CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts)
€ in Thousands, £ in Thousands, $ in Thousands, $ in Thousands, $ in Thousands |
6 Months Ended |
12 Months Ended |
|
|
|
Jun. 30, 2025
USD ($)
|
Dec. 31, 2025
USD ($)
|
Dec. 31, 2024
USD ($)
|
Dec. 31, 2025
AUD ($)
|
Dec. 31, 2025
CAD ($)
|
Dec. 31, 2025
EUR (€)
|
Dec. 31, 2025
GBP (£)
|
Dec. 31, 2024
AUD ($)
|
Dec. 31, 2024
EUR (€)
|
Dec. 31, 2024
GBP (£)
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Unrealized Gain
(Loss) |
|
$ (4,673)
|
$ 4,588
|
|
|
|
|
|
|
|
| Foreign Currency Forward Contract |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Unrealized Gain
(Loss) |
$ 1,501
|
(3,172)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 1 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
209
|
372
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
$ 324
|
|
|
|
$ 568
|
|
|
| Unrealized Gain
(Loss) |
20
|
(7)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 10 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
168
|
359
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
262
|
|
|
|
539
|
|
|
| Unrealized Gain
(Loss) |
26
|
(7)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 11 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
212
|
371
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
328
|
|
|
|
557
|
|
|
| Unrealized Gain
(Loss) |
26
|
(6)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 12 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
167
|
358
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
263
|
|
|
|
539
|
|
|
| Unrealized Gain
(Loss) |
25
|
(8)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 13 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
213
|
370
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
328
|
|
|
|
556
|
|
|
| Unrealized Gain
(Loss) |
25
|
(6)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 14 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
168
|
367
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
266
|
|
|
|
554
|
|
|
| Unrealized Gain
(Loss) |
25
|
(9)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 15 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
210
|
331
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
324
|
|
|
|
500
|
|
|
| Unrealized Gain
(Loss) |
22
|
(6)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 16 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
167
|
30,584
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
266
|
|
|
|
47,858
|
|
|
| Unrealized Gain
(Loss) |
970
|
(11)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 17 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
210
|
396
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
324
|
|
|
|
|
|
£ 305
|
| Unrealized Gain
(Loss) |
14
|
(6)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 18 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
167
|
350
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
268
|
|
|
|
|
|
270
|
| Unrealized Gain
(Loss) |
12
|
(11)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 19 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
212
|
334
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
328
|
|
|
|
|
|
258
|
| Unrealized Gain
(Loss) |
11
|
(6)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 2 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
220
|
365
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
335
|
|
|
|
560
|
|
|
| Unrealized Gain
(Loss) |
20
|
(4)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 20 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
19,945
|
333
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
32,268
|
|
|
|
|
|
257
|
| Unrealized Gain
(Loss) |
10
|
(1,588)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 21 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
87
|
329
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
|
$ 125
|
|
|
|
|
255
|
| Unrealized Gain
(Loss) |
10
|
(5)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 22 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
214
|
317
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
|
296
|
|
|
|
|
246
|
| Unrealized Gain
(Loss) |
9
|
0
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 23 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
155
|
328
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
|
219
|
|
|
|
|
254
|
| Unrealized Gain
(Loss) |
9
|
(5)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 24 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
217
|
332
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
|
298
|
|
|
|
|
259
|
| Unrealized Gain
(Loss) |
9
|
0
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 25 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
96
|
341
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
|
139
|
|
|
|
|
266
|
| Unrealized Gain
(Loss) |
9
|
(5)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 26 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
317
|
331
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
|
443
|
|
|
|
|
258
|
| Unrealized Gain
(Loss) |
8
|
(6)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 27 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
346
|
332
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
|
484
|
|
|
|
|
£ 259
|
| Unrealized Gain
(Loss) |
8
|
(6)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 28 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
339
|
148
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
|
474
|
|
|
|
€ 141
|
|
| Unrealized Gain
(Loss) |
2
|
(7)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 29 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
344
|
348
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
|
481
|
|
|
|
332
|
|
| Unrealized Gain
(Loss) |
4
|
(7)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 3 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
210
|
331
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
324
|
|
|
|
506
|
|
|
| Unrealized Gain
(Loss) |
17
|
(7)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 30 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
8,831
|
369
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
|
12,777
|
|
|
|
352
|
|
| Unrealized Gain
(Loss) |
5
|
(479)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 31 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
252
|
380
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
|
348
|
|
|
|
362
|
|
| Unrealized Gain
(Loss) |
5
|
(2)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 32 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
253
|
379
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
|
351
|
|
|
|
360
|
|
| Unrealized Gain
(Loss) |
6
|
(3)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 33 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
250
|
370
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
|
348
|
|
|
|
351
|
|
| Unrealized Gain
(Loss) |
6
|
(3)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 34 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
250
|
373
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
|
347
|
|
|
|
354
|
|
| Unrealized Gain
(Loss) |
6
|
(3)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 35 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
252
|
376
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
|
351
|
|
|
|
356
|
|
| Unrealized Gain
(Loss) |
7
|
(4)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 36 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
11,206
|
374
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
|
$ 15,629
|
|
|
|
354
|
|
| Unrealized Gain
(Loss) |
7
|
(182)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 37 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
379
|
363
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | € |
|
|
|
|
|
€ 360
|
|
|
343
|
|
| Unrealized Gain
(Loss) |
7
|
(44)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 38 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
51
|
365
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | € |
|
|
|
|
|
43
|
|
|
345
|
|
| Unrealized Gain
(Loss) |
8
|
(1)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 39 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
370
|
367
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | € |
|
|
|
|
|
351
|
|
|
347
|
|
| Unrealized Gain
(Loss) |
8
|
(43)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 4 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
190
|
365
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
291
|
|
|
|
560
|
|
|
| Unrealized Gain
(Loss) |
19
|
(5)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 40 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
49
|
380
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | € |
|
|
|
|
|
43
|
|
|
€ 359
|
|
| Unrealized Gain
(Loss) |
9
|
(1)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 41 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
373
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | € |
|
|
|
|
|
354
|
|
|
|
|
| Unrealized Gain
(Loss) |
|
(43)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 42 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
51
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | € |
|
|
|
|
|
44
|
|
|
|
|
| Unrealized Gain
(Loss) |
|
(1)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 43 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
376
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | € |
|
|
|
|
|
356
|
|
|
|
|
| Unrealized Gain
(Loss) |
|
(43)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 44 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
51
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | € |
|
|
|
|
|
44
|
|
|
|
|
| Unrealized Gain
(Loss) |
|
(1)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 45 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
374
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | € |
|
|
|
|
|
354
|
|
|
|
|
| Unrealized Gain
(Loss) |
|
(42)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 46 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
58
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | € |
|
|
|
|
|
50
|
|
|
|
|
| Unrealized Gain
(Loss) |
|
(1)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 47 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
363
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | € |
|
|
|
|
|
343
|
|
|
|
|
| Unrealized Gain
(Loss) |
|
(41)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 48 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
56
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | € |
|
|
|
|
|
49
|
|
|
|
|
| Unrealized Gain
(Loss) |
|
(1)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 49 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
365
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | € |
|
|
|
|
|
345
|
|
|
|
|
| Unrealized Gain
(Loss) |
|
(40)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 5 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
212
|
353
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
328
|
|
|
|
542
|
|
|
| Unrealized Gain
(Loss) |
17
|
(7)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 50 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
58
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | € |
|
|
|
|
|
50
|
|
|
|
|
| Unrealized Gain
(Loss) |
|
(1)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 51 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
367
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | € |
|
|
|
|
|
347
|
|
|
|
|
| Unrealized Gain
(Loss) |
|
(40)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 52 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
59
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | € |
|
|
|
|
|
51
|
|
|
|
|
| Unrealized Gain
(Loss) |
|
(1)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 53 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
380
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | € |
|
|
|
|
|
359
|
|
|
|
|
| Unrealized Gain
(Loss) |
|
(41)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 54 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
60
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | € |
|
|
|
|
|
52
|
|
|
|
|
| Unrealized Gain
(Loss) |
|
(1)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 55 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
57
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | € |
|
|
|
|
|
49
|
|
|
|
|
| Unrealized Gain
(Loss) |
|
(1)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 56 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
2,906
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | € |
|
|
|
|
|
€ 2,501
|
|
|
|
|
| Unrealized Gain
(Loss) |
|
(31)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 57 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
129
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | £ |
|
|
|
|
|
|
£ 97
|
|
|
|
| Unrealized Gain
(Loss) |
|
(2)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 58 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
329
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | £ |
|
|
|
|
|
|
255
|
|
|
|
| Unrealized Gain
(Loss) |
|
(15)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 59 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
124
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | £ |
|
|
|
|
|
|
94
|
|
|
|
| Unrealized Gain
(Loss) |
|
(2)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 6 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
183
|
364
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
283
|
|
|
|
560
|
|
|
| Unrealized Gain
(Loss) |
18
|
(5)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 60 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
317
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | £ |
|
|
|
|
|
|
246
|
|
|
|
| Unrealized Gain
(Loss) |
|
(14)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 61 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
124
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | £ |
|
|
|
|
|
|
93
|
|
|
|
| Unrealized Gain
(Loss) |
|
(2)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 62 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
328
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | £ |
|
|
|
|
|
|
254
|
|
|
|
| Unrealized Gain
(Loss) |
|
(15)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 63 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
124
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | £ |
|
|
|
|
|
|
94
|
|
|
|
| Unrealized Gain
(Loss) |
|
(2)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 64 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
332
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | £ |
|
|
|
|
|
|
259
|
|
|
|
| Unrealized Gain
(Loss) |
|
(16)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 65 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
137
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | £ |
|
|
|
|
|
|
104
|
|
|
|
| Unrealized Gain
(Loss) |
|
(3)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 66 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
341
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | £ |
|
|
|
|
|
|
266
|
|
|
|
| Unrealized Gain
(Loss) |
|
(17)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 67 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
133
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | £ |
|
|
|
|
|
|
101
|
|
|
|
| Unrealized Gain
(Loss) |
|
(3)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 68 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
331
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | £ |
|
|
|
|
|
|
258
|
|
|
|
| Unrealized Gain
(Loss) |
|
(17)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 69 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
134
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | £ |
|
|
|
|
|
|
102
|
|
|
|
| Unrealized Gain
(Loss) |
|
(3)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 7 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
210
|
372
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
324
|
|
|
|
557
|
|
|
| Unrealized Gain
(Loss) |
28
|
(6)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 70 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
332
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | £ |
|
|
|
|
|
|
259
|
|
|
|
| Unrealized Gain
(Loss) |
|
(17)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 71 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
135
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | £ |
|
|
|
|
|
|
103
|
|
|
|
| Unrealized Gain
(Loss) |
|
(4)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 72 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
135
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | £ |
|
|
|
|
|
|
103
|
|
|
|
| Unrealized Gain
(Loss) |
|
(4)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 73 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
133
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | £ |
|
|
|
|
|
|
102
|
|
|
|
| Unrealized Gain
(Loss) |
|
(4)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 74 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
87
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | £ |
|
|
|
|
|
|
66
|
|
|
|
| Unrealized Gain
(Loss) |
|
(3)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 75 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
5,581
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold | £ |
|
|
|
|
|
|
£ 4,274
|
|
|
|
| Unrealized Gain
(Loss) |
|
(177)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 8 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
176
|
373
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
273
|
|
|
|
559
|
|
|
| Unrealized Gain
(Loss) |
27
|
(6)
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract 9 |
|
|
|
|
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS (Foreign currency forward contracts) |
|
|
|
|
|
|
|
|
|
|
| Notional Amount
to be Purchased |
|
208
|
$ 372
|
|
|
|
|
|
|
|
| Notional Amount
to be Sold |
|
|
|
$ 321
|
|
|
|
$ 557
|
|
|
| Unrealized Gain
(Loss) |
$ 27
|
$ (6)
|
|
|
|
|
|
|
|
|