03/04/2025
|
(4,238)
|
|
Polish Zloty
|
BUY
|
179,558
|
4.04
|
03/04/2025
|
(931)
|
|
Polish Zloty
|
BUY
|
153,833
|
4.03
|
03/04/2025
|
(1,076)
|
|
Polish Zloty
|
SELL
|
88,386
|
4.13
|
02/04/2025
|
(1,634)
|
|
Polish Zloty
|
SELL
|
88,739
|
4.06
|
02/04/2025
|
(48)
|
|
Polish Zloty
|
SELL
|
90,955
|
4.12
|
02/04/2025
|
(1,531)
|
|
Polish Zloty
|
SELL
|
113,282
|
4.06
|
02/04/2025
|
(168)
|
|
Polish Zloty
|
SELL
|
141,597
|
4.13
|
02/04/2025
|
(2,682)
|
|
Polish Zloty
|
SELL
|
146,699
|
4.09
|
02/04/2025
|
(1,279)
|
|
Polish Zloty
|
SELL
|
1,969,194
|
4.12
|
02/04/2025
|
(29,745)
|
|
Polish Zloty
|
SELL
|
2,833
|
4.06
|
02/28/2025
|
(0)
|
|
Singapore Dollar
|
BUY
|
1,301,756
|
1.35
|
02/04/2025
|
(3,150)
|
|
Singapore Dollar
|
BUY
|
469,668
|
1.35
|
02/04/2025
|
(1,137)
|
|
Singapore Dollar
|
BUY
|
204,579
|
1.34
|
02/04/2025
|
(1,672)
|
|
Singapore Dollar
|
BUY
|
203,199
|
1.35
|
02/04/2025
|
(292)
|
|
Singapore Dollar
|
BUY
|
199,396
|
1.35
|
02/04/2025
|
(178)
|
|
Singapore Dollar
|
BUY
|
107,703
|
1.35
|
02/04/2025
|
(715)
|
|
Singapore Dollar
|
BUY
|
89,010
|
1.35
|
03/04/2025
|
(364)
|
|
Singapore Dollar
|
SELL
|
80,437
|
1.37
|
02/04/2025
|
(726)
|
|
Singapore Dollar
|
SELL
|
91,247
|
1.37
|
02/04/2025
|
(984)
|
|
Singapore Dollar
|
SELL
|
98,615
|
1.37
|
02/04/2025
|
(994)
|
|
Singapore Dollar
|
SELL
|
120,983
|
1.36
|
02/04/2025
|
(761)
|
|
Singapore Dollar
|
SELL
|
121,024
|
1.36
|
02/04/2025
|
(721)
|
|
Singapore Dollar
|
SELL
|
123,890
|
1.37
|
02/04/2025
|
(1,543)
|
|
Singapore Dollar
|
SELL
|
143,766
|
1.36
|
02/04/2025
|
(114)
|
|
Singapore Dollar
|
SELL
|
205,519
|
1.36
|
02/04/2025
|
(1,077)
|
|
Singapore Dollar
|
SELL
|
244,989
|
1.37
|
02/04/2025
|
(2,189)
|
|
Singapore Dollar
|
SELL
|
296,658
|
1.37
|
02/04/2025
|
(2,169)
|
|
Singapore Dollar
|
SELL
|
675,050
|
1.36
|
02/04/2025
|
(3,767)
|
|
South African Rand
|
BUY
|
4,816,131
|
18.49
|
02/04/2025
|
(45,375)
|
|
South African Rand
|
BUY
|
223,512
|
18.57
|
02/04/2025
|
(1,230)
|
|
South African Rand
|
BUY
|
180,492
|
18.56
|
02/04/2025
|
(1,060)
|
|
South African Rand
|
BUY
|
167,521
|
18.62
|
02/04/2025
|
(408)
|
|
South African Rand
|
BUY
|
124,826
|
18.51
|
02/04/2025
|
(1,098)
|
|
South African Rand
|
BUY
|
68,979
|
18.56
|
02/04/2025
|
(420)
|
|
South African Rand
|
BUY
|
697,430
|
18.54
|
03/04/2025
|
(6,548)
|
|
South African Rand
|
BUY
|
169,896
|
18.54
|
03/04/2025
|
(1,583)
|
|
South African Rand
|
BUY
|
15,642
|
18.54
|
03/04/2025
|
(147)
|
|
Currency
|
|
Total
Contract Value
|
Contract
Price
|
Delivery
Date
|
Unrealized
Depreciation
|
|
South African Rand
|
SELL
|
$52,115
|
19.00
|
02/04/2025
|
$(911)
|
|
South African Rand
|
SELL
|
399,071
|
18.94
|
02/04/2025
|
(5,857)
|
|
South African Rand
|
SELL
|
405,661
|
19.01
|
02/04/2025
|
(7,301)
|
|
South African Rand
|
SELL
|
803,770
|
18.82
|
02/04/2025
|
(6,621)
|
|
South African Rand
|
SELL
|
828,653
|
18.80
|
02/04/2025
|
(5,841)
|
|
South African Rand
|
SELL
|
2,329,851
|
18.73
|
02/04/2025
|
(7,589)
|
|
South African Rand
|
SELL
|
128,999
|
18.76
|
03/04/2025
|
(308)
|
|
South African Rand
|
SELL
|
401,549
|
18.78
|
03/04/2025
|
(1,332)
|
|
South African Rand
|
SELL
|
633,165
|
18.75
|
03/04/2025
|
(1,079)
|
|
South Korean Won
|
BUY
|
1,327,914
|
1,430.62
|
02/04/2025
|
(20,453)
|
|
South Korean Won
|
BUY
|
309,160
|
1,430.62
|
02/04/2025
|
(4,762)
|
|
South Korean Won
|
BUY
|
138,535
|
1,433.51
|
02/04/2025
|
(1,859)
|
|
South Korean Won
|
BUY
|
66,823
|
1,452.79
|
02/04/2025
|
(9)
|
|
South Korean Won
|
SELL
|
206,511
|
1,457.56
|
02/04/2025
|
(647)
|
|
South Korean Won
|
SELL
|
261,544
|
1,461.39
|
02/04/2025
|
(1,512)
|
|
Swedish Krona
|
BUY
|
2,577,151
|
10.99
|
02/04/2025
|
(17,326)
|
|
Swedish Krona
|
BUY
|
245,067
|
10.94
|
02/04/2025
|
(2,738)
|
|
Swedish Krona
|
BUY
|
227,587
|
11.03
|
02/04/2025
|
(630)
|
|
Swedish Krona
|
BUY
|
121,784
|
11.00
|
02/04/2025
|
(619)
|
|
Swedish Krona
|
BUY
|
120,661
|
11.02
|
02/04/2025
|
(401)
|
|
Swedish Krona
|
BUY
|
81,600
|
10.91
|
02/04/2025
|
(1,125)
|
|
Swedish Krona
|
BUY
|
252,871
|
10.95
|
02/28/2025
|
(2,043)
|
|
Swedish Krona
|
BUY
|
75,544
|
10.99
|
02/28/2025
|
(386)
|
|
Swedish Krona
|
BUY
|
62,990
|
10.95
|
02/28/2025
|
(509)
|
|
Swedish Krona
|
BUY
|
320,979
|
10.97
|
03/04/2025
|
(2,159)
|
|
Swedish Krona
|
BUY
|
202,095
|
10.98
|
03/04/2025
|
(1,021)
|
|
Swedish Krona
|
BUY
|
200,669
|
11.01
|
03/04/2025
|
(501)
|
|
Swedish Krona
|
BUY
|
140,621
|
11.04
|
03/04/2025
|
(51)
|
|
Swedish Krona
|
BUY
|
135,126
|
10.95
|
03/04/2025
|
(1,076)
|
|
Swedish Krona
|
BUY
|
121,152
|
10.90
|
03/04/2025
|
(1,595)
|
|
Swedish Krona
|
BUY
|
112,737
|
11.00
|
03/04/2025
|
(425)
|
|
Swedish Krona
|
BUY
|
88,282
|
10.99
|
03/04/2025
|
(425)
|
|
Swedish Krona
|
BUY
|
87,840
|
10.93
|
03/04/2025
|
(889)
|
|
Swedish Krona
|
BUY
|
35,209
|
11.02
|
03/04/2025
|
(66)
|
|
Swedish Krona
|
SELL
|
90,556
|
11.15
|
02/04/2025
|
(769)
|
|
Swedish Krona
|
SELL
|
99,333
|
11.17
|
02/04/2025
|
(1,035)
|
|
Swedish Krona
|
SELL
|
103,710
|
11.19
|
02/04/2025
|
(1,179)
|
|
Swedish Krona
|
SELL
|
112,271
|
11.13
|
02/04/2025
|
(756)
|
|
Swedish Krona
|
SELL
|
120,050
|
11.08
|
02/04/2025
|
(210)
|
|
Swedish Krona
|
SELL
|
124,948
|
11.20
|
02/04/2025
|
(1,642)
|
|
Swedish Krona
|
SELL
|
204,684
|
11.14
|
02/04/2025
|
(1,476)
|
|
Swedish Krona
|
SELL
|
205,459
|
11.15
|
02/04/2025
|
(1,606)
|
|
Swedish Krona
|
SELL
|
206,107
|
11.21
|
02/04/2025
|
(2,766)
|
|
Swedish Krona
|
SELL
|
227,392
|
11.17
|
02/04/2025
|
(2,278)
|
|
Swedish Krona
|
SELL
|
2,313,383
|
11.08
|
02/04/2025
|
(4,114)
|
|
Swiss Franc
|
BUY
|
2,026,456
|
1.10
|
02/04/2025
|
(136)
|
|
Currency
|
|
Total
Contract Value
|
Contract
Price
|
Delivery
Date
|
Unrealized
Depreciation
|
|
Swiss Franc
|
BUY
|
$353,449
|
1.10
|
02/04/2025
|
$(1,046)
|
|
Swiss Franc
|
BUY
|
198,902
|
1.11
|
02/04/2025
|
(675)
|
|
Swiss Franc
|
BUY
|
165,197
|
1.10
|
02/04/2025
|
(8)
|
|
Swiss Franc
|
BUY
|
121,541
|
1.10
|
02/04/2025
|
(402)
|
|
Swiss Franc
|
BUY
|
105,067
|
1.11
|
02/04/2025
|
(447)
|
|
Swiss Franc
|
BUY
|
104,732
|
1.10
|
02/04/2025
|
(112)
|
|
Swiss Franc
|
BUY
|
381,979
|
1.11
|
02/28/2025
|
(1,020)
|
|
Swiss Franc
|
BUY
|
143,934
|
1.11
|
02/28/2025
|
(384)
|
|
Swiss Franc
|
BUY
|
116,254
|
1.11
|
02/28/2025
|
(310)
|
|
Swiss Franc
|
BUY
|
2,025,365
|
1.11
|
03/04/2025
|
(3,719)
|
|
Swiss Franc
|
BUY
|
243,428
|
1.11
|
03/04/2025
|
(389)
|
|
Swiss Franc
|
BUY
|
206,312
|
1.12
|
03/04/2025
|
(1,938)
|
|
Swiss Franc
|
BUY
|
204,995
|
1.11
|
03/04/2025
|
(621)
|
|
Swiss Franc
|
BUY
|
160,567
|
1.11
|
03/04/2025
|
(382)
|
|
Swiss Franc
|
BUY
|
160,507
|
1.11
|
03/04/2025
|
(322)
|
|
Swiss Franc
|
BUY
|
122,541
|
1.11
|
03/04/2025
|
(1,022)
|
|
Swiss Franc
|
BUY
|
106,077
|
1.12
|
03/04/2025
|
(1,128)
|
|
Swiss Franc
|
BUY
|
100,457
|
1.12
|
03/19/2025
|
(862)
|
|
Swiss Franc
|
SELL
|
87,789
|
1.10
|
02/04/2025
|
(312)
|
|
Swiss Franc
|
SELL
|
120,220
|
1.09
|
02/04/2025
|
(919)
|
|
Swiss Franc
|
SELL
|
120,238
|
1.09
|
02/04/2025
|
(901)
|
|
Swiss Franc
|
SELL
|
121,032
|
1.10
|
02/04/2025
|
(107)
|
|
Swiss Franc
|
SELL
|
202,898
|
1.10
|
02/04/2025
|
(836)
|
|
Swiss Franc
|
SELL
|
240,616
|
1.09
|
02/04/2025
|
(1,661)
|
|
Swiss Franc
|
SELL
|
242,121
|
1.10
|
02/04/2025
|
(156)
|
|
Swiss Franc
|
SELL
|
582,183
|
1.10
|
02/04/2025
|
(384)
|
|
Swiss Franc
|
SELL
|
2,024,984
|
1.10
|
02/04/2025
|
(1,336)
|
|
Swiss Franc
|
SELL
|
27,581
|
1.10
|
02/28/2025
|
(25)
|
|
Swiss Franc
|
SELL
|
35,333
|
1.10
|
03/04/2025
|
(18)
|
|
Swiss Franc
|
SELL
|
141,116
|
1.10
|
03/04/2025
|
(288)
|
|
Swiss Franc
|
SELL
|
5,476
|
1.10
|
03/19/2025
|
(57)
|
|
Thai Baht
|
BUY
|
465,005
|
33.51
|
03/04/2025
|
(1,577)
|
|
Thai Baht
|
SELL
|
548,002
|
33.91
|
02/04/2025
|
(3,743)
|
|
Thai Baht
|
SELL
|
623,460
|
34.45
|
02/04/2025
|
(14,402)
|
|
Turkish Lira
|
SELL
|
406,908
|
35.90
|
02/04/2025
|
(170)
|
|
Total Unrealized Depreciation on Forward Currency Contracts
|
$(1,002,471)
|
||||
|
|
Face Amount
|
|
|
|
Proceeds
|
Value
|
|
|
|
Foreign Government Obligations
|
|
|
||
|
AUD
|
1,439,000
|
Australia Government Bond REG S
|
2.75%
|
11/21/2029
|
$845,179
|
$852,309
|
|
EUR
|
1,418,000
|
Bundesrepublik Deutschland Bundesanleihe REG S
|
0.00%
|
08/15/2031
|
1,272,767
|
1,277,464
|
|
|
6,158,000
|
Bundesrepublik Deutschland Bundesanleihe REG S
|
0.25%
|
08/15/2028
|
5,999,431
|
6,012,219
|
|
|
5,767,500
|
Bundesrepublik Deutschland Bundesobligation Inflation Linked
Bond REG S «
|
0.00%
|
04/16/2027
|
5,731,072
|
5,735,622
|
|
CAD
|
934,000
|
Canadian Government Bond
|
2.75%
|
12/01/2048
|
584,809
|
594,001
|
|
EUR
|
463,000
|
European Union REG S
|
0.30%
|
11/04/2050
|
237,722
|
239,305
|
|
|
4,698,000
|
European Union REG S
|
3.00%
|
12/04/2034
|
4,927,225
|
4,921,787
|
|
|
7,217,000
|
European Union REG S
|
3.00%
|
03/04/2053
|
6,965,016
|
6,949,155
|
|
|
1,930,000
|
French Republic Government Bond OAT REG S
|
0.50%
|
05/25/2040
|
1,288,064
|
1,300,760
|
|
|
1,840,000
|
French Republic Government Bond OAT REG S
|
2.50%
|
05/25/2043
|
1,622,265
|
1,636,214
|
|
|
1,449,000
|
French Republic Government Bond OAT REG S
|
2.75%
|
02/25/2030
|
1,500,959
|
1,499,273
|
|
|
1,690,000
|
French Republic Government Bond OAT REG S
|
4.50%
|
04/25/2041
|
1,952,279
|
1,966,863
|
|
|
212,000
|
Italy Buoni Poliennali Del Tesoro REG S
|
3.85%
|
07/01/2034
|
226,125
|
227,475
|
|
|
3,070,000
|
Italy Buoni Poliennali Del Tesoro REG S
|
3.85%
|
02/01/2035
|
3,291,160
|
3,279,520
|
|
|
961,000
|
Italy Buoni Poliennali Del Tesoro REG S
|
4.20%
|
03/01/2034
|
1,056,661
|
1,060,898
|
|
|
1,163,000
|
Italy Buoni Poliennali Del Tesoro REG S
|
4.30%
|
10/01/2054
|
1,220,633
|
1,229,799
|
|
|
2,430,000
|
Italy Buoni Poliennali Del Tesoro REG S
|
4.45%
|
09/01/2043
|
2,679,240
|
2,667,543
|
|
|
2,374,000
|
Italy Buoni Poliennali Del Tesoro REG S
|
4.75%
|
09/01/2044
|
2,731,272
|
2,717,902
|
|
|
1,638,000
|
Italy Buoni Poliennali Del Tesoro REG S
|
6.00%
|
05/01/2031
|
1,987,423
|
1,993,188
|
|
JPY
|
375,150,000
|
Japan Government Ten Year Bond
|
0.10%
|
03/20/2029
|
2,348,392
|
2,349,573
|
|
|
275,350,000
|
Japan Government Ten Year Bond
|
0.50%
|
03/20/2033
|
1,701,545
|
1,701,413
|
|
EUR
|
5,241,500
|
Kingdom of Belgium Government Bond REG S
|
2.85%
|
10/22/2034
|
5,318,895
|
5,382,102
|
|
|
1,737,000
|
Kingdom of Belgium Government Bond REG S
|
2.85%
|
10/22/2034
|
1,794,094
|
1,783,585
|
|
|
938,000
|
Kingdom of Belgium Government Bond REG S
|
2.85%
|
10/22/2034
|
957,362
|
962,933
|
|
|
1,428,400
|
Kingdom of Belgium Government Bond REG S
|
3.00%
|
06/22/2034
|
1,486,438
|
1,492,411
|
|
GBP
|
3,053,000
|
United Kingdom Gilt REG S
|
0.38%
|
10/22/2026
|
3,579,166
|
3,572,590
|
|
|
917,000
|
United Kingdom Gilt REG S
|
0.50%
|
10/22/2061
|
321,645
|
323,309
|
|
|
5,561,000
|
United Kingdom Gilt REG S
|
0.63%
|
07/31/2035
|
4,662,831
|
4,666,315
|
|
|
374,000
|
United Kingdom Gilt REG S
|
0.63%
|
10/22/2050
|
175,611
|
175,781
|
|
|
1,550,000
|
United Kingdom Gilt REG S
|
1.13%
|
01/31/2039
|
1,186,965
|
1,215,659
|
|
|
6,010,130
|
United Kingdom Gilt REG S
|
3.75%
|
01/29/2038
|
6,736,501
|
6,760,136
|
|
|
697,000
|
United Kingdom Gilt REG S
|
4.25%
|
06/07/2032
|
863,795
|
863,409
|
|
|
851,000
|
United Kingdom Gilt REG S
|
4.25%
|
03/07/2036
|
1,022,773
|
1,022,513
|
|
|
1,220,000
|
United Kingdom Gilt REG S
|
4.25%
|
09/07/2039
|
1,390,313
|
1,422,831
|
|
|
3,190,000
|
United Kingdom Gilt REG S
|
4.75%
|
12/07/2030
|
4,078,964
|
4,079,440
|
|
|
920,000
|
United Kingdom Gilt REG S
|
4.75%
|
10/22/2043
|
1,078,525
|
1,104,868
|
|
|
349,828
|
United Kingdom Inflation-Linked Gilt REG S «
|
0.13%
|
11/22/2056
|
260,946
|
260,699
|
|
|
373,137
|
United Kingdom Inflation-Linked Gilt REG S «
|
0.25%
|
03/22/2052
|
307,415
|
307,327
|
|
|
|
Total Foreign Government Obligations
|
85,391,478
|
85,608,191
|
||
|
|
|
United States Government and Agency Obligations
|
|
|
||
|
USD
|
2,822,000
|
United States Treasury Bonds
|
2.38%
|
05/15/2051
|
1,772,348
|
887,883
|
|
|
3,192,000
|
United States Treasury Bonds
|
4.25%
|
02/15/2054
|
2,894,833
|
1,938,808
|
|
|
1,465,523
|
United States Treasury Inflation Protected (TIPS) Notes Ω
|
1.63%
|
10/15/2027
|
1,471,162
|
1,471,934
|
|
|
580,000
|
United States Treasury Notes
|
4.25%
|
01/15/2028
|
579,972
|
580,181
|
|
|
Face Amount
|
|
|
|
Proceeds
|
Value
|
|
|
|
United States Government and Agency Obligations (continued)
|
|
|
||
|
USD
|
13,143,000
|
United States Treasury Notes
|
4.38%
|
12/31/2029
|
$13,112,894
|
$13,170,979
|
|
|
6,280,000
|
United States Treasury Notes
|
4.50%
|
12/31/2031
|
6,274,959
|
4,206,561
|
|
|
|
Total United States Government and Agency Obligations
|
26,106,168
|
22,256,346
|
||
|
|
|
Corporate Obligations
|
|
|
||
|
EUR
|
1,439,000
|
European Investment Bank REG S
|
2.63%
|
09/04/2034
|
1,452,635
|
1,475,839
|
|
|
|
Total Forward Sale Commitments
|
$112,950,281
|
$109,340,376
|
||
|
Contract
|
|
Currency
|
Number
of
Contracts
|
Aggregate
Notional
Value
|
Expiration
Date
|
Unrealized
Appreciation/
(Depreciation)
|
|
10YR Australia Treasury Bonds
|
BUY
|
AUD
|
15
|
$1,688,861
|
03/2025
|
$(2,574)
|
|
10YR Canada Government Bonds
|
SELL
|
CAD
|
6
|
737,900
|
03/2025
|
(3,922)
|
|
10YR Euro-Bund Bonds
|
BUY
|
EUR
|
23
|
3,030,780
|
03/2025
|
17,859
|
|
10YR Euro-Bund Bonds
|
SELL
|
EUR
|
1
|
132,010
|
03/2025
|
(530)
|
|
10YR Japanese Government Bonds
|
SELL
|
JPY
|
5
|
705,859,274
|
03/2025
|
16,205
|
|
10YR US Treasury Notes
|
BUY
|
USD
|
73
|
7,952,156
|
03/2025
|
(6,563)
|
|
10YR US Treasury Notes
|
SELL
|
USD
|
23
|
2,484,969
|
03/2025
|
(18,437)
|
|
3 Month CORRA
|
BUY
|
CAD
|
25
|
6,069,462
|
06/2025
|
7,923
|
|
3 Month Euribor
|
SELL
|
EUR
|
6
|
1,465,888
|
06/2025
|
(2,014)
|
|
3 Month SOFR
|
SELL
|
USD
|
7
|
1,676,088
|
06/2025
|
463
|
|
3 Month SONIA
|
SELL
|
GBP
|
28
|
6,714,815
|
03/2026
|
(12,531)
|
|
3YR Australia Treasury Bonds
|
BUY
|
AUD
|
3
|
317,326
|
03/2025
|
707
|
|
3YR Euro-BTP Italian Government
Bonds
|
SELL
|
EUR
|
43
|
4,604,070
|
03/2025
|
(14,689)
|
|
5YR Euro-Bobl Notes
|
BUY
|
EUR
|
1
|
117,140
|
03/2025
|
301
|
|
5YR US Treasury Notes
|
BUY
|
USD
|
128
|
13,590,157
|
03/2025
|
27,843
|
|
5YR US Treasury Notes
|
SELL
|
USD
|
2
|
212,266
|
03/2025
|
(516)
|
|
Brent Crude Oil
|
BUY
|
USD
|
3
|
240,038
|
02/2025
|
(13,028)
|
|
Brent Crude Oil
|
BUY
|
USD
|
3
|
221,605
|
09/2025
|
(6,025)
|
|
Brent Crude Oil
|
SELL
|
USD
|
1
|
79,642
|
02/2025
|
3,972
|
|
Brent Crude Oil
|
SELL
|
USD
|
5
|
392,576
|
03/2025
|
17,976
|
|
Canola
|
BUY
|
CAD
|
13
|
167,418
|
03/2025
|
(1,044)
|
|
Coffee
|
BUY
|
USD
|
5
|
253,330
|
03/2025
|
32,570
|
|
Coffee
|
BUY
|
USD
|
1
|
117,844
|
12/2025
|
9,675
|
|
Coffee
|
SELL
|
USD
|
2
|
240,638
|
03/2025
|
(42,750)
|
|
Copper
|
SELL
|
USD
|
1
|
105,775
|
03/2025
|
(1,200)
|
|
Corn
|
BUY
|
USD
|
8
|
183,338
|
12/2025
|
763
|
|
Corn
|
SELL
|
USD
|
13
|
303,875
|
03/2025
|
(9,425)
|
|
Cotton
|
BUY
|
USD
|
3
|
102,765
|
03/2025
|
(3,945)
|
|
Cotton
|
BUY
|
USD
|
1
|
34,945
|
12/2025
|
(590)
|
|
DJ Euro Stoxx 50 Index
|
BUY
|
EUR
|
1
|
50,300
|
03/2025
|
2,713
|
|
DJ Euro Stoxx 50 Index
|
SELL
|
EUR
|
23
|
1,196,517
|
03/2025
|
(21,220)
|
|
E-Mini Nasdaq 100 Index
|
SELL
|
USD
|
39
|
1,696,405
|
03/2025
|
12,444
|
|
E-Mini S&P 500 Index
|
BUY
|
USD
|
1
|
304,338
|
03/2025
|
(975)
|
|
E-Mini S&P 500 Index
|
SELL
|
USD
|
70
|
2,101,633
|
03/2025
|
(21,905)
|
|
Euro-BTP Italian Government Bonds
|
SELL
|
EUR
|
79
|
9,392,050
|
03/2025
|
(78,289)
|
|
Euro-Oat
|
SELL
|
EUR
|
32
|
3,925,150
|
03/2025
|
(23,920)
|
|
Euro-Schatz
|
BUY
|
EUR
|
86
|
9,165,390
|
03/2025
|
21,519
|
|
Euro-Schatz
|
BUY
|
EUR
|
78
|
8,840
|
03/2025
|
5,000
|
|
Euro-Schatz
|
SELL
|
EUR
|
17
|
1,814,495
|
03/2025
|
(1,414)
|
|
FTSE 100 Index
|
BUY
|
GBP
|
8
|
680,280
|
03/2025
|
15,656
|
|
FTSE Taiwan
|
BUY
|
USD
|
1
|
76,220
|
02/2025
|
260
|
|
Gas Oil
|
BUY
|
USD
|
1
|
73,150
|
03/2025
|
(2,450)
|
|
Gas Oil
|
BUY
|
USD
|
1
|
67,475
|
11/2025
|
(75)
|
|
Gasoline RBOB
|
BUY
|
USD
|
1
|
88,855
|
02/2025
|
(2,386)
|
|
Gasoline RBOB
|
BUY
|
USD
|
1
|
82,547
|
10/2025
|
(336)
|
|
Contract
|
|
Currency
|
Number
of
Contracts
|
Aggregate
Notional
Value
|
Expiration
Date
|
Unrealized
Appreciation/
(Depreciation)
|
|
Gold 100 Oz
|
SELL
|
USD
|
1
|
$276,610
|
04/2025
|
$(6,890)
|
|
Hang Seng China Enterprises Index
|
BUY
|
HKD
|
1
|
1,012,600
|
02/2025
|
468
|
|
Heating Oil
|
BUY
|
USD
|
1
|
95,932
|
10/2025
|
(260)
|
|
H-Shares Index
|
BUY
|
HKD
|
10
|
3,709,000
|
02/2025
|
193
|
|
IBEX 35 Mini Index
|
BUY
|
EUR
|
1
|
119,620
|
02/2025
|
4,484
|
|
Lean Hogs
|
BUY
|
USD
|
2
|
66,220
|
10/2025
|
2,180
|
|
Lean Hogs
|
SELL
|
USD
|
7
|
250,046
|
04/2025
|
(2,934)
|
|
Live Cattle
|
BUY
|
USD
|
1
|
133,938
|
03/2025
|
3,925
|
|
Live Cattle
|
BUY
|
USD
|
1
|
76,595
|
10/2025
|
885
|
|
Live Cattle
|
SELL
|
USD
|
2
|
158,529
|
04/2025
|
(3,311)
|
|
LME Aluminum
|
BUY
|
USD
|
1
|
64,472
|
02/2025
|
598
|
|
LME Aluminum
|
BUY
|
USD
|
1
|
65,301
|
03/2025
|
(133)
|
|
LME Aluminum
|
BUY
|
USD
|
1
|
66,096
|
06/2025
|
(1,077)
|
|
LME Aluminum
|
SELL
|
USD
|
1
|
62,736
|
02/2025
|
(2,334)
|
|
LME Aluminum
|
SELL
|
USD
|
4
|
253,635
|
03/2025
|
(7,040)
|
|
LME Aluminum
|
SELL
|
USD
|
1
|
64,469
|
06/2025
|
(550)
|
|
LME Copper
|
SELL
|
USD
|
1
|
226,711
|
03/2025
|
1,849
|
|
LME Lead
|
BUY
|
USD
|
6
|
291,023
|
02/2025
|
(2,402)
|
|
LME Lead
|
BUY
|
USD
|
4
|
195,166
|
03/2025
|
(1,713)
|
|
LME Lead
|
SELL
|
USD
|
6
|
291,437
|
02/2025
|
2,816
|
|
LME Nickel
|
BUY
|
USD
|
3
|
275,014
|
02/2025
|
(4,220)
|
|
LME Nickel
|
BUY
|
USD
|
3
|
285,054
|
03/2025
|
(13,036)
|
|
LME Nickel
|
SELL
|
USD
|
3
|
283,727
|
02/2025
|
12,933
|
|
LME Nickel
|
SELL
|
USD
|
2
|
188,083
|
03/2025
|
6,737
|
|
LME Tin
|
BUY
|
USD
|
1
|
149,004
|
03/2025
|
1,226
|
|
LME Zinc
|
BUY
|
USD
|
1
|
71,141
|
02/2025
|
(3,541)
|
|
LME Zinc
|
BUY
|
USD
|
2
|
143,138
|
03/2025
|
(7,030)
|
|
LME Zinc
|
SELL
|
USD
|
1
|
71,464
|
02/2025
|
3,864
|
|
LME Zinc
|
SELL
|
USD
|
4
|
286,473
|
03/2025
|
14,258
|
|
Natural Gas
|
BUY
|
EUR
|
6
|
215,203
|
02/2025
|
23,003
|
|
Natural Gas
|
BUY
|
USD
|
7
|
286,280
|
10/2025
|
(12,580)
|
|
Natural Gas
|
SELL
|
USD
|
12
|
378,200
|
02/2025
|
12,920
|
|
Palladium
|
BUY
|
USD
|
3
|
283,126
|
03/2025
|
38,414
|
|
Platinum
|
BUY
|
USD
|
4
|
195,295
|
04/2025
|
13,445
|
|
Rapeseed
|
BUY
|
EUR
|
10
|
269,826
|
04/2025
|
(12,553)
|
|
S&P ASX 200 Index
|
BUY
|
AUD
|
1
|
209,275
|
03/2025
|
2,121
|
|
S&P TSX 60 Index
|
BUY
|
CAD
|
1
|
299,420
|
03/2025
|
6,256
|
|
Silver
|
BUY
|
USD
|
1
|
163,400
|
03/2025
|
(2,075)
|
|
Soybean
|
BUY
|
USD
|
4
|
203,001
|
11/2025
|
7,199
|
|
Soybean
|
SELL
|
USD
|
7
|
349,113
|
03/2025
|
(15,588)
|
|
Soybean Oil
|
BUY
|
USD
|
4
|
100,026
|
12/2025
|
9,630
|
|
Soybean Oil
|
BUY
|
USD
|
3
|
97,684
|
12/2025
|
(934)
|
|
Soybean Oil
|
SELL
|
USD
|
4
|
122,540
|
03/2025
|
2,100
|
|
Soybean Oil
|
SELL
|
USD
|
1
|
27,474
|
03/2025
|
(192)
|
|
Sugar
|
BUY
|
USD
|
1
|
21,787
|
02/2025
|
(115)
|
|
Sugar
|
BUY
|
USD
|
5
|
125,210
|
04/2025
|
315
|
|
Contract
|
|
Currency
|
Number
of
Contracts
|
Aggregate
Notional
Value
|
Expiration
Date
|
Unrealized
Appreciation/
(Depreciation)
|
|
Sugar
|
BUY
|
USD
|
5
|
$99,314
|
09/2025
|
$(530)
|
|
TOPIX Index
|
SELL
|
JPY
|
1
|
27,590,000
|
03/2025
|
(2,067)
|
|
Ultra 10YR US Treasury Notes
|
BUY
|
USD
|
15
|
1,674,219
|
03/2025
|
(3,594)
|
|
Ultra Long US Treasury Bonds
|
SELL
|
USD
|
8
|
924,988
|
03/2025
|
(22,762)
|
|
US Treasury Long Bonds
|
BUY
|
USD
|
4
|
447,039
|
03/2025
|
8,586
|
|
Wheat
|
BUY
|
EUR
|
6
|
70,263
|
03/2025
|
(689)
|
|
Wheat
|
BUY
|
USD
|
6
|
177,700
|
03/2025
|
6,950
|
|
Wheat
|
BUY
|
USD
|
4
|
108,550
|
03/2025
|
3,350
|
|
Wheat
|
BUY
|
USD
|
3
|
89,338
|
12/2025
|
3,213
|
|
Wheat
|
BUY
|
USD
|
2
|
60,163
|
12/2025
|
2,563
|
|
WTI Crude Oil
|
BUY
|
USD
|
3
|
206,340
|
10/2025
|
(1,830)
|
|
WTI Crude Oil
|
SELL
|
USD
|
5
|
370,660
|
02/2025
|
8,010
|
|
Total Futures Contracts
|
$(26,393)
|
|||||
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Receive
(Pay)
|
Reference
Obligation
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
USD
|
475,000
|
03/28/2027
|
MSI
|
1.00%
|
Mexico Government International Bond
|
$(6,168)
|
$57
|
|
|
550,000
|
01/16/2030
|
BCY
|
1.00%
|
Saudi Government International Bonds
|
8,696
|
1,034
|
|
|
750,000
|
09/12/2031
|
MSI
|
1.00%
|
Republic of Brazil Government International
Bond
|
(28,985)
|
4,988
|
|
|
825,000
|
09/12/2031
|
MSI
|
1.00%
|
Republic of Brazil Government International
Bond
|
(31,935)
|
5,538
|
|
|
40,000
|
11/21/2033
|
JPM
|
1.00%
|
Peruvian Government International Bond
|
389
|
(40)
|
|
|
60,000
|
11/21/2033
|
BCY
|
1.00%
|
Peruvian Government International Bond
|
596
|
(73)
|
|
|
325,000
|
11/21/2033
|
GST
|
1.00%
|
Peruvian Government International Bond
|
2,253
|
581
|
|
Total Bi-Lateral Credit Default Swaps
|
$(55,154)
|
$12,085
|
|||||
|
Currency
|
Notional
|
Expiration
Date
|
Exchange
|
Receive
(Pay)
|
Reference
Obligation
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
402,000
|
12/20/2029
|
ICE
|
(1.00%)
|
CDX EM Series 42 Version 1 Index
|
$(9,756)
|
$(30)
|
|
|
|
115,000
|
12/20/2029
|
ICE
|
5.00%
|
CDX NA HY Series 43 Version 1 Index
|
(9,522)
|
(471)
|
|
|
EUR
|
435,000
|
12/20/2029
|
ICE
|
5.00%
|
iTraxx Europe Crossover Series 42 Version 2 Index
|
(98,929)
|
(11,582)
|
|
|
|
1,512,000
|
12/20/2029
|
ICE
|
1.00%
|
iTraxx Europe Senior Financial Series 42 Version 1
Index
|
(25,555)
|
(5,089)
|
|
|
USD
|
4,525,000
|
12/20/2029
|
ICE
|
1.00%
|
CDX NA IG Series 43 Version 1 Index
|
(96,121)
|
(11,388)
|
|
|
Total Centrally Cleared Credit Default Swaps
|
$(239,883)
|
$(28,560)
|
||||||
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Fixed
Rate
|
Pay/Receive
Variable Rate
|
Variable
Rate
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
JPY
|
27,696,427,606
|
06/17/2025
|
BOA
|
0.50%
|
Receive
|
1 Day JPY TONA
|
$2,190
|
$3,487
|
|
EUR
|
1,790,171
|
02/12/2026
|
MSI
|
2.25%
|
Receive
|
12 Month EUR STR
|
176
|
(1,791)
|
|
JPY
|
15,529,078,295
|
02/28/2026
|
CBK
|
0.56%
|
Receive
|
12 Month JPY TONA
|
37,072
|
49,165
|
|
MXN
|
56,242,000
|
03/18/2026
|
GST
|
9.15%
|
Receive
|
28 Day MXN TIIE Banxico
|
0
|
(3,412)
|
|
ZAR
|
19,554,673
|
03/19/2026
|
PAR
|
7.41%
|
Pay
|
3 Month ZAR JIBAR
SAFEX
|
(36)
|
(66)
|
|
NZD
|
658,104
|
03/19/2026
|
CBK
|
3.50%
|
Receive
|
6 Month NZD BBR FRA
|
(506)
|
183
|
|
SGD
|
673,000
|
03/19/2026
|
CBK
|
2.70%
|
Receive
|
6 Month SGD SOR
Telerate
|
0
|
(535)
|
|
CAD
|
1,543,065
|
03/19/2026
|
RBC
|
2.75%
|
Receive
|
CAD CORRA
|
45
|
(1,718)
|
|
PLN
|
2,489,171
|
03/19/2026
|
SGF
|
5.44%
|
Receive
|
12 Month PLN WIBOR
WIBO
|
42
|
291
|
|
ILS
|
8,819,202
|
03/19/2026
|
MSI
|
4.27%
|
Receive
|
12 Month ILS TELBOR
|
56
|
(167)
|
|
CLP
|
681,723,962
|
03/19/2026
|
CBK
|
5.17%
|
Receive
|
CLP TNA ABIF
|
(5)
|
843
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Fixed
Rate
|
Pay/Receive
Variable Rate
|
Variable
Rate
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
GBP
|
476,922
|
06/18/2026
|
BOA
|
4.28%
|
Pay
|
12 Month GBP WMBA
SONIA Compound
|
$96
|
$1,193
|
|
SEK
|
11,249,870
|
06/18/2026
|
GST
|
1.84%
|
Receive
|
12 Month SEK STIBOR
SIDE
|
3,621
|
(968)
|
|
NOK
|
13,929,255
|
06/18/2026
|
JPM
|
3.72%
|
Receive
|
12 Month NOK NIBOR
NIBR
|
5,763
|
(2,300)
|
|
GBP
|
69,882,924
|
06/18/2026
|
LBP
|
3.97%
|
Receive
|
12 Month GBP WMBA
SONIA Compound
|
251,332
|
(185,848)
|
|
JPY
|
6,354,469,849
|
06/18/2026
|
MSI
|
0.69%
|
Receive
|
12 Month JPY TONA
|
11,294
|
14,977
|
|
GBP
|
705,211
|
09/17/2026
|
BCY
|
3.69%
|
Pay
|
12 Month GBP WMBA
SONIA Compound
|
(4,013)
|
1,640
|
|
|
2,833,121
|
10/22/2026
|
PAR
|
4.53%
|
Pay
|
12 Month GBP WMBA
SONIA Compound
|
9,846
|
10,850
|
|
AUD
|
1,060,441
|
12/17/2026
|
TDS
|
4.13%
|
Pay
|
3 Month AUD BBR BBSW
|
2,223
|
882
|
|
CAD
|
877,263
|
12/17/2026
|
RBC
|
2.97%
|
Receive
|
CAD CORRA
|
(1,908)
|
(1,240)
|
|
NOK
|
24,694,984
|
12/17/2026
|
JPM
|
3.16%
|
Receive
|
12 Month NOK NIBOR
NIBR
|
17,573
|
(5,041)
|
|
BRL
|
1,744,076
|
01/04/2027
|
BOA
|
15.23%
|
Receive
|
BRL CDI
|
0
|
(1,751)
|
|
GBP
|
2,489,773
|
03/07/2027
|
PAR
|
4.47%
|
Receive
|
12 Month GBP WMBA
SONIA Compound
|
2,215
|
(12,099)
|
|
MXN
|
71,595,000
|
03/17/2027
|
PAR
|
9.01%
|
Pay
|
28 Day MXN TIIE Banxico
|
0
|
6,096
|
|
|
36,836,000
|
03/17/2027
|
CBK
|
8.89%
|
Receive
|
28 Day MXN TIIE Banxico
|
0
|
(1,341)
|
|
KRW
|
693,476,445
|
03/18/2027
|
HUS
|
2.57%
|
Pay
|
3 Month KRW CD KSDA
|
40
|
152
|
|
CLP
|
618,098,030
|
03/18/2027
|
CBK
|
5.58%
|
Pay
|
CLP TNA ABIF
|
(4)
|
109
|
|
HUF
|
545,927,362
|
03/18/2027
|
PAR
|
6.49%
|
Pay
|
12 Month HUF BUBOR
|
(56)
|
3,624
|
|
ZAR
|
30,573,133
|
03/18/2027
|
PAR
|
7.41%
|
Pay
|
3 Month ZAR JIBAR
SAFEX
|
(61)
|
901
|
|
PLN
|
5,714,625
|
03/18/2027
|
SGF
|
4.67%
|
Pay
|
12 Month PLN WIBOR
WIBO
|
91
|
2,277
|
|
ILS
|
9,021,216
|
03/18/2027
|
MSI
|
3.93%
|
Receive
|
12 Month ILS TELBOR
|
59
|
(2,076)
|
|
KRW
|
2,578,605,514
|
03/19/2027
|
HUS
|
2.61%
|
Pay
|
3 Month KRW CD KSDA
|
306
|
818
|
|
CLP
|
1,193,713,113
|
03/19/2027
|
CBK
|
5.30%
|
Pay
|
6 Month CLP TNA ABIF
|
(15)
|
(1,193)
|
|
SEK
|
63,844,492
|
03/19/2027
|
DBK
|
1.81%
|
Pay
|
12 Month SEK STIBOR
SIDE
|
(59,496)
|
21,041
|
|
ILS
|
9,531,487
|
03/19/2027
|
MSI
|
4.10%
|
Pay
|
12 Month ILS TELBOR
|
141
|
2,136
|
|
CAD
|
5,424,309
|
03/19/2027
|
RBC
|
2.59%
|
Pay
|
6 Month CAD CORRA
|
(6,490)
|
13,518
|
|
EUR
|
5,258,838
|
03/19/2027
|
BCY
|
2.16%
|
Pay
|
12 Month EUR EURIBOR
|
(11,242)
|
4,251
|
|
SGD
|
1,152,000
|
03/19/2027
|
PAR
|
2.69%
|
Pay
|
6 Month SGD SOR
Telerate
|
0
|
2,463
|
|
USD
|
213,220
|
03/19/2027
|
PAR
|
2.97%
|
Receive
|
12 Month USD SOFR
|
4,220
|
86
|
|
PLN
|
2,090,265
|
03/19/2027
|
SGF
|
5.13%
|
Receive
|
12 Month PLN WIBOR
WIBO
|
65
|
(633)
|
|
MYR
|
3,391,000
|
03/19/2027
|
SCB
|
3.48%
|
Receive
|
3 Month MYR KLIBOR
BNM
|
0
|
(201)
|
|
AUD
|
3,879,646
|
03/19/2027
|
TDS
|
3.28%
|
Receive
|
3 Month AUD BBR BBSW
|
26,016
|
(5,558)
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Fixed
Rate
|
Pay/Receive
Variable Rate
|
Variable
Rate
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
ZAR
|
5,813,000
|
03/19/2027
|
CBK
|
7.44%
|
Receive
|
3 Month ZAR JIBAR
SAFEX
|
$0
|
$(313)
|
|
|
29,161,083
|
03/19/2027
|
PAR
|
7.41%
|
Receive
|
3 Month ZAR JIBAR
SAFEX
|
(102)
|
(527)
|
|
INR
|
129,746,302
|
03/19/2027
|
PAR
|
6.14%
|
Receive
|
6 Month INR FBIL MIBOR
OIS Compound
|
(113)
|
(2,374)
|
|
HUF
|
202,099,502
|
03/19/2027
|
PAR
|
6.56%
|
Receive
|
12 Month HUF BUBOR
|
(44)
|
(1,763)
|
|
COP
|
1,549,486,026
|
03/19/2027
|
MSI
|
8.19%
|
Receive
|
3 Moonth COP IBR OIS
Compound
|
(303)
|
(739)
|
|
MXN
|
19,581,000
|
06/16/2027
|
JPM
|
8.91%
|
Pay
|
28 Day MXN TIIE Banxico
|
0
|
740
|
|
EUR
|
643,138
|
06/17/2027
|
BCY
|
1.91%
|
Receive
|
12 Month EUR EURIBOR
|
2,217
|
(425)
|
|
NZD
|
3,082,285
|
06/17/2027
|
CBK
|
3.44%
|
Receive
|
6 Month NZD BBR FRA
|
(2,098)
|
2,274
|
|
SEK
|
10,056,263
|
06/17/2027
|
DBK
|
1.97%
|
Receive
|
12 Month SEK STIBOR
SIDE
|
3,723
|
(1,707)
|
|
NZD
|
2,255,412
|
06/18/2027
|
CBK
|
3.47%
|
Pay
|
6 Month NZD BBR FRA
|
4,285
|
(2,363)
|
|
GBP
|
463,887
|
06/18/2027
|
LBP
|
3.97%
|
Pay
|
12 Month GBP WMBA
SONIA Compound
|
(2,313)
|
2,427
|
|
CNY
|
2,555,000
|
06/18/2027
|
HUS
|
1.45%
|
Receive
|
3 Month CNY
CNREPOFIX
|
0
|
63
|
|
NOK
|
8,691,814
|
06/18/2027
|
MSI
|
3.69%
|
Receive
|
12 Month NOK NIBOR
NIBR
|
9,074
|
(5,256)
|
|
INR
|
20,205,000
|
06/18/2027
|
BOA
|
6.11%
|
Receive
|
6 Month INR FBIL MIBOR
OIS Compound
|
0
|
(448)
|
|
|
23,870,000
|
06/18/2027
|
CBK
|
6.27%
|
Receive
|
6 Month INR FBIL MIBOR
OIS Compound
|
0
|
(1,328)
|
|
USD
|
2,170,881
|
02/03/2028
|
CAG
|
4.09%
|
Receive
|
12 Month USD SOFR
|
881
|
(2,745)
|
|
EUR
|
5,064,372
|
04/11/2028
|
BOA
|
2.31%
|
Receive
|
12 Month EUR EURIBOR
|
(651)
|
(5,132)
|
|
|
919,508
|
04/12/2028
|
PAR
|
2.19%
|
Receive
|
12 Month EUR STR
|
(507)
|
(3,311)
|
|
USD
|
10,465,310
|
05/31/2029
|
BCY
|
4.13%
|
Receive
|
12 Month USD SOFR
|
(23,690)
|
(8,874)
|
|
|
1,031,928
|
06/11/2029
|
BCY
|
4.09%
|
Receive
|
12 Month USD SOFR
|
(72)
|
(1,222)
|
|
AUD
|
636,516
|
09/16/2029
|
TDS
|
3.84%
|
Pay
|
3 Month AUD BBR BBSW
|
(1,571)
|
1,409
|
|
CAD
|
292,394
|
09/16/2029
|
RBC
|
3.00%
|
Receive
|
6 Month CAD CORRA
|
(1,817)
|
(795)
|
|
SEK
|
7,461,236
|
12/16/2029
|
DBK
|
2.56%
|
Pay
|
12 Month SEK STIBOR
SIDE
|
(292)
|
4,190
|
|
NOK
|
8,143,224
|
12/16/2029
|
JPM
|
3.59%
|
Receive
|
12 Month NOK NIBOR
NIBR
|
7,527
|
(5,157)
|
|
BRL
|
533,346
|
01/02/2030
|
SBK
|
14.77%
|
Receive
|
BRL CDI
|
0
|
(563)
|
|
EUR
|
5,756,992
|
01/15/2030
|
MSI
|
1.96%
|
Pay
|
Eurostat Eurozone HICP
ex-Tobacco NSA
|
1,038
|
4,046
|
|
USD
|
5,553,836
|
01/15/2030
|
JPM
|
2.45%
|
Pay
|
US CPI Urban Consumers
NSA
|
(2,836)
|
(26,173)
|
|
|
5,440,728
|
01/15/2030
|
JPM
|
2.52%
|
Pay
|
US CPI Urban Consumers
NSA
|
2,272
|
(13,516)
|
|
EUR
|
2,455,215
|
01/15/2030
|
UBS
|
1.97%
|
Pay
|
Eurostat Eurozone HICP
ex-Tobacco NSA
|
2,888
|
523
|
|
USD
|
1,458,854
|
01/16/2030
|
JPM
|
4.13%
|
Receive
|
12 Month USD SOFR
|
(1,146)
|
(2,823)
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Fixed
Rate
|
Pay/Receive
Variable Rate
|
Variable
Rate
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
AUD
|
819,189
|
01/21/2030
|
UBS
|
4.31%
|
Receive
|
6 Month AUD BBR BBSW
|
$(502)
|
$(5,306)
|
|
EUR
|
3,235,000
|
01/22/2030
|
CAG
|
2.50%
|
Receive
|
12 Month EUR EURIBOR
|
0
|
(30,681)
|
|
|
11,121,144
|
01/31/2030
|
JPM
|
2.38%
|
Pay
|
12 Month EUR EURIBOR
|
(4,318)
|
22,736
|
|
USD
|
3,555,092
|
01/31/2030
|
JPM
|
2.56%
|
Pay
|
US CPI Urban Consumers
NSA
|
1,908
|
(1,166)
|
|
EUR
|
11,088,279
|
01/31/2030
|
JPM
|
2.47%
|
Receive
|
12 Month EUR EURIBOR
|
(8,046)
|
(23,326)
|
|
MXN
|
35,971,000
|
03/13/2030
|
MSI
|
9.12%
|
Receive
|
28 Day MXN TIIE Banxico
|
0
|
(3,182)
|
|
USD
|
5,448,682
|
03/14/2030
|
HUS
|
4.09%
|
Receive
|
12 Month USD SOFR
|
16,683
|
(22,080)
|
|
ILS
|
1,370,098
|
03/17/2030
|
MSI
|
4.08%
|
Receive
|
12 Month ILS TELBOR
|
27
|
(1,112)
|
|
MYR
|
2,045,000
|
03/17/2030
|
SCB
|
3.60%
|
Receive
|
3 Month MYR KLIBOR
BNM
|
0
|
(329)
|
|
ZAR
|
15,870,507
|
03/17/2030
|
PAR
|
8.23%
|
Receive
|
3 Month ZAR JIBAR
SAFEX
|
(80)
|
(1,649)
|
|
INR
|
161,780,825
|
03/17/2030
|
PAR
|
6.18%
|
Receive
|
6 Month INR FBIL MIBOR
OIS Compound
|
(142)
|
(3,649)
|
|
COP
|
1,468,512,093
|
03/17/2030
|
MSI
|
9.03%
|
Receive
|
3 Moonth COP IBR OIS
Compound
|
(388)
|
(1,645)
|
|
KRW
|
919,329,061
|
03/19/2030
|
PAR
|
2.64%
|
Pay
|
3 Month KRW CD KSDA
|
33
|
863
|
|
CLP
|
530,772,144
|
03/19/2030
|
CBK
|
5.52%
|
Pay
|
6 Month CLP TNA ABIF
|
(19)
|
(898)
|
|
INR
|
136,509,325
|
03/19/2030
|
PAR
|
6.16%
|
Pay
|
6 Month INR FBIL MIBOR
OIS Compound
|
253
|
5,546
|
|
EUR
|
5,974,907
|
03/19/2030
|
BOA
|
2.41%
|
Receive
|
12 Month EUR EURIBOR
|
(2,933)
|
38,177
|
|
USD
|
3,563,294
|
03/19/2030
|
JPM
|
2.97%
|
Pay
|
12 Month USD SOFR
|
(172,294)
|
6,939
|
|
CZK
|
2,194,136
|
03/19/2030
|
HUS
|
3.68%
|
Pay
|
12 Month CZK PRIBOR
PRBO
|
(6)
|
774
|
|
MYR
|
1,120,000
|
03/19/2030
|
SCB
|
3.55%
|
Receive
|
3 Month MYR KLIBOR
BNM
|
0
|
248
|
|
EUR
|
430,000
|
03/19/2030
|
DBK
|
2.47%
|
Pay
|
12 Month EUR EURIBOR
|
0
|
3,788
|
|
AUD
|
27,613
|
03/19/2030
|
TDS
|
3.59%
|
Pay
|
6 Month AUD BBR BBSW
|
(382)
|
39
|
|
CNY
|
775,000
|
03/19/2030
|
HUS
|
1.42%
|
Receive
|
3 Month CNY
CNREPOFIX
|
1
|
265
|
|
CAD
|
1,689,907
|
03/19/2030
|
RBC
|
2.53%
|
Receive
|
6 Month CAD CORRA
|
8,998
|
(7,933)
|
|
ZAR
|
1,777,000
|
03/19/2030
|
BOA
|
7.89%
|
Receive
|
3 Month ZAR JIBAR
SAFEX
|
0
|
(319)
|
|
PLN
|
4,775,537
|
03/19/2030
|
SGF
|
5.01%
|
Receive
|
12 Month PLN WIBOR
WIBO
|
374
|
(7,046)
|
|
SEK
|
4,927,719
|
03/19/2030
|
DBK
|
2.56%
|
Receive
|
12 Month SEK STIBOR
SIDE
|
(202)
|
(5,437)
|
|
NOK
|
5,789,291
|
03/19/2030
|
JPM
|
3.72%
|
Receive
|
12 Month NOK NIBOR
NIBR
|
8,945
|
(5,492)
|
|
HUF
|
22,706,000
|
03/19/2030
|
BOA
|
6.80%
|
Receive
|
12 Month HUF BUBOR
|
0
|
(831)
|
|
ZAR
|
33,505,123
|
03/19/2030
|
PAR
|
7.86%
|
Receive
|
3 Month ZAR JIBAR
SAFEX
|
(262)
|
(4,055)
|
|
HUF
|
35,951,000
|
03/19/2030
|
MSI
|
6.75%
|
Receive
|
12 Month HUF BUBOR
|
0
|
(1,144)
|
|
SEK
|
78,106,874
|
03/19/2030
|
DBK
|
2.50%
|
Receive
|
12 Month SEK STIBOR
SIDE
|
(6,914)
|
(62,713)
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Fixed
Rate
|
Pay/Receive
Variable Rate
|
Variable
Rate
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
HUF
|
199,653,675
|
03/19/2030
|
PAR
|
6.70%
|
Receive
|
12 Month HUF BUBOR
|
$(93)
|
$(5,134)
|
|
NZD
|
649,308
|
06/16/2030
|
CBK
|
3.78%
|
Pay
|
6 Month NZD BBR FRA
|
(739)
|
(599)
|
|
GBP
|
350,609
|
06/16/2030
|
BCY
|
3.66%
|
Receive
|
12 Month GBP WMBA
SONIA Compound
|
3,260
|
(1,183)
|
|
MYR
|
963,000
|
06/16/2030
|
GST
|
3.70%
|
Receive
|
3 Month MYR KLIBOR
BNM
|
0
|
(582)
|
|
EUR
|
1,329,624
|
06/16/2030
|
JPM
|
2.03%
|
Receive
|
12 Month EUR EURIBOR
|
15,063
|
(3,277)
|
|
USD
|
1,528,425
|
06/16/2030
|
JPM
|
3.59%
|
Receive
|
12 Month USD SOFR
|
20,425
|
(2,073)
|
|
KRW
|
165,052,000
|
06/18/2030
|
DBF
|
2.67%
|
Pay
|
3 Month KRW CD KSDA
|
0
|
401
|
|
|
73,290,000
|
06/18/2030
|
JPM
|
2.69%
|
Pay
|
3 Month KRW CD KSDA
|
0
|
208
|
|
SEK
|
14,964,936
|
06/18/2030
|
DBK
|
2.09%
|
Pay
|
12 Month SEK STIBOR
SIDE
|
(25,886)
|
12,992
|
|
INR
|
11,911,000
|
06/18/2030
|
DBF
|
6.09%
|
Pay
|
6 Month INR FBIL MIBOR
OIS Compound
|
0
|
150
|
|
EUR
|
2,194,252
|
06/18/2030
|
BCY
|
1.97%
|
Pay
|
12 Month EUR EURIBOR
|
(36,565)
|
4,313
|
|
MYR
|
426,000
|
06/18/2030
|
CBK
|
3.52%
|
Receive
|
3 Month MYR KLIBOR
BNM
|
0
|
(60)
|
|
SGD
|
219,000
|
06/18/2030
|
DBF
|
2.72%
|
Pay
|
6 Month SGD SOR
Telerate
|
0
|
919
|
|
EUR
|
593,469
|
11/11/2030
|
BOA
|
2.50%
|
Receive
|
12 Month EUR EURIBOR
|
1,512
|
(6,788)
|
|
|
3,368,531
|
06/17/2031
|
BCY
|
0.56%
|
Receive
|
12 Month EUR EURIBOR
|
(273,511)
|
15,002
|
|
USD
|
3,364,506
|
11/30/2031
|
MSI
|
4.03%
|
Receive
|
12 Month USD SOFR
|
(494)
|
8,948
|
|
|
1,017,927
|
01/15/2032
|
GST
|
4.16%
|
Receive
|
12 Month USD SOFR
|
(2,072)
|
(2,770)
|
|
EUR
|
2,101,886
|
01/30/2032
|
JPM
|
2.41%
|
Receive
|
12 Month EUR EURIBOR
|
1,961
|
(11,527)
|
|
|
1,215,388
|
03/19/2032
|
BOA
|
2.44%
|
Pay
|
12 Month EUR EURIBOR
|
(405)
|
8,898
|
|
|
299,316
|
04/23/2033
|
BCY
|
2.50%
|
Receive
|
12 Month EUR EURIBOR
|
(704)
|
(2,434)
|
|
GBP
|
1,768,790
|
01/31/2034
|
DBF
|
4.13%
|
Receive
|
12 Month GBP WMBA
SONIA Compound
|
(1,511)
|
(22,379)
|
|
EUR
|
485,197
|
02/15/2034
|
CAG
|
2.47%
|
Receive
|
12 Month EUR EURIBOR
|
202
|
(3,516)
|
|
|
635,386
|
06/05/2034
|
BCY
|
2.88%
|
Receive
|
12 Month EUR EURIBOR
|
(31,531)
|
(6,688)
|
|
|
1,355,844
|
06/05/2034
|
GST
|
2.81%
|
Receive
|
12 Month EUR EURIBOR
|
(57,838)
|
(14,010)
|
|
|
605,362
|
07/02/2034
|
JPM
|
2.41%
|
Receive
|
12 Month EUR EURIBOR
|
374
|
(5,515)
|
|
|
1,815,845
|
07/04/2034
|
BCY
|
3.25%
|
Receive
|
12 Month EUR EURIBOR
|
(161,878)
|
(19,752)
|
|
|
1,401,395
|
09/04/2034
|
CBK
|
2.53%
|
Pay
|
12 Month EUR EURIBOR
|
3,714
|
12,546
|
|
AUD
|
2,059,720
|
09/19/2034
|
TDS
|
4.59%
|
Pay
|
6 Month AUD BBR BBSW
|
(9,820)
|
2,876
|
|
GBP
|
469,806
|
09/19/2034
|
LBP
|
3.50%
|
Pay
|
12 Month GBP WMBA
SONIA Compound
|
(13,448)
|
1,484
|
|
CAD
|
573,505
|
09/19/2034
|
RBC
|
3.41%
|
Receive
|
6 Month CAD CORRA
|
(3,133)
|
(2,128)
|
|
EUR
|
883,476
|
10/22/2034
|
CBK
|
2.38%
|
Pay
|
12 Month EUR STR
|
1,588
|
8,096
|
|
|
3,826,368
|
12/04/2034
|
JPM
|
2.59%
|
Pay
|
12 Month EUR EURIBOR
|
2,683
|
61,900
|
|
USD
|
2,613,971
|
12/19/2034
|
BCY
|
3.78%
|
Pay
|
12 Month USD SOFR
|
(40,971)
|
5,022
|
|
EUR
|
804,013
|
01/10/2035
|
PAR
|
2.66%
|
Receive
|
12 Month EUR EURIBOR
|
(1,031)
|
(3,872)
|
|
|
2,456,262
|
01/15/2035
|
UBS
|
2.02%
|
Receive
|
Eurostat Eurozone HICP
ex-Tobacco NSA
|
(1,803)
|
(628)
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Fixed
Rate
|
Pay/Receive
Variable Rate
|
Variable
Rate
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
USD
|
5,434,032
|
01/15/2035
|
JPM
|
2.55%
|
Receive
|
US CPI Urban Consumers
NSA
|
$(8,968)
|
$16,560
|
|
|
5,550,761
|
01/15/2035
|
JPM
|
2.48%
|
Receive
|
US CPI Urban Consumers
NSA
|
(239)
|
40,315
|
|
EUR
|
5,756,042
|
01/15/2035
|
MSI
|
2.04%
|
Receive
|
Eurostat Eurozone HICP
ex-Tobacco NSA
|
(2,016)
|
(15,093)
|
|
|
255,052
|
01/28/2035
|
CBK
|
2.47%
|
Receive
|
12 Month EUR EURIBOR
|
55
|
(1,562)
|
|
USD
|
3,557,189
|
01/31/2035
|
JPM
|
2.56%
|
Receive
|
US CPI Urban Consumers
NSA
|
189
|
553
|
|
EUR
|
566,660
|
02/26/2035
|
BCY
|
2.47%
|
Pay
|
12 Month EUR EURIBOR
|
(2,772)
|
6,194
|
|
MXN
|
12,295,000
|
03/07/2035
|
PAR
|
9.33%
|
Pay
|
28 Day MXN TIIE Banxico
|
0
|
(430)
|
|
ZAR
|
34,009,926
|
03/19/2035
|
PAR
|
8.90%
|
Pay
|
3 Month ZAR JIBAR
SAFEX
|
(478)
|
8,866
|
|
NOK
|
5,925,289
|
03/19/2035
|
MSI
|
3.34%
|
Pay
|
12 Month NOK NIBOR
NIBR
|
(30,885)
|
10,102
|
|
CAD
|
265,478
|
03/19/2035
|
RBC
|
2.81%
|
Pay
|
6 Month CAD CORRA
|
(2,425)
|
2,187
|
|
SGD
|
388,922
|
03/19/2035
|
PAR
|
2.88%
|
Receive
|
6 Month SGD SOR
Telerate
|
(57)
|
(4,739)
|
|
GBP
|
607,114
|
03/19/2035
|
BCY
|
3.47%
|
Receive
|
12 Month GBP WMBA
SONIA Compound
|
37,635
|
(6,179)
|
|
ILS
|
682,101
|
03/19/2035
|
MSI
|
4.26%
|
Receive
|
12 Month ILS TELBOR
|
28
|
(1,033)
|
|
GBP
|
1,044,000
|
03/19/2035
|
PAR
|
4.31%
|
Receive
|
12 Month GBP WMBA
SONIA Compound
|
0
|
(31,312)
|
|
|
1,684,000
|
03/19/2035
|
PAR
|
4.30%
|
Receive
|
12 Month GBP WMBA
SONIA Compound
|
0
|
(48,810)
|
|
EUR
|
1,754,447
|
03/19/2035
|
BCY
|
2.38%
|
Receive
|
12 Month EUR EURIBOR
|
12,911
|
(8,593)
|
|
USD
|
2,289,289
|
03/19/2035
|
JPM
|
3.13%
|
Receive
|
12 Month USD SOFR
|
176,289
|
(7,695)
|
|
EUR
|
3,989,995
|
03/19/2035
|
BOA
|
2.50%
|
Receive
|
12 Month EUR EURIBOR
|
5,252
|
(41,119)
|
|
CZK
|
6,587,002
|
03/19/2035
|
HUS
|
3.83%
|
Receive
|
12 Month CZK PRIBOR
PRBO
|
0
|
(3,873)
|
|
SEK
|
21,174,361
|
03/19/2035
|
JPM
|
2.16%
|
Receive
|
12 Month SEK STIBOR
SIDE
|
88,607
|
(31,274)
|
|
ZAR
|
41,560,000
|
03/19/2035
|
MSI
|
8.95%
|
Receive
|
3 Month ZAR JIBAR
SAFEX
|
1
|
(17,817)
|
|
COP
|
355,137,877
|
03/19/2035
|
MSI
|
9.19%
|
Receive
|
3 Moonth COP IBR OIS
Compound
|
(296)
|
(859)
|
|
CLP
|
1,012,625,531
|
03/19/2035
|
CBK
|
5.74%
|
Receive
|
6 Month CLP TNA ABIF
|
(62)
|
1,219
|
|
KRW
|
1,294,466,183
|
03/19/2035
|
GST
|
2.71%
|
Receive
|
3 Month KRW CD KSDA
|
60
|
(3,026)
|
|
COP
|
2,709,573,626
|
03/20/2035
|
MSI
|
9.83%
|
Pay
|
3 Moonth COP IBR OIS
Compound
|
(1,014)
|
134
|
|
CLP
|
790,934,189
|
03/20/2035
|
CBK
|
6.02%
|
Pay
|
6 Month CLP TNA ABIF
|
(25)
|
(6)
|
|
EUR
|
6,734,229
|
03/20/2035
|
MSI
|
2.66%
|
Pay
|
12 Month EUR EURIBOR
|
3,370
|
34,869
|
|
USD
|
4,386,546
|
03/20/2035
|
JPM
|
4.13%
|
Pay
|
12 Month USD SOFR
|
5,454
|
(11,421)
|
|
PLN
|
474,878
|
03/20/2035
|
SGF
|
5.45%
|
Pay
|
12 Month PLN WIBOR
WIBO
|
29
|
599
|
|
EUR
|
470,869
|
03/20/2035
|
BCY
|
2.22%
|
Pay
|
12 Month EUR EURIBOR
|
(8,125)
|
1,949
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Fixed
Rate
|
Pay/Receive
Variable Rate
|
Variable
Rate
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
ZAR
|
37,976,156
|
03/20/2035
|
PAR
|
10.54%
|
Receive
|
3 Month ZAR JIBAR
SAFEX
|
$(206)
|
$(5,376)
|
|
KRW
|
1,089,972,453
|
03/20/2035
|
PAR
|
2.81%
|
Receive
|
3 Month KRW CD KSDA
|
1
|
(1,729)
|
|
MXN
|
4,591,000
|
06/13/2035
|
MSI
|
9.39%
|
Receive
|
28 Day MXN TIIE Banxico
|
0
|
1,844
|
|
|
5,227,000
|
06/13/2035
|
PAR
|
9.77%
|
Receive
|
28 Day MXN TIIE Banxico
|
0
|
(346)
|
|
|
5,227,000
|
06/13/2035
|
PAR
|
9.81%
|
Receive
|
28 Day MXN TIIE Banxico
|
0
|
(620)
|
|
EUR
|
1,092,720
|
06/15/2035
|
BOA
|
2.59%
|
Receive
|
12 Month EUR EURIBOR
|
2,800
|
(21,238)
|
|
AUD
|
785,873
|
06/18/2035
|
RBC
|
4.38%
|
Pay
|
6 Month AUD BBR BBSW
|
(4,294)
|
3,324
|
|
NZD
|
487,157
|
06/18/2035
|
CBK
|
3.97%
|
Pay
|
6 Month NZD BBR FRA
|
(2,348)
|
(1,229)
|
|
GBP
|
1,326,441
|
01/29/2038
|
DBF
|
4.22%
|
Pay
|
12 Month GBP WMBA
SONIA Compound
|
(1,800)
|
20,459
|
|
EUR
|
552,437
|
02/15/2039
|
GST
|
2.69%
|
Receive
|
12 Month EUR EURIBOR
|
(16,235)
|
(5,253)
|
|
|
319,860
|
01/28/2040
|
BOA
|
2.53%
|
Receive
|
12 Month EUR EURIBOR
|
(145)
|
(2,384)
|
|
USD
|
40,802,983
|
03/21/2042
|
BCY
|
4.31%
|
Pay
|
12 Month USD SOFR
|
(983)
|
35,276
|
|
EUR
|
429,734
|
02/04/2043
|
BCY
|
1.25%
|
Receive
|
12 Month EUR EURIBOR
|
71,830
|
(5,024)
|
|
USD
|
2,867,000
|
03/21/2045
|
BCY
|
4.18%
|
Pay
|
12 Month USD SOFR
|
0
|
4,343
|
|
|
9,350,082
|
03/21/2050
|
BCY
|
3.94%
|
Receive
|
12 Month USD SOFR
|
2,082
|
(24,998)
|
|
EUR
|
2,442,033
|
06/18/2051
|
BCY
|
0.66%
|
Receive
|
12 Month EUR EURIBOR
|
322,440
|
(11,427)
|
|
|
1,374,507
|
03/04/2053
|
GST
|
2.31%
|
Receive
|
12 Month EUR EURIBOR
|
4,687
|
11,226
|
|
|
1,250,725
|
03/16/2054
|
BCY
|
2.03%
|
Receive
|
12 Month EUR EURIBOR
|
(1,314)
|
(9,588)
|
|
|
609,295
|
03/20/2054
|
BOA
|
2.31%
|
Receive
|
12 Month EUR EURIBOR
|
4,424
|
(14,034)
|
|
|
378,962
|
06/15/2054
|
BCY
|
2.28%
|
Receive
|
12 Month EUR EURIBOR
|
991
|
(5,951)
|
|
|
47,922
|
09/18/2054
|
GST
|
2.50%
|
Receive
|
12 Month EUR EURIBOR
|
(2,155)
|
(652)
|
|
|
1,328,298
|
10/05/2054
|
BOA
|
2.38%
|
Receive
|
12 Month EUR EURIBOR
|
3,395
|
(48,352)
|
|
|
3,860,231
|
01/23/2055
|
JPM
|
1.81%
|
Pay
|
12 Month EUR STR
|
(240)
|
8,869
|
|
|
3,954,707
|
01/23/2055
|
JPM
|
1.69%
|
Receive
|
12 Month EUR EURIBOR
|
(5,510)
|
(1,073)
|
|
USD
|
2,046,000
|
03/15/2055
|
BCY
|
3.47%
|
Receive
|
12 Month USD SOFR
|
0
|
(4,446)
|
|
EUR
|
2,841,004
|
03/19/2055
|
CBK
|
1.91%
|
Pay
|
12 Month EUR EURIBOR
|
(220,435)
|
44,542
|
|
|
1,478,626
|
03/19/2055
|
BCY
|
2.28%
|
Pay
|
12 Month EUR EURIBOR
|
(3,814)
|
25,083
|
|
GBP
|
821,000
|
03/19/2055
|
PAR
|
4.45%
|
Pay
|
12 Month GBP WMBA
SONIA Compound
|
0
|
42,245
|
|
|
509,000
|
03/19/2055
|
PAR
|
4.45%
|
Pay
|
12 Month GBP WMBA
SONIA Compound
|
0
|
26,482
|
|
EUR
|
74,991
|
10/18/2055
|
JPM
|
2.31%
|
Receive
|
12 Month EUR EURIBOR
|
(10)
|
(1,722)
|
|
|
362,000
|
10/26/2057
|
BCY
|
2.28%
|
Receive
|
12 Month EUR EURIBOR
|
0
|
(8,750)
|
|
|
1,088,226
|
03/19/2075
|
BCY
|
2.00%
|
Receive
|
12 Month EUR EURIBOR
|
3,323
|
(30,453)
|
|
|
2,182,720
|
03/19/2075
|
JPM
|
1.56%
|
Receive
|
12 Month EUR EURIBOR
|
251,751
|
(31,667)
|
|
Total Bi-Lateral Interest Rate Swaps
|
$195,836
|
$(364,528)
|
||||||
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
SEK
|
1,063,132
|
05/05/2028
|
GST
|
Fastighets AB
Balder
|
Fastighets AB Balder
|
$0
|
$(2,618)
|
|
|
USD
|
762,189
|
05/05/2028
|
JPM
|
Blue Owl Capital,
Inc.
|
Blue Owl Capital, Inc.
|
0
|
(102,201)
|
|
|
EUR
|
684,276
|
05/05/2028
|
MSI
|
ING Groep NV
|
ING Groep NV
|
0
|
(10,473)
|
|
|
USD
|
627,641
|
05/05/2028
|
MSI
|
CBOE Holdings,
Inc.
|
CBOE Holdings, Inc.
|
0
|
(38,883)
|
|
|
|
612,404
|
05/05/2028
|
JPM
|
Carlyle Group, Inc.
|
Carlyle Group, Inc.
|
0
|
(51,575)
|
|
|
NOK
|
604,908
|
05/05/2028
|
GST
|
Tomra Systems
ASA
|
Tomra Systems ASA
|
0
|
(4,627)
|
|
|
SEK
|
604,329
|
05/05/2028
|
GST
|
AddTech AB
|
AddTech AB
|
0
|
(2,378)
|
|
|
|
529,311
|
05/05/2028
|
GST
|
Nibe Industrier AB
|
Nibe Industrier AB
|
0
|
(2,683)
|
|
|
|
520,067
|
05/05/2028
|
GST
|
Fortnox AB
|
Fortnox AB
|
0
|
(5,526)
|
|
|
USD
|
453,689
|
05/05/2028
|
JPM
|
SPDR S&P Oil &
Gas Exploration
|
SPDR S&P Oil & Gas
Exploration
|
0
|
5,997
|
|
|
DKK
|
423,813
|
05/05/2028
|
GST
|
Vestas Wind
Systems AS
|
Vestas Wind Systems AS
|
0
|
(820)
|
|
|
USD
|
399,408
|
05/05/2028
|
GST
|
Lazard, Inc.
|
Lazard, Inc.
|
0
|
(5,431)
|
|
|
SEK
|
391,800
|
05/05/2028
|
GST
|
JM AB
|
JM AB
|
0
|
1,124
|
|
|
|
388,022
|
05/05/2028
|
GST
|
Indutrade AB
|
Indutrade AB
|
0
|
(820)
|
|
|
GBP
|
339,963
|
05/05/2028
|
JPM
|
NatWest Group
PLC
|
NatWest Group PLC
|
0
|
(18,785)
|
|
|
HKD
|
313,451
|
05/05/2028
|
JPM
|
Meituan
|
Meituan
|
0
|
2,264
|
|
|
SEK
|
295,147
|
05/05/2028
|
GST
|
Beijer Ref AB
|
Beijer Ref AB
|
0
|
280
|
|
|
|
281,581
|
05/05/2028
|
GST
|
Wallenstam AB
|
Wallenstam AB
|
0
|
(1,073)
|
|
|
USD
|
280,239
|
05/05/2028
|
JPM
|
SPDR S&P Biotech
ETF
|
SPDR S&P Biotech ETF
|
0
|
(365)
|
|
|
EUR
|
199,328
|
05/05/2028
|
JPM
|
ING Groep NV
|
ING Groep NV
|
0
|
(812)
|
|
|
USD
|
148,905
|
05/05/2028
|
MSI
|
Meta Platforms,
Inc.
|
Meta Platforms, Inc.
|
0
|
(14,431)
|
|
|
|
144,323
|
05/05/2028
|
MSI
|
T-Mobile U.S., Inc.
|
T-Mobile U.S., Inc.
|
0
|
(5,244)
|
|
|
GBP
|
143,786
|
05/05/2028
|
GST
|
NatWest Group
PLC
|
NatWest Group PLC
|
0
|
(7,882)
|
|
|
SEK
|
108,877
|
05/05/2028
|
JPM
|
Nibe Industrier AB
|
Nibe Industrier AB
|
0
|
(170)
|
|
|
HKD
|
99,310
|
05/05/2028
|
JPM
|
Hansoh
Pharmaceutical
Group Co. Ltd.
|
Hansoh Pharmaceutical
Group Co. Ltd.
|
0
|
(1,023)
|
|
|
USD
|
94,355
|
05/05/2028
|
MSI
|
Expedia Group,
Inc.
|
Expedia Group, Inc.
|
0
|
2,384
|
|
|
|
94,199
|
05/05/2028
|
JPM
|
Airbnb, Inc.
|
Airbnb, Inc.
|
0
|
2,905
|
|
|
|
93,436
|
05/05/2028
|
MSI
|
VanEck
Semiconductor
ETF
|
VanEck Semiconductor
ETF
|
0
|
(2,063)
|
|
|
|
92,935
|
05/05/2028
|
JPM
|
Northern Oil &
Gas, Inc.
|
Northern Oil & Gas, Inc.
|
0
|
6,403
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
91,200
|
05/05/2028
|
JPM
|
Host Hotels &
Resorts, Inc.
|
Host Hotels & Resorts, Inc.
|
$0
|
$3,573
|
|
|
|
86,746
|
05/05/2028
|
JPM
|
Harley-Davidson,
Inc.
|
Harley-Davidson, Inc.
|
0
|
8,786
|
|
|
|
80,421
|
05/05/2028
|
JPM
|
Cinemark
Holdings, Inc.
|
Cinemark Holdings, Inc.
|
0
|
5,467
|
|
|
|
77,807
|
05/05/2028
|
GST
|
Shift4 Payments,
Inc.
|
Shift4 Payments, Inc.
|
0
|
(2,492)
|
|
|
HKD
|
77,658
|
05/05/2028
|
JPM
|
BYD Co. Ltd.
|
BYD Co. Ltd.
|
0
|
(544)
|
|
|
USD
|
77,394
|
05/05/2028
|
JPM
|
NOV, Inc.
|
NOV, Inc.
|
0
|
1,965
|
|
|
|
77,202
|
05/05/2028
|
JPM
|
Magnolia Oil & Gas
Corp.
|
Magnolia Oil & Gas Corp.
|
0
|
509
|
|
|
|
75,479
|
05/05/2028
|
JPM
|
Shift4 Payments,
Inc.
|
Shift4 Payments, Inc.
|
0
|
(8,896)
|
|
|
|
72,295
|
05/05/2028
|
JPM
|
Kinder Morgan,
Inc.
|
Kinder Morgan, Inc.
|
0
|
1,150
|
|
|
HKD
|
72,081
|
05/05/2028
|
JPM
|
Tencent Holdings
Ltd.
|
Tencent Holdings Ltd.
|
0
|
(429)
|
|
|
EUR
|
70,143
|
05/05/2028
|
GST
|
Vonovia SE
|
Vonovia SE
|
0
|
(2,630)
|
|
|
USD
|
69,600
|
05/05/2028
|
MSI
|
Workday, Inc.
|
Workday, Inc.
|
0
|
(3,777)
|
|
|
|
68,180
|
05/05/2028
|
MSI
|
Lazard, Inc.
|
Lazard, Inc.
|
0
|
(6,361)
|
|
|
|
66,277
|
05/05/2028
|
JPM
|
Alphabet, Inc.
|
Alphabet, Inc.
|
0
|
(2,393)
|
|
|
GBP
|
65,759
|
05/05/2028
|
GST
|
Watches of
Switzerland Group
PLC
|
Watches of Switzerland
Group PLC
|
0
|
(9,465)
|
|
|
HKD
|
62,429
|
05/05/2028
|
MSI
|
Sino
Biopharmaceutical
Ltd.
|
Sino Biopharmaceutical
Ltd.
|
0
|
118
|
|
|
USD
|
62,284
|
05/05/2028
|
MSI
|
Airbnb, Inc.
|
Airbnb, Inc.
|
0
|
635
|
|
|
EUR
|
61,991
|
05/05/2028
|
GST
|
Delivery Hero SE
|
Delivery Hero SE
|
0
|
9,127
|
|
|
USD
|
61,233
|
05/05/2028
|
MSI
|
Fortinet, Inc.
|
Fortinet, Inc.
|
0
|
(5,146)
|
|
|
HKD
|
60,911
|
05/05/2028
|
JPM
|
BeiGene Ltd.
|
BeiGene Ltd.
|
0
|
(2,293)
|
|
|
USD
|
59,518
|
05/05/2028
|
MSI
|
SPDR S&P Oil &
Gas Exploration
|
SPDR S&P Oil & Gas
Exploration
|
0
|
1,963
|
|
|
HKD
|
56,224
|
05/05/2028
|
JPM
|
WuXi AppTec Co.
Ltd.
|
WuXi AppTec Co. Ltd.
|
0
|
(457)
|
|
|
CAD
|
55,393
|
05/05/2028
|
JPM
|
Veren, Inc.
|
Veren, Inc.
|
0
|
1,817
|
|
|
EUR
|
54,317
|
05/05/2028
|
GST
|
Moncler SpA
|
Moncler SpA
|
0
|
(3,607)
|
|
|
USD
|
51,315
|
05/05/2028
|
JPM
|
CNX Resources
Corp.
|
CNX Resources Corp.
|
0
|
5,125
|
|
|
HKD
|
49,846
|
05/05/2028
|
JPM
|
Innovent Biologics,
Inc.
|
Innovent Biologics, Inc.
|
0
|
378
|
|
|
USD
|
48,865
|
05/05/2028
|
GST
|
T-Mobile U.S., Inc.
|
T-Mobile U.S., Inc.
|
0
|
(1,690)
|
|
|
EUR
|
48,036
|
05/05/2028
|
JPM
|
SAP AG
|
SAP AG
|
0
|
(1,980)
|
|
|
USD
|
47,593
|
05/05/2028
|
JPM
|
iShares MSCI Saudi
Arabia ETF
|
iShares MSCI Saudi Arabia
ETF
|
0
|
(1,175)
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
46,382
|
05/05/2028
|
MSI
|
ServiceNow, Inc.
|
ServiceNow, Inc.
|
$0
|
$1,573
|
|
|
EUR
|
45,595
|
05/05/2028
|
GST
|
Iberdrola SA
|
Iberdrola SA
|
0
|
(1,450)
|
|
|
USD
|
44,962
|
05/05/2028
|
JPM
|
SM Energy Co.
|
SM Energy Co.
|
0
|
3,396
|
|
|
|
43,754
|
05/05/2028
|
JPM
|
T-Mobile U.S., Inc.
|
T-Mobile U.S., Inc.
|
0
|
(4,470)
|
|
|
|
41,619
|
05/05/2028
|
JPM
|
VanEck
Semiconductor
ETF
|
VanEck Semiconductor
ETF
|
0
|
3,127
|
|
|
EUR
|
41,311
|
05/05/2028
|
MSI
|
Vonovia SE
|
Vonovia SE
|
0
|
(1,627)
|
|
|
GBP
|
41,175
|
05/05/2028
|
GST
|
Rightmove PLC
|
Rightmove PLC
|
0
|
(482)
|
|
|
NOK
|
41,122
|
05/05/2028
|
JPM
|
TOMRA Systems
ASA
|
TOMRA Systems ASA
|
0
|
18
|
|
|
EUR
|
39,523
|
05/05/2028
|
GST
|
CTS Eventim
|
CTS Eventim
|
0
|
(1,602)
|
|
|
|
36,076
|
05/05/2028
|
GST
|
Kone Oyj
|
Kone Oyj
|
0
|
(2,676)
|
|
|
|
35,766
|
05/05/2028
|
GST
|
Brunello Cucinelli
SpA
|
Brunello Cucinelli SpA
|
0
|
(2,585)
|
|
|
USD
|
35,465
|
05/05/2028
|
JPM
|
Verisk Analytics,
Inc.
|
Verisk Analytics, Inc.
|
0
|
(1,903)
|
|
|
|
35,067
|
05/05/2028
|
JPM
|
Avista Corp.
|
Avista Corp.
|
0
|
(1,187)
|
|
|
EUR
|
33,959
|
05/05/2028
|
JPM
|
Redcare Pharmacy
NV
|
Redcare Pharmacy NV
|
0
|
(947)
|
|
|
|
33,338
|
05/05/2028
|
GST
|
Alstom SA
|
Alstom SA
|
0
|
2,823
|
|
|
USD
|
33,072
|
05/05/2028
|
GST
|
Chevron Corp.
|
Chevron Corp.
|
0
|
1,891
|
|
|
|
32,118
|
05/05/2028
|
MSI
|
Alphabet, Inc.
|
Alphabet, Inc.
|
0
|
(778)
|
|
|
EUR
|
31,702
|
05/05/2028
|
GST
|
Kesko Oyj
|
Kesko Oyj
|
0
|
(1,315)
|
|
|
CHF
|
31,493
|
05/05/2028
|
JPM
|
Givaudan SA
|
Givaudan SA
|
0
|
(444)
|
|
|
USD
|
31,398
|
05/05/2028
|
JPM
|
Texas Instruments,
Inc.
|
Texas Instruments, Inc.
|
0
|
1,491
|
|
|
NOK
|
30,989
|
05/05/2028
|
MSI
|
TOMRA Systems
ASA
|
TOMRA Systems ASA
|
0
|
(344)
|
|
|
USD
|
30,851
|
05/05/2028
|
JPM
|
Portland General
Electric Co.
|
Portland General Electric
Co.
|
0
|
943
|
|
|
CHF
|
30,193
|
05/05/2028
|
GST
|
VAT Group AG
|
VAT Group AG
|
0
|
(998)
|
|
|
EUR
|
29,240
|
05/05/2028
|
GST
|
Nemetschek AG
|
Nemetschek AG
|
0
|
(2,013)
|
|
|
USD
|
28,987
|
05/05/2028
|
JPM
|
FirstEnergy Corp.
|
FirstEnergy Corp.
|
0
|
(306)
|
|
|
|
27,923
|
05/05/2028
|
JPM
|
DT Midstream, Inc.
|
DT Midstream, Inc.
|
0
|
530
|
|
|
|
27,662
|
05/05/2028
|
JPM
|
CMS Energy Corp.
|
CMS Energy Corp.
|
0
|
(256)
|
|
|
|
26,961
|
05/05/2028
|
JPM
|
Fortinet, Inc.
|
Fortinet, Inc.
|
0
|
(882)
|
|
|
GBP
|
26,924
|
05/05/2028
|
GST
|
Ocado Group PLC
|
Ocado Group PLC
|
0
|
2,536
|
|
|
EUR
|
26,793
|
05/05/2028
|
GST
|
Vinci SA
|
Vinci SA
|
0
|
(392)
|
|
|
USD
|
26,277
|
05/05/2028
|
JPM
|
SS&C Technologies
Holdings, Inc.
|
SS&C Technologies
Holdings, Inc.
|
0
|
(1,732)
|
|
|
|
26,242
|
05/05/2028
|
JPM
|
Public Service
Enterprise Group,
Inc.
|
Public Service Enterprise
Group, Inc.
|
0
|
846
|
|
|
EUR
|
25,734
|
05/05/2028
|
GST
|
Kojamo Oyj
|
Kojamo Oyj
|
0
|
(1,567)
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
25,644
|
05/05/2028
|
JPM
|
MGE Energy, Inc.
|
MGE Energy, Inc.
|
$0
|
$216
|
|
|
|
25,547
|
05/05/2028
|
MSI
|
Ambarella, Inc.
|
Ambarella, Inc.
|
0
|
(154)
|
|
|
EUR
|
25,333
|
05/05/2028
|
GST
|
Aeroports de Paris
SA
|
Aeroports de Paris SA
|
0
|
378
|
|
|
USD
|
24,872
|
05/05/2028
|
JPM
|
Chevron Corp.
|
Chevron Corp.
|
0
|
1,300
|
|
|
|
23,603
|
05/05/2028
|
GST
|
Monolithic Power
Systems, Inc.
|
Monolithic Power Systems,
Inc.
|
0
|
658
|
|
|
GBP
|
23,027
|
05/05/2028
|
GST
|
Intermediate
Capital Group PLC
|
Intermediate Capital
Group PLC
|
0
|
(3,251)
|
|
|
USD
|
22,869
|
05/05/2028
|
JPM
|
DTE Energy Co.
|
DTE Energy Co.
|
0
|
(28)
|
|
|
EUR
|
22,402
|
05/05/2028
|
GST
|
BE Semiconductor
Industries NV
|
BE Semiconductor
Industries NV
|
0
|
3,195
|
|
|
USD
|
21,890
|
05/05/2028
|
MSI
|
Spotify Technology
SA
|
Spotify Technology SA
|
0
|
(2,795)
|
|
|
GBP
|
21,777
|
05/05/2028
|
MSI
|
Wise PLC
|
Wise PLC
|
0
|
(1,995)
|
|
|
USD
|
21,704
|
05/05/2028
|
JPM
|
BHP Group Ltd.
|
BHP Group Ltd.
|
0
|
(167)
|
|
|
|
21,416
|
05/05/2028
|
JPM
|
Landbridge Co.
LLC
|
Landbridge Co. LLC
|
0
|
3,123
|
|
|
|
21,338
|
05/05/2028
|
JPM
|
Viatris, Inc.
|
Viatris, Inc.
|
0
|
1,135
|
|
|
EUR
|
21,177
|
05/05/2028
|
GST
|
Cellnex Telecom
SA
|
Cellnex Telecom SA
|
0
|
(175)
|
|
|
USD
|
21,028
|
05/05/2028
|
JPM
|
Plains All American
Pipeline LP
|
Plains All American
Pipeline LP
|
0
|
(3,081)
|
|
|
|
20,506
|
05/05/2028
|
GST
|
CBOE Holdings,
Inc.
|
CBOE Holdings, Inc.
|
0
|
(745)
|
|
|
|
20,375
|
05/05/2028
|
JPM
|
Duke Energy
Corp.
|
Duke Energy Corp.
|
0
|
(1,015)
|
|
|
EUR
|
19,578
|
05/05/2028
|
GST
|
Shurgard Self
Storage Ltd.
|
Shurgard Self Storage Ltd.
|
0
|
(5)
|
|
|
HKD
|
19,099
|
05/05/2028
|
JPM
|
Alibaba Group
Holding Ltd.
|
Alibaba Group Holding
Ltd.
|
0
|
(189)
|
|
|
USD
|
19,079
|
05/05/2028
|
JPM
|
Otter Tail Corp.
|
Otter Tail Corp.
|
0
|
(1,183)
|
|
|
GBP
|
18,893
|
05/05/2028
|
GST
|
Segro PLC
|
Segro PLC
|
0
|
(218)
|
|
|
USD
|
18,546
|
05/05/2028
|
JPM
|
DaVita, Inc.
|
DaVita, Inc.
|
0
|
(2,951)
|
|
|
|
18,206
|
05/05/2028
|
JPM
|
ASGN, Inc.
|
ASGN, Inc.
|
0
|
(671)
|
|
|
|
18,049
|
05/05/2028
|
JPM
|
National Fuel Gas
Co.
|
National Fuel Gas Co.
|
0
|
(2,750)
|
|
|
|
17,947
|
05/05/2028
|
JPM
|
Moody's Corp.
|
Moody's Corp.
|
0
|
(1,032)
|
|
|
|
17,541
|
05/05/2028
|
JPM
|
Expedia Group,
Inc.
|
Expedia Group, Inc.
|
0
|
1,301
|
|
|
|
17,502
|
05/05/2028
|
JPM
|
Patterson-UTI
Energy, Inc.
|
Patterson-UTI Energy, Inc.
|
0
|
1,435
|
|
|
|
17,370
|
05/05/2028
|
JPM
|
American Water
Works Co., Inc.
|
American Water Works
Co., Inc.
|
0
|
(329)
|
|
|
HKD
|
17,292
|
05/05/2028
|
JPM
|
Akeso, Inc.
|
Akeso, Inc.
|
0
|
(53)
|
|
|
USD
|
16,992
|
05/05/2028
|
JPM
|
ResMed, Inc.
|
ResMed, Inc.
|
0
|
(13)
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
EUR
|
16,970
|
05/05/2028
|
JPM
|
SES-imagotag SA
|
SES-imagotag SA
|
$0
|
$(122)
|
|
|
GBP
|
16,941
|
05/05/2028
|
GST
|
Big Yellow Group
PLC
|
Big Yellow Group PLC
|
0
|
(405)
|
|
|
USD
|
16,816
|
05/05/2028
|
JPM
|
ASMedia
Technology, Inc.
|
ASMedia Technology, Inc.
|
0
|
(9)
|
|
|
|
16,815
|
05/05/2028
|
JPM
|
Unitil Corp.
|
Unitil Corp.
|
0
|
(434)
|
|
|
EUR
|
16,740
|
05/05/2028
|
GST
|
SES-imagotag SA
|
SES-imagotag SA
|
0
|
156
|
|
|
USD
|
16,632
|
05/05/2028
|
JPM
|
Workday, Inc.
|
Workday, Inc.
|
0
|
(664)
|
|
|
|
16,518
|
05/05/2028
|
MSI
|
Blue Owl Capital,
Inc.
|
Blue Owl Capital, Inc.
|
0
|
(2,235)
|
|
|
|
16,156
|
05/05/2028
|
JPM
|
Vital Energy, Inc.
|
Vital Energy, Inc.
|
0
|
717
|
|
|
|
16,081
|
05/05/2028
|
GST
|
Airbnb, Inc.
|
Airbnb, Inc.
|
0
|
209
|
|
|
SEK
|
15,991
|
05/05/2028
|
JPM
|
AddTech AB
|
AddTech AB
|
0
|
(79)
|
|
|
USD
|
15,488
|
05/05/2028
|
JPM
|
Calumet, Inc.
|
Calumet, Inc.
|
0
|
2,418
|
|
|
SEK
|
15,125
|
05/05/2028
|
MSI
|
Wallenstam AB
|
Wallenstam AB
|
0
|
(77)
|
|
|
USD
|
15,085
|
05/05/2028
|
JPM
|
Southern Co.
|
Southern Co.
|
0
|
(529)
|
|
|
GBP
|
14,612
|
05/05/2028
|
JPM
|
Big Yellow Group
PLC
|
Big Yellow Group PLC
|
0
|
(1,376)
|
|
|
SEK
|
14,260
|
05/05/2028
|
JPM
|
JM AB
|
JM AB
|
0
|
53
|
|
|
|
14,226
|
05/05/2028
|
JPM
|
Fastighets AB
Balder
|
Fastighets AB Balder
|
0
|
(53)
|
|
|
USD
|
14,124
|
05/05/2028
|
GST
|
Reddit, Inc.
|
Reddit, Inc.
|
0
|
(842)
|
|
|
CHF
|
14,117
|
05/05/2028
|
GST
|
Emmi AG
|
Emmi AG
|
0
|
(1,088)
|
|
|
CAD
|
14,074
|
05/05/2028
|
JPM
|
Thomson Reuters
Corp.
|
Thomson Reuters Corp.
|
0
|
(569)
|
|
|
EUR
|
13,880
|
05/05/2028
|
GST
|
Fielmann AG
|
Fielmann AG
|
0
|
(1,371)
|
|
|
USD
|
13,840
|
05/05/2028
|
JPM
|
Supernus
Pharmaceuticals,
Inc.
|
Supernus Pharmaceuticals,
Inc.
|
0
|
(664)
|
|
|
GBP
|
13,574
|
05/05/2028
|
GST
|
B&M European
Value Retail SA
|
B&M European Value
Retail SA
|
0
|
(317)
|
|
|
EUR
|
13,566
|
05/05/2028
|
JPM
|
Iberdrola SA
|
Iberdrola SA
|
0
|
(417)
|
|
|
USD
|
13,208
|
05/05/2028
|
JPM
|
CRISPR
Therapeutics AG
|
CRISPR Therapeutics AG
|
0
|
399
|
|
|
|
13,203
|
05/05/2028
|
JPM
|
Lazard, Inc.
|
Lazard, Inc.
|
0
|
(553)
|
|
|
EUR
|
13,165
|
05/05/2028
|
JPM
|
Cellnex Telecom
SA
|
Cellnex Telecom SA
|
0
|
(456)
|
|
|
SEK
|
12,927
|
05/05/2028
|
JPM
|
Fortnox AB
|
Fortnox AB
|
0
|
(79)
|
|
|
USD
|
12,598
|
05/05/2028
|
MSI
|
Datadog, Inc.
|
Datadog, Inc.
|
0
|
(104)
|
|
|
|
12,250
|
05/05/2028
|
JPM
|
Trade Desk, Inc.
|
Trade Desk, Inc.
|
0
|
738
|
|
|
|
12,210
|
05/05/2028
|
JPM
|
Autodesk, Inc.
|
Autodesk, Inc.
|
0
|
(866)
|
|
|
EUR
|
12,188
|
05/05/2028
|
MSI
|
Moncler SpA
|
Moncler SpA
|
0
|
(1,281)
|
|
|
USD
|
11,823
|
05/05/2028
|
JPM
|
IQVIA Holdings,
Inc.
|
IQVIA Holdings, Inc.
|
0
|
(57)
|
|
|
|
11,770
|
05/05/2028
|
MSI
|
Transocean Ltd.
|
Transocean Ltd.
|
0
|
990
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
11,768
|
05/05/2028
|
JPM
|
MACOM
Technology
Solutions Holdings,
Inc.
|
MACOM Technology
Solutions Holdings, Inc.
|
$0
|
$659
|
|
|
|
11,704
|
05/05/2028
|
JPM
|
Palantir
Technologies, Inc.
|
Palantir Technologies, Inc.
|
0
|
(1,165)
|
|
|
EUR
|
11,574
|
05/05/2028
|
MSI
|
BE Semiconductor
Industries NV
|
BE Semiconductor
Industries NV
|
0
|
1,402
|
|
|
USD
|
11,539
|
05/05/2028
|
JPM
|
Global-e Online
Ltd.
|
Global-e Online Ltd.
|
0
|
(1,218)
|
|
|
|
11,415
|
05/05/2028
|
JPM
|
Coherent Corp.
|
Coherent Corp.
|
0
|
1,189
|
|
|
EUR
|
11,405
|
05/05/2028
|
GST
|
Industria De
Diseno Textil SA
|
Industria De Diseno Textil
SA
|
0
|
(913)
|
|
|
CHF
|
11,178
|
05/05/2028
|
JPM
|
Kuehne & Nagel
International AG
|
Kuehne & Nagel
International AG
|
0
|
(36)
|
|
|
USD
|
11,009
|
05/05/2028
|
GST
|
Cinemark
Holdings, Inc.
|
Cinemark Holdings, Inc.
|
0
|
73
|
|
|
GBP
|
10,651
|
05/05/2028
|
MSI
|
Ocado Group PLC
|
Ocado Group PLC
|
0
|
734
|
|
|
DKK
|
10,402
|
05/05/2028
|
JPM
|
Vestas Wind
Systems AS
|
Vestas Wind Systems AS
|
0
|
16
|
|
|
USD
|
10,166
|
05/05/2028
|
JPM
|
Astera Labs, Inc.
|
Astera Labs, Inc.
|
0
|
3,066
|
|
|
|
10,032
|
05/05/2028
|
JPM
|
Synopsys, Inc.
|
Synopsys, Inc.
|
0
|
(478)
|
|
|
|
10,017
|
05/05/2028
|
JPM
|
SiTime Corp.
|
SiTime Corp.
|
0
|
1,441
|
|
|
|
9,985
|
05/05/2028
|
MSI
|
Monolithic Power
Systems, Inc.
|
Monolithic Power Systems,
Inc.
|
0
|
(213)
|
|
|
|
9,974
|
05/05/2028
|
JPM
|
Life360, Inc.
|
Life360, Inc.
|
0
|
(542)
|
|
|
|
9,926
|
05/05/2028
|
JPM
|
Universal Display
Corp.
|
Universal Display Corp.
|
0
|
331
|
|
|
|
9,912
|
05/05/2028
|
JPM
|
PDD Holdings, Inc.
|
PDD Holdings, Inc.
|
0
|
(1,279)
|
|
|
|
9,900
|
05/05/2028
|
JPM
|
First Solar, Inc.
|
First Solar, Inc.
|
0
|
1,357
|
|
|
|
9,835
|
05/05/2028
|
JPM
|
Progressive Corp.
|
Progressive Corp.
|
0
|
(269)
|
|
|
|
9,730
|
05/05/2028
|
JPM
|
Live Nation
Entertainment, Inc.
|
Live Nation
Entertainment, Inc.
|
0
|
(1,266)
|
|
|
|
9,652
|
05/05/2028
|
JPM
|
Axcelis
Technologies, Inc.
|
Axcelis Technologies, Inc.
|
0
|
948
|
|
|
|
9,556
|
05/05/2028
|
JPM
|
Kinetik Holdings,
Inc.
|
Kinetik Holdings, Inc.
|
0
|
(946)
|
|
|
|
9,379
|
05/05/2028
|
MSI
|
Carlyle Group, Inc.
|
Carlyle Group, Inc.
|
0
|
(393)
|
|
|
|
9,339
|
05/05/2028
|
JPM
|
Xencor, Inc.
|
Xencor, Inc.
|
0
|
2,173
|
|
|
|
9,212
|
05/05/2028
|
JPM
|
Western Union
Co.
|
Western Union Co.
|
0
|
109
|
|
|
|
9,004
|
05/05/2028
|
JPM
|
Dr Reddy's
Laboratories Ltd.
|
Dr Reddy's Laboratories
Ltd.
|
0
|
960
|
|
|
EUR
|
8,930
|
05/05/2028
|
GST
|
Kerry Group PLC
|
Kerry Group PLC
|
0
|
(509)
|
|
|
USD
|
8,674
|
05/05/2028
|
JPM
|
Texas Pacific Land
Corp.
|
Texas Pacific Land Corp.
|
0
|
(406)
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
8,458
|
05/05/2028
|
JPM
|
Liquidia Corp.
|
Liquidia Corp.
|
$0
|
$(1,417)
|
|
|
|
8,348
|
05/05/2028
|
JPM
|
Halozyme
Therapeutics, Inc.
|
Halozyme Therapeutics,
Inc.
|
0
|
(941)
|
|
|
GBP
|
8,179
|
05/05/2028
|
JPM
|
Segro PLC
|
Segro PLC
|
0
|
(124)
|
|
|
USD
|
8,177
|
05/05/2028
|
JPM
|
W&T Offshore,
Inc.
|
W&T Offshore, Inc.
|
0
|
362
|
|
|
CHF
|
8,091
|
05/05/2028
|
JPM
|
Emmi AG
|
Emmi AG
|
0
|
(721)
|
|
|
GBP
|
8,078
|
05/05/2028
|
JPM
|
Wise PLC
|
Wise PLC
|
0
|
(386)
|
|
|
USD
|
7,937
|
05/05/2028
|
JPM
|
Dlocal Ltd.
|
Dlocal Ltd.
|
0
|
(933)
|
|
|
|
7,880
|
05/05/2028
|
JPM
|
Regeneron
Pharmaceuticals,
Inc.
|
Regeneron
Pharmaceuticals, Inc.
|
0
|
477
|
|
|
|
7,770
|
05/05/2028
|
JPM
|
DXC Technology
Co.
|
DXC Technology Co.
|
0
|
(571)
|
|
|
|
7,529
|
05/05/2028
|
JPM
|
Bio-Techne Corp.
|
Bio-Techne Corp.
|
0
|
100
|
|
|
|
7,520
|
05/05/2028
|
JPM
|
ProFrac Holding
Corp.
|
ProFrac Holding Corp.
|
0
|
1,457
|
|
|
|
7,329
|
05/05/2028
|
JPM
|
Roivant Sciences
Ltd.
|
Roivant Sciences Ltd.
|
0
|
251
|
|
|
|
7,311
|
05/05/2028
|
JPM
|
Universal Health
Services, Inc.
|
Universal Health Services,
Inc.
|
0
|
(231)
|
|
|
|
7,305
|
05/05/2028
|
JPM
|
Kosmos Energy
Ltd.
|
Kosmos Energy Ltd.
|
0
|
1,193
|
|
|
|
7,111
|
05/05/2028
|
JPM
|
Tenet Healthcare
Corp.
|
Tenet Healthcare Corp.
|
0
|
(779)
|
|
|
|
7,042
|
05/05/2028
|
JPM
|
Ensign Group, Inc.
|
Ensign Group, Inc.
|
0
|
(499)
|
|
|
|
6,626
|
05/05/2028
|
JPM
|
Baxter
International, Inc.
|
Baxter International, Inc.
|
0
|
(635)
|
|
|
|
6,367
|
05/05/2028
|
JPM
|
Helmerich &
Payne, Inc.
|
Helmerich & Payne, Inc.
|
0
|
333
|
|
|
|
6,316
|
05/05/2028
|
MSI
|
Reddit, Inc.
|
Reddit, Inc.
|
0
|
(1,068)
|
|
|
|
6,268
|
05/05/2028
|
GST
|
Workday, Inc.
|
Workday, Inc.
|
0
|
(284)
|
|
|
|
6,249
|
05/05/2028
|
JPM
|
Nabors Industries
Ltd.
|
Nabors Industries Ltd.
|
0
|
641
|
|
|
EUR
|
6,179
|
05/05/2028
|
JPM
|
Vonovia SE
|
Vonovia SE
|
0
|
(498)
|
|
|
|
6,132
|
05/05/2028
|
GST
|
SAP AG
|
SAP AG
|
0
|
(45)
|
|
|
|
6,021
|
05/05/2028
|
JPM
|
BE Semiconductor
Industries NV
|
BE Semiconductor
Industries NV
|
0
|
685
|
|
|
|
5,919
|
05/05/2028
|
JPM
|
Aeroports de Paris
SA
|
Aeroports de Paris SA
|
0
|
92
|
|
|
|
5,896
|
05/05/2028
|
JPM
|
Vinci SA
|
Vinci SA
|
0
|
(63)
|
|
|
USD
|
5,631
|
05/05/2028
|
JPM
|
NorthWestern
Energy Group, Inc.
|
NorthWestern Energy
Group, Inc.
|
0
|
(245)
|
|
|
|
5,343
|
05/05/2028
|
JPM
|
Devon Energy
Corp.
|
Devon Energy Corp.
|
0
|
(10)
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
5,244
|
05/05/2028
|
JPM
|
Tyra Biosciences,
Inc.
|
Tyra Biosciences, Inc.
|
$0
|
$661
|
|
|
|
5,227
|
05/05/2028
|
JPM
|
Innovage Holding
Corp.
|
Innovage Holding Corp.
|
0
|
(40)
|
|
|
|
5,029
|
05/05/2028
|
JPM
|
Atlas Energy
Solutions, Inc.
|
Atlas Energy Solutions, Inc.
|
0
|
(137)
|
|
|
|
5,028
|
05/05/2028
|
JPM
|
HighPeak Energy,
Inc.
|
HighPeak Energy, Inc.
|
0
|
353
|
|
|
|
5,020
|
05/05/2028
|
JPM
|
HF Sinclair Corp.
|
HF Sinclair Corp.
|
0
|
41
|
|
|
|
5,014
|
05/05/2028
|
JPM
|
Vitesse Energy, Inc.
|
Vitesse Energy, Inc.
|
0
|
71
|
|
|
|
5,001
|
05/05/2028
|
GST
|
HF Sinclair Corp.
|
HF Sinclair Corp.
|
0
|
22
|
|
|
|
4,983
|
05/05/2028
|
MSI
|
Northern Oil &
Gas, Inc.
|
Northern Oil & Gas, Inc.
|
0
|
705
|
|
|
|
4,947
|
05/05/2028
|
GST
|
Devon Energy
Corp.
|
Devon Energy Corp.
|
0
|
139
|
|
|
|
4,842
|
05/05/2028
|
MSI
|
Texas Pacific Land
Corp.
|
Texas Pacific Land Corp.
|
0
|
(347)
|
|
|
|
4,314
|
05/05/2028
|
JPM
|
WaVe Life
Sciences Ltd.
|
WaVe Life Sciences Ltd.
|
0
|
473
|
|
|
GBP
|
4,078
|
05/05/2028
|
JPM
|
Ocado Group PLC
|
Ocado Group PLC
|
0
|
142
|
|
|
USD
|
4,055
|
05/05/2028
|
MSI
|
Western Union
Co.
|
Western Union Co.
|
0
|
(11)
|
|
|
EUR
|
3,848
|
05/05/2028
|
JPM
|
CTS Eventim
|
CTS Eventim
|
0
|
(318)
|
|
|
|
3,808
|
05/05/2028
|
JPM
|
Moncler SpA
|
Moncler SpA
|
0
|
(564)
|
|
|
|
3,771
|
05/05/2028
|
JPM
|
Alstom SA
|
Alstom SA
|
0
|
264
|
|
|
|
3,676
|
05/05/2028
|
JPM
|
Kesko Oyj
|
Kesko Oyj
|
0
|
(198)
|
|
|
|
3,579
|
05/05/2028
|
JPM
|
Kone Oyj
|
Kone Oyj
|
0
|
(74)
|
|
|
USD
|
3,004
|
05/05/2028
|
JPM
|
Phillips 66
|
Phillips 66
|
0
|
(60)
|
|
|
CAD
|
2,919
|
05/05/2028
|
JPM
|
Dollarama, Inc.
|
Dollarama, Inc.
|
0
|
21
|
|
|
USD
|
2,907
|
05/05/2028
|
JPM
|
Transocean Ltd.
|
Transocean Ltd.
|
0
|
96
|
|
|
|
2,704
|
05/05/2028
|
MSI
|
Atlas Energy
Solutions, Inc.
|
Atlas Energy Solutions, Inc.
|
0
|
110
|
|
|
|
2,477
|
05/05/2028
|
JPM
|
Entegris, Inc.
|
Entegris, Inc.
|
0
|
40
|
|
|
EUR
|
2,467
|
05/05/2028
|
JPM
|
Delivery Hero SE
|
Delivery Hero SE
|
0
|
411
|
|
|
USD
|
2,444
|
05/05/2028
|
JPM
|
Lam Research
Corp.
|
Lam Research Corp.
|
0
|
(68)
|
|
|
|
2,433
|
05/05/2028
|
JPM
|
Hilton Worldwide
Holdings, Inc.
|
Hilton Worldwide
Holdings, Inc.
|
0
|
(127)
|
|
|
|
2,430
|
05/05/2028
|
JPM
|
Procter & Gamble
Co.
|
Procter & Gamble Co.
|
0
|
(60)
|
|
|
|
2,428
|
05/05/2028
|
GST
|
Landbridge Co.
LLC
|
Landbridge Co. LLC
|
0
|
28
|
|
|
EUR
|
2,360
|
05/05/2028
|
MSI
|
Kone Oyj
|
Kone Oyj
|
0
|
(94)
|
|
|
|
2,328
|
05/05/2028
|
JPM
|
Shurgard Self
Storage Ltd.
|
Shurgard Self Storage Ltd.
|
0
|
38
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
2,308
|
05/05/2028
|
JPM
|
Palo Alto
Networks, Inc.
|
Palo Alto Networks, Inc.
|
$0
|
$(90)
|
|
|
|
2,295
|
05/05/2028
|
JPM
|
Motorola
Solutions, Inc.
|
Motorola Solutions, Inc.
|
0
|
(52)
|
|
|
|
2,236
|
05/05/2028
|
JPM
|
Cavco Industries,
Inc.
|
Cavco Industries, Inc.
|
0
|
(308)
|
|
|
|
2,142
|
05/05/2028
|
JPM
|
IDEXX
Laboratories, Inc.
|
IDEXX Laboratories, Inc.
|
0
|
31
|
|
|
|
2,133
|
05/05/2028
|
GST
|
CyberArk
Software Ltd.
|
CyberArk Software Ltd.
|
0
|
(92)
|
|
|
|
2,109
|
05/05/2028
|
JPM
|
Interactive Brokers
Group, Inc.
|
Interactive Brokers Group,
Inc.
|
0
|
(283)
|
|
|
|
2,081
|
05/05/2028
|
MSI
|
Landbridge Co.
LLC
|
Landbridge Co. LLC
|
0
|
264
|
|
|
CHF
|
2,054
|
05/05/2028
|
JPM
|
VAT Group AG
|
VAT Group AG
|
0
|
(73)
|
|
|
GBP
|
1,990
|
05/05/2028
|
JPM
|
Rightmove PLC
|
Rightmove PLC
|
0
|
(115)
|
|
|
|
1,978
|
05/05/2028
|
GST
|
Unilever PLC
|
Unilever PLC
|
0
|
(17)
|
|
|
USD
|
1,960
|
05/05/2028
|
JPM
|
Yelp, Inc.
|
Yelp, Inc.
|
0
|
3
|
|
|
|
1,913
|
05/05/2028
|
JPM
|
Howmet
Aerospace, Inc.
|
Howmet Aerospace, Inc.
|
0
|
(239)
|
|
|
|
1,829
|
05/05/2028
|
JPM
|
Comfort Systems
USA, Inc.
|
Comfort Systems USA,
Inc.
|
0
|
82
|
|
|
|
1,813
|
05/05/2028
|
JPM
|
Berkshire
Hathaway, Inc.
|
Berkshire Hathaway, Inc.
|
0
|
(61)
|
|
|
|
1,757
|
05/05/2028
|
GST
|
Texas Instruments,
Inc.
|
Texas Instruments, Inc.
|
0
|
96
|
|
|
|
1,742
|
05/05/2028
|
JPM
|
Eaton Corp. PLC
|
Eaton Corp. PLC
|
0
|
110
|
|
|
|
1,670
|
05/05/2028
|
JPM
|
Tetra Tech, Inc.
|
Tetra Tech, Inc.
|
0
|
161
|
|
|
|
1,660
|
05/05/2028
|
JPM
|
Intel Corp.
|
Intel Corp.
|
0
|
47
|
|
|
|
1,622
|
05/05/2028
|
JPM
|
Synchrony Financial
|
Synchrony Financial
|
0
|
(34)
|
|
|
|
1,558
|
05/05/2028
|
JPM
|
Atlassian Corp.
|
Atlassian Corp.
|
0
|
(282)
|
|
|
|
1,544
|
05/05/2028
|
JPM
|
Brinker
International, Inc.
|
Brinker International, Inc.
|
0
|
(458)
|
|
|
|
1,541
|
05/05/2028
|
JPM
|
SharkNinja, Inc.
|
SharkNinja, Inc.
|
0
|
(136)
|
|
|
EUR
|
1,496
|
05/05/2028
|
GST
|
ASML Holding NV
|
ASML Holding NV
|
0
|
53
|
|
|
USD
|
1,449
|
05/05/2028
|
JPM
|
Stryker Corp.
|
Stryker Corp.
|
0
|
(117)
|
|
|
|
1,444
|
05/05/2028
|
JPM
|
Ciena Corp.
|
Ciena Corp.
|
0
|
(37)
|
|
|
|
1,444
|
05/05/2028
|
JPM
|
TKO Group
Holdings, Inc.
|
TKO Group Holdings, Inc.
|
0
|
(108)
|
|
|
|
1,440
|
05/05/2028
|
JPM
|
Ubiquiti, Inc.
|
Ubiquiti, Inc.
|
0
|
(174)
|
|
|
EUR
|
1,423
|
05/05/2028
|
JPM
|
Brunello Cucinelli
SpA
|
Brunello Cucinelli SpA
|
0
|
(205)
|
|
|
USD
|
1,340
|
05/05/2028
|
JPM
|
Ambarella, Inc.
|
Ambarella, Inc.
|
0
|
(41)
|
|
|
CHF
|
1,338
|
05/05/2028
|
MSI
|
VAT Group AG
|
VAT Group AG
|
0
|
(84)
|
|
|
EUR
|
1,302
|
05/05/2028
|
MSI
|
SES-imagotag SA
|
SES-imagotag SA
|
0
|
(26)
|
|
|
USD
|
1,272
|
05/05/2028
|
JPM
|
FTAI Aviation Ltd.
|
FTAI Aviation Ltd.
|
0
|
468
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
1,268
|
05/05/2028
|
JPM
|
Discover Financial
Services
|
Discover Financial Services
|
$0
|
$(140)
|
|
|
|
1,262
|
05/05/2028
|
JPM
|
Group 1
Automotive, Inc.
|
Group 1 Automotive, Inc.
|
0
|
(107)
|
|
|
|
1,216
|
05/05/2028
|
JPM
|
O'Reilly
Automotive, Inc.
|
O'Reilly Automotive, Inc.
|
0
|
(78)
|
|
|
CHF
|
1,167
|
05/05/2028
|
GST
|
Galderma Group
AG
|
Galderma Group AG
|
0
|
(56)
|
|
|
GBP
|
1,161
|
05/05/2028
|
MSI
|
Watches of
Switzerland Group
PLC
|
Watches of Switzerland
Group PLC
|
0
|
(272)
|
|
|
EUR
|
1,149
|
05/05/2028
|
JPM
|
Fielmann Group
AG
|
Fielmann Group AG
|
0
|
(35)
|
|
|
|
1,110
|
05/05/2028
|
MSI
|
Brunello Cucinelli
SpA
|
Brunello Cucinelli SpA
|
0
|
(141)
|
|
|
|
1,095
|
05/05/2028
|
JPM
|
Kojamo Oyj
|
Kojamo Oyj
|
0
|
(29)
|
|
|
USD
|
1,078
|
05/05/2028
|
JPM
|
Alerian MLP ETF
|
Alerian MLP ETF
|
0
|
(56)
|
|
|
GBP
|
1,034
|
05/05/2028
|
JPM
|
Watches of
Switzerland Group
PLC
|
Watches of Switzerland
Group PLC
|
0
|
(129)
|
|
|
|
924
|
05/05/2028
|
JPM
|
Intermediate
Capital Group PLC
|
Intermediate Capital
Group PLC
|
0
|
(30)
|
|
|
USD
|
843
|
05/05/2028
|
MSI
|
ASGN, Inc.
|
ASGN, Inc.
|
0
|
49
|
|
|
|
820
|
05/05/2028
|
GST
|
ASGN, Inc.
|
ASGN, Inc.
|
0
|
26
|
|
|
|
773
|
05/05/2028
|
JPM
|
Hyatt Hotels Corp.
|
Hyatt Hotels Corp.
|
0
|
(18)
|
|
|
EUR
|
687
|
05/05/2028
|
JPM
|
Nemetschek SE
|
Nemetschek SE
|
0
|
(129)
|
|
|
USD
|
570
|
05/05/2028
|
GST
|
Tetra Tech, Inc.
|
Tetra Tech, Inc.
|
0
|
18
|
|
|
|
548
|
05/05/2028
|
MSI
|
Verisk Analytics,
Inc.
|
Verisk Analytics, Inc.
|
0
|
(27)
|
|
|
EUR
|
197
|
05/05/2028
|
JPM
|
Iberdrola SA
|
Iberdrola SA
|
0
|
(46)
|
|
|
GBP
|
357
|
05/05/2028
|
JPM
|
WH Smith PLC
|
WH Smith PLC
|
0
|
12
|
|
|
USD
|
486
|
05/05/2028
|
JPM
|
Centrus Energy
Corp.
|
Centrus Energy Corp.
|
0
|
7
|
|
|
|
515
|
05/05/2028
|
GST
|
Dynatrace, Inc.
|
Dynatrace, Inc.
|
0
|
4
|
|
|
GBP
|
732
|
05/05/2028
|
MSI
|
RS Group PLC
|
RS Group PLC
|
0
|
(12)
|
|
|
EUR
|
785
|
05/05/2028
|
MSI
|
Sampo Oyj
|
Sampo Oyj
|
0
|
11
|
|
|
USD
|
788
|
05/05/2028
|
JPM
|
Tradeweb Markets,
Inc.
|
Tradeweb Markets, Inc.
|
0
|
(27)
|
|
|
|
1,001
|
05/05/2028
|
MSI
|
ServiceNow, Inc.
|
ServiceNow, Inc.
|
0
|
18
|
|
|
CHF
|
1,093
|
05/05/2028
|
JPM
|
Galderma Group
AG
|
Galderma Group AG
|
0
|
15
|
|
|
USD
|
1,293
|
05/05/2028
|
JPM
|
Monolithic Power
Systems, Inc.
|
Monolithic Power Systems,
Inc.
|
0
|
(18)
|
|
|
|
1,304
|
05/05/2028
|
MSI
|
Monolithic Power
Systems, Inc.
|
Monolithic Power Systems,
Inc.
|
0
|
(29)
|
|
|
GBP
|
1,404
|
05/05/2028
|
JPM
|
Unilever PLC
|
Unilever PLC
|
0
|
39
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
1,668
|
05/05/2028
|
GST
|
MediaTek, Inc.
|
MediaTek, Inc.
|
$0
|
$33
|
|
|
|
2,210
|
05/05/2028
|
MSI
|
Dynatrace, Inc.
|
Dynatrace, Inc.
|
0
|
42
|
|
|
GBP
|
2,315
|
05/05/2028
|
JPM
|
Serco Group PLC
|
Serco Group PLC
|
0
|
107
|
|
|
|
2,387
|
05/05/2028
|
JPM
|
RS Group PLC
|
RS Group PLC
|
0
|
25
|
|
|
USD
|
2,413
|
05/05/2028
|
GST
|
Marathon
Petroleum Corp.
|
Marathon Petroleum
Corp.
|
0
|
(82)
|
|
|
|
2,470
|
05/05/2028
|
MSI
|
Ovintiv, Inc.
|
Ovintiv, Inc.
|
0
|
(190)
|
|
|
EUR
|
2,655
|
05/05/2028
|
JPM
|
Industria De
Diseno Textil SA
|
Industria De Diseno Textil
SA
|
0
|
145
|
|
|
USD
|
2,864
|
05/05/2028
|
GST
|
Block, Inc.
|
Block, Inc.
|
0
|
42
|
|
|
EUR
|
3,036
|
05/05/2028
|
JPM
|
Sampo Oyj
|
Sampo Oyj
|
0
|
70
|
|
|
GBP
|
3,322
|
05/05/2028
|
JPM
|
Next PLC
|
Next PLC
|
0
|
324
|
|
|
EUR
|
3,356
|
05/05/2028
|
JPM
|
Heidelberger
Cement AG
|
Heidelberger Cement AG
|
0
|
199
|
|
|
|
3,697
|
05/05/2028
|
JPM
|
SAP AG
|
SAP AG
|
0
|
343
|
|
|
USD
|
3,975
|
05/05/2028
|
GST
|
Newamsterdam
Pharma Co. NV
|
Newamsterdam Pharma
Co. NV
|
0
|
(208)
|
|
|
|
4,317
|
05/05/2028
|
MSI
|
Palo Alto
Networks, Inc.
|
Palo Alto Networks, Inc.
|
0
|
(75)
|
|
|
|
5,030
|
05/05/2028
|
MSI
|
Permian Resources
Corp.
|
Permian Resources Corp.
|
0
|
(63)
|
|
|
|
5,065
|
05/05/2028
|
MSI
|
WEC Energy
Group, Inc.
|
WEC Energy Group, Inc.
|
0
|
196
|
|
|
|
5,935
|
05/05/2028
|
MSI
|
Block, Inc.
|
Block, Inc.
|
0
|
422
|
|
|
|
6,002
|
05/05/2028
|
JPM
|
Shopify, Inc.
|
Shopify, Inc.
|
0
|
889
|
|
|
|
6,377
|
05/05/2028
|
GST
|
Shopify, Inc.
|
Shopify, Inc.
|
0
|
631
|
|
|
|
6,487
|
05/05/2028
|
GST
|
DocuSign, Inc.
|
DocuSign, Inc.
|
0
|
381
|
|
|
|
6,551
|
05/05/2028
|
JPM
|
Arista Networks,
Inc.
|
Arista Networks, Inc.
|
0
|
478
|
|
|
CHF
|
7,143
|
05/05/2028
|
JPM
|
Holcim AG
|
Holcim AG
|
0
|
436
|
|
|
USD
|
7,509
|
05/05/2028
|
JPM
|
PACS Group, Inc.
|
PACS Group, Inc.
|
0
|
570
|
|
|
|
7,587
|
05/05/2028
|
MSI
|
First Solar, Inc.
|
First Solar, Inc.
|
0
|
119
|
|
|
|
8,476
|
05/05/2028
|
JPM
|
Innovex
International, Inc.
|
Innovex International, Inc.
|
0
|
93
|
|
|
GBP
|
8,495
|
05/05/2028
|
JPM
|
Haleon PLC
|
Haleon PLC
|
0
|
69
|
|
|
USD
|
9,159
|
05/05/2028
|
GST
|
Arista Networks,
Inc.
|
Arista Networks, Inc.
|
0
|
751
|
|
|
|
9,685
|
05/05/2028
|
JPM
|
Dominion Energy,
Inc.
|
Dominion Energy, Inc.
|
0
|
321
|
|
|
|
9,820
|
05/05/2028
|
JPM
|
Newamsterdam
Pharma Co. NV
|
Newamsterdam Pharma
Co. NV
|
0
|
(1,439)
|
|
|
|
10,100
|
05/05/2028
|
MSI
|
Energy Transfer LP
|
Energy Transfer LP
|
0
|
222
|
|
|
|
10,191
|
05/05/2028
|
JPM
|
Vista Energy SAB
de CV
|
Vista Energy SAB de CV
|
0
|
(318)
|
|
|
|
10,629
|
05/05/2028
|
GST
|
Celestica, Inc.
|
Celestica, Inc.
|
0
|
483
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
CAD
|
11,485
|
05/05/2028
|
JPM
|
Capital Power
Corp.
|
Capital Power Corp.
|
$0
|
$(1,389)
|
|
|
USD
|
11,978
|
05/05/2028
|
GST
|
Alphabet, Inc.
|
Alphabet, Inc.
|
0
|
358
|
|
|
|
13,052
|
05/05/2028
|
JPM
|
Twist Bioscience
Corp.
|
Twist Bioscience Corp.
|
0
|
931
|
|
|
|
13,363
|
05/05/2028
|
JPM
|
Hologic, Inc.
|
Hologic, Inc.
|
0
|
(305)
|
|
|
|
13,784
|
05/05/2028
|
JPM
|
First Solar, Inc.
|
First Solar, Inc.
|
0
|
(1,890)
|
|
|
|
14,839
|
05/05/2028
|
JPM
|
Charter
Communications,
Inc.
|
Charter Communications,
Inc.
|
0
|
708
|
|
|
EUR
|
14,905
|
05/05/2028
|
MSI
|
Delivery Hero SE
|
Delivery Hero SE
|
0
|
(569)
|
|
|
USD
|
15,211
|
05/05/2028
|
JPM
|
Stryker Corp.
|
Stryker Corp.
|
0
|
1,223
|
|
|
|
15,620
|
05/05/2028
|
JPM
|
Bill Holdings, Inc.
|
Bill Holdings, Inc.
|
0
|
1,024
|
|
|
|
15,843
|
05/05/2028
|
JPM
|
Tidewater, Inc.
|
Tidewater, Inc.
|
0
|
(522)
|
|
|
|
16,216
|
05/05/2028
|
MSI
|
Reddit, Inc.
|
Reddit, Inc.
|
0
|
2,742
|
|
|
|
17,469
|
05/05/2028
|
JPM
|
Excelerate Energy,
Inc.
|
Excelerate Energy, Inc.
|
0
|
(503)
|
|
|
|
18,319
|
05/05/2028
|
JPM
|
Yageo Corp.
|
Yageo Corp.
|
0
|
(1,156)
|
|
|
|
18,823
|
05/05/2028
|
JPM
|
DocuSign, Inc.
|
DocuSign, Inc.
|
0
|
1,104
|
|
|
|
19,101
|
05/05/2028
|
JPM
|
ICON PLC
|
ICON PLC
|
0
|
(1,781)
|
|
|
|
19,439
|
05/05/2028
|
MSI
|
Innovex
International, Inc.
|
Innovex International, Inc.
|
0
|
(1,943)
|
|
|
|
19,448
|
05/05/2028
|
JPM
|
Sarepta
Therapeutics, Inc.
|
Sarepta Therapeutics, Inc.
|
0
|
(2,276)
|
|
|
|
19,452
|
05/05/2028
|
JPM
|
Pfizer, Inc.
|
Pfizer, Inc.
|
0
|
(357)
|
|
|
|
20,436
|
05/05/2028
|
JPM
|
HCA Healthcare,
Inc.
|
HCA Healthcare, Inc.
|
0
|
1,998
|
|
|
EUR
|
20,522
|
05/05/2028
|
JPM
|
ASML Holding NV
|
ASML Holding NV
|
0
|
453
|
|
|
USD
|
20,692
|
05/05/2028
|
JPM
|
Quanta Computer,
Inc.
|
Quanta Computer, Inc.
|
0
|
(2,040)
|
|
|
|
21,285
|
05/05/2028
|
JPM
|
Vaxcyte, Inc.
|
Vaxcyte, Inc.
|
0
|
530
|
|
|
|
22,024
|
05/05/2028
|
JPM
|
Crinetics
Pharmaceuticals,
Inc.
|
Crinetics Pharmaceuticals,
Inc.
|
0
|
(4,534)
|
|
|
|
23,681
|
05/05/2028
|
MSI
|
MercadoLibre, Inc.
|
MercadoLibre, Inc.
|
0
|
1,308
|
|
|
|
24,511
|
05/05/2028
|
JPM
|
MPLX LP
|
MPLX LP
|
0
|
1,598
|
|
|
|
24,844
|
05/05/2028
|
MSI
|
Expand Energy
Corp.
|
Expand Energy Corp.
|
0
|
(1,476)
|
|
|
|
25,531
|
05/05/2028
|
GST
|
Meta Platforms,
Inc.
|
Meta Platforms, Inc.
|
0
|
(31)
|
|
|
|
26,196
|
05/05/2028
|
JPM
|
Energy Transfer LP
|
Energy Transfer LP
|
0
|
1,001
|
|
|
|
26,215
|
05/05/2028
|
JPM
|
Celestica, Inc.
|
Celestica, Inc.
|
0
|
6,504
|
|
|
|
26,440
|
05/05/2028
|
JPM
|
MYR Group, Inc.
|
MYR Group, Inc.
|
0
|
(1,665)
|
|
|
GBP
|
28,897
|
05/05/2028
|
GST
|
WH Smith PLC
|
WH Smith PLC
|
0
|
3,898
|
|
|
USD
|
30,535
|
05/05/2028
|
JPM
|
NiSource, Inc.
|
NiSource, Inc.
|
0
|
1,133
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
31,327
|
05/05/2028
|
GST
|
Marvell
Technology, Inc.
|
Marvell Technology, Inc.
|
$0
|
$(1,757)
|
|
|
|
31,782
|
05/05/2028
|
GST
|
MongoDB, Inc.
|
MongoDB, Inc.
|
0
|
(76)
|
|
|
GBP
|
31,939
|
05/05/2028
|
GST
|
Wise PLC
|
Wise PLC
|
0
|
3,446
|
|
|
USD
|
33,335
|
05/05/2028
|
JPM
|
Ovintiv, Inc.
|
Ovintiv, Inc.
|
0
|
146
|
|
|
EUR
|
33,531
|
05/05/2028
|
GST
|
Industria De
Diseno Textil SA
|
Industria De Diseno Textil
SA
|
0
|
2,685
|
|
|
USD
|
34,478
|
05/05/2028
|
GST
|
Monolithic Power
Systems, Inc.
|
Monolithic Power Systems,
Inc.
|
0
|
(60)
|
|
|
|
35,647
|
05/05/2028
|
JPM
|
Ryanair Holdings
PLC
|
Ryanair Holdings PLC
|
0
|
2,545
|
|
|
|
35,681
|
05/05/2028
|
JPM
|
EPAM Systems, Inc.
|
EPAM Systems, Inc.
|
0
|
3,429
|
|
|
|
36,973
|
05/05/2028
|
MSI
|
Celestica, Inc.
|
Celestica, Inc.
|
0
|
6,735
|
|
|
CAD
|
36,978
|
05/05/2028
|
JPM
|
NuVista Energy
Ltd.
|
NuVista Energy Ltd.
|
0
|
(1,853)
|
|
|
USD
|
37,055
|
05/05/2028
|
MSI
|
DocuSign, Inc.
|
DocuSign, Inc.
|
0
|
1,347
|
|
|
|
37,159
|
05/05/2028
|
GST
|
Charter
Communications,
Inc.
|
Charter Communications,
Inc.
|
0
|
(537)
|
|
|
HKD
|
39,473
|
05/05/2028
|
JPM
|
ENN Energy
Holdings Ltd.
|
ENN Energy Holdings Ltd.
|
0
|
(190)
|
|
|
CHF
|
39,992
|
05/05/2028
|
GST
|
Galderma Group
AG
|
Galderma Group AG
|
0
|
1,431
|
|
|
USD
|
40,517
|
05/05/2028
|
JPM
|
Atlassian Corp.
|
Atlassian Corp.
|
0
|
7,340
|
|
|
|
41,186
|
05/05/2028
|
JPM
|
Palo Alto
Networks, Inc.
|
Palo Alto Networks, Inc.
|
0
|
1,599
|
|
|
|
42,108
|
05/05/2028
|
MSI
|
Marvell
Technology, Inc.
|
Marvell Technology, Inc.
|
0
|
(1,140)
|
|
|
|
43,535
|
05/05/2028
|
JPM
|
Datadog, Inc.
|
Datadog, Inc.
|
0
|
(580)
|
|
|
|
44,147
|
05/05/2028
|
JPM
|
Dynatrace, Inc.
|
Dynatrace, Inc.
|
0
|
3,439
|
|
|
|
44,148
|
05/05/2028
|
JPM
|
Merck & Co., Inc.
|
Merck & Co., Inc.
|
0
|
(667)
|
|
|
|
45,755
|
05/05/2028
|
JPM
|
MongoDB, Inc.
|
MongoDB, Inc.
|
0
|
3,442
|
|
|
GBP
|
45,774
|
05/05/2028
|
GST
|
Next PLC
|
Next PLC
|
0
|
3,468
|
|
|
USD
|
46,506
|
05/05/2028
|
JPM
|
Reddit, Inc.
|
Reddit, Inc.
|
0
|
4,978
|
|
|
|
46,902
|
05/05/2028
|
JPM
|
Permian Resources
Corp.
|
Permian Resources Corp.
|
0
|
(1,238)
|
|
|
GBP
|
49,407
|
05/05/2028
|
GST
|
Serco Group PLC
|
Serco Group PLC
|
0
|
760
|
|
|
USD
|
51,382
|
05/05/2028
|
JPM
|
CyberArk
Software Ltd.
|
CyberArk Software Ltd.
|
0
|
3,523
|
|
|
|
51,522
|
05/05/2028
|
GST
|
Bill Holdings, Inc.
|
Bill Holdings, Inc.
|
0
|
3,637
|
|
|
|
52,998
|
05/05/2028
|
JPM
|
Lam Research
Corp.
|
Lam Research Corp.
|
0
|
1,468
|
|
|
|
55,001
|
05/05/2028
|
GST
|
Tradeweb Markets,
Inc.
|
Tradeweb Markets, Inc.
|
0
|
(434)
|
|
|
EUR
|
57,678
|
05/05/2028
|
GST
|
ASML Holding NV
|
ASML Holding NV
|
0
|
1,646
|
|
|
USD
|
57,748
|
05/05/2028
|
JPM
|
Alphabet, Inc.
|
Alphabet, Inc.
|
0
|
2,082
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
58,257
|
05/05/2028
|
JPM
|
MediaTek, Inc.
|
MediaTek, Inc.
|
$0
|
$874
|
|
|
|
59,076
|
05/05/2028
|
JPM
|
ServiceNow, Inc.
|
ServiceNow, Inc.
|
0
|
(3,065)
|
|
|
|
60,007
|
05/05/2028
|
MSI
|
Atlassian Corp.
|
Atlassian Corp.
|
0
|
13,620
|
|
|
|
61,040
|
05/05/2028
|
JPM
|
WEC Energy
Group, Inc.
|
WEC Energy Group, Inc.
|
0
|
4,670
|
|
|
|
61,659
|
05/05/2028
|
JPM
|
UnitedHealth
Group, Inc.
|
UnitedHealth Group, Inc.
|
0
|
2,897
|
|
|
EUR
|
61,920
|
05/05/2028
|
GST
|
Sampo Oyj
|
Sampo Oyj
|
0
|
969
|
|
|
USD
|
63,470
|
05/05/2028
|
GST
|
Hilton Worldwide
Holdings, Inc.
|
Hilton Worldwide
Holdings, Inc.
|
0
|
2,084
|
|
|
|
65,449
|
05/05/2028
|
MSI
|
Meta Platforms,
Inc.
|
Meta Platforms, Inc.
|
0
|
2,780
|
|
|
|
70,548
|
05/05/2028
|
JPM
|
Live Nation
Entertainment, Inc.
|
Live Nation
Entertainment, Inc.
|
0
|
9,171
|
|
|
EUR
|
70,752
|
05/05/2028
|
JPM
|
RENK Group AG
|
RENK Group AG
|
0
|
5,265
|
|
|
HKD
|
71,233
|
05/05/2028
|
JPM
|
ShandongWeigao
Group Medical
Polymer Co. Ltd.
|
ShandongWeigao Group
Medical Polymer Co. Ltd.
|
0
|
1,087
|
|
|
USD
|
74,401
|
05/05/2028
|
JPM
|
ASML Holding NV
|
ASML Holding NV
|
0
|
(3,427)
|
|
|
|
74,875
|
05/05/2028
|
JPM
|
Marathon
Petroleum Corp.
|
Marathon Petroleum
Corp.
|
0
|
1,769
|
|
|
GBP
|
76,671
|
05/05/2028
|
GST
|
RS Group PLC
|
RS Group PLC
|
0
|
(3,931)
|
|
|
EUR
|
80,725
|
05/05/2028
|
GST
|
Delivery Hero SE
|
Delivery Hero SE
|
0
|
(11,885)
|
|
|
USD
|
83,679
|
05/05/2028
|
MSI
|
HubSpot, Inc.
|
HubSpot, Inc.
|
0
|
8,306
|
|
|
|
85,878
|
05/05/2028
|
JPM
|
HubSpot, Inc.
|
HubSpot, Inc.
|
0
|
8,445
|
|
|
GBP
|
86,270
|
05/05/2028
|
GST
|
Haleon PLC
|
Haleon PLC
|
0
|
373
|
|
|
USD
|
91,555
|
05/05/2028
|
MSI
|
Alphabet, Inc.
|
Alphabet, Inc.
|
0
|
3,021
|
|
|
|
92,985
|
05/05/2028
|
JPM
|
Spotify Technology
SA
|
Spotify Technology SA
|
0
|
15,079
|
|
|
|
94,363
|
05/05/2028
|
JPM
|
KT Corp.
|
KT Corp.
|
0
|
9,010
|
|
|
CHF
|
95,026
|
05/05/2028
|
GST
|
Holcim AG
|
Holcim AG
|
0
|
5,411
|
|
|
USD
|
96,101
|
05/05/2028
|
JPM
|
Hyatt Hotels Corp.
|
Hyatt Hotels Corp.
|
0
|
2,318
|
|
|
GBP
|
101,268
|
05/05/2028
|
GST
|
Unilever PLC
|
Unilever PLC
|
0
|
848
|
|
|
USD
|
103,021
|
05/05/2028
|
JPM
|
Meta Platforms,
Inc.
|
Meta Platforms, Inc.
|
0
|
5,869
|
|
|
|
103,027
|
05/05/2028
|
JPM
|
TKO Group
Holdings, Inc.
|
TKO Group Holdings, Inc.
|
0
|
7,638
|
|
|
EUR
|
103,410
|
05/05/2028
|
GST
|
Heidelberger
Cement AG
|
Heidelberger Cement AG
|
0
|
4,842
|
|
|
USD
|
103,664
|
05/05/2028
|
MSI
|
Arista Networks,
Inc.
|
Arista Networks, Inc.
|
0
|
1,656
|
|
|
|
109,569
|
05/05/2028
|
JPM
|
Matador
Resources Co.
|
Matador Resources Co.
|
0
|
(1,573)
|
|
|
|
111,745
|
05/05/2028
|
MSI
|
Shopify, Inc.
|
Shopify, Inc.
|
0
|
13,464
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
127,188
|
05/05/2028
|
MSI
|
Charter
Communications,
Inc.
|
Charter Communications,
Inc.
|
$0
|
$1,679
|
|
|
GBP
|
139,309
|
05/05/2028
|
GST
|
Intermediate
Capital Group PLC
|
Intermediate Capital
Group PLC
|
0
|
20,230
|
|
|
EUR
|
140,544
|
05/05/2028
|
GST
|
SAP AG
|
SAP AG
|
0
|
7,134
|
|
|
USD
|
151,959
|
05/05/2028
|
MSI
|
Lam Research
Corp.
|
Lam Research Corp.
|
0
|
10,385
|
|
|
CHF
|
154,370
|
05/05/2028
|
JPM
|
ABB Ltd.
|
ABB Ltd.
|
0
|
(10,534)
|
|
|
USD
|
158,768
|
05/05/2028
|
JPM
|
Marvell
Technology, Inc.
|
Marvell Technology, Inc.
|
0
|
(9,454)
|
|
|
|
159,844
|
05/05/2028
|
JPM
|
Expand Energy
Corp.
|
Expand Energy Corp.
|
0
|
(942)
|
|
|
CAD
|
162,997
|
05/05/2028
|
JPM
|
Peyto Exploration
& Development
Corp.
|
Peyto Exploration &
Development Corp.
|
0
|
(11,046)
|
|
|
GBP
|
172,440
|
05/05/2028
|
JPM
|
Lloyds Tsb Group
PLC
|
Lloyds Tsb Group PLC
|
0
|
27,978
|
|
|
USD
|
173,212
|
05/05/2028
|
JPM
|
Alphabet, Inc.
|
Alphabet, Inc.
|
0
|
6,121
|
|
|
HKD
|
186,001
|
05/05/2028
|
JPM
|
ASM Pacific
Technology
|
ASM Pacific Technology
|
0
|
(956)
|
|
|
GBP
|
199,434
|
05/05/2028
|
GST
|
Lloyds Tsb Group
PLC
|
Lloyds Tsb Group PLC
|
0
|
15,546
|
|
|
EUR
|
201,753
|
05/05/2028
|
JPM
|
Safran SA
|
Safran SA
|
0
|
1,749
|
|
|
USD
|
207,730
|
05/05/2028
|
GST
|
Bank of America
Corp.
|
Bank of America Corp.
|
0
|
(1,603)
|
|
|
|
208,686
|
05/05/2028
|
JPM
|
MercadoLibre, Inc.
|
MercadoLibre, Inc.
|
0
|
14,288
|
|
|
|
216,786
|
05/05/2028
|
JPM
|
Interactive Brokers
Group, Inc.
|
Interactive Brokers Group,
Inc.
|
0
|
28,921
|
|
|
HKD
|
228,659
|
05/05/2028
|
JPM
|
Tencent Holdings
Ltd.
|
Tencent Holdings Ltd.
|
0
|
1,548
|
|
|
USD
|
318,311
|
05/05/2028
|
JPM
|
Block, Inc.
|
Block, Inc.
|
0
|
(6,071)
|
|
|
HKD
|
378,165
|
05/05/2028
|
JPM
|
Sunny Optical
Technology Co.
Ltd.
|
Sunny Optical Technology
Co. Ltd.
|
0
|
2,136
|
|
|
EUR
|
399,955
|
05/05/2028
|
GST
|
Safran SA
|
Safran SA
|
0
|
12,177
|
|
|
CHF
|
481,579
|
05/05/2028
|
GST
|
ABB Ltd.
|
ABB Ltd.
|
0
|
(32,302)
|
|
|
USD
|
594,496
|
05/05/2028
|
MSI
|
Tradeweb Markets,
Inc.
|
Tradeweb Markets, Inc.
|
0
|
(9,995)
|
|
|
|
623,555
|
05/05/2028
|
MSI
|
Alphabet, Inc.
|
Alphabet, Inc.
|
0
|
14,212
|
|
|
|
627,802
|
05/05/2028
|
JPM
|
Citizens Financial
Group, Inc.
|
Citizens Financial Group,
Inc.
|
0
|
36,798
|
|
|
|
630,943
|
05/05/2028
|
MSI
|
Eaton Corp. PLC
|
Eaton Corp. PLC
|
0
|
(31,273)
|
|
|
|
1,581,789
|
05/05/2028
|
JPM
|
Bank of America
Corp.
|
Bank of America Corp.
|
0
|
(3,654)
|
|
|
SEK
|
6,839,752
|
05/05/2028
|
JPM
|
Nordea Bank Abp
|
Nordea Bank Abp
|
0
|
24,378
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
JPY
|
3,805,420
|
05/08/2028
|
JPM
|
Nintendo Co. Ltd.
|
Nintendo Co. Ltd.
|
$0
|
$(2,511)
|
|
|
|
1,530,972
|
05/08/2028
|
GST
|
Nintendo Co. Ltd.
|
Nintendo Co. Ltd.
|
0
|
(1,476)
|
|
|
|
3,884,202
|
05/08/2028
|
JPM
|
Ibiden Co. Ltd.
|
Ibiden Co. Ltd.
|
0
|
(2,022)
|
|
|
|
17,227,000
|
05/16/2033
|
GST
|
Sumitomo Mitsui
Trust Holdings, Inc.
|
Sumitomo Mitsui Trust
Holdings, Inc.
|
0
|
(4,070)
|
|
|
|
15,721,500
|
05/16/2033
|
GST
|
Japan Exchange
Group, Inc.
|
Japan Exchange Group, Inc.
|
0
|
1,335
|
|
|
|
15,525,250
|
05/16/2033
|
GST
|
Aozora Bank Ltd.
|
Aozora Bank Ltd.
|
0
|
(483)
|
|
|
|
11,628,616
|
05/16/2033
|
MSI
|
Sumitomo Mitsui
Financial Group,
Inc.
|
Sumitomo Mitsui Financial
Group, Inc.
|
0
|
159
|
|
|
|
11,514,885
|
05/16/2033
|
MSI
|
Sumitomo Mitsui
Trust Group, Inc.
|
Sumitomo Mitsui Trust
Group, Inc.
|
0
|
(3,629)
|
|
|
|
6,384,400
|
05/16/2033
|
GST
|
T&D Holdings, Inc.
|
T&D Holdings, Inc.
|
0
|
(895)
|
|
|
|
5,700,000
|
05/16/2033
|
MSI
|
T&D Holdings, Inc.
|
T&D Holdings, Inc.
|
0
|
(1,485)
|
|
|
SEK
|
4,549,713
|
05/16/2033
|
MSI
|
Assa Abloy AB
|
Assa Abloy AB
|
0
|
(4,960)
|
|
|
JPY
|
3,487,905
|
05/16/2033
|
MSI
|
Aozora Bank Ltd.
|
Aozora Bank Ltd.
|
0
|
(724)
|
|
|
USD
|
2,892,021
|
05/16/2033
|
GST
|
iShares iBoxx $
High Yield
Corporate Bond
ETF
|
iShares iBoxx $ High Yield
Corporate Bond ETF
|
0
|
(1,815)
|
|
|
SEK
|
2,505,687
|
05/16/2033
|
GST
|
EQT AB
|
EQT AB
|
0
|
(18,283)
|
|
|
JPY
|
1,994,861
|
05/16/2033
|
MSI
|
Tokyo Electron
Ltd.
|
Tokyo Electron Ltd.
|
0
|
529
|
|
|
SEK
|
1,568,078
|
05/16/2033
|
GST
|
Skandinaviska
Enskilda Banken
AB
|
Skandinaviska Enskilda
Banken AB
|
0
|
3,049
|
|
|
USD
|
1,452,990
|
05/16/2033
|
MSI
|
Utilities Select
Sector SPDR Fund
|
Utilities Select Sector
SPDR Fund
|
0
|
(22,524)
|
|
|
EUR
|
1,299,283
|
05/16/2033
|
MSI
|
Euro Stoxx Bank
Price Index
|
Euro Stoxx Bank Price
Index
|
0
|
372
|
|
|
|
887,541
|
05/16/2033
|
MSI
|
EU Luxury Basket
|
EU Luxury Basket
|
0
|
(13,865)
|
|
|
USD
|
851,840
|
05/16/2033
|
MSI
|
iShares iBoxx
Investment Grade
Corporate Bond
ETF
|
iShares iBoxx Investment
Grade Corporate Bond
ETF
|
0
|
(7,840)
|
|
|
CAD
|
843,339
|
05/16/2033
|
MSI
|
Canadian Imperial
Bank of
Commerce
|
Canadian Imperial Bank of
Commerce
|
0
|
(13,604)
|
|
|
USD
|
625,836
|
05/16/2033
|
MSI
|
iShares Russell
2000 ETF
|
iShares Russell 2000 ETF
|
0
|
(2,873)
|
|
|
|
611,071
|
05/16/2033
|
MSI
|
Energy Select
Sector SPDR ETF
|
Energy Select Sector
SPDR ETF
|
0
|
36,853
|
|
|
EUR
|
597,732
|
05/16/2033
|
MSI
|
DJS Banks
|
DJS Banks
|
0
|
(5,157)
|
|
|
DKK
|
551,282
|
05/16/2033
|
GST
|
Danske Bank AS
|
Danske Bank AS
|
0
|
(1,381)
|
|
|
USD
|
548,286
|
05/16/2033
|
JPM
|
State Street Corp.
|
State Street Corp.
|
0
|
(17,331)
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
SEK
|
437,118
|
05/16/2033
|
GST
|
Munters Group AB
|
Munters Group AB
|
$0
|
$2,890
|
|
|
|
411,980
|
05/16/2033
|
MSI
|
Skandinaviska
Enskilda Banken
AB
|
Skandinaviska Enskilda
Banken AB
|
0
|
242
|
|
|
ILS
|
397,662
|
05/16/2033
|
MSI
|
Bank Hapoalim BM
|
Bank Hapoalim BM
|
0
|
1,462
|
|
|
USD
|
338,114
|
05/16/2033
|
GST
|
Fifth Third Bancorp
|
Fifth Third Bancorp
|
0
|
4,106
|
|
|
|
326,219
|
05/16/2033
|
GST
|
Visa, Inc.
|
Visa, Inc.
|
0
|
(18,315)
|
|
|
CAD
|
317,323
|
05/16/2033
|
JPM
|
Bank of Nova
Scotia
|
Bank of Nova Scotia
|
0
|
4,231
|
|
|
USD
|
313,296
|
05/16/2033
|
MSI
|
iShares iBoxx $
High Yield
Corporate Bond
ETF
|
iShares iBoxx $ High Yield
Corporate Bond ETF
|
0
|
76
|
|
|
SEK
|
289,149
|
05/16/2033
|
GST
|
Evolution Gaming
Group AB
|
Evolution Gaming
Group AB
|
0
|
(329)
|
|
|
DKK
|
272,669
|
05/16/2033
|
MSI
|
Danske Bank AS
|
Danske Bank AS
|
0
|
(71)
|
|
|
USD
|
259,189
|
05/16/2033
|
JPM
|
iShares Russell
2000 ETF
|
iShares Russell 2000 ETF
|
0
|
1,907
|
|
|
SEK
|
252,685
|
05/16/2033
|
GST
|
Yubico AB
|
Yubico AB
|
0
|
(1,555)
|
|
|
CAD
|
242,241
|
05/16/2033
|
MSI
|
Intact Financial
Corp.
|
Intact Financial Corp.
|
0
|
(3,142)
|
|
|
USD
|
236,145
|
05/16/2033
|
JPM
|
Energy Select
Sector SPDR ETF
|
Energy Select Sector
SPDR ETF
|
0
|
11,436
|
|
|
|
233,084
|
05/16/2033
|
MSI
|
Brookfield Asset
Management Ltd.
|
Brookfield Asset
Management Ltd.
|
0
|
(24,544)
|
|
|
|
228,658
|
05/16/2033
|
MSI
|
VanEck Oil
Services ETF
|
VanEck Oil Services ETF
|
0
|
12,629
|
|
|
DKK
|
228,404
|
05/16/2033
|
MSI
|
ISS A/S
|
ISS A/S
|
0
|
(1,450)
|
|
|
SEK
|
223,972
|
05/16/2033
|
MSI
|
EQT AB
|
EQT AB
|
0
|
(1,177)
|
|
|
USD
|
220,500
|
05/16/2033
|
JPM
|
Bank of Nova
Scotia
|
Bank of Nova Scotia
|
0
|
7,121
|
|
|
EUR
|
219,674
|
05/16/2033
|
MSI
|
Muenchener
Rueckversicherungs-
Gesellschaft AG
in Muenchen
|
Muenchener
Rueckversicherungs-
Gesellschaft AG
in Muenchen
|
0
|
(6,240)
|
|
|
USD
|
215,259
|
05/16/2033
|
MSI
|
Toast, Inc.
|
Toast, Inc.
|
0
|
(25,473)
|
|
|
EUR
|
204,596
|
05/16/2033
|
MSI
|
Stoxx Europe 600
Financial Services
|
Stoxx Europe 600
Financial Services
|
0
|
(9,097)
|
|
|
JPY
|
191,302
|
05/16/2033
|
GST
|
Tokyo Electron
Ltd.
|
Tokyo Electron Ltd.
|
0
|
51
|
|
|
USD
|
172,694
|
05/16/2033
|
MSI
|
Apple, Inc.
|
Apple, Inc.
|
0
|
1,358
|
|
|
CAD
|
164,012
|
05/16/2033
|
MSI
|
Bank of Nova
Scotia
|
Bank of Nova Scotia
|
0
|
112
|
|
|
USD
|
150,257
|
05/16/2033
|
GST
|
Fiserv, Inc.
|
Fiserv, Inc.
|
0
|
(5,076)
|
|
|
AUD
|
147,761
|
05/16/2033
|
MSI
|
Australian Stock
Exchange
|
Australian Stock Exchange
|
0
|
1,373
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
146,817
|
05/16/2033
|
MSI
|
Verizon
Communications,
Inc.
|
Verizon Communications,
Inc.
|
$0
|
$(1,250)
|
|
|
|
144,047
|
05/16/2033
|
MSI
|
MSCI, Inc.
|
MSCI, Inc.
|
0
|
2,612
|
|
|
|
143,264
|
05/16/2033
|
MSI
|
State Street Corp.
|
State Street Corp.
|
0
|
(6,930)
|
|
|
DKK
|
132,990
|
05/16/2033
|
GST
|
Novozymes AS
|
Novozymes AS
|
0
|
(181)
|
|
|
USD
|
132,396
|
05/16/2033
|
MSI
|
Fifth Third Bancorp
|
Fifth Third Bancorp
|
0
|
(933)
|
|
|
|
127,386
|
05/16/2033
|
MSI
|
Advanced Micro
Devices, Inc.
|
Advanced Micro Devices,
Inc.
|
0
|
3,584
|
|
|
|
125,555
|
05/16/2033
|
MSI
|
iShares MSCI
Emerging Markets
ETF
|
iShares MSCI Emerging
Markets ETF
|
0
|
(2,733)
|
|
|
|
124,373
|
05/16/2033
|
MSI
|
Costco Wholesale
Corp.
|
Costco Wholesale Corp.
|
0
|
(6,931)
|
|
|
|
120,601
|
05/16/2033
|
MSI
|
Equinix, Inc.
|
Equinix, Inc.
|
0
|
(1,829)
|
|
|
|
120,044
|
05/16/2033
|
MSI
|
VICI Properties,
Inc.
|
VICI Properties, Inc.
|
0
|
(4,216)
|
|
|
|
117,022
|
05/16/2033
|
MSI
|
Equifax, Inc
|
Equifax, Inc
|
0
|
(3,882)
|
|
|
|
116,122
|
05/16/2033
|
MSI
|
Invesco QQQ
Trust
|
Invesco QQQ Trust
|
0
|
(1,393)
|
|
|
EUR
|
114,443
|
05/16/2033
|
GST
|
BNP Paribas SA
|
BNP Paribas SA
|
0
|
(5,235)
|
|
|
USD
|
113,271
|
05/16/2033
|
MSI
|
Applied Materials,
Inc.
|
Applied Materials, Inc.
|
0
|
(1,251)
|
|
|
|
110,928
|
05/16/2033
|
GST
|
Paylocity Holding
Corp.
|
Paylocity Holding Corp.
|
0
|
(4,575)
|
|
|
|
108,524
|
05/16/2033
|
MSI
|
Ameriprise
Financial, Inc.
|
Ameriprise Financial, Inc.
|
0
|
(1,234)
|
|
|
|
103,353
|
05/16/2033
|
MSI
|
eBay, Inc.
|
eBay, Inc.
|
0
|
(3,872)
|
|
|
|
101,422
|
05/16/2033
|
MSI
|
Booking Holdings,
Inc.
|
Booking Holdings, Inc.
|
0
|
1,934
|
|
|
|
101,096
|
05/16/2033
|
GST
|
Fidelity National
Information
Services, Inc.
|
Fidelity National
Information Services, Inc.
|
0
|
(253)
|
|
|
|
100,589
|
05/16/2033
|
JPM
|
Walt Disney Co.
|
Walt Disney Co.
|
0
|
(148)
|
|
|
CHF
|
99,937
|
05/16/2033
|
GST
|
Swiss Re Ltd.
|
Swiss Re Ltd.
|
0
|
(3,084)
|
|
|
HKD
|
95,760
|
05/16/2033
|
MSI
|
Xiaomi Corp.
|
Xiaomi Corp.
|
0
|
(1,719)
|
|
|
USD
|
94,453
|
05/16/2033
|
MSI
|
Yum! Brands, Inc.
|
Yum! Brands, Inc.
|
0
|
(3,552)
|
|
|
|
93,915
|
05/16/2033
|
MSI
|
McDonald's Corp.
|
McDonald's Corp.
|
0
|
(2,799)
|
|
|
|
93,259
|
05/16/2033
|
MSI
|
Restaurant Brands
International, Inc.
|
Restaurant Brands
International, Inc.
|
0
|
(1,697)
|
|
|
EUR
|
93,196
|
05/16/2033
|
GST
|
L'Oreal SA
|
L'Oreal SA
|
0
|
(4,859)
|
|
|
USD
|
90,550
|
05/16/2033
|
MSI
|
Adobe, Inc.
|
Adobe, Inc.
|
0
|
(4,377)
|
|
|
|
89,635
|
05/16/2033
|
MSI
|
Comcast Corp.
|
Comcast Corp.
|
0
|
7,168
|
|
|
|
89,148
|
05/16/2033
|
MSI
|
Walmart, Inc.
|
Walmart, Inc.
|
0
|
(6,656)
|
|
|
SEK
|
88,818
|
05/16/2033
|
MSI
|
Axfood AB
|
Axfood AB
|
0
|
(211)
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
87,835
|
05/16/2033
|
JPM
|
iShares
Semiconductor
ETF
|
iShares Semiconductor
ETF
|
$0
|
$5,164
|
|
|
EUR
|
87,540
|
05/16/2033
|
MSI
|
Stoxx Europe 600
Insurance
|
Stoxx Europe 600
Insurance
|
0
|
(3,913)
|
|
|
USD
|
86,638
|
05/16/2033
|
MSI
|
Thor Industries,
Inc.
|
Thor Industries, Inc.
|
0
|
(982)
|
|
|
CAD
|
85,201
|
05/16/2033
|
MSI
|
Baytex Energy
Corp.
|
Baytex Energy Corp.
|
0
|
6,437
|
|
|
USD
|
84,213
|
05/16/2033
|
GST
|
eBay, Inc.
|
eBay, Inc.
|
0
|
(3,714)
|
|
|
AUD
|
83,914
|
05/16/2033
|
MSI
|
Woodside Energy
Group Ltd.
|
Woodside Energy Group
Ltd.
|
0
|
2,172
|
|
|
USD
|
80,688
|
05/16/2033
|
JPM
|
Fair Isaac Corp.
|
Fair Isaac Corp.
|
0
|
3,872
|
|
|
|
80,049
|
05/16/2033
|
MSI
|
PayPal Holdings,
Inc.
|
PayPal Holdings, Inc.
|
0
|
947
|
|
|
|
78,517
|
05/16/2033
|
MSI
|
Intuit, Inc.
|
Intuit, Inc.
|
0
|
2,125
|
|
|
|
76,908
|
05/16/2033
|
MSI
|
Penn
Entertainment, Inc.
|
Penn Entertainment, Inc.
|
0
|
(1,640)
|
|
|
|
75,439
|
05/16/2033
|
GST
|
QUALCOMM, Inc.
|
QUALCOMM, Inc.
|
0
|
(2,553)
|
|
|
|
75,160
|
05/16/2033
|
GST
|
State Street Corp.
|
State Street Corp.
|
0
|
(3,087)
|
|
|
|
75,017
|
05/16/2033
|
MSI
|
Salesforce, Inc.
|
Salesforce, Inc.
|
0
|
(3,916)
|
|
|
|
74,143
|
05/16/2033
|
JPM
|
RenaissanceRe
Holdings Ltd.
|
RenaissanceRe Holdings
Ltd.
|
0
|
5,066
|
|
|
|
73,490
|
05/16/2033
|
MSI
|
Bank of Nova
Scotia
|
Bank of Nova Scotia
|
0
|
880
|
|
|
|
73,346
|
05/16/2033
|
MSI
|
Ark Innovation
ETF
|
Ark Innovation ETF
|
0
|
(5,242)
|
|
|
|
72,372
|
05/16/2033
|
MSI
|
International
Business Machines
Corp.
|
International Business
Machines Corp.
|
0
|
(10,730)
|
|
|
|
72,262
|
05/16/2033
|
MSI
|
Red Rock Resorts,
Inc.
|
Red Rock Resorts, Inc.
|
0
|
(1,411)
|
|
|
|
72,042
|
05/16/2033
|
MSI
|
Crowdstrike
Holdings, Inc.
|
Crowdstrike Holdings, Inc.
|
0
|
(7,174)
|
|
|
EUR
|
71,955
|
05/16/2033
|
MSI
|
Klepierre SA
|
Klepierre SA
|
0
|
(533)
|
|
|
USD
|
71,845
|
05/16/2033
|
MSI
|
Coupang, Inc.
|
Coupang, Inc.
|
0
|
(3,763)
|
|
|
CAD
|
71,758
|
05/16/2033
|
MSI
|
Whitecap
Resources, Inc.
|
Whitecap Resources, Inc.
|
0
|
2,836
|
|
|
USD
|
71,425
|
05/16/2033
|
MSI
|
NIKE, Inc.
|
NIKE, Inc.
|
0
|
(5,859)
|
|
|
EUR
|
71,051
|
05/16/2033
|
MSI
|
CaixaBank SA
|
CaixaBank SA
|
0
|
(371)
|
|
|
SEK
|
70,492
|
05/16/2033
|
GST
|
Axfood AB
|
Axfood AB
|
0
|
(82)
|
|
|
USD
|
66,914
|
05/16/2033
|
GST
|
DraftKings, Inc.
|
DraftKings, Inc.
|
0
|
(709)
|
|
|
|
66,839
|
05/16/2033
|
MSI
|
MGM Resorts
International
|
MGM Resorts
International
|
0
|
(3,017)
|
|
|
|
66,188
|
05/16/2033
|
MSI
|
Boyd Gaming
Corp.
|
Boyd Gaming Corp.
|
0
|
(2,337)
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
GBP
|
66,089
|
05/16/2033
|
GST
|
InterContinental
Hotels Group PLC
|
InterContinental Hotels
Group PLC
|
$0
|
$(3,522)
|
|
|
USD
|
65,581
|
05/16/2033
|
GST
|
Accenture PLC
|
Accenture PLC
|
0
|
(5,250)
|
|
|
GBP
|
65,081
|
05/16/2033
|
MSI
|
Vanguard FTSE
250 UCITS ETF
|
Vanguard FTSE 250 UCITS
ETF
|
0
|
(1,538)
|
|
|
USD
|
65,014
|
05/16/2033
|
MSI
|
Las Vegas Sands
Corp.
|
Las Vegas Sands Corp.
|
0
|
(1,256)
|
|
|
|
64,685
|
05/16/2033
|
GST
|
Dell Technologies,
Inc.
|
Dell Technologies, Inc.
|
0
|
3,354
|
|
|
|
64,568
|
05/16/2033
|
MSI
|
Home Depot, Inc.
|
Home Depot, Inc.
|
0
|
(937)
|
|
|
|
63,916
|
05/16/2033
|
MSI
|
Five Below, Inc.
|
Five Below, Inc.
|
0
|
521
|
|
|
|
63,527
|
05/16/2033
|
MSI
|
Omnicom Group,
Inc.
|
Omnicom Group, Inc.
|
0
|
(958)
|
|
|
|
60,663
|
05/16/2033
|
MSI
|
Fidelity National
Information
Services, Inc.
|
Fidelity National
Information Services, Inc.
|
0
|
457
|
|
|
|
60,351
|
05/16/2033
|
GST
|
Gartner, Inc.
|
Gartner, Inc.
|
0
|
(2,075)
|
|
|
|
60,194
|
05/16/2033
|
MSI
|
Monster Beverage
Corp.
|
Monster Beverage Corp.
|
0
|
573
|
|
|
|
59,429
|
05/16/2033
|
MSI
|
Lyft, Inc.
|
Lyft, Inc.
|
0
|
(621)
|
|
|
EUR
|
59,164
|
05/16/2033
|
GST
|
Kering SA
|
Kering SA
|
0
|
(1,466)
|
|
|
GBP
|
58,932
|
05/16/2033
|
GST
|
Legal & General
Group PLC
|
Legal & General Group
PLC
|
0
|
(3,185)
|
|
|
USD
|
58,647
|
05/16/2033
|
MSI
|
Floor & Decor
Holdings, Inc.
|
Floor & Decor Holdings,
Inc.
|
0
|
(1,613)
|
|
|
|
58,171
|
05/16/2033
|
MSI
|
Dell Technologies,
Inc.
|
Dell Technologies, Inc.
|
0
|
2,434
|
|
|
|
58,145
|
05/16/2033
|
MSI
|
Tractor Supply Co.
|
Tractor Supply Co.
|
0
|
(1,380)
|
|
|
|
57,202
|
05/16/2033
|
MSI
|
NVIDIA Corp.
|
NVIDIA Corp.
|
0
|
5,692
|
|
|
|
56,228
|
05/16/2033
|
MSI
|
QUALCOMM, Inc.
|
QUALCOMM, Inc.
|
0
|
(2,914)
|
|
|
EUR
|
54,758
|
05/16/2033
|
MSI
|
STOXX Europe
600 Real Estate
Index
|
STOXX Europe 600 Real
Estate Index
|
0
|
(2,155)
|
|
|
USD
|
54,227
|
05/16/2033
|
MSI
|
Impinj, Inc.
|
Impinj, Inc.
|
0
|
3,344
|
|
|
|
53,396
|
05/16/2033
|
GST
|
Wayfair, Inc.
|
Wayfair, Inc.
|
0
|
285
|
|
|
|
53,209
|
05/16/2033
|
MSI
|
Travel + Leisure
Co.
|
Travel + Leisure Co.
|
0
|
(2,619)
|
|
|
|
52,961
|
05/16/2033
|
GST
|
Floor & Decor
Holdings, Inc.
|
Floor & Decor Holdings,
Inc.
|
0
|
1,210
|
|
|
|
51,770
|
05/16/2033
|
JPM
|
Advanced Micro
Devices, Inc.
|
Advanced Micro Devices,
Inc.
|
0
|
5,738
|
|
|
|
51,583
|
05/16/2033
|
JPM
|
Occidental
Petroleum Corp.
|
Occidental Petroleum
Corp.
|
0
|
4,560
|
|
|
|
51,430
|
05/16/2033
|
MSI
|
KLA Corp.
|
KLA Corp.
|
0
|
(1,723)
|
|
|
|
50,864
|
05/16/2033
|
GST
|
Electronic Arts, Inc.
|
Electronic Arts, Inc.
|
0
|
7,231
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
50,119
|
05/16/2033
|
MSI
|
Urban Outfitters,
Inc.
|
Urban Outfitters, Inc.
|
$0
|
$629
|
|
|
|
49,741
|
05/16/2033
|
MSI
|
Churchill Downs,
Inc.
|
Churchill Downs, Inc.
|
0
|
1,298
|
|
|
EUR
|
49,154
|
05/16/2033
|
GST
|
Infineon
Technologies AG
|
Infineon Technologies AG
|
0
|
3,114
|
|
|
USD
|
48,718
|
05/16/2033
|
MSI
|
Microsoft Corp.
|
Microsoft Corp.
|
0
|
156
|
|
|
CAD
|
48,177
|
05/16/2033
|
MSI
|
Athabasca Oil
Corp.
|
Athabasca Oil Corp.
|
0
|
3,547
|
|
|
|
48,113
|
05/16/2033
|
MSI
|
Imperial Oil Ltd.
|
Imperial Oil Ltd.
|
0
|
380
|
|
|
USD
|
47,874
|
05/16/2033
|
MSI
|
Fomento
Economico
Mexicano SAB de
CV
|
Fomento Economico
Mexicano SAB de CV
|
0
|
95
|
|
|
|
47,723
|
05/16/2033
|
MSI
|
Target Corp.
|
Target Corp.
|
0
|
1,799
|
|
|
|
46,482
|
05/16/2033
|
MSI
|
CarMax, Inc.
|
CarMax, Inc.
|
0
|
(3,103)
|
|
|
|
46,405
|
05/16/2033
|
GST
|
Viking Holdings
Ltd.
|
Viking Holdings Ltd.
|
0
|
(2,048)
|
|
|
|
46,209
|
05/16/2033
|
MSI
|
MSCI USA
Momentum Index
|
MSCI USA Momentum
Index
|
0
|
(592)
|
|
|
EUR
|
45,312
|
05/16/2033
|
GST
|
LVMH Moet
Hennessy Louis
Vuitton SE
|
LVMH Moet Hennessy
Louis Vuitton SE
|
0
|
(1,163)
|
|
|
|
45,051
|
05/16/2033
|
GST
|
InPost SA
|
InPost SA
|
0
|
961
|
|
|
USD
|
44,766
|
05/16/2033
|
GST
|
Birkenstock
Holding PLC
|
Birkenstock Holding PLC
|
0
|
(121)
|
|
|
|
43,409
|
05/16/2033
|
MSI
|
Fair Isaac Corp.
|
Fair Isaac Corp.
|
0
|
2,191
|
|
|
|
42,288
|
05/16/2033
|
MSI
|
Norwegian Cruise
Line Holdings Ltd.
|
Norwegian Cruise Line
Holdings Ltd.
|
0
|
(1,768)
|
|
|
|
41,801
|
05/16/2033
|
GST
|
New York Times
Co.
|
New York Times Co.
|
0
|
(1,367)
|
|
|
CAD
|
41,110
|
05/16/2033
|
MSI
|
South Bow Corp.
|
South Bow Corp.
|
0
|
(1,609)
|
|
|
AUD
|
40,669
|
05/16/2033
|
MSI
|
Santos Ltd.
|
Santos Ltd.
|
0
|
320
|
|
|
USD
|
40,442
|
05/16/2033
|
MSI
|
Levi Strauss & Co.
|
Levi Strauss & Co.
|
0
|
(1,919)
|
|
|
|
39,891
|
05/16/2033
|
MSI
|
On Holding AG
|
On Holding AG
|
0
|
(3,762)
|
|
|
|
39,716
|
05/16/2033
|
MSI
|
Marriott Vacations
Worldwide Corp.
|
Marriott Vacations
Worldwide Corp.
|
0
|
(198)
|
|
|
|
39,470
|
05/16/2033
|
MSI
|
iShares Expanded
Tech-Software
Sector ETF
|
iShares Expanded
Tech-Software Sector ETF
|
0
|
(1,481)
|
|
|
|
37,991
|
05/16/2033
|
MSI
|
Fiserv, Inc.
|
Fiserv, Inc.
|
0
|
(2,193)
|
|
|
EUR
|
37,656
|
05/16/2033
|
MSI
|
LVMH Moet
Hennessy Louis
Vuitton SE
|
LVMH Moet Hennessy
Louis Vuitton SE
|
0
|
1,848
|
|
|
USD
|
37,569
|
05/16/2033
|
MSI
|
Paylocity Holding
Corp.
|
Paylocity Holding Corp.
|
0
|
(1,891)
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
36,349
|
05/16/2033
|
MSI
|
Park Hotels &
Resorts, Inc.
|
Park Hotels & Resorts, Inc.
|
$0
|
$817
|
|
|
|
36,248
|
05/16/2033
|
JPM
|
Taiwan
Semiconductor
Manufacturing Co.
Ltd.
|
Taiwan Semiconductor
Manufacturing Co. Ltd.
|
0
|
1,919
|
|
|
CAD
|
35,953
|
05/16/2033
|
MSI
|
TC Energy Corp.
|
TC Energy Corp.
|
0
|
497
|
|
|
USD
|
35,790
|
05/16/2033
|
MSI
|
Pinnacle West
Capital Corp.
|
Pinnacle West Capital
Corp.
|
0
|
(1,081)
|
|
|
EUR
|
35,174
|
05/16/2033
|
MSI
|
Merlin Properties
Socimi SA
|
Merlin Properties Socimi
SA
|
0
|
(2,706)
|
|
|
USD
|
35,131
|
05/16/2033
|
MSI
|
New Jersey
Resources Corp.
|
New Jersey Resources
Corp.
|
0
|
(1,119)
|
|
|
CAD
|
34,788
|
05/16/2033
|
MSI
|
Paramount
Resources Ltd.
|
Paramount Resources Ltd.
|
0
|
1,466
|
|
|
USD
|
34,347
|
05/16/2033
|
GST
|
Walmart, Inc.
|
Walmart, Inc.
|
0
|
(1,875)
|
|
|
|
34,218
|
05/16/2033
|
MSI
|
Fabrinet
|
Fabrinet
|
0
|
1,786
|
|
|
|
33,874
|
05/16/2033
|
MSI
|
United
Microelectronics
Corp.
|
United Microelectronics
Corp.
|
0
|
1,917
|
|
|
|
33,627
|
05/16/2033
|
JPM
|
Analog Devices,
Inc.
|
Analog Devices, Inc.
|
0
|
1,208
|
|
|
|
33,439
|
05/16/2033
|
JPM
|
American Express
Co.
|
American Express Co.
|
0
|
(1,480)
|
|
|
|
32,984
|
05/16/2033
|
MSI
|
RenaissanceRe
Holdings Ltd.
|
RenaissanceRe Holdings
Ltd.
|
0
|
888
|
|
|
EUR
|
32,814
|
05/16/2033
|
GST
|
Basic-Fit NV
|
Basic-Fit NV
|
0
|
(4,264)
|
|
|
USD
|
32,469
|
05/16/2033
|
GST
|
Ross Stores, Inc.
|
Ross Stores, Inc.
|
0
|
(353)
|
|
|
|
32,379
|
05/16/2033
|
GST
|
Duolingo, Inc.
|
Duolingo, Inc.
|
0
|
(2,564)
|
|
|
|
32,278
|
05/16/2033
|
GST
|
Vail Resorts, Inc.
|
Vail Resorts, Inc.
|
0
|
1,486
|
|
|
GBP
|
32,257
|
05/16/2033
|
MSI
|
Legal & General
Group PLC
|
Legal & General Group
PLC
|
0
|
(1,671)
|
|
|
USD
|
32,240
|
05/16/2033
|
GST
|
Cloudflare, Inc.
|
Cloudflare, Inc.
|
0
|
(4,990)
|
|
|
|
31,874
|
05/16/2033
|
MSI
|
Vail Resorts, Inc.
|
Vail Resorts, Inc.
|
0
|
231
|
|
|
|
31,767
|
05/16/2033
|
MSI
|
nVent Electric PLC
|
nVent Electric PLC
|
0
|
2,346
|
|
|
|
31,732
|
05/16/2033
|
GST
|
Apple, Inc.
|
Apple, Inc.
|
0
|
344
|
|
|
|
31,609
|
05/16/2033
|
MSI
|
SoFi Technologies,
Inc.
|
SoFi Technologies, Inc.
|
0
|
(550)
|
|
|
EUR
|
31,371
|
05/16/2033
|
GST
|
Covivio SA
|
Covivio SA
|
0
|
(1,145)
|
|
|
SEK
|
31,276
|
05/16/2033
|
MSI
|
Munters Group AB
|
Munters Group AB
|
0
|
80
|
|
|
USD
|
30,953
|
05/16/2033
|
GST
|
Comcast Corp.
|
Comcast Corp.
|
0
|
2,173
|
|
|
CAD
|
30,809
|
05/16/2033
|
MSI
|
Birchcliff Energy
Ltd.
|
Birchcliff Energy Ltd.
|
0
|
294
|
|
|
USD
|
30,605
|
05/16/2033
|
GST
|
Etsy, Inc.
|
Etsy, Inc.
|
0
|
(1,682)
|
|
|
EUR
|
30,269
|
05/16/2033
|
MSI
|
Kering SA
|
Kering SA
|
0
|
640
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
30,263
|
05/16/2033
|
MSI
|
Venture Global,
Inc.
|
Venture Global, Inc.
|
$0
|
$1,633
|
|
|
|
30,253
|
05/16/2033
|
MSI
|
Wingstop, Inc.
|
Wingstop, Inc.
|
0
|
(2,814)
|
|
|
|
29,963
|
05/16/2033
|
MSI
|
FactSet Research
Systems, Inc.
|
FactSet Research Systems,
Inc.
|
0
|
(1,348)
|
|
|
GBP
|
29,448
|
05/16/2033
|
GST
|
Burberry Group
PLC
|
Burberry Group PLC
|
0
|
(8,080)
|
|
|
USD
|
28,718
|
05/16/2033
|
GST
|
Hershey Co.
|
Hershey Co.
|
0
|
808
|
|
|
SEK
|
28,633
|
05/16/2033
|
MSI
|
Evolution Gaming
Group AB
|
Evolution Gaming
Group AB
|
0
|
42
|
|
|
CAD
|
27,716
|
05/16/2033
|
MSI
|
Obsidian Energy
Ltd.
|
Obsidian Energy Ltd.
|
0
|
1,960
|
|
|
USD
|
27,288
|
05/16/2033
|
GST
|
Lyft, Inc.
|
Lyft, Inc.
|
0
|
(185)
|
|
|
|
26,771
|
05/16/2033
|
MSI
|
GE HealthCare
Technologies, Inc.
|
GE HealthCare
Technologies, Inc.
|
0
|
(1,485)
|
|
|
|
26,416
|
05/16/2033
|
GST
|
Stevanato Group
SpA
|
Stevanato Group SpA
|
0
|
(274)
|
|
|
|
25,918
|
05/16/2033
|
GST
|
Insperity, Inc.
|
Insperity, Inc.
|
0
|
1,765
|
|
|
|
25,593
|
05/16/2033
|
MSI
|
Microchip
Technology, Inc.
|
Microchip Technology, Inc.
|
0
|
1,212
|
|
|
|
25,334
|
05/16/2033
|
GST
|
Verizon
Communications,
Inc.
|
Verizon Communications,
Inc.
|
0
|
754
|
|
|
|
24,823
|
05/16/2033
|
MSI
|
DoorDash, Inc.
|
DoorDash, Inc.
|
0
|
(2,558)
|
|
|
|
24,767
|
05/16/2033
|
MSI
|
Silergy Corp.
|
Silergy Corp.
|
0
|
(1,747)
|
|
|
|
24,719
|
05/16/2033
|
GST
|
Akamai
Technologies, Inc.
|
Akamai Technologies, Inc.
|
0
|
(1,355)
|
|
|
|
24,279
|
05/16/2033
|
MSI
|
New York Times
Co.
|
New York Times Co.
|
0
|
(1,025)
|
|
|
|
24,109
|
05/16/2033
|
MSI
|
Delta Electronics,
Inc.
|
Delta Electronics, Inc.
|
0
|
(2,507)
|
|
|
|
24,067
|
05/16/2033
|
MSI
|
Etsy, Inc.
|
Etsy, Inc.
|
0
|
(533)
|
|
|
|
24,018
|
05/16/2033
|
MSI
|
Magazine Luiza SA
|
Magazine Luiza SA
|
0
|
(1,157)
|
|
|
|
23,898
|
05/16/2033
|
MSI
|
Duolingo, Inc.
|
Duolingo, Inc.
|
0
|
(1,945)
|
|
|
EUR
|
23,595
|
05/16/2033
|
MSI
|
Northern Data AG
|
Northern Data AG
|
0
|
1,823
|
|
|
USD
|
23,047
|
05/16/2033
|
MSI
|
Viking Holdings
Ltd.
|
Viking Holdings Ltd.
|
0
|
(1,813)
|
|
|
|
22,902
|
05/16/2033
|
GST
|
NIKE, Inc.
|
NIKE, Inc.
|
0
|
(1,167)
|
|
|
|
21,990
|
05/16/2033
|
MSI
|
SAP SE
|
SAP SE
|
0
|
(1,199)
|
|
|
|
21,720
|
05/16/2033
|
MSI
|
Elastic NV
|
Elastic NV
|
0
|
(2,935)
|
|
|
|
21,042
|
05/16/2033
|
MSI
|
Electronic Arts, Inc.
|
Electronic Arts, Inc.
|
0
|
2,852
|
|
|
|
19,918
|
05/16/2033
|
JPM
|
PepsiCo, Inc.
|
PepsiCo, Inc.
|
0
|
(576)
|
|
|
AUD
|
19,852
|
05/16/2033
|
JPM
|
Fisher & Paykel
Healthcare
|
Fisher & Paykel Healthcare
|
0
|
41
|
|
|
USD
|
19,728
|
05/16/2033
|
MSI
|
Hershey Co.
|
Hershey Co.
|
0
|
325
|
|
|
AUD
|
18,418
|
05/16/2033
|
MSI
|
REA Group Ltd.
|
REA Group Ltd.
|
0
|
(818)
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
18,389
|
05/16/2033
|
MSI
|
Crocs, Inc.
|
Crocs, Inc.
|
$0
|
$322
|
|
|
|
18,271
|
05/16/2033
|
GST
|
Euronet
Worldwide, Inc.
|
Euronet Worldwide, Inc.
|
0
|
147
|
|
|
|
17,912
|
05/16/2033
|
MSI
|
Petroleo Brasileiro
SA
|
Petroleo Brasileiro SA
|
0
|
(532)
|
|
|
|
17,885
|
05/16/2033
|
MSI
|
Organon & Co
|
Organon & Co
|
0
|
193
|
|
|
AUD
|
17,758
|
05/16/2033
|
MSI
|
Pro Medicus Ltd.
|
Pro Medicus Ltd.
|
0
|
(1,079)
|
|
|
USD
|
17,447
|
05/16/2033
|
JPM
|
Jack Henry &
Associates, Inc.
|
Jack Henry & Associates,
Inc.
|
0
|
(485)
|
|
|
|
16,770
|
05/16/2033
|
MSI
|
Ecopetrol SA
|
Ecopetrol SA
|
0
|
(1,326)
|
|
|
|
16,538
|
05/16/2033
|
GST
|
Monster Beverage
Corp.
|
Monster Beverage Corp.
|
0
|
171
|
|
|
|
16,348
|
05/16/2033
|
MSI
|
Quest Diagnostics,
Inc.
|
Quest Diagnostics, Inc.
|
0
|
(940)
|
|
|
|
15,740
|
05/16/2033
|
GST
|
Las Vegas Sands
Corp.
|
Las Vegas Sands Corp.
|
0
|
(163)
|
|
|
SEK
|
15,424
|
05/16/2033
|
MSI
|
Yubico AB
|
Yubico AB
|
0
|
(104)
|
|
|
USD
|
14,822
|
05/16/2033
|
JPM
|
Halliburton Co.
|
Halliburton Co.
|
0
|
823
|
|
|
GBP
|
14,757
|
05/16/2033
|
GST
|
Greggs PLC
|
Greggs PLC
|
0
|
261
|
|
|
AUD
|
14,490
|
05/16/2033
|
MSI
|
WiseTech Global
Ltd.
|
WiseTech Global Ltd.
|
0
|
(692)
|
|
|
USD
|
14,180
|
05/16/2033
|
GST
|
Booking Holdings,
Inc.
|
Booking Holdings, Inc.
|
0
|
(33)
|
|
|
|
14,042
|
05/16/2033
|
GST
|
Brookfield Asset
Management Ltd.
|
Brookfield Asset
Management Ltd.
|
0
|
(736)
|
|
|
|
14,017
|
05/16/2033
|
GST
|
Abercrombie &
Fitch Co.
|
Abercrombie & Fitch Co.
|
0
|
766
|
|
|
|
13,821
|
05/16/2033
|
MSI
|
Taiwan
Semiconductor
Manufacturing Co.
Ltd.
|
Taiwan Semiconductor
Manufacturing Co. Ltd.
|
0
|
(1,250)
|
|
|
|
13,618
|
05/16/2033
|
MSI
|
Advantech Co. Ltd.
|
Advantech Co. Ltd.
|
0
|
(1,158)
|
|
|
EUR
|
13,500
|
05/16/2033
|
GST
|
iCade
|
iCade
|
0
|
122
|
|
|
CAD
|
13,022
|
05/16/2033
|
MSI
|
Constellation
Software, Inc.
|
Constellation Software,
Inc.
|
0
|
(854)
|
|
|
USD
|
12,971
|
05/16/2033
|
GST
|
Home Depot, Inc.
|
Home Depot, Inc.
|
0
|
200
|
|
|
|
12,916
|
05/16/2033
|
MSI
|
Cintas Corp.
|
Cintas Corp.
|
0
|
(321)
|
|
|
AUD
|
12,892
|
05/16/2033
|
MSI
|
Cochlear Ltd.
|
Cochlear Ltd.
|
0
|
(332)
|
|
|
GBP
|
12,650
|
05/16/2033
|
MSI
|
InterContinental
Hotels Group PLC
|
InterContinental Hotels
Group PLC
|
0
|
(1,221)
|
|
|
SEK
|
12,604
|
05/16/2033
|
JPM
|
Wallenstam AB
|
Wallenstam AB
|
0
|
(32)
|
|
|
USD
|
12,543
|
05/16/2033
|
JPM
|
Verizon
Communications,
Inc.
|
Verizon Communications,
Inc.
|
0
|
96
|
|
|
|
12,467
|
05/16/2033
|
JPM
|
Intuit, Inc.
|
Intuit, Inc.
|
0
|
437
|
|
|
|
12,247
|
05/16/2033
|
MSI
|
Twilio, Inc.
|
Twilio, Inc.
|
0
|
(3,730)
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
12,190
|
05/16/2033
|
MSI
|
Sea Ltd.
|
Sea Ltd.
|
$0
|
$(1,207)
|
|
|
|
12,186
|
05/16/2033
|
MSI
|
Novatek
Microelectronics
Corp.
|
Novatek Microelectronics
Corp.
|
0
|
(542)
|
|
|
|
12,185
|
05/16/2033
|
GST
|
Apollo Global
Management, Inc.
|
Apollo Global
Management, Inc.
|
0
|
(125)
|
|
|
|
12,161
|
05/16/2033
|
MSI
|
Warner Music
Group Corp.
|
Warner Music Group
Corp.
|
0
|
(908)
|
|
|
AUD
|
12,159
|
05/16/2033
|
MSI
|
CSL Ltd.
|
CSL Ltd.
|
0
|
(113)
|
|
|
USD
|
12,149
|
05/16/2033
|
MSI
|
TJX Cos., Inc.
|
TJX Cos., Inc.
|
0
|
(579)
|
|
|
|
12,088
|
05/16/2033
|
JPM
|
Cisco Systems, Inc.
|
Cisco Systems, Inc.
|
0
|
(335)
|
|
|
EUR
|
12,040
|
05/16/2033
|
JPM
|
LVMH Moet
Hennessy Louis
Vuitton SE
|
LVMH Moet Hennessy
Louis Vuitton SE
|
0
|
84
|
|
|
USD
|
11,983
|
05/16/2033
|
MSI
|
Waystar Holding
Corp.
|
Waystar Holding Corp.
|
0
|
(396)
|
|
|
|
11,531
|
05/16/2033
|
MSI
|
Intra-Cellular
Therapies, Inc.
|
Intra-Cellular Therapies,
Inc.
|
0
|
(34)
|
|
|
|
11,406
|
05/16/2033
|
MSI
|
Schrodinger, Inc.
|
Schrodinger, Inc.
|
0
|
(3,413)
|
|
|
|
11,389
|
05/16/2033
|
JPM
|
Powell Industries,
Inc.
|
Powell Industries, Inc.
|
0
|
599
|
|
|
|
11,357
|
05/16/2033
|
MSI
|
Chroma ATE, Inc.
|
Chroma ATE, Inc.
|
0
|
(609)
|
|
|
HKD
|
11,299
|
05/16/2033
|
MSI
|
Gushengtang
Holdings Ltd.
|
Gushengtang Holdings Ltd.
|
0
|
(5)
|
|
|
USD
|
11,175
|
05/16/2033
|
GST
|
Okta, Inc.
|
Okta, Inc.
|
0
|
(603)
|
|
|
|
11,108
|
05/16/2033
|
MSI
|
Collegium
Pharmaceutical, Inc.
|
Collegium Pharmaceutical,
Inc.
|
0
|
283
|
|
|
|
11,064
|
05/16/2033
|
GST
|
Pinterest, Inc.
|
Pinterest, Inc.
|
0
|
(307)
|
|
|
|
11,039
|
05/16/2033
|
MSI
|
Lowe's Cos., Inc.
|
Lowe's Cos., Inc.
|
0
|
(143)
|
|
|
|
11,032
|
05/16/2033
|
MSI
|
Exelixis, Inc.
|
Exelixis, Inc.
|
0
|
1,220
|
|
|
|
11,014
|
05/16/2033
|
MSI
|
Rambus, Inc.
|
Rambus, Inc.
|
0
|
(509)
|
|
|
|
10,997
|
05/16/2033
|
MSI
|
Wayfair, Inc.
|
Wayfair, Inc.
|
0
|
(177)
|
|
|
|
10,869
|
05/16/2033
|
MSI
|
Credo Technology
Group Holding
Ltd.
|
Credo Technology Group
Holding Ltd.
|
0
|
786
|
|
|
|
10,446
|
05/16/2033
|
GST
|
KKR & Co., Inc.
|
KKR & Co., Inc.
|
0
|
(413)
|
|
|
DKK
|
10,439
|
05/16/2033
|
MSI
|
Novozymes AS
|
Novozymes AS
|
0
|
(42)
|
|
|
USD
|
10,136
|
05/16/2033
|
MSI
|
Teva
Pharmaceutical
Industries Ltd.
|
Teva Pharmaceutical
Industries Ltd.
|
0
|
1,945
|
|
|
|
10,133
|
05/16/2033
|
MSI
|
Ross Stores, Inc.
|
Ross Stores, Inc.
|
0
|
(105)
|
|
|
|
10,121
|
05/16/2033
|
MSI
|
Invesco Solar ETF
|
Invesco Solar ETF
|
0
|
(154)
|
|
|
|
10,099
|
05/16/2033
|
MSI
|
Flowco Holdings,
Inc.
|
Flowco Holdings, Inc.
|
0
|
635
|
|
|
|
10,093
|
05/16/2033
|
MSI
|
Samsara, Inc.
|
Samsara, Inc.
|
0
|
(1,288)
|
|
|
|
10,028
|
05/16/2033
|
MSI
|
Halliburton Co.
|
Halliburton Co.
|
0
|
869
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
10,009
|
05/16/2033
|
MSI
|
Abercrombie &
Fitch Co.
|
Abercrombie & Fitch Co.
|
$0
|
$817
|
|
|
|
10,009
|
05/16/2033
|
MSI
|
Darling
Ingredients, Inc.
|
Darling Ingredients, Inc.
|
0
|
(629)
|
|
|
|
9,971
|
05/16/2033
|
MSI
|
Harmony
Biosciences
Holdings, Inc.
|
Harmony Biosciences
Holdings, Inc.
|
0
|
(497)
|
|
|
|
9,959
|
05/16/2033
|
MSI
|
GoDaddy, Inc.
|
GoDaddy, Inc.
|
0
|
(674)
|
|
|
|
9,957
|
05/16/2033
|
JPM
|
Oracle Corp.
|
Oracle Corp.
|
0
|
(247)
|
|
|
|
9,952
|
05/16/2033
|
MSI
|
Super Micro
Computer, Inc.
|
Super Micro Computer,
Inc.
|
0
|
1,025
|
|
|
|
9,951
|
05/16/2033
|
GST
|
Cadence Design
Systems, Inc.
|
Cadence Design Systems,
Inc.
|
0
|
427
|
|
|
|
9,936
|
05/16/2033
|
MSI
|
Delek US
Holdings, Inc.
|
Delek US Holdings, Inc.
|
0
|
453
|
|
|
|
9,871
|
05/16/2033
|
MSI
|
Cargurus, Inc.
|
Cargurus, Inc.
|
0
|
(517)
|
|
|
|
9,859
|
05/16/2033
|
GST
|
Energy Select
Sector SPDR ETF
|
Energy Select Sector
SPDR ETF
|
0
|
219
|
|
|
EUR
|
9,858
|
05/16/2033
|
MSI
|
L'Oreal SA
|
L'Oreal SA
|
0
|
(560)
|
|
|
USD
|
9,834
|
05/16/2033
|
MSI
|
Monday.com Ltd.
|
Monday.com Ltd.
|
0
|
(895)
|
|
|
|
9,805
|
05/16/2033
|
GST
|
Salesforce, Inc.
|
Salesforce, Inc.
|
0
|
(446)
|
|
|
|
9,799
|
05/16/2033
|
MSI
|
Doximity, Inc.
|
Doximity, Inc.
|
0
|
(1,134)
|
|
|
|
9,750
|
05/16/2033
|
MSI
|
Confluent, Inc.
|
Confluent, Inc.
|
0
|
(608)
|
|
|
|
9,548
|
05/16/2033
|
MSI
|
Photronics, Inc.
|
Photronics, Inc.
|
0
|
444
|
|
|
|
9,500
|
05/16/2033
|
MSI
|
ON
Semiconductor
Corp.
|
ON Semiconductor Corp.
|
0
|
497
|
|
|
|
9,475
|
05/16/2033
|
GST
|
AppLovin Corp.
|
AppLovin Corp.
|
0
|
(874)
|
|
|
|
9,430
|
05/16/2033
|
MSI
|
Allegro
MicroSystems, Inc.
|
Allegro MicroSystems, Inc.
|
0
|
(278)
|
|
|
|
9,313
|
05/16/2033
|
JPM
|
J M Smucker Co.
|
J M Smucker Co.
|
0
|
227
|
|
|
|
9,307
|
05/16/2033
|
MSI
|
NVE Corp.
|
NVE Corp.
|
0
|
1,138
|
|
|
|
9,147
|
05/16/2033
|
MSI
|
J M Smucker Co.
|
J M Smucker Co.
|
0
|
(580)
|
|
|
|
9,066
|
05/16/2033
|
MSI
|
Diodes, Inc.
|
Diodes, Inc.
|
0
|
219
|
|
|
|
9,043
|
05/16/2033
|
GST
|
Impinj, Inc.
|
Impinj, Inc.
|
0
|
796
|
|
|
|
9,030
|
05/16/2033
|
MSI
|
Ring Energy, Inc.
|
Ring Energy, Inc.
|
0
|
1,256
|
|
|
|
8,938
|
05/16/2033
|
MSI
|
Ultra Clean
Holdings, Inc.
|
Ultra Clean Holdings, Inc.
|
0
|
(59)
|
|
|
|
8,716
|
05/16/2033
|
MSI
|
Illumina, Inc.
|
Illumina, Inc.
|
0
|
221
|
|
|
|
8,671
|
05/16/2033
|
MSI
|
Cohu, Inc.
|
Cohu, Inc.
|
0
|
469
|
|
|
|
8,569
|
05/16/2033
|
MSI
|
Zeta Global
Holdings Corp.
|
Zeta Global Holdings
Corp.
|
0
|
(220)
|
|
|
|
8,429
|
05/16/2033
|
MSI
|
Recursion
Pharmaceuticals,
Inc.
|
Recursion Pharmaceuticals,
Inc.
|
0
|
(1,077)
|
|
|
|
8,395
|
05/16/2033
|
MSI
|
CVS Health Corp.
|
CVS Health Corp.
|
0
|
(699)
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
8,354
|
05/16/2033
|
GST
|
SoFi Technologies,
Inc.
|
SoFi Technologies, Inc.
|
$0
|
$(25)
|
|
|
|
8,254
|
05/16/2033
|
MSI
|
Birkenstock
Holding PLC
|
Birkenstock Holding PLC
|
0
|
(143)
|
|
|
|
8,219
|
05/16/2033
|
MSI
|
Tempus AI, Inc.
|
Tempus AI, Inc.
|
0
|
(1,021)
|
|
|
|
8,198
|
05/16/2033
|
MSI
|
Chemed Corp.
|
Chemed Corp.
|
0
|
(232)
|
|
|
GBP
|
8,137
|
05/16/2033
|
MSI
|
Greggs PLC
|
Greggs PLC
|
0
|
137
|
|
|
USD
|
8,115
|
05/16/2033
|
MSI
|
Penumbra, Inc.
|
Penumbra, Inc.
|
0
|
(161)
|
|
|
|
8,067
|
05/16/2033
|
MSI
|
Anavex Life
Sciences Corp.
|
Anavex Life Sciences
Corp.
|
0
|
1,467
|
|
|
|
7,965
|
05/16/2033
|
MSI
|
Agilent
Technologies, Inc.
|
Agilent Technologies, Inc.
|
0
|
(520)
|
|
|
|
7,962
|
05/16/2033
|
MSI
|
TransMedics
Group, Inc.
|
TransMedics Group, Inc.
|
0
|
(752)
|
|
|
|
7,961
|
05/16/2033
|
MSI
|
Pure Storage, Inc.
|
Pure Storage, Inc.
|
0
|
(378)
|
|
|
|
7,923
|
05/16/2033
|
MSI
|
Solventum Corp.
|
Solventum Corp.
|
0
|
(223)
|
|
|
|
7,906
|
05/16/2033
|
GST
|
Super Micro
Computer, Inc.
|
Super Micro Computer,
Inc.
|
0
|
975
|
|
|
|
7,709
|
05/16/2033
|
MSI
|
Bruker Corp.
|
Bruker Corp.
|
0
|
(83)
|
|
|
|
7,675
|
05/16/2033
|
MSI
|
Becton Dickinson
& Co.
|
Becton Dickinson & Co.
|
0
|
(495)
|
|
|
|
7,666
|
05/16/2033
|
MSI
|
McKesson Corp.
|
McKesson Corp.
|
0
|
(65)
|
|
|
|
7,530
|
05/16/2033
|
MSI
|
Amgen, Inc.
|
Amgen, Inc.
|
0
|
(461)
|
|
|
|
7,493
|
05/16/2033
|
MSI
|
Rollins, Inc.
|
Rollins, Inc.
|
0
|
(130)
|
|
|
|
7,418
|
05/16/2033
|
GST
|
Adobe, Inc.
|
Adobe, Inc.
|
0
|
(19)
|
|
|
|
7,120
|
05/16/2033
|
GST
|
Equinix, Inc.
|
Equinix, Inc.
|
0
|
(189)
|
|
|
|
7,014
|
05/16/2033
|
MSI
|
Powertech
Technology, Inc.
|
Powertech Technology, Inc.
|
0
|
(135)
|
|
|
|
6,885
|
05/16/2033
|
MSI
|
Teleflex, Inc.
|
Teleflex, Inc.
|
0
|
(144)
|
|
|
|
6,700
|
05/16/2033
|
MSI
|
Neurocrine
Biosciences, Inc.
|
Neurocrine Biosciences,
Inc.
|
0
|
(435)
|
|
|
|
6,698
|
05/16/2033
|
MSI
|
Intapp, Inc.
|
Intapp, Inc.
|
0
|
(431)
|
|
|
|
6,296
|
05/16/2033
|
MSI
|
Talos Energy, Inc.
|
Talos Energy, Inc.
|
0
|
502
|
|
|
EUR
|
6,261
|
05/16/2033
|
JPM
|
Covivio SA
|
Covivio SA
|
0
|
(424)
|
|
|
USD
|
6,226
|
05/16/2033
|
MSI
|
PepsiCo, Inc.
|
PepsiCo, Inc.
|
0
|
(254)
|
|
|
|
6,206
|
05/16/2033
|
GST
|
NVIDIA Corp.
|
NVIDIA Corp.
|
0
|
(38)
|
|
|
|
6,168
|
05/16/2033
|
MSI
|
Sana
Biotechnology, Inc.
|
Sana Biotechnology, Inc.
|
0
|
1,023
|
|
|
|
6,094
|
05/16/2033
|
GST
|
Intuit, Inc.
|
Intuit, Inc.
|
0
|
79
|
|
|
EUR
|
6,039
|
05/16/2033
|
JPM
|
L'Oreal SA
|
L'Oreal SA
|
0
|
(431)
|
|
|
|
6,014
|
05/16/2033
|
JPM
|
Infineon
Technologies AG
|
Infineon Technologies AG
|
0
|
387
|
|
|
USD
|
5,945
|
05/16/2033
|
MSI
|
Accenture PLC
|
Accenture PLC
|
0
|
(599)
|
|
|
|
5,613
|
05/16/2033
|
MSI
|
LENZ
Therapeutics, Inc.
|
LENZ Therapeutics, Inc.
|
0
|
(642)
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
5,428
|
05/16/2033
|
MSI
|
FLEX LNG Ltd.
|
FLEX LNG Ltd.
|
$0
|
$173
|
|
|
|
5,363
|
05/16/2033
|
MSI
|
Zymeworks, Inc.
|
Zymeworks, Inc.
|
0
|
(214)
|
|
|
|
5,299
|
05/16/2033
|
MSI
|
Powell Industries,
Inc.
|
Powell Industries, Inc.
|
0
|
(216)
|
|
|
|
5,237
|
05/16/2033
|
MSI
|
Analog Devices,
Inc.
|
Analog Devices, Inc.
|
0
|
152
|
|
|
EUR
|
5,009
|
05/16/2033
|
JPM
|
iCade
|
iCade
|
0
|
(178)
|
|
|
USD
|
4,927
|
05/16/2033
|
MSI
|
Incyte Corp.
|
Incyte Corp.
|
0
|
(116)
|
|
|
|
4,633
|
05/16/2033
|
MSI
|
iShares
Semiconductor
ETF
|
iShares Semiconductor
ETF
|
0
|
271
|
|
|
CAD
|
4,631
|
05/16/2033
|
MSI
|
Discovery Silver
Corp.
|
Discovery Silver Corp.
|
0
|
(98)
|
|
|
NZD
|
4,300
|
05/16/2033
|
MSI
|
Fisher & Paykel
Healthcare
|
Fisher & Paykel Healthcare
|
0
|
8
|
|
|
USD
|
4,178
|
05/16/2033
|
GST
|
VanEck Oil
Services ETF
|
VanEck Oil Services ETF
|
0
|
23
|
|
|
GBP
|
4,065
|
05/16/2033
|
JPM
|
Burberry Group
PLC
|
Burberry Group PLC
|
0
|
(948)
|
|
|
USD
|
3,900
|
05/16/2033
|
MSI
|
Third Harmonic
Bio, Inc.
|
Third Harmonic Bio, Inc.
|
0
|
481
|
|
|
|
3,796
|
05/16/2033
|
MSI
|
Jack Henry &
Associates, Inc.
|
Jack Henry & Associates,
Inc.
|
0
|
(34)
|
|
|
EUR
|
3,513
|
05/16/2033
|
MSI
|
InPost SA
|
InPost SA
|
0
|
(39)
|
|
|
USD
|
3,493
|
05/16/2033
|
MSI
|
Check Point
Software
Technologies Ltd.
|
Check Point Software
Technologies Ltd.
|
0
|
(431)
|
|
|
|
3,443
|
05/16/2033
|
MSI
|
Royalty Pharma
PLC
|
Royalty Pharma PLC
|
0
|
(94)
|
|
|
|
3,331
|
05/16/2033
|
MSI
|
LifeStance Health
Group, Inc.
|
LifeStance Health Group,
Inc.
|
0
|
0
|
|
|
|
3,240
|
05/16/2033
|
GST
|
WNS Holdings
Ltd.
|
WNS Holdings Ltd.
|
0
|
(803)
|
|
|
CAD
|
3,179
|
05/16/2033
|
MSI
|
Brookfield Corp.
|
Brookfield Corp.
|
0
|
(198)
|
|
|
USD
|
3,111
|
05/16/2033
|
GST
|
Elastic NV
|
Elastic NV
|
0
|
(379)
|
|
|
|
3,026
|
05/16/2033
|
JPM
|
Boston Scientific
Corp.
|
Boston Scientific Corp.
|
0
|
(352)
|
|
|
|
2,302
|
05/16/2033
|
GST
|
KLA Corp.
|
KLA Corp.
|
0
|
87
|
|
|
|
2,252
|
05/16/2033
|
GST
|
Confluent, Inc.
|
Confluent, Inc.
|
0
|
(4)
|
|
|
|
2,155
|
05/16/2033
|
MSI
|
Occidental
Petroleum Corp.
|
Occidental Petroleum
Corp.
|
0
|
102
|
|
|
|
2,153
|
05/16/2033
|
MSI
|
Primo Brands
Corp.
|
Primo Brands Corp.
|
0
|
(16)
|
|
|
|
2,139
|
05/16/2033
|
GST
|
Vertex
Pharmaceuticals,
Inc.
|
Vertex Pharmaceuticals,
Inc.
|
0
|
(169)
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
EUR
|
2,055
|
05/16/2033
|
JPM
|
Kering SA
|
Kering SA
|
$0
|
$28
|
|
|
USD
|
1,978
|
05/16/2033
|
GST
|
Madison Square
Garden Sports
Corp.
|
Madison Square Garden
Sports Corp.
|
0
|
(1)
|
|
|
|
1,935
|
05/16/2033
|
MSI
|
GE Vernova, Inc.
|
GE Vernova, Inc.
|
0
|
71
|
|
|
|
1,909
|
05/16/2033
|
GST
|
Snowflake, Inc.
|
Snowflake, Inc.
|
0
|
(88)
|
|
|
AUD
|
1,909
|
05/16/2033
|
MSI
|
Wesfarmers Ltd.
|
Wesfarmers Ltd.
|
0
|
(99)
|
|
|
USD
|
1,787
|
05/16/2033
|
MSI
|
Euronet
Worldwide, Inc.
|
Euronet Worldwide, Inc.
|
0
|
14
|
|
|
|
1,719
|
05/16/2033
|
MSI
|
TopBuild Corp.
|
TopBuild Corp.
|
0
|
5
|
|
|
|
1,617
|
05/16/2033
|
MSI
|
Neumora
Therapeutics, Inc.
|
Neumora Therapeutics,
Inc.
|
0
|
198
|
|
|
|
1,612
|
05/16/2033
|
GST
|
iShares
Semiconductor
ETF
|
iShares Semiconductor
ETF
|
0
|
85
|
|
|
|
1,584
|
05/16/2033
|
GST
|
Mastercard, Inc.
|
Mastercard, Inc.
|
0
|
(82)
|
|
|
|
1,531
|
05/16/2033
|
MSI
|
Skechers USA, Inc.
|
Skechers USA, Inc.
|
0
|
(127)
|
|
|
|
1,506
|
05/16/2033
|
MSI
|
EMCOR Group,
Inc.
|
EMCOR Group, Inc.
|
0
|
162
|
|
|
|
1,436
|
05/16/2033
|
GST
|
PayPal Holdings,
Inc.
|
PayPal Holdings, Inc.
|
0
|
19
|
|
|
|
1,422
|
05/16/2033
|
MSI
|
Clean Harbors, Inc.
|
Clean Harbors, Inc.
|
0
|
24
|
|
|
EUR
|
1,344
|
05/16/2033
|
MSI
|
Basic-Fit NV
|
Basic-Fit NV
|
0
|
(155)
|
|
|
USD
|
1,318
|
05/16/2033
|
MSI
|
Quanta Services,
Inc.
|
Quanta Services, Inc.
|
0
|
87
|
|
|
|
1,309
|
05/16/2033
|
MSI
|
HealthEquity, Inc.
|
HealthEquity, Inc.
|
0
|
(127)
|
|
|
|
1,307
|
05/16/2033
|
MSI
|
Stevanato Group
SpA
|
Stevanato Group SpA
|
0
|
(15)
|
|
|
|
1,283
|
05/16/2033
|
MSI
|
Pilgrim's Pride
Corp.
|
Pilgrim's Pride Corp.
|
0
|
(20)
|
|
|
|
1,247
|
05/16/2033
|
MSI
|
Mirion
Technologies, Inc.
|
Mirion Technologies, Inc.
|
0
|
43
|
|
|
|
1,152
|
05/16/2033
|
MSI
|
Procore
Technologies, Inc.
|
Procore Technologies, Inc.
|
0
|
(42)
|
|
|
EUR
|
1,139
|
05/16/2033
|
MSI
|
iCade
|
iCade
|
0
|
3
|
|
|
|
1,134
|
05/16/2033
|
MSI
|
BNP Paribas SA
|
BNP Paribas SA
|
0
|
(51)
|
|
|
GBP
|
1,126
|
05/16/2033
|
MSI
|
Burberry Group
PLC
|
Burberry Group PLC
|
0
|
(334)
|
|
|
EUR
|
1,122
|
05/16/2033
|
MSI
|
Covivio SA
|
Covivio SA
|
0
|
(7)
|
|
|
USD
|
1,034
|
05/16/2033
|
JPM
|
Micron Technology,
Inc.
|
Micron Technology, Inc.
|
0
|
122
|
|
|
|
1,022
|
05/16/2033
|
MSI
|
Insperity, Inc.
|
Insperity, Inc.
|
0
|
47
|
|
|
|
876
|
05/16/2033
|
JPM
|
Euronet
Worldwide, Inc.
|
Euronet Worldwide, Inc.
|
0
|
(10)
|
|
|
|
856
|
05/16/2033
|
GST
|
MKS Instruments,
Inc.
|
MKS Instruments, Inc.
|
0
|
63
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
810
|
05/16/2033
|
MSI
|
Akamai
Technologies, Inc.
|
Akamai Technologies, Inc.
|
$0
|
$(89)
|
|
|
|
781
|
05/16/2033
|
MSI
|
Corning, Inc.
|
Corning, Inc.
|
0
|
(52)
|
|
|
|
578
|
05/16/2033
|
MSI
|
WNS Holdings
Ltd.
|
WNS Holdings Ltd.
|
0
|
(34)
|
|
|
|
458
|
05/16/2033
|
MSI
|
Cloudflare, Inc.
|
Cloudflare, Inc.
|
0
|
(96)
|
|
|
|
61
|
05/16/2033
|
GST
|
VICI Properties,
Inc.
|
VICI Properties, Inc.
|
0
|
2
|
|
|
|
598
|
05/16/2033
|
MSI
|
Intuit, Inc.
|
Intuit, Inc.
|
0
|
3
|
|
|
|
753
|
05/16/2033
|
GST
|
TriNet Group, Inc.
|
TriNet Group, Inc.
|
0
|
(6)
|
|
|
|
757
|
05/16/2033
|
MSI
|
TriNet Group, Inc.
|
TriNet Group, Inc.
|
0
|
(9)
|
|
|
EUR
|
907
|
05/16/2033
|
MSI
|
Wartsila OYJ Abp
|
Wartsila OYJ Abp
|
0
|
6
|
|
|
USD
|
1,153
|
05/16/2033
|
MSI
|
MBX Biosciences,
Inc.
|
MBX Biosciences, Inc.
|
0
|
(182)
|
|
|
|
1,215
|
05/16/2033
|
GST
|
Snowflake, Inc.
|
Snowflake, Inc.
|
0
|
56
|
|
|
GBP
|
1,433
|
05/16/2033
|
MSI
|
Bunzl PLC
|
Bunzl PLC
|
0
|
62
|
|
|
USD
|
2,308
|
05/16/2033
|
GST
|
Cheniere Energy,
Inc.
|
Cheniere Energy, Inc.
|
0
|
(71)
|
|
|
|
2,604
|
05/16/2033
|
MSI
|
EOG Resources,
Inc.
|
EOG Resources, Inc.
|
0
|
(214)
|
|
|
|
2,631
|
05/16/2033
|
GST
|
APA Corp.
|
APA Corp.
|
0
|
(196)
|
|
|
|
2,772
|
05/16/2033
|
MSI
|
Upstream Bio, Inc.
|
Upstream Bio, Inc.
|
0
|
(284)
|
|
|
|
2,865
|
05/16/2033
|
MSI
|
KLA Corp.
|
KLA Corp.
|
0
|
88
|
|
|
|
2,911
|
05/16/2033
|
MSI
|
Micron Technology,
Inc.
|
Micron Technology, Inc.
|
0
|
(265)
|
|
|
|
3,469
|
05/16/2033
|
GST
|
Micron Technology,
Inc.
|
Micron Technology, Inc.
|
0
|
(184)
|
|
|
CAD
|
3,746
|
05/16/2033
|
MSI
|
TransAlta Corp.
|
TransAlta Corp.
|
0
|
(302)
|
|
|
USD
|
3,782
|
05/16/2033
|
MSI
|
BKV Corp.
|
BKV Corp.
|
0
|
16
|
|
|
|
3,948
|
05/16/2033
|
GST
|
Apogee
Therapeutics, Inc.
|
Apogee Therapeutics, Inc.
|
0
|
147
|
|
|
EUR
|
4,074
|
05/16/2033
|
MSI
|
Spie SA
|
Spie SA
|
0
|
184
|
|
|
USD
|
4,970
|
05/16/2033
|
MSI
|
Vertiv Holdings
Co.
|
Vertiv Holdings Co.
|
0
|
296
|
|
|
|
5,033
|
05/16/2033
|
MSI
|
Procore
Technologies, Inc.
|
Procore Technologies, Inc.
|
0
|
59
|
|
|
|
5,035
|
05/16/2033
|
JPM
|
Valero Energy
Corp.
|
Valero Energy Corp.
|
0
|
(247)
|
|
|
|
5,050
|
05/16/2033
|
MSI
|
Cheniere Energy,
Inc.
|
Cheniere Energy, Inc.
|
0
|
(129)
|
|
|
|
5,089
|
05/16/2033
|
MSI
|
Solaris Energy
Infrastructure, Inc.
|
Solaris Energy
Infrastructure, Inc.
|
0
|
(68)
|
|
|
|
5,105
|
05/16/2033
|
MSI
|
Williams Cos., Inc.
|
Williams Cos., Inc.
|
0
|
(227)
|
|
|
|
5,163
|
05/16/2033
|
GST
|
Valero Energy
Corp.
|
Valero Energy Corp.
|
0
|
(242)
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
5,309
|
05/16/2033
|
GST
|
Diamondback
Energy, Inc.
|
Diamondback Energy, Inc.
|
$0
|
$(378)
|
|
|
|
5,396
|
05/16/2033
|
GST
|
Williams Cos., Inc.
|
Williams Cos., Inc.
|
0
|
(463)
|
|
|
|
5,627
|
05/16/2033
|
GST
|
Freshpet, Inc.
|
Freshpet, Inc.
|
0
|
131
|
|
|
EUR
|
5,833
|
05/16/2033
|
JPM
|
Infineon
Technologies AG
|
Infineon Technologies AG
|
0
|
101
|
|
|
USD
|
5,984
|
05/16/2033
|
MSI
|
agilon health, Inc.
|
agilon health, Inc.
|
0
|
1,103
|
|
|
|
6,147
|
05/16/2033
|
GST
|
ROBLOX Corp.
|
ROBLOX Corp.
|
0
|
462
|
|
|
EUR
|
6,250
|
05/16/2033
|
MSI
|
Thales SA
|
Thales SA
|
0
|
481
|
|
|
GBP
|
6,313
|
05/16/2033
|
MSI
|
Spectris PLC
|
Spectris PLC
|
0
|
983
|
|
|
USD
|
6,332
|
05/16/2033
|
MSI
|
Surgery Partners,
Inc.
|
Surgery Partners, Inc.
|
0
|
1,646
|
|
|
CHF
|
6,522
|
05/16/2033
|
MSI
|
BS Group AG
|
BS Group AG
|
0
|
510
|
|
|
USD
|
6,542
|
05/16/2033
|
GST
|
Surgery Partners,
Inc.
|
Surgery Partners, Inc.
|
0
|
1,309
|
|
|
|
6,716
|
05/16/2033
|
MSI
|
Apogee
Therapeutics, Inc.
|
Apogee Therapeutics, Inc.
|
0
|
149
|
|
|
CHF
|
7,123
|
05/16/2033
|
GST
|
Tecan Group AG
|
Tecan Group AG
|
0
|
472
|
|
|
USD
|
7,130
|
05/16/2033
|
MSI
|
Evotec SE
|
Evotec SE
|
0
|
730
|
|
|
|
7,327
|
05/16/2033
|
GST
|
Chord Energy
Corp.
|
Chord Energy Corp.
|
0
|
(692)
|
|
|
CHF
|
7,371
|
05/16/2033
|
MSI
|
Tecan Group AG
|
Tecan Group AG
|
0
|
200
|
|
|
USD
|
7,535
|
05/16/2033
|
MSI
|
Boston Scientific
Corp.
|
Boston Scientific Corp.
|
0
|
40
|
|
|
|
7,595
|
05/16/2033
|
MSI
|
ConocoPhillips
|
ConocoPhillips
|
0
|
(479)
|
|
|
|
7,617
|
05/16/2033
|
MSI
|
Edwards
Lifesciences Corp.
|
Edwards Lifesciences
Corp.
|
0
|
352
|
|
|
|
7,618
|
05/16/2033
|
MSI
|
Huntsman Corp.
|
Huntsman Corp.
|
0
|
(297)
|
|
|
|
7,699
|
05/16/2033
|
JPM
|
Exxon Mobil Corp.
|
Exxon Mobil Corp.
|
0
|
(114)
|
|
|
|
7,942
|
05/16/2033
|
MSI
|
Akero
Therapeutics, Inc.
|
Akero Therapeutics, Inc.
|
0
|
11,310
|
|
|
|
8,041
|
05/16/2033
|
MSI
|
Pampa Energia SA
|
Pampa Energia SA
|
0
|
(260)
|
|
|
|
8,107
|
05/16/2033
|
MSI
|
Vital Farms, Inc.
|
Vital Farms, Inc.
|
0
|
229
|
|
|
|
8,190
|
05/16/2033
|
MSI
|
YPF SA
|
YPF SA
|
0
|
(1,006)
|
|
|
EUR
|
8,734
|
05/16/2033
|
GST
|
Wartsila OYJ Abp
|
Wartsila OYJ Abp
|
0
|
201
|
|
|
USD
|
9,116
|
05/16/2033
|
MSI
|
Denali
Therapeutics, Inc.
|
Denali Therapeutics, Inc.
|
0
|
763
|
|
|
|
9,165
|
05/16/2033
|
MSI
|
Biogen, Inc.
|
Biogen, Inc.
|
0
|
190
|
|
|
|
9,401
|
05/16/2033
|
GST
|
Lumentum
Holdings, Inc.
|
Lumentum Holdings, Inc.
|
0
|
(1,405)
|
|
|
|
9,546
|
05/16/2033
|
GST
|
MKS Instruments,
Inc.
|
MKS Instruments, Inc.
|
0
|
(484)
|
|
|
|
9,579
|
05/16/2033
|
MSI
|
Enterprise
Products
Partners LP
|
Enterprise Products
Partners LP
|
0
|
(45)
|
|
|
|
9,635
|
05/16/2033
|
GST
|
Elastic NV
|
Elastic NV
|
0
|
1,173
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
9,860
|
05/16/2033
|
MSI
|
Evolent Health, Inc.
|
Evolent Health, Inc.
|
$0
|
$475
|
|
|
|
10,513
|
05/16/2033
|
MSI
|
Seadrill Ltd.
|
Seadrill Ltd.
|
0
|
(642)
|
|
|
|
11,013
|
05/16/2033
|
MSI
|
Unimicron
Technology Corp.
|
Unimicron Technology
Corp.
|
0
|
157
|
|
|
|
11,078
|
05/16/2033
|
MSI
|
APA Corp.
|
APA Corp.
|
0
|
(1,539)
|
|
|
|
11,365
|
05/16/2033
|
MSI
|
MKS Instruments,
Inc.
|
MKS Instruments, Inc.
|
0
|
(151)
|
|
|
|
11,397
|
05/16/2033
|
MSI
|
Danaher Corp.
|
Danaher Corp.
|
0
|
(928)
|
|
|
|
11,434
|
05/16/2033
|
MSI
|
Net Power, Inc.
|
Net Power, Inc.
|
0
|
(593)
|
|
|
|
12,028
|
05/16/2033
|
MSI
|
Argan, Inc.
|
Argan, Inc.
|
0
|
11
|
|
|
GBP
|
12,031
|
05/16/2033
|
MSI
|
Hiscox Ltd.
|
Hiscox Ltd.
|
0
|
642
|
|
|
|
12,098
|
05/16/2033
|
MSI
|
Beazley PLC
|
Beazley PLC
|
0
|
753
|
|
|
USD
|
12,153
|
05/16/2033
|
MSI
|
Kymera
Therapeutics, Inc.
|
Kymera Therapeutics, Inc.
|
0
|
(1,108)
|
|
|
|
12,249
|
05/16/2033
|
MSI
|
IDACORP, Inc.
|
IDACORP, Inc.
|
0
|
284
|
|
|
|
12,272
|
05/16/2033
|
GST
|
RH
|
RH
|
0
|
(956)
|
|
|
|
12,379
|
05/16/2033
|
MSI
|
Antero Resources
Corp.
|
Antero Resources Corp.
|
0
|
(213)
|
|
|
|
12,397
|
05/16/2033
|
GST
|
Maplebear, Inc.
|
Maplebear, Inc.
|
0
|
494
|
|
|
|
12,721
|
05/16/2033
|
MSI
|
Tenaris SA
|
Tenaris SA
|
0
|
(588)
|
|
|
|
12,739
|
05/16/2033
|
MSI
|
BP PLC
|
BP PLC
|
0
|
(98)
|
|
|
|
12,769
|
05/16/2033
|
GST
|
On Holding AG
|
On Holding AG
|
0
|
(15)
|
|
|
CAD
|
13,918
|
05/16/2033
|
MSI
|
Lundin Mining
Corp.
|
Lundin Mining Corp.
|
0
|
(756)
|
|
|
USD
|
14,246
|
05/16/2033
|
MSI
|
Xenon
Pharmaceuticals,
Inc.
|
Xenon Pharmaceuticals,
Inc.
|
0
|
(53)
|
|
|
CAD
|
14,264
|
05/16/2033
|
MSI
|
Tourmaline Oil
Corp.
|
Tourmaline Oil Corp.
|
0
|
(248)
|
|
|
USD
|
14,573
|
05/16/2033
|
MSI
|
Apellis
Pharmaceuticals,
Inc.
|
Apellis Pharmaceuticals,
Inc.
|
0
|
(10)
|
|
|
|
14,867
|
05/16/2033
|
MSI
|
Immunocore
Holdings PLC
|
Immunocore Holdings PLC
|
0
|
1,737
|
|
|
|
14,869
|
05/16/2033
|
GST
|
ARM Holdings
PLC
|
ARM Holdings PLC
|
0
|
607
|
|
|
|
15,415
|
05/16/2033
|
GST
|
Walt Disney Co.
|
Walt Disney Co.
|
0
|
187
|
|
|
|
15,713
|
05/16/2033
|
MSI
|
Guardant Health,
Inc.
|
Guardant Health, Inc.
|
0
|
3,972
|
|
|
|
16,070
|
05/16/2033
|
GST
|
AT&T, Inc.
|
AT&T, Inc.
|
0
|
328
|
|
|
|
16,448
|
05/16/2033
|
GST
|
Boston Scientific
Corp.
|
Boston Scientific Corp.
|
0
|
236
|
|
|
|
16,785
|
05/16/2033
|
MSI
|
Pinterest, Inc.
|
Pinterest, Inc.
|
0
|
1,277
|
|
|
GBP
|
17,414
|
05/16/2033
|
MSI
|
Entain PLC
|
Entain PLC
|
0
|
2,505
|
|
|
CAD
|
17,467
|
05/16/2033
|
MSI
|
Headwater
Exploration, Inc.
|
Headwater Exploration,
Inc.
|
0
|
(854)
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
17,672
|
05/16/2033
|
MSI
|
SiriusPoint Ltd.
|
SiriusPoint Ltd.
|
$0
|
$77
|
|
|
|
18,121
|
05/16/2033
|
MSI
|
Netflix, Inc.
|
Netflix, Inc.
|
0
|
438
|
|
|
|
18,209
|
05/16/2033
|
GST
|
Procore
Technologies, Inc.
|
Procore Technologies, Inc.
|
0
|
249
|
|
|
|
18,390
|
05/16/2033
|
MSI
|
Celldex
Therapeutics, Inc.
|
Celldex Therapeutics, Inc.
|
0
|
1,520
|
|
|
|
18,546
|
05/16/2033
|
GST
|
Chipotle Mexican
Grill, Inc.
|
Chipotle Mexican Grill, Inc.
|
0
|
710
|
|
|
|
18,636
|
05/16/2033
|
MSI
|
Option Care
Health, Inc.
|
Option Care Health, Inc.
|
0
|
1,400
|
|
|
|
18,953
|
05/16/2033
|
MSI
|
Viking Holdings
Ltd.
|
Viking Holdings Ltd.
|
0
|
2,616
|
|
|
|
18,963
|
05/16/2033
|
MSI
|
Ionis
Pharmaceuticals,
Inc.
|
Ionis Pharmaceuticals, Inc.
|
0
|
(748)
|
|
|
|
19,313
|
05/16/2033
|
MSI
|
ROBLOX Corp.
|
ROBLOX Corp.
|
0
|
2,221
|
|
|
|
19,510
|
05/16/2033
|
MSI
|
Trupanion, Inc.
|
Trupanion, Inc.
|
0
|
83
|
|
|
|
19,826
|
05/16/2033
|
MSI
|
Charles River
Laboratories
International, Inc.
|
Charles River Laboratories
International, Inc.
|
0
|
(1,043)
|
|
|
DKK
|
20,399
|
05/16/2033
|
MSI
|
Royal Unibrew AS
|
Royal Unibrew AS
|
0
|
135
|
|
|
USD
|
20,583
|
05/16/2033
|
MSI
|
Kodiak Gas
Services, Inc.
|
Kodiak Gas Services, Inc.
|
0
|
281
|
|
|
|
20,717
|
05/16/2033
|
MSI
|
Cytokinetics, Inc.
|
Cytokinetics, Inc.
|
0
|
1,145
|
|
|
|
21,251
|
05/16/2033
|
MSI
|
ARM Holdings
PLC
|
ARM Holdings PLC
|
0
|
1,564
|
|
|
|
21,324
|
05/16/2033
|
MSI
|
Elastic NV
|
Elastic NV
|
0
|
2,881
|
|
|
|
21,351
|
05/16/2033
|
MSI
|
Cadence Design
Systems, Inc.
|
Cadence Design Systems,
Inc.
|
0
|
(220)
|
|
|
|
21,477
|
05/16/2033
|
MSI
|
Acadia Healthcare
Co., Inc.
|
Acadia Healthcare Co., Inc.
|
0
|
1,033
|
|
|
|
21,587
|
05/16/2033
|
GST
|
Pinterest, Inc.
|
Pinterest, Inc.
|
0
|
430
|
|
|
|
21,960
|
05/16/2033
|
MSI
|
Five Below, Inc.
|
Five Below, Inc.
|
0
|
(766)
|
|
|
|
21,998
|
05/16/2033
|
MSI
|
Encompass Health
Corp.
|
Encompass Health Corp.
|
0
|
1,330
|
|
|
|
23,737
|
05/16/2033
|
MSI
|
Sempra
|
Sempra
|
0
|
147
|
|
|
|
23,756
|
05/16/2033
|
MSI
|
Hasbro, Inc.
|
Hasbro, Inc.
|
0
|
711
|
|
|
|
23,832
|
05/16/2033
|
MSI
|
Nexstar Media
Group, Inc.
|
Nexstar Media Group, Inc.
|
0
|
70
|
|
|
|
23,995
|
05/16/2033
|
MSI
|
SoFi Technologies,
Inc.
|
SoFi Technologies, Inc.
|
0
|
(3,071)
|
|
|
|
24,179
|
05/16/2033
|
GST
|
SoFi Technologies,
Inc.
|
SoFi Technologies, Inc.
|
0
|
(856)
|
|
|
|
24,234
|
05/16/2033
|
JPM
|
Micron Technology,
Inc.
|
Micron Technology, Inc.
|
0
|
(2,701)
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
24,966
|
05/16/2033
|
JPM
|
Take-Two
Interactive
Software, Inc.
|
Take-Two Interactive
Software, Inc.
|
$0
|
$(293)
|
|
|
|
25,188
|
05/16/2033
|
MSI
|
AbbVie, Inc.
|
AbbVie, Inc.
|
0
|
1,845
|
|
|
|
25,326
|
05/16/2033
|
MSI
|
Waters Corp.
|
Waters Corp.
|
0
|
849
|
|
|
|
25,397
|
05/16/2033
|
MSI
|
American Electric
Power Co., Inc.
|
American Electric Power
Co., Inc.
|
0
|
865
|
|
|
EUR
|
25,521
|
05/16/2033
|
MSI
|
Infineon
Technologies AG
|
Infineon Technologies AG
|
0
|
(1,072)
|
|
|
USD
|
26,619
|
05/16/2033
|
MSI
|
Cencora, Inc.
|
Cencora, Inc.
|
0
|
1,852
|
|
|
|
26,810
|
05/16/2033
|
MSI
|
NVIDIA Corp.
|
NVIDIA Corp.
|
0
|
(2,916)
|
|
|
|
27,316
|
05/16/2033
|
MSI
|
Lumentum
Holdings, Inc.
|
Lumentum Holdings, Inc.
|
0
|
(1,032)
|
|
|
|
28,528
|
05/16/2033
|
MSI
|
Coterra Energy,
Inc.
|
Coterra Energy, Inc.
|
0
|
(1,169)
|
|
|
|
29,678
|
05/16/2033
|
MSI
|
DoorDash, Inc.
|
DoorDash, Inc.
|
0
|
912
|
|
|
GBP
|
30,612
|
05/16/2033
|
MSI
|
Lancashire
Holdings Ltd.
|
Lancashire Holdings Ltd.
|
0
|
(555)
|
|
|
EUR
|
30,641
|
05/16/2033
|
GST
|
Linea Directa
Aseguradora
|
Linea Directa Aseguradora
|
0
|
4,955
|
|
|
USD
|
31,303
|
05/16/2033
|
MSI
|
Humana, Inc.
|
Humana, Inc.
|
0
|
1,539
|
|
|
|
31,448
|
05/16/2033
|
MSI
|
Qiagen NV
|
Qiagen NV
|
0
|
(461)
|
|
|
|
31,507
|
05/16/2033
|
MSI
|
Tapestry, Inc.
|
Tapestry, Inc.
|
0
|
(288)
|
|
|
|
31,634
|
05/16/2033
|
MSI
|
DraftKings, Inc.
|
DraftKings, Inc.
|
0
|
2,639
|
|
|
|
31,754
|
05/16/2033
|
MSI
|
Guidewire
Software, Inc.
|
Guidewire Software, Inc.
|
0
|
6,698
|
|
|
|
31,857
|
05/16/2033
|
MSI
|
Valero Energy
Corp.
|
Valero Energy Corp.
|
0
|
(1,134)
|
|
|
GBP
|
32,070
|
05/16/2033
|
MSI
|
Prudential PLC
|
Prudential PLC
|
0
|
1,081
|
|
|
USD
|
32,461
|
05/16/2033
|
MSI
|
Wynn Resorts Ltd.
|
Wynn Resorts Ltd.
|
0
|
(761)
|
|
|
|
32,630
|
05/16/2033
|
MSI
|
Exxon Mobil Corp.
|
Exxon Mobil Corp.
|
0
|
(1,329)
|
|
|
EUR
|
32,762
|
05/16/2033
|
GST
|
Thales SA
|
Thales SA
|
0
|
1,480
|
|
|
USD
|
34,629
|
05/16/2033
|
MSI
|
ONEOK, Inc.
|
ONEOK, Inc.
|
0
|
(3,146)
|
|
|
EUR
|
34,890
|
05/16/2033
|
MSI
|
Unibail-Rodamco-
Westfield
|
Unibail-Rodamco-
Westfield
|
0
|
631
|
|
|
|
35,743
|
05/16/2033
|
MSI
|
AIB Group PLC
|
AIB Group PLC
|
0
|
(255)
|
|
|
USD
|
35,872
|
05/16/2033
|
MSI
|
AppLovin Corp.
|
AppLovin Corp.
|
0
|
2,935
|
|
|
|
35,884
|
05/16/2033
|
GST
|
Danaher Corp.
|
Danaher Corp.
|
0
|
(3,141)
|
|
|
|
35,946
|
05/16/2033
|
MSI
|
PayPal Holdings,
Inc.
|
PayPal Holdings, Inc.
|
0
|
(425)
|
|
|
|
36,204
|
05/16/2033
|
MSI
|
Snowflake, Inc.
|
Snowflake, Inc.
|
0
|
3,365
|
|
|
|
37,243
|
05/16/2033
|
MSI
|
Wix.com Ltd.
|
Wix.com Ltd.
|
0
|
(454)
|
|
|
|
37,552
|
05/16/2033
|
GST
|
American
International
Group, Inc.
|
American International
Group, Inc.
|
0
|
(1,164)
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
EUR
|
38,315
|
05/16/2033
|
MSI
|
BAWAG Group
AG
|
BAWAG Group AG
|
$0
|
$488
|
|
|
USD
|
39,003
|
05/16/2033
|
JPM
|
TriNet Group, Inc.
|
TriNet Group, Inc.
|
0
|
1,155
|
|
|
|
40,268
|
05/16/2033
|
GST
|
AppLovin Corp.
|
AppLovin Corp.
|
0
|
3,713
|
|
|
|
41,262
|
05/16/2033
|
GST
|
Stifel Financial
Corp.
|
Stifel Financial Corp.
|
0
|
(135)
|
|
|
|
41,637
|
05/16/2033
|
MSI
|
Equinor ASA
|
Equinor ASA
|
0
|
(2,725)
|
|
|
|
42,866
|
05/16/2033
|
MSI
|
Hynix
Semiconductors
|
Hynix Semiconductors
|
0
|
456
|
|
|
|
42,876
|
05/16/2033
|
GST
|
Vital Farms, Inc.
|
Vital Farms, Inc.
|
0
|
(54)
|
|
|
|
42,893
|
05/16/2033
|
GST
|
Capital One
Financial Corp.
|
Capital One Financial
Corp.
|
0
|
2,331
|
|
|
|
42,974
|
05/16/2033
|
GST
|
GoDaddy, Inc.
|
GoDaddy, Inc.
|
0
|
832
|
|
|
|
45,973
|
05/16/2033
|
MSI
|
Okta, Inc.
|
Okta, Inc.
|
0
|
5,471
|
|
|
|
46,594
|
05/16/2033
|
GST
|
Exxon Mobil Corp.
|
Exxon Mobil Corp.
|
0
|
(1,940)
|
|
|
EUR
|
46,967
|
05/16/2033
|
GST
|
Spie SA
|
Spie SA
|
0
|
1,085
|
|
|
USD
|
47,124
|
05/16/2033
|
GST
|
Broadcom, Inc.
|
Broadcom, Inc.
|
0
|
670
|
|
|
|
47,479
|
05/16/2033
|
MSI
|
Capital One
Financial Corp.
|
Capital One Financial
Corp.
|
0
|
3,244
|
|
|
|
48,213
|
05/16/2033
|
MSI
|
Ross Stores, Inc.
|
Ross Stores, Inc.
|
0
|
719
|
|
|
|
49,328
|
05/16/2033
|
MSI
|
Abbott
Laboratories
|
Abbott Laboratories
|
0
|
5,426
|
|
|
|
49,871
|
05/16/2033
|
GST
|
KLA Corp.
|
KLA Corp.
|
0
|
(1,885)
|
|
|
|
50,101
|
05/16/2033
|
MSI
|
Canadian Natural
Resources Ltd.
|
Canadian Natural
Resources Ltd.
|
0
|
(1,630)
|
|
|
|
50,601
|
05/16/2033
|
GST
|
Argan, Inc.
|
Argan, Inc.
|
0
|
(13,254)
|
|
|
|
50,683
|
05/16/2033
|
MSI
|
HA Sustainable
Infrastructure
Capital, Inc.
|
HA Sustainable
Infrastructure Capital, Inc.
|
0
|
828
|
|
|
SEK
|
51,198
|
05/16/2033
|
MSI
|
Avanza Bank
Holding AB
|
Avanza Bank Holding AB
|
0
|
750
|
|
|
USD
|
51,407
|
05/16/2033
|
MSI
|
Coinbase Global,
Inc.
|
Coinbase Global, Inc.
|
0
|
450
|
|
|
|
53,469
|
05/16/2033
|
MSI
|
Taiwan
Semiconductor
Manufacturing Co.
Ltd.
|
Taiwan Semiconductor
Manufacturing Co. Ltd.
|
0
|
3,753
|
|
|
CAD
|
54,602
|
05/16/2033
|
MSI
|
Kelt Exploration
Ltd.
|
Kelt Exploration Ltd.
|
0
|
(2,120)
|
|
|
EUR
|
54,792
|
05/16/2033
|
GST
|
Infineon
Technologies AG
|
Infineon Technologies AG
|
0
|
(3,143)
|
|
|
USD
|
55,152
|
05/16/2033
|
MSI
|
ONE Gas, Inc.
|
ONE Gas, Inc.
|
0
|
(195)
|
|
|
|
55,561
|
05/16/2033
|
MSI
|
Marqeta, Inc.
|
Marqeta, Inc.
|
0
|
583
|
|
|
|
55,996
|
05/16/2033
|
MSI
|
Brunswick Corp.
|
Brunswick Corp.
|
0
|
(1,438)
|
|
|
|
56,144
|
05/16/2033
|
MSI
|
Sitio Royalties
Corp.
|
Sitio Royalties Corp.
|
0
|
(4,747)
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
56,321
|
05/16/2033
|
GST
|
EOG Resources,
Inc.
|
EOG Resources, Inc.
|
$0
|
$(4,244)
|
|
|
|
60,467
|
05/16/2033
|
JPM
|
Intuit, Inc.
|
Intuit, Inc.
|
0
|
(2,120)
|
|
|
|
60,871
|
05/16/2033
|
MSI
|
Chewy, Inc.
|
Chewy, Inc.
|
0
|
2,589
|
|
|
|
61,349
|
05/16/2033
|
GST
|
NVIDIA Corp.
|
NVIDIA Corp.
|
0
|
(8,879)
|
|
|
|
61,467
|
05/16/2033
|
MSI
|
Take-Two
Interactive
Software, Inc.
|
Take-Two Interactive
Software, Inc.
|
0
|
1,420
|
|
|
|
62,098
|
05/16/2033
|
JPM
|
IDACORP, Inc.
|
IDACORP, Inc.
|
0
|
1,117
|
|
|
|
62,653
|
05/16/2033
|
MSI
|
Chipotle Mexican
Grill, Inc.
|
Chipotle Mexican Grill, Inc.
|
0
|
1,940
|
|
|
GBP
|
64,041
|
05/16/2033
|
MSI
|
Barratt Redrow
PLC
|
Barratt Redrow PLC
|
0
|
6,603
|
|
|
|
64,212
|
05/16/2033
|
MSI
|
Newriver Retail
Ltd.
|
Newriver Retail Ltd.
|
0
|
4,876
|
|
|
USD
|
64,448
|
05/16/2033
|
MSI
|
Lojas Renner SA
|
Lojas Renner SA
|
0
|
4,471
|
|
|
|
64,679
|
05/16/2033
|
MSI
|
On Holding AG
|
On Holding AG
|
0
|
6,099
|
|
|
|
65,574
|
05/16/2033
|
GST
|
Nexstar Media
Group, Inc.
|
Nexstar Media Group, Inc.
|
0
|
(149)
|
|
|
|
67,381
|
05/16/2033
|
GST
|
Edwards
Lifesciences Corp.
|
Edwards Lifesciences
Corp.
|
0
|
2,388
|
|
|
|
67,882
|
05/16/2033
|
MSI
|
Vertex
Pharmaceuticals,
Inc.
|
Vertex Pharmaceuticals,
Inc.
|
0
|
5,987
|
|
|
GBP
|
68,305
|
05/16/2033
|
GST
|
Spectris PLC
|
Spectris PLC
|
0
|
11,852
|
|
|
|
68,451
|
05/16/2033
|
GST
|
Bunzl PLC
|
Bunzl PLC
|
0
|
546
|
|
|
|
68,648
|
05/16/2033
|
GST
|
Entain PLC
|
Entain PLC
|
0
|
3,807
|
|
|
USD
|
70,461
|
05/16/2033
|
JPM
|
Williams Cos., Inc.
|
Williams Cos., Inc.
|
0
|
(675)
|
|
|
|
71,271
|
05/16/2033
|
MSI
|
Liberty Media
Corp.-Liberty
Formula One
|
Liberty Media
Corp.-Liberty Formula
One
|
0
|
3,566
|
|
|
|
72,263
|
05/16/2033
|
MSI
|
Freshpet, Inc.
|
Freshpet, Inc.
|
0
|
3,233
|
|
|
EUR
|
72,355
|
05/16/2033
|
MSI
|
KBC Group
|
KBC Group
|
0
|
(23)
|
|
|
USD
|
72,431
|
05/16/2033
|
MSI
|
Crown Castle, Inc.
|
Crown Castle, Inc.
|
0
|
2,207
|
|
|
|
73,164
|
05/16/2033
|
GST
|
Digital Realty Trust,
Inc.
|
Digital Realty Trust, Inc.
|
0
|
737
|
|
|
|
74,830
|
05/16/2033
|
MSI
|
American
International
Group, Inc.
|
American International
Group, Inc.
|
0
|
(1,612)
|
|
|
|
76,532
|
05/16/2033
|
GST
|
Netflix, Inc.
|
Netflix, Inc.
|
0
|
9,423
|
|
|
EUR
|
76,711
|
05/16/2033
|
MSI
|
Societe Generale
SA
|
Societe Generale SA
|
0
|
7,025
|
|
|
|
78,310
|
05/16/2033
|
GST
|
Bank of Ireland
Group PLC
|
Bank of Ireland Group
PLC
|
0
|
4,017
|
|
|
USD
|
79,146
|
05/16/2033
|
MSI
|
Atmos Energy
Corp.
|
Atmos Energy Corp.
|
0
|
802
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
83,362
|
05/16/2033
|
GST
|
Uber Technologies,
Inc.
|
Uber Technologies, Inc.
|
$0
|
$(602)
|
|
|
|
84,527
|
05/16/2033
|
MSI
|
Golden
Entertainment, Inc.
|
Golden Entertainment, Inc.
|
0
|
858
|
|
|
|
86,717
|
05/16/2033
|
GST
|
Amazon.com, Inc.
|
Amazon.com, Inc.
|
0
|
1,937
|
|
|
|
87,996
|
05/16/2033
|
GST
|
Hasbro, Inc.
|
Hasbro, Inc.
|
0
|
(137)
|
|
|
GBP
|
90,301
|
05/16/2033
|
MSI
|
Barclays PLC
|
Barclays PLC
|
0
|
353
|
|
|
USD
|
93,093
|
05/16/2033
|
MSI
|
SBA
Communications
Corp.
|
SBA Communications
Corp.
|
0
|
156
|
|
|
|
94,008
|
05/16/2033
|
MSI
|
Dollar Tree, Inc.
|
Dollar Tree, Inc.
|
0
|
3,548
|
|
|
|
96,897
|
05/16/2033
|
MSI
|
Kroger Co.
|
Kroger Co.
|
0
|
4,870
|
|
|
|
101,476
|
05/16/2033
|
MSI
|
Apple, Inc.
|
Apple, Inc.
|
0
|
(704)
|
|
|
|
103,067
|
05/16/2033
|
MSI
|
NU Holdings Ltd.
|
NU Holdings Ltd.
|
0
|
16,530
|
|
|
EUR
|
103,890
|
05/16/2033
|
GST
|
Unibail-Rodamco-
Westfield
|
Unibail-Rodamco-
Westfield
|
0
|
9,094
|
|
|
USD
|
106,270
|
05/16/2033
|
MSI
|
Visa, Inc.
|
Visa, Inc.
|
0
|
8,575
|
|
|
|
106,441
|
05/16/2033
|
MSI
|
Chord Energy
Corp.
|
Chord Energy Corp.
|
0
|
(12,770)
|
|
|
|
108,498
|
05/16/2033
|
MSI
|
Dicks Sporting
Goods, Inc.
|
Dicks Sporting Goods, Inc.
|
0
|
6,486
|
|
|
|
111,682
|
05/16/2033
|
JPM
|
Netflix, Inc.
|
Netflix, Inc.
|
0
|
12,366
|
|
|
EUR
|
113,138
|
05/16/2033
|
MSI
|
Linea Directa
Aseguradora
|
Linea Directa Aseguradora
|
0
|
20,864
|
|
|
USD
|
114,228
|
05/16/2033
|
GST
|
Mattel, Inc.
|
Mattel, Inc.
|
0
|
4,061
|
|
|
|
117,030
|
05/16/2033
|
JPM
|
Enterprise
Products
Partners LP
|
Enterprise Products
Partners LP
|
0
|
3,742
|
|
|
|
118,497
|
05/16/2033
|
JPM
|
ConocoPhillips
|
ConocoPhillips
|
0
|
(1,976)
|
|
|
|
118,955
|
05/16/2033
|
MSI
|
BellRing Brands,
Inc.
|
BellRing Brands, Inc.
|
0
|
7,435
|
|
|
|
119,348
|
05/16/2033
|
MSI
|
Madison Square
Garden Sports
Corp.
|
Madison Square Garden
Sports Corp.
|
0
|
2,460
|
|
|
|
123,629
|
05/16/2033
|
MSI
|
Global Payments,
Inc.
|
Global Payments, Inc.
|
0
|
4,343
|
|
|
|
126,660
|
05/16/2033
|
MSI
|
Burlington Stores,
Inc.
|
Burlington Stores, Inc.
|
0
|
(595)
|
|
|
EUR
|
126,680
|
05/16/2033
|
GST
|
Talanx AG
|
Talanx AG
|
0
|
0
|
|
|
USD
|
127,310
|
05/16/2033
|
MSI
|
Royal Caribbean
Cruises Ltd.
|
Royal Caribbean Cruises
Ltd.
|
0
|
15,054
|
|
|
|
129,131
|
05/16/2033
|
GST
|
Ross Stores, Inc.
|
Ross Stores, Inc.
|
0
|
1,405
|
|
|
|
129,907
|
05/16/2033
|
MSI
|
Deckers Outdoor
Corp.
|
Deckers Outdoor Corp.
|
0
|
(18,170)
|
|
|
|
135,630
|
05/16/2033
|
MSI
|
Targa Resources
Corp.
|
Targa Resources Corp.
|
0
|
(5,742)
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
136,755
|
05/16/2033
|
MSI
|
Walt Disney Co.
|
Walt Disney Co.
|
$0
|
$5,587
|
|
|
JPY
|
137,858
|
05/16/2033
|
MSI
|
Sony Group Corp.
|
Sony Group Corp.
|
0
|
65
|
|
|
USD
|
142,149
|
05/16/2033
|
MSI
|
Uber Technologies,
Inc.
|
Uber Technologies, Inc.
|
0
|
(361)
|
|
|
|
142,175
|
05/16/2033
|
MSI
|
Maplebear, Inc.
|
Maplebear, Inc.
|
0
|
8,603
|
|
|
|
142,328
|
05/16/2033
|
JPM
|
Boston Scientific
Corp.
|
Boston Scientific Corp.
|
0
|
16,535
|
|
|
GBP
|
149,990
|
05/16/2033
|
GST
|
Hiscox Ltd.
|
Hiscox Ltd.
|
0
|
2,243
|
|
|
USD
|
152,852
|
05/16/2033
|
MSI
|
Digital Realty Trust,
Inc.
|
Digital Realty Trust, Inc.
|
0
|
(9,966)
|
|
|
EUR
|
153,552
|
05/16/2033
|
GST
|
BAWAG Group
AG
|
BAWAG Group AG
|
0
|
1,194
|
|
|
USD
|
159,795
|
05/16/2033
|
MSI
|
Frontier
Communications
Parent, Inc.
|
Frontier Communications
Parent, Inc.
|
0
|
1,125
|
|
|
|
160,986
|
05/16/2033
|
MSI
|
Cisco Systems, Inc.
|
Cisco Systems, Inc.
|
0
|
1,664
|
|
|
EUR
|
163,900
|
05/16/2033
|
GST
|
Adyen NV
|
Adyen NV
|
0
|
9,148
|
|
|
USD
|
169,325
|
05/16/2033
|
MSI
|
Diamondback
Energy, Inc.
|
Diamondback Energy, Inc.
|
0
|
(14,334)
|
|
|
|
170,788
|
05/16/2033
|
MSI
|
Flutter
Entertainment
PLC
|
Flutter Entertainment PLC
|
0
|
9,427
|
|
|
|
173,538
|
05/16/2033
|
MSI
|
Dayforce, Inc.
|
Dayforce, Inc.
|
0
|
1,260
|
|
|
|
175,179
|
05/16/2033
|
MSI
|
Stifel Financial
Corp.
|
Stifel Financial Corp.
|
0
|
8,907
|
|
|
|
175,397
|
05/16/2033
|
MSI
|
RH
|
RH
|
0
|
(4,819)
|
|
|
|
184,362
|
05/16/2033
|
JPM
|
Taiwan
Semiconductor
Manufacturing Co.
Ltd.
|
Taiwan Semiconductor
Manufacturing Co. Ltd.
|
0
|
(2,501)
|
|
|
|
193,818
|
05/16/2033
|
MSI
|
EQT Corp.
|
EQT Corp.
|
0
|
(4,879)
|
|
|
EUR
|
197,771
|
05/16/2033
|
GST
|
KBC Group
|
KBC Group
|
0
|
1,673
|
|
|
CAD
|
202,584
|
05/16/2033
|
MSI
|
Sun Life Financial,
Inc.
|
Sun Life Financial, Inc.
|
0
|
(994)
|
|
|
EUR
|
211,063
|
05/16/2033
|
GST
|
Banco Santander
SA
|
Banco Santander SA
|
0
|
3,093
|
|
|
USD
|
214,819
|
05/16/2033
|
MSI
|
Broadcom, Inc.
|
Broadcom, Inc.
|
0
|
(3,727)
|
|
|
|
215,213
|
05/16/2033
|
GST
|
Bank of New York
Mellon Corp.
|
Bank of New York Mellon
Corp.
|
0
|
2,534
|
|
|
EUR
|
216,551
|
05/16/2033
|
GST
|
AIB Group PLC
|
AIB Group PLC
|
0
|
5,673
|
|
|
GBP
|
220,811
|
05/16/2033
|
GST
|
Beazley PLC
|
Beazley PLC
|
0
|
1,481
|
|
|
USD
|
225,242
|
05/16/2033
|
MSI
|
AllianceBernstein
Holding LP
|
AllianceBernstein
Holding LP
|
0
|
(466)
|
|
|
EUR
|
225,578
|
05/16/2033
|
GST
|
Merlin Properties
Socimi SA
|
Merlin Properties Socimi
SA
|
0
|
11,670
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
CAD
|
235,006
|
05/16/2033
|
MSI
|
ARC Resources
Ltd.
|
ARC Resources Ltd.
|
$0
|
$(13,178)
|
|
|
USD
|
235,627
|
05/16/2033
|
GST
|
Antero Resources
Corp.
|
Antero Resources Corp.
|
0
|
(15,402)
|
|
|
|
240,682
|
05/16/2033
|
MSI
|
Energy Select
Sector SPDR ETF
|
Energy Select Sector
SPDR ETF
|
0
|
(12,818)
|
|
|
|
245,350
|
05/16/2033
|
GST
|
Microsoft Corp.
|
Microsoft Corp.
|
0
|
(9,596)
|
|
|
EUR
|
249,085
|
05/16/2033
|
GST
|
Deutsche Bank AG
|
Deutsche Bank AG
|
0
|
1,845
|
|
|
USD
|
288,818
|
05/16/2033
|
MSI
|
Taiwan
Semiconductor
Manufacturing Co.
Ltd.
|
Taiwan Semiconductor
Manufacturing Co. Ltd.
|
0
|
5,277
|
|
|
|
288,954
|
05/16/2033
|
MSI
|
AT&T, Inc.
|
AT&T, Inc.
|
0
|
5,725
|
|
|
|
293,822
|
05/16/2033
|
MSI
|
Apollo Global
Management, Inc.
|
Apollo Global
Management, Inc.
|
0
|
10,352
|
|
|
|
303,406
|
05/16/2033
|
MSI
|
Amazon.com, Inc.
|
Amazon.com, Inc.
|
0
|
17,700
|
|
|
EUR
|
317,662
|
05/16/2033
|
GST
|
Societe Generale
SA
|
Societe Generale SA
|
0
|
20,005
|
|
|
USD
|
333,541
|
05/16/2033
|
JPM
|
NVIDIA Corp.
|
NVIDIA Corp.
|
0
|
(65,064)
|
|
|
JPY
|
336,522
|
05/16/2033
|
MSI
|
Hokuhoku
Financial Group,
Inc.
|
Hokuhoku Financial
Group, Inc.
|
0
|
143
|
|
|
USD
|
340,217
|
05/16/2033
|
JPM
|
American Express
Co.
|
American Express Co.
|
0
|
10,566
|
|
|
PLN
|
344,765
|
05/16/2033
|
GST
|
Alior Bank SA
|
Alior Bank SA
|
0
|
2,701
|
|
|
USD
|
379,775
|
05/16/2033
|
GST
|
Apollo Global
Management, Inc.
|
Apollo Global
Management, Inc.
|
0
|
3,905
|
|
|
SEK
|
406,696
|
05/16/2033
|
MSI
|
Svenska
Handelsbanken AB
|
Svenska Handelsbanken
AB
|
0
|
(265)
|
|
|
EUR
|
428,576
|
05/16/2033
|
MSI
|
Banco Santander
SA
|
Banco Santander SA
|
0
|
18,558
|
|
|
DKK
|
532,726
|
05/16/2033
|
GST
|
Royal Unibrew AS
|
Royal Unibrew AS
|
0
|
3,470
|
|
|
USD
|
532,889
|
05/16/2033
|
MSI
|
iShares MSCI Brazil
ETF
|
iShares MSCI Brazil ETF
|
0
|
22,116
|
|
|
ILS
|
539,598
|
05/16/2033
|
MSI
|
Bank Leumi
Le-Israel BM
|
Bank Leumi Le-Israel BM
|
0
|
(2,399)
|
|
|
USD
|
540,315
|
05/16/2033
|
MSI
|
Bank of New York
Mellon Corp.
|
Bank of New York Mellon
Corp.
|
0
|
25,620
|
|
|
|
593,870
|
05/16/2033
|
MSI
|
American Express
Co.
|
American Express Co.
|
0
|
79
|
|
|
EUR
|
609,356
|
05/16/2033
|
GST
|
BNP Paribas SA
|
BNP Paribas SA
|
0
|
27,874
|
|
|
USD
|
647,032
|
05/16/2033
|
MSI
|
Mastercard, Inc.
|
Mastercard, Inc.
|
0
|
33,925
|
|
|
GBP
|
662,262
|
05/16/2033
|
GST
|
Prudential PLC
|
Prudential PLC
|
0
|
20,647
|
|
|
USD
|
731,350
|
05/16/2033
|
GST
|
Mastercard, Inc.
|
Mastercard, Inc.
|
0
|
31,811
|
|
|
|
797,048
|
05/16/2033
|
MSI
|
KKR & Co., Inc.
|
KKR & Co., Inc.
|
0
|
87,755
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
CAD
|
801,643
|
05/16/2033
|
MSI
|
Royal Bank of
Canada
|
Royal Bank of Canada
|
$0
|
$16,950
|
|
|
USD
|
851,602
|
05/16/2033
|
GST
|
American Express
Co.
|
American Express Co.
|
0
|
752
|
|
|
|
873,719
|
05/16/2033
|
JPM
|
Amazon.com, Inc.
|
Amazon.com, Inc.
|
0
|
37,071
|
|
|
|
992,157
|
05/16/2033
|
MSI
|
Microsoft Corp.
|
Microsoft Corp.
|
0
|
(58,687)
|
|
|
JPY
|
1,007,925
|
05/16/2033
|
JPM
|
Sony Group Corp.
|
Sony Group Corp.
|
0
|
311
|
|
|
EUR
|
1,010,016
|
05/16/2033
|
MSI
|
EU Staples
|
EU Staples
|
0
|
5,805
|
|
|
USD
|
1,068,219
|
05/16/2033
|
MSI
|
SPDR S&P
Regional Banking
ETF
|
SPDR S&P Regional
Banking ETF
|
0
|
2,932
|
|
|
SEK
|
1,337,220
|
05/16/2033
|
GST
|
Avanza Bank
Holding AB
|
Avanza Bank Holding AB
|
0
|
20,873
|
|
|
USD
|
1,355,037
|
05/16/2033
|
MSI
|
iShares Expanded
Tech-Software
Sector ETF
|
iShares Expanded
Tech-Software Sector ETF
|
0
|
(6,973)
|
|
|
SEK
|
1,746,408
|
05/16/2033
|
GST
|
Svenska
Handelsbanken AB
|
Svenska Handelsbanken
AB
|
0
|
2,947
|
|
|
USD
|
2,107,658
|
05/16/2033
|
MSI
|
Invesco Senior
Loan ETF
|
Invesco Senior Loan ETF
|
0
|
(8,973)
|
|
|
JPY
|
9,804,000
|
05/16/2033
|
GST
|
Resona Holdings,
Inc.
|
Resona Holdings, Inc.
|
0
|
1,055
|
|
|
|
11,570,120
|
05/16/2033
|
MSI
|
Resona Holdings,
Inc.
|
Resona Holdings, Inc.
|
0
|
877
|
|
|
|
13,482,639
|
05/16/2033
|
MSI
|
Fukuoka Financial
Group, Inc.
|
Fukuoka Financial Group,
Inc.
|
0
|
4,758
|
|
|
HUF
|
14,534,833
|
05/16/2033
|
MSI
|
OTP Bank Nyrt
|
OTP Bank Nyrt
|
0
|
564
|
|
|
JPY
|
16,448,000
|
05/16/2033
|
GST
|
Fukuoka Financial
Group, Inc.
|
Fukuoka Financial Group,
Inc.
|
0
|
3,229
|
|
|
|
18,168,150
|
05/16/2033
|
GST
|
Hokuhoku
Financial Group,
Inc.
|
Hokuhoku Financial
Group, Inc.
|
0
|
7,405
|
|
|
|
18,935,194
|
05/16/2033
|
GST
|
Sony Corp.
|
Sony Corp.
|
0
|
7,588
|
|
|
|
23,899,200
|
05/16/2033
|
GST
|
Rakuten Bank Ltd.
|
Rakuten Bank Ltd.
|
0
|
6,515
|
|
|
HUF
|
72,751,250
|
05/16/2033
|
GST
|
OTP Bank Nyrt
|
OTP Bank Nyrt
|
0
|
2,314
|
|
|
USD
|
200,350
|
05/23/2033
|
GST
|
Robinhood
Markets, Inc.
|
Robinhood Markets, Inc.
|
0
|
(7,814)
|
|
|
|
143,120
|
05/23/2033
|
GST
|
BGC Group, Inc.
|
BGC Group, Inc.
|
0
|
(1,210)
|
|
|
|
72,368
|
05/23/2033
|
GST
|
iShares JPMorgan
USD Emerging
Markets Bond ETF
|
iShares JPMorgan USD
Emerging Markets Bond
ETF
|
0
|
(72)
|
|
|
|
67,199
|
05/23/2033
|
GST
|
Flywire Corp.
|
Flywire Corp.
|
0
|
104
|
|
|
|
65,124
|
05/23/2033
|
GST
|
Choice Hotels
International, Inc.
|
Choice Hotels
International, Inc.
|
0
|
(1,469)
|
|
|
|
60,546
|
05/23/2033
|
GST
|
IMAX Corp.
|
IMAX Corp.
|
0
|
(755)
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
49,714
|
05/23/2033
|
GST
|
Wyndham Hotels
& Resorts, Inc.
|
Wyndham Hotels &
Resorts, Inc.
|
$0
|
$250
|
|
|
|
44,754
|
05/23/2033
|
GST
|
Lattice
Semiconductor
Corp.
|
Lattice Semiconductor
Corp.
|
0
|
1,590
|
|
|
|
40,675
|
05/23/2033
|
GST
|
Snap, Inc.
|
Snap, Inc.
|
0
|
(2,351)
|
|
|
|
36,022
|
05/23/2033
|
GST
|
GLOBALFOUNDRIES,
Inc.
|
GLOBALFOUNDRIES, Inc.
|
0
|
1,021
|
|
|
|
27,065
|
05/23/2033
|
GST
|
Cognizant
Technology
Solutions Corp.
|
Cognizant Technology
Solutions Corp.
|
0
|
(1,435)
|
|
|
|
26,401
|
05/23/2033
|
GST
|
Revvity, Inc.
|
Revvity, Inc.
|
0
|
(464)
|
|
|
|
23,296
|
05/23/2033
|
GST
|
Henry Schein, Inc.
|
Henry Schein, Inc.
|
0
|
(1,824)
|
|
|
|
22,391
|
05/23/2033
|
GST
|
Paycom Software,
Inc.
|
Paycom Software, Inc.
|
0
|
182
|
|
|
|
22,312
|
05/23/2033
|
GST
|
Cooper Cos., Inc.
|
Cooper Cos., Inc.
|
0
|
(281)
|
|
|
|
22,205
|
05/23/2033
|
GST
|
Lowe's Cos., Inc.
|
Lowe's Cos., Inc.
|
0
|
362
|
|
|
|
21,794
|
05/23/2033
|
GST
|
Medpace Holdings,
Inc.
|
Medpace Holdings, Inc.
|
0
|
(203)
|
|
|
|
19,787
|
05/23/2033
|
GST
|
Globant SA
|
Globant SA
|
0
|
(265)
|
|
|
|
18,102
|
05/23/2033
|
GST
|
ExlService
Holdings, Inc.
|
ExlService Holdings, Inc.
|
0
|
(193)
|
|
|
|
16,222
|
05/23/2033
|
GST
|
Align Technology,
Inc.
|
Align Technology, Inc.
|
0
|
447
|
|
|
|
16,110
|
05/23/2033
|
GST
|
Avantor, Inc.
|
Avantor, Inc.
|
0
|
(377)
|
|
|
|
14,311
|
05/23/2033
|
GST
|
Automatic Data
Processing, Inc.
|
Automatic Data
Processing, Inc.
|
0
|
(233)
|
|
|
|
13,885
|
05/23/2033
|
GST
|
Merit Medical
Systems, Inc.
|
Merit Medical Systems, Inc.
|
0
|
(596)
|
|
|
|
13,342
|
05/23/2033
|
GST
|
Skyworks
Solutions, Inc.
|
Skyworks Solutions, Inc.
|
0
|
738
|
|
|
|
12,581
|
05/23/2033
|
GST
|
Amphenol Corp.
|
Amphenol Corp.
|
0
|
336
|
|
|
|
12,525
|
05/23/2033
|
GST
|
Blackstone, Inc.
|
Blackstone, Inc.
|
0
|
304
|
|
|
|
12,296
|
05/23/2033
|
GST
|
Avnet, Inc.
|
Avnet, Inc.
|
0
|
673
|
|
|
|
12,207
|
05/23/2033
|
GST
|
Amer Sports, Inc.
|
Amer Sports, Inc.
|
0
|
(358)
|
|
|
|
11,887
|
05/23/2033
|
GST
|
MaxLinear, Inc.
|
MaxLinear, Inc.
|
0
|
3,377
|
|
|
|
11,604
|
05/23/2033
|
GST
|
NXP
Semiconductors
NV
|
NXP Semiconductors NV
|
0
|
342
|
|
|
|
11,341
|
05/23/2033
|
GST
|
Semtech Corp.
|
Semtech Corp.
|
0
|
1,498
|
|
|
|
11,139
|
05/23/2033
|
GST
|
Hewlett Packard
Enterprise Co.
|
Hewlett Packard
Enterprise Co.
|
0
|
1,180
|
|
|
|
10,874
|
05/23/2033
|
GST
|
Intuitive Surgical,
Inc.
|
Intuitive Surgical, Inc.
|
0
|
580
|
|
|
|
10,584
|
05/23/2033
|
GST
|
Teradyne, Inc.
|
Teradyne, Inc.
|
0
|
1,321
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
10,328
|
05/23/2033
|
GST
|
Corcept
Therapeutics, Inc.
|
Corcept Therapeutics, Inc.
|
$0
|
$(982)
|
|
|
|
10,218
|
05/23/2033
|
GST
|
Silicon
Laboratories, Inc.
|
Silicon Laboratories, Inc.
|
0
|
49
|
|
|
|
9,867
|
05/23/2033
|
GST
|
Power
Integrations, Inc.
|
Power Integrations, Inc.
|
0
|
145
|
|
|
|
9,712
|
05/23/2033
|
GST
|
PDF Solutions, Inc.
|
PDF Solutions, Inc.
|
0
|
211
|
|
|
|
9,592
|
05/23/2033
|
GST
|
Copart, Inc.
|
Copart, Inc.
|
0
|
(82)
|
|
|
|
9,323
|
05/23/2033
|
GST
|
Cirrus Logic, Inc.
|
Cirrus Logic, Inc.
|
0
|
(18)
|
|
|
|
9,181
|
05/23/2033
|
GST
|
FormFactor, Inc.
|
FormFactor, Inc.
|
0
|
610
|
|
|
|
8,699
|
05/23/2033
|
GST
|
Veeva Systems, Inc.
|
Veeva Systems, Inc.
|
0
|
(399)
|
|
|
|
8,687
|
05/23/2033
|
GST
|
Globus Medical,
Inc.
|
Globus Medical, Inc.
|
0
|
(29)
|
|
|
|
8,596
|
05/23/2033
|
GST
|
Thermo Fisher
Scientific, Inc.
|
Thermo Fisher Scientific,
Inc.
|
0
|
(370)
|
|
|
|
8,390
|
05/23/2033
|
GST
|
CorVel Corp.
|
CorVel Corp.
|
0
|
(415)
|
|
|
|
8,372
|
05/23/2033
|
GST
|
ConMed Corp.
|
ConMed Corp.
|
0
|
(98)
|
|
|
|
8,136
|
05/23/2033
|
GST
|
Insmed, Inc.
|
Insmed, Inc.
|
0
|
18
|
|
|
|
8,059
|
05/23/2033
|
GST
|
Alphatec Holdings,
Inc.
|
Alphatec Holdings, Inc.
|
0
|
(441)
|
|
|
|
8,058
|
05/23/2033
|
GST
|
Ceribell, Inc.
|
Ceribell, Inc.
|
0
|
(64)
|
|
|
|
8,056
|
05/23/2033
|
GST
|
Iovance
Biotherapeutics,
Inc.
|
Iovance Biotherapeutics,
Inc.
|
0
|
258
|
|
|
|
8,013
|
05/23/2033
|
GST
|
Integer Holdings
Corp.
|
Integer Holdings Corp.
|
0
|
48
|
|
|
|
8,006
|
05/23/2033
|
GST
|
Insulet Corp.
|
Insulet Corp.
|
0
|
(67)
|
|
|
|
7,919
|
05/23/2033
|
GST
|
Establishment Labs
Holdings Corp.
|
Establishment Labs
Holdings Corp.
|
0
|
259
|
|
|
|
7,909
|
05/23/2033
|
GST
|
CEVA, Inc.
|
CEVA, Inc.
|
0
|
469
|
|
|
|
7,891
|
05/23/2033
|
GST
|
UFP Technologies,
Inc.
|
UFP Technologies, Inc.
|
0
|
(349)
|
|
|
|
7,884
|
05/23/2033
|
GST
|
Butterfly Network,
Inc.
|
Butterfly Network, Inc.
|
0
|
(204)
|
|
|
|
7,852
|
05/23/2033
|
GST
|
Johnson & Johnson
|
Johnson & Johnson
|
0
|
(212)
|
|
|
|
7,847
|
05/23/2033
|
GST
|
Zimmer Biomet
Holdings, Inc.
|
Zimmer Biomet Holdings,
Inc.
|
0
|
74
|
|
|
|
7,716
|
05/23/2033
|
GST
|
Gilead Sciences,
Inc.
|
Gilead Sciences, Inc.
|
0
|
(352)
|
|
|
|
7,597
|
05/23/2033
|
GST
|
STERIS PLC
|
STERIS PLC
|
0
|
(125)
|
|
|
|
7,371
|
05/23/2033
|
GST
|
Zoetis, Inc.
|
Zoetis, Inc.
|
0
|
(148)
|
|
|
|
7,340
|
05/23/2033
|
GST
|
ArriVent
Biopharma, Inc.
|
ArriVent Biopharma, Inc.
|
0
|
(937)
|
|
|
|
7,216
|
05/23/2033
|
GST
|
Enliven
Therapeutics, Inc.
|
Enliven Therapeutics, Inc.
|
0
|
46
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
6,760
|
05/23/2033
|
GST
|
Arbutus
Biopharma Corp.
|
Arbutus Biopharma Corp.
|
$0
|
$(253)
|
|
|
|
6,068
|
05/23/2033
|
GST
|
Ultragenyx
Pharmaceutical, Inc.
|
Ultragenyx
Pharmaceutical, Inc.
|
0
|
(257)
|
|
|
|
4,029
|
05/23/2033
|
GST
|
Aveanna
Healthcare
Holdings, Inc.
|
Aveanna Healthcare
Holdings, Inc.
|
0
|
285
|
|
|
|
2,576
|
05/23/2033
|
GST
|
Enphase Energy,
Inc.
|
Enphase Energy, Inc.
|
0
|
23
|
|
|
|
2,438
|
05/23/2033
|
GST
|
General Electric
Co.
|
General Electric Co.
|
0
|
(209)
|
|
|
|
2,288
|
05/23/2033
|
GST
|
Q2 Holdings, Inc.
|
Q2 Holdings, Inc.
|
0
|
4
|
|
|
|
1,964
|
05/23/2033
|
GST
|
Fox Corp.
|
Fox Corp.
|
0
|
(134)
|
|
|
|
1,944
|
05/23/2033
|
GST
|
Marriott
International, Inc.
|
Marriott International, Inc.
|
0
|
(90)
|
|
|
|
1,763
|
05/23/2033
|
GST
|
Toll Brothers, Inc.
|
Toll Brothers, Inc.
|
0
|
(3)
|
|
|
|
1,752
|
05/23/2033
|
GST
|
ARES
Management
Corp.
|
ARES Management Corp.
|
0
|
(32)
|
|
|
|
1,734
|
05/23/2033
|
GST
|
Ralph Lauren
Corp.
|
Ralph Lauren Corp.
|
0
|
(14)
|
|
|
|
1,482
|
05/23/2033
|
GST
|
AutoNation, Inc.
|
AutoNation, Inc.
|
0
|
(27)
|
|
|
|
1,473
|
05/23/2033
|
GST
|
VeriSign, Inc.
|
VeriSign, Inc.
|
0
|
(32)
|
|
|
|
1,446
|
05/23/2033
|
GST
|
Cava Group, Inc.
|
Cava Group, Inc.
|
0
|
(175)
|
|
|
|
1,343
|
05/23/2033
|
GST
|
Zscaler, Inc.
|
Zscaler, Inc.
|
0
|
(75)
|
|
|
|
1,340
|
05/23/2033
|
GST
|
Natera, Inc.
|
Natera, Inc.
|
0
|
(76)
|
|
|
|
1,309
|
05/23/2033
|
GST
|
Warner Bros
Discovery, Inc.
|
Warner Bros Discovery,
Inc.
|
0
|
(90)
|
|
|
|
1,301
|
05/23/2033
|
GST
|
Construction
Partners, Inc.
|
Construction Partners, Inc.
|
0
|
176
|
|
|
|
1,299
|
05/23/2033
|
GST
|
Trimble, Inc.
|
Trimble, Inc.
|
0
|
25
|
|
|
|
1,294
|
05/23/2033
|
GST
|
Boot Barn
Holdings, Inc.
|
Boot Barn Holdings, Inc.
|
0
|
7
|
|
|
|
1,221
|
05/23/2033
|
GST
|
Veracyte, Inc.
|
Veracyte, Inc.
|
0
|
(53)
|
|
|
|
1,211
|
05/23/2033
|
GST
|
Axon Enterprise,
Inc.
|
Axon Enterprise, Inc.
|
0
|
(93)
|
|
|
|
1,098
|
05/23/2033
|
GST
|
Onto Innovation,
Inc.
|
Onto Innovation, Inc.
|
0
|
75
|
|
|
|
991
|
05/23/2033
|
GST
|
Liberty Broadband
Corp.
|
Liberty Broadband Corp.
|
0
|
2
|
|
|
|
1,365
|
05/23/2033
|
GST
|
Bicara
Therapeutics, Inc.
|
Bicara Therapeutics, Inc.
|
0
|
61
|
|
|
|
4,475
|
05/23/2033
|
GST
|
Informatica, Inc.
|
Informatica, Inc.
|
0
|
148
|
|
|
|
5,657
|
05/23/2033
|
GST
|
Autolus
Therapeutics PLC
|
Autolus Therapeutics PLC
|
0
|
52
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
5,933
|
05/23/2033
|
GST
|
Syndax
Pharmaceuticals,
Inc.
|
Syndax Pharmaceuticals,
Inc.
|
$0
|
$217
|
|
|
|
6,505
|
05/23/2033
|
GST
|
Prothena Corp.
PLC
|
Prothena Corp. PLC
|
0
|
55
|
|
|
|
7,190
|
05/23/2033
|
GST
|
Ardent Health
Partners, Inc.
|
Ardent Health Partners,
Inc.
|
0
|
400
|
|
|
|
7,808
|
05/23/2033
|
GST
|
Immatics NV
|
Immatics NV
|
0
|
101
|
|
|
|
8,604
|
05/23/2033
|
GST
|
Nurix
Therapeutics, Inc.
|
Nurix Therapeutics, Inc.
|
0
|
48
|
|
|
|
9,910
|
05/23/2033
|
GST
|
PTC Therapeutics,
Inc.
|
PTC Therapeutics, Inc.
|
0
|
138
|
|
|
|
10,324
|
05/23/2033
|
GST
|
Alkermes PLC
|
Alkermes PLC
|
0
|
490
|
|
|
|
10,383
|
05/23/2033
|
GST
|
Natera, Inc.
|
Natera, Inc.
|
0
|
587
|
|
|
|
11,935
|
05/23/2033
|
GST
|
Avidity Biosciences,
Inc.
|
Avidity Biosciences, Inc.
|
0
|
809
|
|
|
|
12,287
|
05/23/2033
|
GST
|
Genius Sports Ltd.
|
Genius Sports Ltd.
|
0
|
(110)
|
|
|
|
12,796
|
05/23/2033
|
GST
|
Merus NV
|
Merus NV
|
0
|
386
|
|
|
|
12,987
|
05/23/2033
|
GST
|
Centene Corp.
|
Centene Corp.
|
0
|
75
|
|
|
|
13,665
|
05/23/2033
|
GST
|
Rocket
Pharmaceuticals,
Inc.
|
Rocket Pharmaceuticals,
Inc.
|
0
|
780
|
|
|
|
13,839
|
05/23/2033
|
GST
|
Onto Innovation,
Inc.
|
Onto Innovation, Inc.
|
0
|
(939)
|
|
|
|
14,012
|
05/23/2033
|
GST
|
Nuvalent, Inc.
|
Nuvalent, Inc.
|
0
|
1,348
|
|
|
|
15,292
|
05/23/2033
|
GST
|
Amicus
Therapeutics, Inc.
|
Amicus Therapeutics, Inc.
|
0
|
113
|
|
|
|
15,351
|
05/23/2033
|
GST
|
Elanco Animal
Health, Inc.
|
Elanco Animal Health, Inc.
|
0
|
(13)
|
|
|
|
15,860
|
05/23/2033
|
GST
|
Zai Lab Ltd.
|
Zai Lab Ltd.
|
0
|
726
|
|
|
|
16,359
|
05/23/2033
|
GST
|
Molina Healthcare,
Inc.
|
Molina Healthcare, Inc.
|
0
|
713
|
|
|
|
17,369
|
05/23/2033
|
GST
|
Paycom Software,
Inc.
|
Paycom Software, Inc.
|
0
|
(141)
|
|
|
|
17,758
|
05/23/2033
|
GST
|
Hims & Hers
Health, Inc.
|
Hims & Hers Health, Inc.
|
0
|
4,275
|
|
|
|
17,852
|
05/23/2033
|
GST
|
Navigator Holdings
Ltd.
|
Navigator Holdings Ltd.
|
0
|
(96)
|
|
|
|
18,496
|
05/23/2033
|
GST
|
Clearwater
Analytics Holdings,
Inc.
|
Clearwater Analytics
Holdings, Inc.
|
0
|
(277)
|
|
|
|
20,874
|
05/23/2033
|
GST
|
Glaukos Corp.
|
Glaukos Corp.
|
0
|
(380)
|
|
|
|
20,937
|
05/23/2033
|
GST
|
Blueprint
Medicines Corp.
|
Blueprint Medicines Corp.
|
0
|
107
|
|
|
|
22,211
|
05/23/2033
|
GST
|
Disc Medicine, Inc.
|
Disc Medicine, Inc.
|
0
|
(1,732)
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
24,698
|
05/23/2033
|
GST
|
Bristol-Myers
Squibb Co.
|
Bristol-Myers Squibb Co.
|
$0
|
$827
|
|
|
|
25,145
|
05/23/2033
|
GST
|
Affirm Holdings,
Inc.
|
Affirm Holdings, Inc.
|
0
|
1,909
|
|
|
|
25,544
|
05/23/2033
|
GST
|
Amkor Technology,
Inc.
|
Amkor Technology, Inc.
|
0
|
(2,017)
|
|
|
|
26,171
|
05/23/2033
|
GST
|
Evercore, Inc.
|
Evercore, Inc.
|
0
|
335
|
|
|
|
27,810
|
05/23/2033
|
GST
|
CG oncology, Inc.
|
CG oncology, Inc.
|
0
|
65
|
|
|
|
27,998
|
05/23/2033
|
GST
|
Exact Sciences
Corp.
|
Exact Sciences Corp.
|
0
|
924
|
|
|
|
28,433
|
05/23/2033
|
GST
|
REVOLUTION
Medicines, Inc.
|
REVOLUTION Medicines,
Inc.
|
0
|
1,975
|
|
|
|
41,457
|
05/23/2033
|
GST
|
WEX, Inc.
|
WEX, Inc.
|
0
|
102
|
|
|
|
46,262
|
05/23/2033
|
GST
|
Flex Ltd.
|
Flex Ltd.
|
0
|
(2,738)
|
|
|
|
48,144
|
05/23/2033
|
GST
|
Zscaler, Inc.
|
Zscaler, Inc.
|
0
|
2,706
|
|
|
|
52,531
|
05/23/2033
|
GST
|
Light & Wonder,
Inc.
|
Light & Wonder, Inc.
|
0
|
(1,895)
|
|
|
|
54,588
|
05/23/2033
|
GST
|
Alnylam
Pharmaceuticals,
Inc.
|
Alnylam Pharmaceuticals,
Inc.
|
0
|
1,302
|
|
|
|
58,875
|
05/23/2033
|
GST
|
United
Therapeutics
Corp.
|
United Therapeutics Corp.
|
0
|
(2,688)
|
|
|
|
64,418
|
05/23/2033
|
GST
|
Marriott
International, Inc.
|
Marriott International, Inc.
|
0
|
1,836
|
|
|
|
78,688
|
05/23/2033
|
GST
|
Gitlab, Inc.
|
Gitlab, Inc.
|
0
|
7,533
|
|
|
|
89,410
|
05/23/2033
|
GST
|
Intuitive Surgical,
Inc.
|
Intuitive Surgical, Inc.
|
0
|
(4,772)
|
|
|
|
89,824
|
05/23/2033
|
GST
|
Eli Lilly & Co.
|
Eli Lilly & Co.
|
0
|
8,316
|
|
|
|
107,277
|
05/23/2033
|
GST
|
Caesars
Entertainment, Inc.
|
Caesars Entertainment,
Inc.
|
0
|
5,704
|
|
|
|
123,748
|
05/23/2033
|
GST
|
Camping World
Holdings, Inc.
|
Camping World Holdings,
Inc.
|
0
|
2,739
|
|
|
|
131,574
|
05/23/2033
|
GST
|
Viper Energy, Inc.
|
Viper Energy, Inc.
|
0
|
(8,649)
|
|
|
|
421,382
|
05/23/2033
|
GST
|
TransUnion
|
TransUnion
|
0
|
12,638
|
|
|
|
775,959
|
05/23/2033
|
GST
|
ARES
Management
Corp.
|
ARES Management Corp.
|
0
|
13,948
|
|
|
|
1,041,652
|
05/23/2033
|
GST
|
GS US Retail
|
GS US Retail
|
0
|
(16,025)
|
|
|
|
2,061,624
|
05/23/2033
|
GST
|
Wells Fargo & Co.
|
Wells Fargo & Co.
|
0
|
25,158
|
|
|
JPY
|
29,568,750
|
05/24/2033
|
GST
|
Daiwa Securities
Group, Inc.
|
Daiwa Securities Group,
Inc.
|
0
|
(17,209)
|
|
|
|
19,538,332
|
05/24/2033
|
GST
|
Millea Holdings,
Inc.
|
Millea Holdings, Inc.
|
0
|
3,749
|
|
|
|
13,399,650
|
05/24/2033
|
GST
|
Shizuoka Financial
Group, Inc.
|
Shizuoka Financial Group,
Inc.
|
0
|
(2,302)
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
JPY
|
5,292,441
|
05/24/2033
|
GST
|
Tokyo Seimitsu
Co., Ltd.
|
Tokyo Seimitsu Co., Ltd.
|
$0
|
$841
|
|
|
|
4,522,500
|
05/24/2033
|
GST
|
Century Tokyo
Leasing Corp.
|
Century Tokyo Leasing
Corp.
|
0
|
19
|
|
|
|
3,935,162
|
05/24/2033
|
GST
|
Nikon Corp.
|
Nikon Corp.
|
0
|
353
|
|
|
|
3,432,468
|
05/24/2033
|
GST
|
Tempur Sealy
International, Inc.
|
Tempur Sealy
International, Inc.
|
0
|
(633)
|
|
|
|
3,041,106
|
05/24/2033
|
GST
|
Shin-Etsu Chemical
Co. Ltd.
|
Shin-Etsu Chemical Co.
Ltd.
|
0
|
994
|
|
|
|
2,006,400
|
05/24/2033
|
GST
|
Asics Corp.
|
Asics Corp.
|
0
|
(730)
|
|
|
|
1,869,875
|
05/24/2033
|
GST
|
Recruit Holdings
Co. Ltd.
|
Recruit Holdings Co. Ltd.
|
0
|
(277)
|
|
|
|
1,786,860
|
05/24/2033
|
GST
|
Takeda
Pharmaceutical Co.
|
Takeda Pharmaceutical Co.
|
0
|
7,136
|
|
|
|
1,746,000
|
05/24/2033
|
GST
|
Fast Retailing Co.
Ltd.
|
Fast Retailing Co. Ltd.
|
0
|
(588)
|
|
|
|
1,691,750
|
05/24/2033
|
GST
|
Keyence Corp.
|
Keyence Corp.
|
0
|
68
|
|
|
|
1,564,680
|
05/24/2033
|
GST
|
Lasertec Corp.
|
Lasertec Corp.
|
0
|
(285)
|
|
|
|
1,535,410
|
05/24/2033
|
GST
|
NTT Data Group
Corp.
|
NTT Data Group Corp.
|
0
|
(452)
|
|
|
|
1,524,880
|
05/24/2033
|
GST
|
Fujitsu Ltd.
|
Fujitsu Ltd.
|
0
|
(1,067)
|
|
|
|
1,522,134
|
05/24/2033
|
GST
|
Canon, Inc.
|
Canon, Inc.
|
0
|
(184)
|
|
|
|
1,507,686
|
05/24/2033
|
GST
|
Denso Corp.
|
Denso Corp.
|
0
|
(128)
|
|
|
AUD
|
1,364,043
|
05/24/2033
|
GST
|
GS Australia Banks
|
GS Australia Banks
|
0
|
(35,136)
|
|
|
JPY
|
1,299,600
|
05/24/2033
|
GST
|
Ono
Pharmaceutical Co.
Ltd.
|
Ono Pharmaceutical Co.
Ltd.
|
0
|
59
|
|
|
SEK
|
1,293,500
|
05/24/2033
|
GST
|
Nordnet AB
|
Nordnet AB
|
0
|
(6,737)
|
|
|
JPY
|
1,283,602
|
05/24/2033
|
GST
|
ENEOS Holdings,
Inc.
|
ENEOS Holdings, Inc.
|
0
|
421
|
|
|
|
1,260,900
|
05/24/2033
|
GST
|
Hoya Corp.
|
Hoya Corp.
|
0
|
16
|
|
|
|
1,179,992
|
05/24/2033
|
GST
|
M3, Inc.
|
M3, Inc.
|
0
|
(156)
|
|
|
|
1,174,730
|
05/24/2033
|
GST
|
Sysmex Corp.
|
Sysmex Corp.
|
0
|
(133)
|
|
|
|
1,169,280
|
05/24/2033
|
GST
|
Takeda
Pharmaceutical Co.
|
Takeda Pharmaceutical Co.
|
0
|
(331)
|
|
|
|
1,139,850
|
05/24/2033
|
GST
|
Shionogi & Co. Ltd.
|
Shionogi & Co. Ltd.
|
0
|
(181)
|
|
|
|
1,135,094
|
05/24/2033
|
GST
|
Terumo Corp.
|
Terumo Corp.
|
0
|
(13)
|
|
|
SEK
|
994,025
|
05/24/2033
|
GST
|
Fabege AB
|
Fabege AB
|
0
|
(162)
|
|
|
DKK
|
930,204
|
05/24/2033
|
GST
|
Ringkøbing
Landbobank
|
Ringkøbing Landbobank
|
0
|
1,418
|
|
|
JPY
|
923,336
|
05/24/2033
|
GST
|
Shimadzu Corp.
|
Shimadzu Corp.
|
0
|
(196)
|
|
|
|
876,308
|
05/24/2033
|
GST
|
Kyowa Hakko
Kogyo Co., Ltd.
|
Kyowa Hakko Kogyo Co.,
Ltd.
|
0
|
(64)
|
|
|
DKK
|
864,585
|
05/24/2033
|
GST
|
Ambu A/S
|
Ambu A/S
|
0
|
3,177
|
|
|
SEK
|
712,294
|
05/24/2033
|
GST
|
Castellum AB
|
Castellum AB
|
0
|
(1,142)
|
|
|
JPY
|
456,337
|
05/24/2033
|
GST
|
Capcom Co. Ltd.
|
Capcom Co. Ltd.
|
0
|
(246)
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
SEK
|
403,763
|
05/24/2033
|
GST
|
H & M Hennes &
Mauritz AB
|
H & M Hennes & Mauritz
AB
|
$0
|
$220
|
|
|
JPY
|
368,503
|
05/24/2033
|
GST
|
Hitachi Ltd.
|
Hitachi Ltd.
|
0
|
(92)
|
|
|
|
362,551
|
05/24/2033
|
GST
|
TDK Corp.
|
TDK Corp.
|
0
|
(12)
|
|
|
SEK
|
348,863
|
05/24/2033
|
GST
|
Elekta AB
|
Elekta AB
|
0
|
(910)
|
|
|
|
296,856
|
05/24/2033
|
GST
|
Hufvudstaden AB
|
Hufvudstaden AB
|
0
|
(830)
|
|
|
JPY
|
224,880
|
05/24/2033
|
GST
|
Advantest Corp.
|
Advantest Corp.
|
0
|
110
|
|
|
|
220,100
|
05/24/2033
|
GST
|
Disco Corp.
|
Disco Corp.
|
0
|
(23)
|
|
|
DKK
|
212,940
|
05/24/2033
|
GST
|
ChemoMetec A/S
|
ChemoMetec A/S
|
0
|
(3,101)
|
|
|
PLN
|
208,800
|
05/24/2033
|
GST
|
Bank Polska Kasa
Opieki SA
|
Bank Polska Kasa Opieki
SA
|
0
|
(4,581)
|
|
|
NOK
|
185,367
|
05/24/2033
|
GST
|
Aker BP ASA
|
Aker BP ASA
|
0
|
1,008
|
|
|
SEK
|
172,159
|
05/24/2033
|
GST
|
engcon AB
|
engcon AB
|
0
|
(309)
|
|
|
PLN
|
163,140
|
05/24/2033
|
GST
|
PKO Bank Polski
SA
|
PKO Bank Polski SA
|
0
|
(3,617)
|
|
|
CHF
|
122,522
|
05/24/2033
|
GST
|
Zurich Insurance
Group AG
|
Zurich Insurance Group
AG
|
0
|
(5,953)
|
|
|
NOK
|
119,864
|
05/24/2033
|
GST
|
Entra ASA
|
Entra ASA
|
0
|
(355)
|
|
|
DKK
|
112,194
|
05/24/2033
|
GST
|
Coloplast AS
|
Coloplast AS
|
0
|
(327)
|
|
|
SEK
|
110,566
|
05/24/2033
|
GST
|
BoneSupport AB
|
BoneSupport AB
|
0
|
704
|
|
|
PLN
|
110,460
|
05/24/2033
|
GST
|
LPP SA
|
LPP SA
|
0
|
(1,174)
|
|
|
|
108,787
|
05/24/2033
|
GST
|
Zabka Group SA
|
Zabka Group SA
|
0
|
495
|
|
|
JPY
|
108,628
|
05/24/2033
|
GST
|
Mitsubishi Heavy
Industries Ltd.
|
Mitsubishi Heavy
Industries Ltd.
|
0
|
(70)
|
|
|
SEK
|
103,584
|
05/24/2033
|
GST
|
Swedish Orphan
Biovitrum AB
|
Swedish Orphan Biovitrum
AB
|
0
|
(107)
|
|
|
EUR
|
100,804
|
05/24/2033
|
GST
|
Hannover Rueck
SE
|
Hannover Rueck SE
|
0
|
370
|
|
|
PLN
|
91,749
|
05/24/2033
|
GST
|
Dino Polska SA
|
Dino Polska SA
|
0
|
(472)
|
|
|
GBP
|
89,084
|
05/24/2033
|
GST
|
Aviva PLC
|
Aviva PLC
|
0
|
(4,435)
|
|
|
SEK
|
75,114
|
05/24/2033
|
GST
|
Getinge AB
|
Getinge AB
|
0
|
(801)
|
|
|
EUR
|
74,094
|
05/24/2033
|
GST
|
Gecina SA
|
Gecina SA
|
0
|
(2,142)
|
|
|
CHF
|
71,280
|
05/24/2033
|
GST
|
Banque Cantonale
Vaudoise
|
Banque Cantonale
Vaudoise
|
0
|
(2,555)
|
|
|
EUR
|
63,861
|
05/24/2033
|
GST
|
Amplifon SpA
|
Amplifon SpA
|
0
|
421
|
|
|
|
63,354
|
05/24/2033
|
GST
|
Siemens
Healthineers AG
|
Siemens Healthineers AG
|
0
|
(3,615)
|
|
|
SEK
|
58,897
|
05/24/2033
|
GST
|
Truecaller AB
|
Truecaller AB
|
0
|
(1,036)
|
|
|
DKK
|
56,990
|
05/24/2033
|
GST
|
ALK-Abello AS
|
ALK-Abello AS
|
0
|
(747)
|
|
|
EUR
|
55,364
|
05/24/2033
|
GST
|
Corporacion
Mapfre SA
|
Corporacion Mapfre SA
|
0
|
(1,091)
|
|
|
|
48,156
|
05/24/2033
|
GST
|
Gerresheimer AG
|
Gerresheimer AG
|
0
|
(119)
|
|
|
|
42,041
|
05/24/2033
|
GST
|
TRATON SE
|
TRATON SE
|
0
|
(3,356)
|
|
|
|
41,356
|
05/24/2033
|
GST
|
Eurofins Scientific
SE
|
Eurofins Scientific SE
|
0
|
(3,642)
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
EUR
|
40,536
|
05/24/2033
|
GST
|
Piraeus Financial
Holdings SA
|
Piraeus Financial Holdings
SA
|
$0
|
$(106)
|
|
|
GBP
|
40,357
|
05/24/2033
|
GST
|
Auto Trader
Group PLC
|
Auto Trader Group PLC
|
0
|
(384)
|
|
|
EUR
|
38,094
|
05/24/2033
|
GST
|
Stellantis NV
|
Stellantis NV
|
0
|
(351)
|
|
|
|
37,410
|
05/24/2033
|
GST
|
Repsol SA
|
Repsol SA
|
0
|
778
|
|
|
CAD
|
36,760
|
05/24/2033
|
GST
|
Enbridge, Inc.
|
Enbridge, Inc.
|
0
|
429
|
|
|
CHF
|
36,662
|
05/24/2033
|
GST
|
Straumann
Holding AG
|
Straumann Holding AG
|
0
|
(1,829)
|
|
|
EUR
|
35,151
|
05/24/2033
|
GST
|
Amadeus IT
Group SA
|
Amadeus IT Group SA
|
0
|
(1,691)
|
|
|
PLN
|
32,938
|
05/24/2033
|
GST
|
CD Projekt SA
|
CD Projekt SA
|
0
|
210
|
|
|
CHF
|
31,941
|
05/24/2033
|
GST
|
Sonova Holding
AG
|
Sonova Holding AG
|
0
|
(1,734)
|
|
|
|
30,891
|
05/24/2033
|
GST
|
Partners Group
Holding AG
|
Partners Group Holding
AG
|
0
|
(1,264)
|
|
|
EUR
|
28,689
|
05/24/2033
|
GST
|
Ferrari NV
|
Ferrari NV
|
0
|
375
|
|
|
|
28,635
|
05/24/2033
|
GST
|
Valmet Corp.
|
Valmet Corp.
|
0
|
(830)
|
|
|
|
27,897
|
05/24/2033
|
GST
|
Publicis Groupe
SA
|
Publicis Groupe SA
|
0
|
(751)
|
|
|
|
24,880
|
05/24/2033
|
GST
|
EDP Renovaveis
SA
|
EDP Renovaveis SA
|
0
|
1,162
|
|
|
|
23,324
|
05/24/2033
|
GST
|
Nagarro SE
|
Nagarro SE
|
0
|
(1,346)
|
|
|
|
22,604
|
05/24/2033
|
GST
|
Recordati Industria
Chimica e
Farmaceutica SpA
|
Recordati Industria
Chimica e Farmaceutica
SpA
|
0
|
(1,786)
|
|
|
|
21,016
|
05/24/2033
|
GST
|
Merck KGaA
|
Merck KGaA
|
0
|
(677)
|
|
|
|
20,778
|
05/24/2033
|
GST
|
Intercos SpA
|
Intercos SpA
|
0
|
417
|
|
|
|
18,466
|
05/24/2033
|
GST
|
Airbus SE
|
Airbus SE
|
0
|
(435)
|
|
|
|
18,122
|
05/24/2033
|
GST
|
Schneider Electric
SE
|
Schneider Electric SE
|
0
|
(546)
|
|
|
|
17,338
|
05/24/2033
|
GST
|
Sartorius AG
|
Sartorius AG
|
0
|
(3,225)
|
|
|
|
17,151
|
05/24/2033
|
GST
|
Grifols SA
|
Grifols SA
|
0
|
1,116
|
|
|
NOK
|
16,588
|
05/24/2033
|
GST
|
Kongsberg
Gruppen ASA
|
Kongsberg Gruppen ASA
|
0
|
(81)
|
|
|
CHF
|
16,358
|
05/24/2033
|
GST
|
Sika AG
|
Sika AG
|
0
|
(484)
|
|
|
EUR
|
14,926
|
05/24/2033
|
GST
|
Sanofi SA
|
Sanofi SA
|
0
|
(871)
|
|
|
|
13,971
|
05/24/2033
|
GST
|
Orion Oyj
|
Orion Oyj
|
0
|
(1,038)
|
|
|
|
13,825
|
05/24/2033
|
GST
|
BioMerieux
|
BioMerieux
|
0
|
(845)
|
|
|
|
12,490
|
05/24/2033
|
GST
|
Hermes
International SCA
|
Hermes International SCA
|
0
|
(1,175)
|
|
|
|
11,203
|
05/24/2033
|
GST
|
ASM International
NV
|
ASM International NV
|
0
|
1,037
|
|
|
GBP
|
11,047
|
05/24/2033
|
GST
|
Derwent London
PLC
|
Derwent London PLC
|
0
|
(381)
|
|
|
EUR
|
10,976
|
05/24/2033
|
GST
|
Acciona SA
|
Acciona SA
|
0
|
316
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
GBP
|
10,310
|
05/24/2033
|
GST
|
Intertek Testing
Services
|
Intertek Testing Services
|
$0
|
$(269)
|
|
|
|
10,164
|
05/24/2033
|
GST
|
Grainger PLC
|
Grainger PLC
|
0
|
(183)
|
|
|
EUR
|
10,048
|
05/24/2033
|
GST
|
QT Group OYJ
|
QT Group OYJ
|
0
|
(293)
|
|
|
CHF
|
9,358
|
05/24/2033
|
GST
|
Alcon, Inc.
|
Alcon, Inc.
|
0
|
(759)
|
|
|
EUR
|
9,306
|
05/24/2033
|
GST
|
STMicroelectronics
NV
|
STMicroelectronics NV
|
0
|
1,143
|
|
|
|
8,803
|
05/24/2033
|
GST
|
AUTO1 Group SE
|
AUTO1 Group SE
|
0
|
(816)
|
|
|
|
8,378
|
05/24/2033
|
GST
|
Ipsen SA
|
Ipsen SA
|
0
|
283
|
|
|
GBP
|
8,151
|
05/24/2033
|
GST
|
Diversified Energy
Co. PLC
|
Diversified Energy Co. PLC
|
0
|
(70)
|
|
|
EUR
|
8,044
|
05/24/2033
|
GST
|
Bayer AG
|
Bayer AG
|
0
|
(141)
|
|
|
|
7,843
|
05/24/2033
|
GST
|
EssilorLuxottica SA
|
EssilorLuxottica SA
|
0
|
(685)
|
|
|
GBP
|
7,701
|
05/24/2033
|
GST
|
Great Portland
Estates PLC
|
Great Portland Estates
PLC
|
0
|
(379)
|
|
|
EUR
|
7,676
|
05/24/2033
|
GST
|
Fresenius SE & Co.
KGaA
|
Fresenius SE & Co. KGaA
|
0
|
(129)
|
|
|
|
7,615
|
05/24/2033
|
GST
|
Sartorius Stedim
Biotech
|
Sartorius Stedim Biotech
|
0
|
(909)
|
|
|
|
7,605
|
05/24/2033
|
GST
|
Philips Electronics
NV
|
Philips Electronics NV
|
0
|
(415)
|
|
|
CHF
|
7,605
|
05/24/2033
|
GST
|
Sandoz Group AG
|
Sandoz Group AG
|
0
|
(515)
|
|
|
|
7,322
|
05/24/2033
|
GST
|
Lonza Group AG
|
Lonza Group AG
|
0
|
(269)
|
|
|
GBP
|
7,275
|
05/24/2033
|
GST
|
ConvaTec Group
PLC
|
ConvaTec Group PLC
|
0
|
(202)
|
|
|
CHF
|
7,206
|
05/24/2033
|
GST
|
Roche Holding AG
|
Roche Holding AG
|
0
|
(568)
|
|
|
DKK
|
7,167
|
05/24/2033
|
GST
|
Novo Nordisk AS
|
Novo Nordisk AS
|
0
|
(101)
|
|
|
CHF
|
7,135
|
05/24/2033
|
GST
|
Roche Holdings,
Inc.
|
Roche Holdings, Inc.
|
0
|
(496)
|
|
|
GBP
|
6,544
|
05/24/2033
|
GST
|
Hikma
Pharmaceuticals
PLC
|
Hikma Pharmaceuticals
PLC
|
0
|
(812)
|
|
|
EUR
|
6,457
|
05/24/2033
|
GST
|
Verbund AG
|
Verbund AG
|
0
|
(143)
|
|
|
|
6,352
|
05/24/2033
|
GST
|
Carl Zeiss Meditec
AG
|
Carl Zeiss Meditec AG
|
0
|
(1,500)
|
|
|
GBP
|
6,291
|
05/24/2033
|
GST
|
Smith & Nephew
PLC
|
Smith & Nephew PLC
|
0
|
(30)
|
|
|
CHF
|
5,513
|
05/24/2033
|
GST
|
Bachem Holding
AG
|
Bachem Holding AG
|
0
|
(237)
|
|
|
EUR
|
5,445
|
05/24/2033
|
GST
|
Solaria Energía y
Medio Ambiente
SA
|
Solaria Energía y Medio
Ambiente SA
|
0
|
442
|
|
|
CHF
|
4,780
|
05/24/2033
|
GST
|
COSMO
Pharmaceuticals
NV
|
COSMO Pharmaceuticals
NV
|
0
|
(106)
|
|
|
GBP
|
1,403
|
05/24/2033
|
GST
|
AstraZeneca PLC
|
AstraZeneca PLC
|
0
|
(89)
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
EUR
|
1,372
|
05/24/2033
|
GST
|
Prosus
|
Prosus
|
$0
|
$(73)
|
|
|
|
1,356
|
05/24/2033
|
GST
|
Scout24 AG
|
Scout24 AG
|
0
|
(52)
|
|
|
|
1,269
|
05/24/2033
|
GST
|
Argenx SE
|
Argenx SE
|
0
|
(18)
|
|
|
|
1,070
|
05/24/2033
|
GST
|
Zalando SE
|
Zalando SE
|
0
|
(165)
|
|
|
|
784
|
05/24/2033
|
GST
|
Iberdrola SA
|
Iberdrola SA
|
0
|
2
|
|
|
GBP
|
681
|
05/24/2033
|
GST
|
3i Group PLC
|
3i Group PLC
|
0
|
(27)
|
|
|
|
2,934
|
05/24/2033
|
GST
|
Genus PLC
|
Genus PLC
|
0
|
340
|
|
|
CAD
|
5,026
|
05/24/2033
|
GST
|
Aecon Group, Inc.
|
Aecon Group, Inc.
|
0
|
(63)
|
|
|
USD
|
5,865
|
05/24/2033
|
GST
|
Hapvida
Participacoes e
Investimentos SA
|
Hapvida Participacoes e
Investimentos SA
|
0
|
597
|
|
|
EUR
|
5,902
|
05/24/2033
|
GST
|
RWE AG
|
RWE AG
|
0
|
77
|
|
|
|
7,521
|
05/24/2033
|
GST
|
Gerresheimer AG
|
Gerresheimer AG
|
0
|
299
|
|
|
|
7,834
|
05/24/2033
|
GST
|
Medincell SA
|
Medincell SA
|
0
|
(241)
|
|
|
GBP
|
9,406
|
05/24/2033
|
GST
|
Hill & Smith
Holdings Plcd.
|
Hill & Smith Holdings Plcd.
|
0
|
527
|
|
|
EUR
|
10,663
|
05/24/2033
|
GST
|
Beiersdorf AG
|
Beiersdorf AG
|
0
|
309
|
|
|
|
13,640
|
05/24/2033
|
GST
|
Neinor Homes
SLU
|
Neinor Homes SLU
|
0
|
17
|
|
|
|
14,762
|
05/24/2033
|
GST
|
Kinepolis
|
Kinepolis
|
0
|
884
|
|
|
GBP
|
15,028
|
05/24/2033
|
GST
|
Savills PLC
|
Savills PLC
|
0
|
689
|
|
|
CHF
|
15,258
|
05/24/2033
|
GST
|
Novartis AG
|
Novartis AG
|
0
|
1,196
|
|
|
GBP
|
15,346
|
05/24/2033
|
GST
|
Avon Rubber PLC
|
Avon Rubber PLC
|
0
|
(253)
|
|
|
EUR
|
16,921
|
05/24/2033
|
GST
|
Bank of Cyprus
Holdings PLC
|
Bank of Cyprus Holdings
PLC
|
0
|
(139)
|
|
|
|
19,429
|
05/24/2033
|
GST
|
Permanent TSB
Group Holdings
PLC
|
Permanent TSB Group
Holdings PLC
|
0
|
73
|
|
|
|
20,022
|
05/24/2033
|
GST
|
Formycon AG
|
Formycon AG
|
0
|
(1,033)
|
|
|
GBP
|
21,844
|
05/24/2033
|
GST
|
Compass Group
PLC
|
Compass Group PLC
|
0
|
1,156
|
|
|
CHF
|
22,315
|
05/24/2033
|
GST
|
Cie Financiere
Richemont SA
|
Cie Financiere Richemont
SA
|
0
|
1,755
|
|
|
EUR
|
23,130
|
05/24/2033
|
GST
|
Ubisoft
Entertainment SA
|
Ubisoft Entertainment SA
|
0
|
(683)
|
|
|
GBP
|
23,654
|
05/24/2033
|
GST
|
GSK PLC
|
GSK PLC
|
0
|
1,107
|
|
|
EUR
|
24,142
|
05/24/2033
|
GST
|
Exclusive
Networks SA
|
Exclusive Networks SA
|
0
|
(27)
|
|
|
|
24,354
|
05/24/2033
|
GST
|
Jenoptik AG
|
Jenoptik AG
|
0
|
(503)
|
|
|
|
26,152
|
05/24/2033
|
GST
|
Ionos Group SE
|
Ionos Group SE
|
0
|
3,061
|
|
|
|
26,580
|
05/24/2033
|
GST
|
Azelis Group NV
|
Azelis Group NV
|
0
|
467
|
|
|
GBP
|
27,896
|
05/24/2033
|
GST
|
Rotork PLC
|
Rotork PLC
|
0
|
2,374
|
|
|
SEK
|
30,350
|
05/24/2033
|
GST
|
Hexpol AB
|
Hexpol AB
|
0
|
65
|
|
|
EUR
|
31,729
|
05/24/2033
|
GST
|
TotalEnergies SE
|
TotalEnergies SE
|
0
|
(450)
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
EUR
|
34,931
|
05/24/2033
|
GST
|
Vienna Insurance
Group
|
Vienna Insurance Group
|
$0
|
$1,520
|
|
|
GBP
|
35,620
|
05/24/2033
|
GST
|
AstraZeneca PLC
|
AstraZeneca PLC
|
0
|
2,255
|
|
|
EUR
|
39,040
|
05/24/2033
|
GST
|
FUCHS SE
|
FUCHS SE
|
0
|
3,754
|
|
|
GBP
|
39,690
|
05/24/2033
|
GST
|
IMI PLC
|
IMI PLC
|
0
|
1,308
|
|
|
EUR
|
39,979
|
05/24/2033
|
GST
|
Ipsos
|
Ipsos
|
0
|
(72)
|
|
|
|
43,720
|
05/24/2033
|
GST
|
Fluidra SA
|
Fluidra SA
|
0
|
(290)
|
|
|
|
44,106
|
05/24/2033
|
GST
|
Buzzi Unicem SpA
|
Buzzi Unicem SpA
|
0
|
1,555
|
|
|
|
44,626
|
05/24/2033
|
GST
|
DiaSorin SpA
|
DiaSorin SpA
|
0
|
503
|
|
|
|
47,158
|
05/24/2033
|
GST
|
Addiko Bank AG
|
Addiko Bank AG
|
0
|
(1,806)
|
|
|
|
48,268
|
05/24/2033
|
GST
|
Publicis Groupe
SA
|
Publicis Groupe SA
|
0
|
1,300
|
|
|
GBP
|
50,200
|
05/24/2033
|
GST
|
Smiths Group PLC
|
Smiths Group PLC
|
0
|
7,321
|
|
|
EUR
|
51,428
|
05/24/2033
|
GST
|
IGD SIIQ SpA
|
IGD SIIQ SpA
|
0
|
9,632
|
|
|
|
52,021
|
05/24/2033
|
GST
|
Argenx SE
|
Argenx SE
|
0
|
733
|
|
|
|
52,512
|
05/24/2033
|
GST
|
Jeronimo Martins
SGPS SA
|
Jeronimo Martins SGPS SA
|
0
|
29
|
|
|
GBP
|
52,571
|
05/24/2033
|
GST
|
Shell PLC
|
Shell PLC
|
0
|
(1,056)
|
|
|
CHF
|
55,783
|
05/24/2033
|
GST
|
Sulzer AG
|
Sulzer AG
|
0
|
2,313
|
|
|
GBP
|
58,027
|
05/24/2033
|
GST
|
Admiral Group
PLC
|
Admiral Group PLC
|
0
|
2,426
|
|
|
EUR
|
60,600
|
05/24/2033
|
GST
|
Banca Monte dei
Paschi di Siena SpA
|
Banca Monte dei Paschi di
Siena SpA
|
0
|
(8,062)
|
|
|
GBP
|
62,131
|
05/24/2033
|
GST
|
BAE Systems PLC
|
BAE Systems PLC
|
0
|
(32)
|
|
|
EUR
|
64,294
|
05/24/2033
|
GST
|
United Internet
AG
|
United Internet AG
|
0
|
3,837
|
|
|
|
64,623
|
05/24/2033
|
GST
|
Banca
Farmafactoring
SpA
|
Banca Farmafactoring SpA
|
0
|
4,220
|
|
|
CHF
|
66,040
|
05/24/2033
|
GST
|
Baloise Holding AG
|
Baloise Holding AG
|
0
|
617
|
|
|
EUR
|
66,632
|
05/24/2033
|
GST
|
Bankinter SA
|
Bankinter SA
|
0
|
(567)
|
|
|
|
66,890
|
05/24/2033
|
GST
|
Brenntag AG
|
Brenntag AG
|
0
|
5,400
|
|
|
|
73,413
|
05/24/2033
|
GST
|
Erste Group Bank
AG
|
Erste Group Bank AG
|
0
|
(2,724)
|
|
|
|
75,913
|
05/24/2033
|
GST
|
Allianz SE
|
Allianz SE
|
0
|
2,140
|
|
|
|
77,990
|
05/24/2033
|
GST
|
Hensoldt AG
|
Hensoldt AG
|
0
|
4,269
|
|
|
|
79,339
|
05/24/2033
|
GST
|
Banca
Generali SpA
|
Banca Generali SpA
|
0
|
308
|
|
|
|
79,455
|
05/24/2033
|
GST
|
Maire Tecnimont
SpA
|
Maire Tecnimont SpA
|
0
|
(817)
|
|
|
|
85,324
|
05/24/2033
|
GST
|
Dassault Aviation
SA
|
Dassault Aviation SA
|
0
|
5,263
|
|
|
|
85,523
|
05/24/2033
|
GST
|
Qiagen NV
|
Qiagen NV
|
0
|
(4,651)
|
|
|
USD
|
89,416
|
05/24/2033
|
GST
|
Goldman Sachs US
Dispersion Series
17I Index
|
Goldman Sachs US
Dispersion Series 17I
Index
|
0
|
(2,219)
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
GBP
|
92,587
|
05/24/2033
|
GST
|
British American
Tobacco PLC
|
British American Tobacco
PLC
|
$0
|
$9,253
|
|
|
SEK
|
92,928
|
05/24/2033
|
GST
|
Haypp Group AB
|
Haypp Group AB
|
0
|
51
|
|
|
GBP
|
93,132
|
05/24/2033
|
GST
|
Imperial Brands
PLC
|
Imperial Brands PLC
|
0
|
5,385
|
|
|
USD
|
93,322
|
05/24/2033
|
GST
|
Goldman Sachs US
Election Results
|
Goldman Sachs US
Election Results
|
0
|
(5,255)
|
|
|
EUR
|
99,220
|
05/24/2033
|
GST
|
Elis SA
|
Elis SA
|
0
|
1,162
|
|
|
|
100,183
|
05/24/2033
|
GST
|
UCB SA
|
UCB SA
|
0
|
2,872
|
|
|
|
105,149
|
05/24/2033
|
GST
|
Unicaja Banco SA
|
Unicaja Banco SA
|
0
|
2,941
|
|
|
|
113,462
|
05/24/2033
|
GST
|
Technip Energies
NV
|
Technip Energies NV
|
0
|
(683)
|
|
|
DKK
|
123,888
|
05/24/2033
|
GST
|
NTG Nordic
Transport Group
A/S
|
NTG Nordic Transport
Group A/S
|
0
|
446
|
|
|
|
134,390
|
05/24/2033
|
GST
|
Genmab AS
|
Genmab AS
|
0
|
(1,060)
|
|
|
EUR
|
162,062
|
05/24/2033
|
GST
|
Alpha Services and
Holdings SA
|
Alpha Services and
Holdings SA
|
0
|
1,814
|
|
|
USD
|
178,177
|
05/24/2033
|
GST
|
Goldman Sachs US
Dispersion Series
17I Index
|
Goldman Sachs US
Dispersion Series 17I
Index
|
0
|
(4,421)
|
|
|
CAD
|
186,698
|
05/24/2033
|
GST
|
Advantage Energy
Ltd.
|
Advantage Energy Ltd.
|
0
|
(11,569)
|
|
|
NOK
|
200,906
|
05/24/2033
|
GST
|
Var Energi ASA
|
Var Energi ASA
|
0
|
(1,398)
|
|
|
EUR
|
201,488
|
05/24/2033
|
GST
|
Rheinmetall AG
|
Rheinmetall AG
|
0
|
19,058
|
|
|
|
221,094
|
05/24/2033
|
GST
|
FinecoBank Banca
Fineco SpA
|
FinecoBank Banca Fineco
SpA
|
0
|
6,490
|
|
|
NOK
|
324,394
|
05/24/2033
|
GST
|
Subsea 7 SA
|
Subsea 7 SA
|
0
|
(1,441)
|
|
|
DKK
|
382,234
|
05/24/2033
|
GST
|
Scandinavian
Tobacco Group AS
|
Scandinavian Tobacco
Group AS
|
0
|
1,921
|
|
|
|
396,385
|
05/24/2033
|
GST
|
Novo Nordisk AS
|
Novo Nordisk AS
|
0
|
5,609
|
|
|
EUR
|
410,684
|
05/24/2033
|
GST
|
Legrand SA
|
Legrand SA
|
0
|
(345)
|
|
|
|
468,216
|
05/24/2033
|
GST
|
ArcelorMittal SA
|
ArcelorMittal SA
|
0
|
19,478
|
|
|
CZK
|
480,703
|
05/24/2033
|
GST
|
Komercni Banka
AS
|
Komercni Banka AS
|
0
|
(56)
|
|
|
SEK
|
512,064
|
05/24/2033
|
GST
|
Trelleborg AB
|
Trelleborg AB
|
0
|
1,814
|
|
|
DKK
|
561,269
|
05/24/2033
|
GST
|
Jyske Bank
|
Jyske Bank
|
0
|
(1,400)
|
|
|
GBP
|
678,359
|
05/24/2033
|
GST
|
Glencore PLC
|
Glencore PLC
|
0
|
(79,892)
|
|
|
DKK
|
692,751
|
05/24/2033
|
GST
|
Pandora AS
|
Pandora AS
|
0
|
7,537
|
|
|
NOK
|
756,657
|
05/24/2033
|
GST
|
Storebrand ASA
|
Storebrand ASA
|
0
|
5,186
|
|
|
JPY
|
1,267,800
|
05/24/2033
|
GST
|
Eisai Co. Ltd.
|
Eisai Co. Ltd.
|
0
|
765
|
|
|
|
2,053,830
|
05/24/2033
|
GST
|
Chugai
Pharmaceutical Co.
Ltd.
|
Chugai Pharmaceutical Co.
Ltd.
|
0
|
87
|
|
|
|
2,971,000
|
05/24/2033
|
GST
|
Astellas Pharma,
Inc.
|
Astellas Pharma, Inc.
|
0
|
375
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
JPY
|
3,202,800
|
05/24/2033
|
GST
|
Otsuka Holdings
Co. Ltd.
|
Otsuka Holdings Co. Ltd.
|
$0
|
$333
|
|
|
|
3,708,400
|
05/24/2033
|
GST
|
SoftBank Group
Corp.
|
SoftBank Group Corp.
|
0
|
362
|
|
|
|
3,917,879
|
05/24/2033
|
GST
|
Daiichi Sankyo Co.
Ltd.
|
Daiichi Sankyo Co. Ltd.
|
0
|
(802)
|
|
|
|
4,408,008
|
05/24/2033
|
GST
|
Ulvac, Inc.
|
Ulvac, Inc.
|
0
|
(315)
|
|
|
|
4,886,220
|
05/24/2033
|
GST
|
Disco Corp.
|
Disco Corp.
|
0
|
516
|
|
|
|
5,286,366
|
05/24/2033
|
GST
|
Renesas
Electronics Corp.
|
Renesas Electronics Corp.
|
0
|
1,234
|
|
|
|
5,412,264
|
05/24/2033
|
GST
|
Sumitomo Electric
Industries Ltd.
|
Sumitomo Electric
Industries Ltd.
|
0
|
2,515
|
|
|
|
5,687,590
|
05/24/2033
|
GST
|
Advantest Corp.
|
Advantest Corp.
|
0
|
(2,787)
|
|
|
|
7,040,025
|
05/24/2033
|
GST
|
Hoya Corp.
|
Hoya Corp.
|
0
|
(87)
|
|
|
|
7,060,200
|
05/24/2033
|
GST
|
Tochigi Bank Ltd.
|
Tochigi Bank Ltd.
|
0
|
794
|
|
|
|
7,746,934
|
05/24/2033
|
GST
|
TDK Corp.
|
TDK Corp.
|
0
|
266
|
|
|
|
8,500,000
|
05/24/2033
|
GST
|
Bank of Nagoya
Ltd.
|
Bank of Nagoya Ltd.
|
0
|
3,310
|
|
|
|
8,713,600
|
05/24/2033
|
GST
|
The Keiyo Bank
Ltd.
|
The Keiyo Bank Ltd.
|
0
|
2,893
|
|
|
|
21,597,500
|
05/24/2033
|
GST
|
Shiga Bank Ltd.
|
Shiga Bank Ltd.
|
0
|
19,167
|
|
|
|
21,950,890
|
05/24/2033
|
GST
|
Concordia
Financial Group
Ltd.
|
Concordia Financial Group
Ltd.
|
0
|
2,775
|
|
|
|
25,618,600
|
05/24/2033
|
GST
|
Chiba Bank Ltd.
|
Chiba Bank Ltd.
|
0
|
8,783
|
|
|
|
35,336,750
|
05/24/2033
|
GST
|
Mebuki Financial
Group, Inc.
|
Mebuki Financial Group,
Inc.
|
0
|
9,778
|
|
|
|
52,536,000
|
05/24/2033
|
GST
|
Mizuho Financial
Group, Inc.
|
Mizuho Financial Group,
Inc.
|
0
|
27,875
|
|
|
|
63,887,549
|
05/24/2033
|
GST
|
GS Japan Regional
Banks
|
GS Japan Regional Banks
|
0
|
20,344
|
|
|
|
120,219,362
|
05/24/2033
|
GST
|
GS Custom JP
Capex
|
GS Custom JP Capex
|
0
|
(6,748)
|
|
|
ZAR
|
196,882
|
05/25/2033
|
GST
|
Sasol Ltd.
|
Sasol Ltd.
|
0
|
1,237
|
|
|
|
192,081
|
05/25/2033
|
GST
|
Naspers Ltd.
|
Naspers Ltd.
|
0
|
(495)
|
|
|
|
138,380
|
05/25/2033
|
GST
|
Aspen Pharmacare
Holdings Ltd.
|
Aspen Pharmacare
Holdings Ltd.
|
0
|
(371)
|
|
|
|
136,728
|
05/25/2033
|
GST
|
OUTsurance
Group Ltd.
|
OUTsurance Group Ltd.
|
0
|
487
|
|
|
USD
|
10,167
|
05/25/2033
|
GST
|
NAURA
Technology Group
Co. Ltd.
|
NAURA Technology
Group Co. Ltd.
|
0
|
203
|
|
|
|
7,281
|
05/25/2033
|
GST
|
Jiangsu Hengrui
Pharmaceuticals
Co., Ltd.
|
Jiangsu Hengrui
Pharmaceuticals Co., Ltd.
|
0
|
95
|
|
|
Currency
|
Notional
|
Expiration
Date
|
Counter-
party
|
Pay
|
Receive
|
Upfront
Premiums
Paid/
(Received)
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
USD
|
39,242
|
05/25/2033
|
GST
|
Victory Giant
Technology
|
Victory Giant Technology
|
$0
|
$2,268
|
|
|
ZAR
|
1,858,991
|
05/25/2033
|
GST
|
NEPI Rockcastle
NV
|
NEPI Rockcastle NV
|
0
|
2,280
|
|
|
Total Bi-Lateral Total Return Swaps
|
$0
|
$269,334
|
||||||
|
Miscellaneous Swap Contracts
|
$0
|
$(182,355)
|
||||||
|
|
|
|
|
|
Total Swap Contracts
|
$(99,201)
|
$(294,024)
|
|
|
Contract
|
|
Strike Price
|
Contracts
|
Expiration
Date
|
Premium
|
Value
|
|
AUD VS USD
|
Put
|
0.62
|
415,000
|
02/06/2025
|
$3,031
|
$756
|
|
AUD VS USD
|
Call
|
0.62
|
415,000
|
02/06/2025
|
3,031
|
2,000
|
|
AUD VS USD
|
Call
|
0.62
|
425,000
|
02/13/2025
|
3,082
|
2,334
|
|
AUD VS USD
|
Put
|
0.62
|
425,000
|
02/13/2025
|
3,082
|
1,693
|
|
EUR VS CAD
|
Put
|
1.50
|
248,000
|
02/26/2025
|
2,052
|
1,676
|
|
EUR VS CAD
|
Call
|
1.50
|
248,000
|
02/26/2025
|
2,052
|
2,403
|
|
GBP VS AUD
|
Call
|
1.97
|
209,000
|
02/20/2025
|
1,997
|
3,880
|
|
GBP VS AUD
|
Put
|
1.97
|
209,000
|
02/20/2025
|
1,997
|
567
|
|
GBP VS USD
|
Call
|
1.24
|
208,000
|
02/26/2025
|
2,370
|
2,255
|
|
GBP VS USD
|
Put
|
1.24
|
208,000
|
02/26/2025
|
2,370
|
2,108
|
|
USD VS CLP
|
Put
|
1,017.70
|
414,000
|
01/08/2026
|
21,559
|
28,582
|
|
USD VS CLP
|
Call
|
1,017.70
|
414,000
|
01/08/2026
|
21,559
|
16,771
|
|
USD VS CNH
|
Call
|
7.34
|
54,000
|
02/06/2025
|
343
|
35
|
|
USD VS CNH
|
Put
|
7.34
|
54,000
|
02/06/2025
|
343
|
382
|
|
USD VS COP
|
Put
|
4,301.00
|
54,000
|
02/20/2025
|
801
|
1,600
|
|
USD VS COP
|
Call
|
4,301.00
|
54,000
|
02/20/2025
|
801
|
305
|
|
USD VS COP
|
Put
|
4,211.00
|
54,000
|
02/26/2025
|
818
|
860
|
|
USD VS COP
|
Call
|
4,211.00
|
54,000
|
02/26/2025
|
818
|
749
|
|
USD VS HUF
|
Put
|
368.10
|
413,000
|
08/08/2025
|
1,865
|
2,865
|
|
USD VS HUF
|
Call
|
368.10
|
413,000
|
08/08/2025
|
39,813
|
31,333
|
|
USD VS INR
|
Put
|
86.50
|
54,000
|
02/20/2025
|
278
|
117
|
|
USD VS INR
|
Call
|
86.50
|
54,000
|
02/20/2025
|
278
|
246
|
|
USD VS NOK
|
Call
|
11.28
|
204,000
|
02/20/2025
|
2,177
|
2,060
|
|
USD VS NOK
|
Put
|
11.28
|
204,000
|
02/20/2025
|
2,177
|
1,594
|
|
USD VS TWD
|
Call
|
33.06
|
54,000
|
02/12/2025
|
365
|
109
|
|
USD VS TWD
|
Put
|
33.06
|
54,000
|
02/12/2025
|
365
|
446
|
|
USD VS ZAR
|
Call
|
18.68
|
413,000
|
08/14/2025
|
21,088
|
19,247
|
|
USD VS ZAR
|
Put
|
18.68
|
413,000
|
08/14/2025
|
12,741
|
12,637
|
|
Total Foreign Currency Options
|
$153,253
|
$139,610
|
||||
|
Contract
|
|
Strike Price
|
Contracts
|
Expiration
Date
|
Premium
|
Value
|
|
S&P 500 Index
|
Put
|
12,800.00
|
15
|
12/19/2025
|
$623,016
|
$600,375
|
|
Contract
|
|
Strike Price
|
Contracts
|
Expiration
Date
|
Premium
|
|
|
Energy Select Sector SPDR Fund
|
Call
|
90.00
|
55
|
06/30/2025
|
$36,682
|
$22,000
|
|
Energy Select Sector SPDR Fund
|
Call
|
250.00
|
268
|
07/18/2025
|
4,203
|
2,412
|
|
Contract
|
|
Strike Price
|
Contracts
|
Expiration
Date
|
Premium
|
Value
|
|
Invesco QQQ Trust
|
Put
|
964.00
|
44
|
02/07/2025
|
$2,127
|
$792
|
|
Invesco QQQ Trust
|
Put
|
550.00
|
19
|
01/16/2026
|
87,527
|
88,730
|
|
SPDR S&P 500 ETF
|
Put
|
650.00
|
4
|
01/15/2027
|
26,586
|
24,928
|
|
Total Options on Exchange Traded Funds
|
$157,125
|
$138,862
|
||||
|
Contract
|
|
Strike Price
|
Contracts
|
Expiration
Date
|
Premium
|
|
|
3 Month SONIA
|
Put
|
95.50
|
440
|
12/12/2025
|
$318,777
|
$146,932
|
|
Contract
|
|
Strike Price
|
Contracts
|
Expiration
Date
|
Premium
|
|
|
10YR US Treasury Notes
|
Call
|
115.00
|
160
|
02/21/2025
|
$7,273
|
$160
|
|
Alphabet, Inc.
|
Call
|
225.00
|
7
|
02/07/2025
|
636
|
630
|
|
Alphabet, Inc.
|
Call
|
220.00
|
1
|
02/21/2025
|
279
|
230
|
|
Amazon.com, Inc.
|
Call
|
255.00
|
1
|
02/21/2025
|
211
|
335
|
|
Antero Resources Corp.
|
Put
|
25.00
|
30
|
01/16/2026
|
3,458
|
3,255
|
|
AppLovin Corp.
|
Call
|
440.00
|
5
|
02/07/2025
|
984
|
125
|
|
Astera Labs, Inc.
|
Call
|
120.00
|
7
|
02/14/2025
|
1,499
|
3,388
|
|
Astera Labs, Inc.
|
Call
|
190.00
|
5
|
02/21/2025
|
1,231
|
190
|
|
Broadcom, Inc.
|
Call
|
260.00
|
7
|
02/21/2025
|
574
|
595
|
|
Charter Communications, Inc.
|
Call
|
410.00
|
5
|
03/21/2025
|
982
|
812
|
|
Coherent Inc.
|
Put
|
60.00
|
17
|
02/14/2025
|
1,709
|
637
|
|
Coinbase Global, Inc.
|
Put
|
195.00
|
5
|
02/07/2025
|
1,049
|
125
|
|
Contura Energy, Inc.
|
Put
|
20.00
|
21
|
01/16/2026
|
1,652
|
1,470
|
|
Dell Technologies, Inc.
|
Put
|
85.00
|
17
|
02/21/2025
|
1,280
|
357
|
|
eBay, Inc.
|
Put
|
57.50
|
9
|
04/17/2025
|
578
|
526
|
|
MicroStrategy, Inc.
|
Put
|
250.00
|
2
|
02/21/2025
|
498
|
622
|
|
NVIDIA Corp.
|
Put
|
95.00
|
24
|
02/14/2025
|
2,230
|
1,488
|
|
NVIDIA Corp.
|
Put
|
107.00
|
12
|
02/14/2025
|
817
|
2,298
|
|
Palantir Technologies, Inc.
|
Put
|
50.00
|
19
|
02/07/2025
|
1,112
|
114
|
|
Palantir Technologies, Inc.
|
Put
|
62.00
|
12
|
02/14/2025
|
749
|
624
|
|
Pinterest, Inc.
|
Call
|
42.00
|
19
|
02/14/2025
|
513
|
532
|
|
RH
|
Call
|
500.00
|
2
|
02/21/2025
|
322
|
160
|
|
Super Micro Computer, Inc.
|
Put
|
22.00
|
19
|
02/07/2025
|
744
|
361
|
|
Taiwan Semiconductor Manufacturing Co. Ltd.
|
Put
|
170.00
|
10
|
02/21/2025
|
1,670
|
570
|
|
Tesla, Inc.
|
Put
|
290.00
|
5
|
02/28/2025
|
918
|
372
|
|
Contract
|
|
Strike Price
|
Contracts
|
Expiration
Date
|
Premium
|
Value
|
|
Uber Technologies, Inc.
|
Call
|
75.00
|
14
|
01/31/2025
|
$486
|
$14
|
|
Ubisoft Entertainment SA
|
Call
|
16.00
|
3,269
|
02/21/2025
|
272
|
0
|
|
Total Options on Securities
|
$33,726
|
$19,990
|
||||
|
Total Written Options Contracts
|
$1,285,897
|
$1,045,769
|
||||
|
‡
|
Security sold under forward sale commitments due within 60 days after January 31,
2025. The sale price of the security and the dates of delivery were fixed at
the time the transaction was negotiated.
|
|
«
|
Inflation linked securities issued by foreign entities in which the principal amount
is indexed for inflation or deflation periodically.
|
|
Ω
|
TIPS are securities issued by the US Treasury in which the principal amount is indexed
for inflation or deflation periodically.
|
|
BBR
|
Bank Bill Rate
|
|
BBSW
|
Bank Bill Swap Interest Rate
|
|
BCY
|
Barclays Bank PLC
|
|
BNM
|
Bank Negara Malaysia
|
|
BOA
|
Bank of America NA
|
|
BUBOR
|
Budapest Interbank Offered Rate
|
|
CAG
|
Credit Agricole
|
|
CBK
|
Citibank NA
|
|
CDI
|
Overnight Brazilian Interbank Deposit Rate Annualized
|
|
CORRA
|
Canadian Overnight Repo Rate Average
|
|
CPI
|
Consumer Price Index
|
|
DBF
|
Deutsche Bank AG
|
|
DBK
|
Danske Bank A/S
|
|
EM
|
Emerging Markets
|
|
ETF
|
Exchange Traded Fund
|
|
EURIBOR
|
Euro Interbank Offered Rate
|
|
FRA
|
Forward Rate Agreement
|
|
GST
|
Goldman Sachs International
|
|
HUS
|
HSBC Bank USA NA
|
|
HY
|
High Yield
|
|
IBR
|
Indicador Bancario de Referencia
|
|
ICE
|
Intercontinental Exchange
|
|
IG
|
Investment Grade
|
|
JIBAR
|
Johannesburg Interbank Agreed Rate
|
|
JPM
|
JPMorgan Chase Bank NA
|
|
KLIBOR
|
Kuala Lumpur Interbank Offered Rate
|
|
KSDA
|
Korea Securities Dealers Association
|
|
LBP
|
Lloyds Bank PLC
|
|
LME
|
London Mercantile Exchange
|
|
MIBOR
|
Mumbai Interbank Offered Rate
|
|
MSI
|
Morgan Stanley & Co. International PLC
|
|
NIBOR
|
Norwegian Interbank Offered Rate
|
|
OAT
|
Obligations Assimilables du Tresor
|
|
OIS
|
Overnight Index Swap
|
|
PAR
|
BNP Paribas
|
|
PRIBOR
|
Prague Interbank Offered Rate
|
|
RBC
|
Royal Bank of Canada
|
|
RBOB
|
Reformulated Blendstock for Oxygenate Blending
|
|
REG S
|
Unregistered securities exempt in a sale of non-US securities from the registration
and prospectus delivery requirement of the Securities Act of 1933, as
specified in SEC Regulation S.
|
|
SAFEX
|
South African Futures Exchange
|
|
SBK
|
Santander Bank
|
|
SCB
|
Standard Chartered Bank
|
|
SGF
|
Societe Generale
|
|
SONIA
|
Sterling Overnight Index Average
|
|
SOR
|
Swap Offer Rate
|
|
STIBOR
|
Stockholm Interbank Offered Rate
|
|
TDS
|
Toronto Dominion Securities
|
|
TELBOR
|
Tel Aviv Interbank Offered Rate
|
|
TIIE
|
Interbank Equilibrium Interest Rate
|
|
TNA ABIF
|
Nominal Annual Rate of the Chilean Association of Banks and Financial Institutions
|
|
UBS
|
UBS AG
|
|
WIBOR
|
Warsaw Interbank Offered Rate
|
|
WMBA
|
Wholesale Markets Brokers' Association
|
|
WTI
|
West Texas Intermediate
|
|
AUD
|
Australian Dollar
|
|
BRL
|
Brazilian Real
|
|
CAD
|
Canadian Dollar
|
|
CHF
|
Swiss Franc
|
|
CLP
|
Chilean Peso
|
|
CNH
|
Chinese Yuan Offshore Renminbi
|
|
CNY
|
Chinese Yuan Onshore Renminbi
|
|
COP
|
Colombian Peso
|
|
CZK
|
Czech Koruna
|
|
DKK
|
Danish Krone
|
|
EUR
|
Euro
|
|
GBP
|
Great Britain Pound
|
|
HKD
|
Hong Kong Dollar
|
|
HUF
|
Hungarian Forint
|
|
ILS
|
Israeli Shekel
|
|
INR
|
Indian Rupee
|
|
JPY
|
Japanese Yen
|
|
KRW
|
South Korean Won
|
|
MXN
|
Mexican Peso
|
|
MYR
|
Malaysian Ringgit
|
|
NOK
|
Norwegian Krone
|
|
NZD
|
New Zealand Dollar
|
|
PLN
|
Polish Zloty
|
|
SEK
|
Swedish Krona
|
|
SGD
|
Singapore Dollar
|
|
TWD
|
New Taiwan Dollar
|
|
USD
|
United States Dollar
|
|
ZAR
|
South African Rand
|
|
Assets
|
Quoted Prices
(Level 1)
|
Significant
Observable
Inputs
(Level 2)
|
Significant
Unobservable
Inputs
(Level 3)
|
Total
|
|
Bank Loans
|
$—
|
$920,058
|
$—
|
$920,058
|
|
Convertible Bonds
|
—
|
262,557
|
—
|
262,557
|
|
Corporate Obligations
|
—
|
41,989,568
|
—
|
41,989,568
|
|
Foreign Government Obligations
|
—
|
111,812,110
|
—
|
111,812,110
|
|
United States Government and Agency Obligations
|
—
|
9,174,867
|
—
|
9,174,867
|
|
Common Stock
|
1,078,712
|
—
|
—
|
1,078,712
|
|
Convertible Preferred Stock
|
126,963
|
—
|
—
|
126,963
|
|
Short-Term Investments
|
—
|
33,371,900
|
—
|
33,371,900
|
|
Purchased Options Contracts
|
877,486
|
201,520
|
—
|
1,079,006
|
|
Purchased Swaptions Contracts
|
—
|
50,194
|
—
|
50,194
|
|
Forward Currency Contracts
|
—
|
1,115,647
|
—
|
1,115,647
|
|
Futures Contracts
|
398,340
|
—
|
—
|
398,340
|
|
Bi-Lateral Credit Default Swaps
|
—
|
13,436
|
—
|
13,436
|
|
Bi-Lateral Interest Rate Swaps
|
—
|
1,650,386
|
—
|
1,650,386
|
|
Bi-Lateral Total Return Swaps
|
—
|
2,132,659
|
—
|
2,132,659
|
|
Miscellaneous Swap Contracts
|
—
|
641
|
—
|
641
|
|
Total
|
$2,481,501
|
$202,695,543
|
$—
|
$205,177,044
|
|
Liabilities
|
|
|
|
|
|
Purchased Options Contracts
|
$—
|
$3,947
|
$—
|
$3,947
|
|
Purchased Swaptions Contracts
|
—
|
69,428
|
—
|
69,428
|
|
Securities Sold Short
|
|
|
|
|
|
Corporate Obligations
|
—
|
3,875,934
|
—
|
3,875,934
|
|
Foreign Government Obligations
|
—
|
3,644,357
|
—
|
3,644,357
|
|
Closed End Funds
|
14,257
|
—
|
—
|
14,257
|
|
Forward Currency Contracts
|
—
|
1,002,471
|
—
|
1,002,471
|
|
Forward Sale Commitments
|
—
|
109,340,376
|
—
|
109,340,376
|
|
Futures Contracts
|
424,733
|
—
|
—
|
424,733
|
|
Bi-Lateral Credit Default Swaps
|
—
|
56,505
|
—
|
56,505
|
|
Liabilities
|
Quoted Prices
(Level 1)
|
Significant
Observable
Inputs
(Level 2)
|
Significant
Unobservable
Inputs
(Level 3)
|
Total
|
|
Centrally Cleared Credit Default Swaps
|
$—
|
$268,443
|
$—
|
$268,443
|
|
Bi-Lateral Interest Rate Swaps
|
—
|
1,819,078
|
—
|
1,819,078
|
|
Bi-Lateral Total Return Swaps
|
—
|
1,863,325
|
—
|
1,863,325
|
|
Miscellaneous Swap Contracts
|
—
|
182,996
|
—
|
182,996
|
|
Written Options Contracts
|
906,159
|
139,610
|
—
|
1,045,769
|
|
Total
|
$1,345,149
|
$122,266,470
|
$—
|
$123,611,619
|