Consolidated Quarterly Holdings Report
for
Strategic Advisers® Alternatives Fund
Offered exclusively to certain managed account clients of Strategic Advisers LLC or its affiliates - not available for sale to the general public
February 28, 2025
SAA-NPRT3-0425
1.9905804.102
Alternative Funds - 73.9%
 
  
Shares
Value ($)
 
Absolute Convertible Arbitrage Fund Investor Shares
 
14,465,656
164,040,544
American Beacon AHL Managed Futures Strategy Fund Investor Class
 
6,749,081
63,576,345
BlackRock Global Equity Market Neutral Fund A Shares
 
20,128,127
271,327,152
BlackRock Systematic Multi-Strategy Fund Investor A Shares
 
30,172,702
313,796,103
Federated Hermes MDT Market Neutral Fund A Shares
 
10,748,120
214,532,467
Fidelity SAI Alternative Risk Premia Commodity Strategy Fund (b)
  
8,659,670
82,959,642
Fidelity SAI Alternative Risk Premia Strategy Fund (b)
  
5,918,720
60,666,882
Fidelity SAI Convertible Arbitrage Fund (b)
  
40,307,262
433,706,139
First Trust Merger Arbitrage Fund Class I
 
13,974,751
148,831,102
Fulcrum Diversified Absolute Return Fund Super Institutional Class
 
5,439,078
51,453,678
JHancock Diversified Macro Fund Class A
 
567
5,278
Stone Ridge Diversified Alternatives Fund Class I
 
26,686,888
282,614,146
The Merger Fund Class A
 
8,140,501
142,295,956
 
TOTAL ALTERNATIVE FUNDS
 (Cost $2,205,674,685)
  
  
2,229,805,434
 
  
  
  
Asset-Backed Securities - 0.5%
 
  
Principal
Amount (a)
 
Value ($)
 
BAILIWICK OF JERSEY - 0.0%
 
  
  
Verdelite Static CLO Ltd Series 2024-1A Class A, CME Term SOFR 3 month Index + 1.13%, 5.4232% 7/20/2032 (c)(d)(e)
  
446,336
446,785
CANADA - 0.2%
 
  
  
Master Cr Card Tr II Series 2023-2A Class A, U.S. 30-Day Avg. SOFR Index + 0.85%, 5.1886% 1/21/2027 (c)(d)(e)
  
1,200,000
1,202,842
Trillium Credit Card Trust II Series 2023-3A Class A, U.S. SOFR Index + 0.85%, 5.2105% 8/26/2028 (c)(d)(e)
  
1,200,000
1,202,761
TOTAL CANADA
  
  
2,405,603
GRAND CAYMAN (UK OVERSEAS TER) - 0.3%
 
  
  
Allegro Clo Xi Ltd Series 2024-2A Class A1AR, CME Term SOFR 3 month Index + 1.25%, 5.5432% 1/19/2033 (c)(d)(e)
  
1,000,000
1,001,043
Carlyle Global Market Strategies Series 2024-4A Class A1RR, CME Term SOFR 3 month Index + 1.22%, 5.5132% 7/20/2032 (c)(d)(e)
  
302,154
302,810
Carval Clo I Ltd / Carval Clo I LLC Series 2024-1A Class AR, CME Term SOFR 3 month Index + 1.23%, 5.5376% 7/16/2031 (c)(d)(e)
  
928,754
930,085
Lcm 31 Ltd Series 2024-31A Class AR, CME Term SOFR 3 month Index + 1.28%, 5.5732% 7/20/2034 (c)(d)(e)
  
300,000
300,709
Madison Park Funding Xlix Ltd Series 2025-49A Class AR, CME Term SOFR 3 month Index + 1.05%, 0% 10/19/2034 (c)(d)(e)
  
300,000
300,000
MF1 Multifamily Housing Mortgage Loan Trust Series 2021-FL7 Class A, CME Term SOFR 1 month Index + 1.1945%, 5.5081% 10/16/2036 (c)(d)(e)
  
375,376
374,755
Mountain View Clo Xvi Ltd Series 2024-1A Class A1R, CME Term SOFR 3 month Index + 1.46%, 5.762% 4/15/2034 (c)(d)(e)
  
1,000,000
1,002,050
Ofsi Bsl Xi Ltd Series 2024-10A Class AR, CME Term SOFR 3 month Index + 1.27%, 5.5632% 4/20/2034 (c)(d)(e)
  
500,000
500,240
OZLM XVII Ltd Series 2024-17A Class A1RR, CME Term SOFR 3 month Index + 1.15%, 5.4432% 7/20/2030 (c)(d)(e)
  
422,221
422,402
Rad Clo 4 Ltd Series 2024-4A Class AR, CME Term SOFR 3 month Index + 1.23%, 5.5301% 4/25/2032 (c)(d)(e)
  
613,379
615,242
Sound Point CLO XXVIII Ltd Series 2024-3A Class A1R, CME Term SOFR 3 month Index + 1.28%, 5.5801% 1/25/2032 (c)(d)(e)
  
975,585
975,585
Tralee Clo VI Ltd Series 2024-6A Class A1RR, CME Term SOFR 3 month Index + 1.22%, 5.5201% 10/25/2032 (c)(d)(e)
  
351,546
351,998
TOTAL GRAND CAYMAN (UK OVERSEAS TER)
  
  
7,076,919
IRELAND - 0.0%
 
  
  
Cumulus Static Clo Series 2024-1A Class A, 3 month EURIBOR + 1.2%, 3.756% 11/15/2033 (c)(d)(e)
EUR
281,417
292,383
UNITED STATES - 0.0%
 
  
  
CarMax Series 2023-3 Class A2A, 5.72% 11/16/2026
 
60,582
60,705
Citibank Credit Card Issuance Trust Series 2017-A6 Class A6, CME Term SOFR 1 month Index + 0.8845%, 5.1989% 5/14/2029 (c)(d)
  
900,000
910,633
Citibank Credit Card Issuance Trust Series 2023-A1 Class A1, 5.23% 12/8/2027
 
500,000
503,046
Citizens Auto Receivables Trust Series 2023-2 Class A2B, U.S. 30-Day Avg. SOFR Index + 0.73%, 5.0686% 10/15/2026 (c)(d)(e)
  
120,274
120,338
Dell Equipment Finance Trust Series 2023-2 Class A2, 5.84% 1/22/2029 (e)
  
9,641
9,650
Fifth Third Auto Trust Series 2023-1 Class A2B, U.S. 30-Day Avg. SOFR Index + 0.53%, 4.8686% 11/16/2026 (c)(d)
  
32,197
32,202
GM Financial Automobile Leasing Trust Series 2025-1 Class A2A, 4.54% 5/20/2027 (d)
  
800,000
801,329
SCCU Auto Receivables Trust Series 2024-1A Class A2, 5.45% 12/15/2027 (e)
  
362,939
364,309
Toyota Auto Receivables Owner Trust Series 2023-C Class A2B, U.S. 30-Day Avg. SOFR Index + 0.4%, 4.7403% 8/17/2026 (c)(d)
  
162,559
162,627
Toyota Lease Owner Trust Series 2025-A Class A2A, 4.58% 7/20/2027 (e)
  
400,000
400,594
Volkswagen Auto Loan Enhanced Trust Series 2023-1 Class A2B, U.S. 30-Day Avg. SOFR Index + 0.52%, 4.8687% 12/21/2026 (c)(d)
  
162,103
162,195
World Omni Auto Receivables Tr Series 2023-C Class A2B, U.S. 30-Day Avg. SOFR Index + 0.41%, 4.7486% 12/15/2026 (c)(d)
  
109,906
109,936
TOTAL UNITED STATES
  
  
3,637,564
 
TOTAL ASSET-BACKED SECURITIES
 (Cost $13,829,797)
  
  
  
13,859,254
 
  
  
  
Collateralized Mortgage Obligations - 0.1%
 
  
Principal
Amount (a)
 
Value ($)
 
UNITED STATES - 0.1%
 
  
  
Fannie Mae Guaranteed REMICS Series 2024-10 Class AF, U.S. 30-Day Avg. SOFR Index + 0.9%, 5.435% 12/25/2050 (c)(d)
  
72,040
72,194
Fannie Mae Guaranteed REMICS Series 2024-54 Class FC, U.S. 30-Day Avg. SOFR Index + 0.97%, 5.322% 8/25/2054 (c)(d)
  
324,682
325,165
Fannie Mae Mortgage pass-thru certificates Series 2024-100 Class FA, U.S. 30-Day Avg. SOFR Index + 1.1%, 5.452% 6/25/2054 (c)(d)
  
289,384
288,945
Fannie Mae Mortgage pass-thru certificates Series 2025-16 Class FN, U.S. 30-Day Avg. SOFR Index + 0.95%, 5.3007% 1/25/2055 (c)(d)
  
300,000
300,493
Freddie Mac Multifamily Structured pass-thru certificates Series 2024-5383 Class AF, U.S. 30-Day Avg. SOFR Index + 1%, 5.535% 8/15/2048 (c)(d)
  
68,061
68,334
Freddie Mac Multifamily Structured pass-thru certificates Series 2024-5442 Class FB, U.S. 30-Day Avg. SOFR Index + 0.97%, 5.322% 8/25/2054 (c)(d)
  
367,386
367,927
Freddie Mac Multifamily Structured pass-thru certificates Series 2024-5480 Class FG, U.S. 30-Day Avg. SOFR Index + 1.15%, 5.502% 12/25/2054 (c)(d)
  
275,958
276,223
Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5500 Class UF, U.S. 30-Day Avg. SOFR Index + 0.9%, 5.252% 11/25/2054 (c)(d)
  
294,773
294,858
Ginnie Mae Mortgage pass-thru certificates Series 2017-H05 Class FC, CME Term SOFR 1 month Index + 0.8645%, 5.19% 2/20/2067 (c)(d)
  
990,723
990,083
Ginnie Mae Mortgage pass-thru certificates Series 2023-H20 Class FL, U.S. 30-Day Avg. SOFR Index + 1.1%, 5.446% 5/20/2073 (c)(d)
  
173,573
174,887
Ginnie Mae Mortgage pass-thru certificates Series 2024-H12 Class FC, U.S. 30-Day Avg. SOFR Index + 0.9%, 5.246% 7/20/2074 (c)(d)
  
402,930
404,223
TOTAL UNITED STATES
  
  
3,563,332
 
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS
 (Cost $3,555,105)
  
  
  
3,563,332
 
  
  
  
Fixed-Income Funds - 9.9%
 
  
Shares
Value ($)
 
Eaton Vance Global Macro Absolute Return Advantage Fund Class A
 (Cost $274,110,727)
  
28,077,113
298,459,714
 
  
  
  
Foreign Government and Government Agency Obligations - 0.1%
 
  
Principal
Amount (a)
 
Value ($)
 
BRAZIL - 0.0%
 
  
  
Brazilian Federative Republic Treasury Bills 0% 10/1/2025 (f)
BRL
200,000
31,373
Brazilian Federative Republic Treasury Bills 0% 4/1/2025 (f)
BRL
4,700,000
790,288
TOTAL BRAZIL
  
  
821,661
CANADA - 0.1%
 
  
  
Export Development Canada U.S. SOFR Averages Index + 0.33%, 4.6829% 8/1/2028 (c)(d)
  
800,000
800,526
ISRAEL - 0.0%
 
  
  
Israel Government Treasury Bills 0% 5/30/2025 (f)
ILS
1,100,000
301,643
 
TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS
 (Cost $1,983,417)
  
  
  
1,923,830
 
  
  
  
Non-Convertible Corporate Bonds - 0.8%
 
  
Principal
Amount (a)
 
Value ($)
 
CANADA - 0.4%
 
  
  
Communication Services - 0.1%
  
  
  
Wireless Telecommunication Services - 0.1%
  
  
  
Rogers Communications Inc 2.95% 3/15/2025
 
1,000,000
999,017
Financials - 0.3%
  
  
  
Banks - 0.0%
  
  
  
Bank of Nova Scotia/The 3 month Australia Bank Bill Rate + 0.9%, 5.1903% 10/27/2025 (c)(d)
AUD
1,000,000
622,672
Royal Bank of Canada U.S. SOFR Averages Index + 0.46%, 4.8114% 8/3/2026 (c)(d)
  
700,000
700,084
 
  
  
1,322,756
Capital Markets - 0.3%
  
  
  
CPPIB Capital Inc U.S. SOFR Index + 1.25%, 5.6618% 3/11/2026 (c)(d)(g)
  
3,000,000
3,031,112
PSP Capital Inc U.S. SOFR Averages Index + 0.24%, 4.6763% 3/3/2025 (c)(d)(e)
  
1,500,000
1,500,000
 
  
  
4,531,112
TOTAL FINANCIALS
  
  
5,853,868
 
  
  
  
TOTAL CANADA
  
  
6,852,885
GERMANY - 0.0%
 
  
  
Consumer Discretionary - 0.0%
  
  
  
Automobiles - 0.0%
  
  
  
BMW US Capital LLC U.S. SOFR Averages Index + 0.8%, 5.1399% 8/13/2026 (c)(d)(e)
  
700,000
703,728
Financials - 0.0%
  
  
  
Capital Markets - 0.0%
  
  
  
Deutsche Bank AG/New York NY 2.129% 11/24/2026 (d)
  
700,000
687,079
Health Care - 0.0%
  
  
  
Pharmaceuticals - 0.0%
  
  
  
Bayer US Finance II LLC 4.25% 12/15/2025 (e)
  
500,000
497,443
TOTAL GERMANY
  
  
1,888,250
IRELAND - 0.0%
 
  
  
Financials - 0.0%
  
  
  
Consumer Finance - 0.0%
  
  
  
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 1.75% 1/30/2026
 
500,000
487,500
JAPAN - 0.0%
 
  
  
Financials - 0.0%
  
  
  
Banks - 0.0%
  
  
  
Mitsubishi UFJ Financial Group Inc 5.541% 4/17/2026 (d)
  
400,000
400,384
Sumitomo Mitsui Financial Group Inc U.S. SOFR Index + 1.3%, 5.6367% 7/13/2026 (c)(d)
  
500,000
505,930
 
  
  
  
TOTAL JAPAN
  
  
906,314
NETHERLANDS - 0.0%
 
  
  
Financials - 0.0%
  
  
  
Banks - 0.0%
  
  
  
Cooperatieve Rabobank UA/NY U.S. SOFR Averages Index + 0.62%, 5.0019% 8/28/2026 (c)(d)
  
700,000
702,617
ING Groep NV U.S. SOFR Averages Index + 1.64%, 5.9984% 3/28/2026 (c)(d)
  
500,000
500,473
 
  
  
  
TOTAL NETHERLANDS
  
  
1,203,090
SINGAPORE - 0.0%
 
  
  
Financials - 0.0%
  
  
  
Banks - 0.0%
  
  
  
DBS Group Holdings Ltd U.S. SOFR Index + 0.61%, 5.0191% 9/12/2025 (c)(d)(e)
  
400,000
400,547
SWEDEN - 0.0%
 
  
  
Financials - 0.0%
  
  
  
Banks - 0.0%
  
  
  
Swedbank AB 5.337% 9/20/2027 (g)
  
600,000
609,512
SWITZERLAND - 0.0%
 
  
  
Financials - 0.0%
  
  
  
Banks - 0.0%
  
  
  
UBS AG/Australia 3 month Australia Bank Bill Rate + 0.87%, 5.1253% 7/30/2025 (c)(d)(g)
AUD
1,000,000
621,660
UNITED KINGDOM - 0.0%
 
  
  
Financials - 0.0%
  
  
  
Banks - 0.0%
  
  
  
Barclays PLC 3.65% 3/16/2025
 
615,000
614,653
Barclays PLC 4.375% 1/12/2026
 
200,000
199,420
Lloyds Banking Group PLC 3.511% 3/18/2026 (d)
  
200,000
199,906
NatWest Markets PLC 3.479% 3/22/2025 (e)
  
500,000
499,647
NatWest Markets PLC 5.0546% 8/12/2025 (g)
AUD
400,000
248,796
Standard Chartered Bank/New York 4.853% 12/3/2027
 
250,000
252,322
 
  
  
  
TOTAL UNITED KINGDOM
  
  
2,014,744
UNITED STATES - 0.4%
 
  
  
Consumer Discretionary - 0.0%
  
  
  
Automobiles - 0.0%
  
  
  
Hyundai Capital America U.S. SOFR Index + 1.15%, 5.5006% 8/4/2025 (c)(d)(e)
  
300,000
300,956
Energy - 0.0%
  
  
  
Oil, Gas & Consumable Fuels - 0.0%
  
  
  
Energy Transfer LP 2.9% 5/15/2025
 
400,000
398,206
Energy Transfer LP 5.95% 12/1/2025
 
500,000
502,349
 
  
  
900,555
Financials - 0.2%
  
  
  
Banks - 0.1%
  
  
  
Citigroup Inc CME Term SOFR 3 month Index + 1.5116%, 5.8221% 7/1/2026 (c)(d)
  
1,000,000
1,003,860
Capital Markets - 0.0%
  
  
  
Goldman Sachs Group Inc/The 1.431% 3/9/2027 (d)
  
800,000
774,815
Morgan Stanley 2.188% 4/28/2026 (d)
  
800,000
796,880
 
  
  
1,571,695
Consumer Finance - 0.0%
  
  
  
Ford Motor Credit Co LLC 4.687% 6/9/2025
 
700,000
699,162
Insurance - 0.1%
  
  
  
Jackson National Life Global Funding 4.9% 1/13/2027 (e)
  
150,000
150,695
New York Life Global Funding U.S. SOFR Averages Index + 0.58%, 4.9241% 1/16/2026 (c)(d)(e)
  
1,000,000
1,002,074
Protective Life Global Funding U.S. SOFR Index + 0.5%, 4.847% 7/22/2026 (c)(d)(e)
  
200,000
200,078
 
  
  
1,352,847
Health Care - 0.0%
  
  
  
Health Care Providers & Services - 0.0%
  
  
  
Elevance Health Inc 5.35% 10/15/2025
 
500,000
501,745
HCA Inc 5.25% 4/15/2025
 
300,000
300,077
 
  
  
801,822
Industrials - 0.0%
  
  
  
Machinery - 0.0%
  
  
  
Westinghouse Air Brake Technologies Corp 3.2% 6/15/2025
 
800,000
795,877
Materials - 0.1%
  
  
  
Containers & Packaging - 0.1%
  
  
  
Berry Global Inc 1.57% 1/15/2026
 
1,000,000
973,594
Utilities - 0.1%
  
  
  
Electric Utilities - 0.1%
  
  
  
Georgia Power Co U.S. SOFR Averages Index + 0.75%, 5.0949% 5/8/2025 (c)(d)
  
723,000
723,824
Pacific Gas and Electric Co 3.15% 1/1/2026
 
1,000,000
984,927
 
  
  
1,708,751
TOTAL UNITED STATES
  
  
10,109,119
 
TOTAL NON-CONVERTIBLE CORPORATE BONDS
 (Cost $25,050,908)
  
  
  
25,093,621
 
  
  
  
Repurchase Agreements - 1.4%
 
  
Maturity
Amount ($)
 
Value ($)
 
BNP Paribas SA 4.35%, dated 3/3/2025 due 3/4/2025 (h)
  
21,202,562
21,200,000
Repurchase Agreements*
 
19,907,313
19,900,000
 
TOTAL REPURCHASE AGREEMENTS
 (Cost $41,100,000)
  
  
41,100,000
 
  
  
  
U.S. Government Agency - Mortgage Securities - 1.4%
 
  
Principal
Amount (a)
 
Value ($)
 
Ginnie Mae II Pool 6% 3/1/2055 (i)
  
16,100,000
16,318,549
Ginnie Mae II Pool 6% 4/1/2055 (i)
  
2,600,000
2,632,450
Uniform Mortgage Backed Securities 5% 3/1/2040 (i)
  
4,000,000
4,021,250
Uniform Mortgage Backed Securities 5% 4/1/2040 (i)
  
900,000
904,289
Uniform Mortgage Backed Securities 6% 3/1/2055 (i)
  
3,100,000
3,150,133
Uniform Mortgage Backed Securities 6% 4/1/2055 (i)
  
2,100,000
2,131,746
Uniform Mortgage Backed Securities 6.5% 3/1/2055 (i)
  
8,000,000
8,240,625
Uniform Mortgage Backed Securities 6.5% 4/1/2055 (i)
  
6,800,000
6,997,359
 
TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES
 (Cost $44,104,891)
  
  
44,396,401
 
  
  
  
U.S. Treasury Obligations - 0.2%
 
  
Yield (%) (k)
Principal
Amount (a)
 
Value ($)
 
US Treasury Bills 0% 3/20/2025 (n)
  
4.28
25,000
24,949
US Treasury Bills 0% 4/10/2025 (n)
  
4.25 to 4.26
2,112,000
2,102,564
US Treasury Bills 0% 4/17/2025 (n)
  
4.23 to 4.24
1,697,000
1,688,025
US Treasury Bills 0% 4/24/2025 (n)
  
4.23 to 4.25
164,000
162,999
US Treasury Bills 0% 4/8/2025
 
4.28
500,000
497,883
US Treasury Bills 0% 5/1/2025
 
4.23
100,000
99,304
US Treasury Bills 0% 5/15/2025
 
4.26 to 4.28
600,000
594,893
US Treasury Bills 0% 5/22/2025
 
4.24 to 4.27
400,000
396,269
US Treasury Bills 0% 5/29/2025
 
4.24
200,000
197,969
US Treasury Bills 0% 5/8/2025
 
4.25
300,000
297,678
 
TOTAL U.S. TREASURY OBLIGATIONS
 (Cost $6,061,214)
  
  
  
6,062,533
 
  
  
  
  
Certificates of Deposit - 0.0%
 
  
Yield (%) (k)
Principal
Amount (a)
 
Value ($)
 
MUFG Bank Ltd/Sydney 3 month Australia Bank Bill Rate + 0.87%, 5.044% 2/17/2026 (c)(d)
 (Cost $329,219)
  
5.02
500,000
311,500
 
  
  
  
  
Money Market Funds - 11.3%
 
  
Yield (%)
Shares
Value ($)
 
Fidelity Cash Central Fund (l)
  
4.35
314,816
314,879
Fidelity Investments Money Market Government Portfolio - Institutional Class (b)(m)
  
4.28
169,938,986
169,938,986
State Street Institutional U.S. Government Money Market Fund Investor Class (m)
  
4.23
229,389
229,389
State Street Institutional U.S. Government Money Market Fund Premier Class (m)
  
4.31
170,558,899
170,558,899
 
TOTAL MONEY MARKET FUNDS
 (Cost $341,042,153)
  
  
  
341,042,153
 
  
  
  
  
 Purchased Options - 0.1%
 
Counterparty
Number
of Contracts
Notional Amount ($)
Exercise
Price ($)
Expiration
Date
Value ($)
Put Options
  
  
  
  
  
  
S&P 500 Index
Chicago Board Options Exchange
51
28,620,435
5,870
05/16/25
629,340
S&P 500 Index
Chicago Board Options Exchange
53
29,742,805
5,550
04/17/25
202,725
S&P 500 Index
Chicago Board Options Exchange
86
48,261,910
4,100
12/19/25
323,360
S&P 500 Index
Chicago Board Options Exchange
52
29,181,620
5,810
03/21/25
253,760
S&P 500 Index
Chicago Board Options Exchange
96
53,873,760
3,900
01/16/26
326,880
S&P 500 Index
Chicago Board Options Exchange
90
50,506,650
4,150
02/20/26
433,350
 
  
  
  
  
  
  
 
  
  
  
  
  
2,169,415
TOTAL PURCHASED OPTIONS
(Cost $2,434,553)
  
  
  
  
  
2,169,415
 
 
 
TOTAL INVESTMENT IN SECURITIES - 99.7%
 (Cost $2,959,276,669)
 
  
 
3,007,787,188
NET OTHER ASSETS (LIABILITIES) - 0.3% (j)(o)
10,429,648
NET ASSETS - 100.0%
3,018,216,836
 
  
 TBA Sale Commitments
 
Principal
Amount (a)
Value ($)
U.S. Government Agency - Mortgage Securities
  
  
Ginnie Mae II Pool 6% 3/1/2055
(11,000,000)
(11,149,320)
Uniform Mortgage Backed Securities 5% 3/1/2040
(3,100,000)
(3,116,469)
Uniform Mortgage Backed Securities 6% 3/1/2055
(3,100,000)
(3,150,133)
Uniform Mortgage Backed Securities 6.5% 3/1/2055
(8,000,000)
(8,240,625)
 
  
  
TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES
 
(25,656,546)
 
  
  
TOTAL TBA SALE COMMITMENTS
 (Proceeds $25,450,785)
  
  
(25,656,546)
 
 
 
Futures Contracts 
 
Number
of contracts
Expiration
Date
Notional
Amount ($)
 
Value ($)
 
Unrealized
Appreciation/
(Depreciation) ($)
 
Purchased
  
  
  
  
  
 
  
  
  
  
  
Commodity Contracts
  
  
  
  
  
CBOT Corn Contracts (United States)
125
May 2025
2,934,375
(7,471)
(7,471)
CBOT HRW Wheat Contracts (United States)
1
Jul 2025
28,463
(2,715)
(2,715)
CBOT Soybean Contracts (United States)
4
May 2025
205,150
(11,384)
(11,384)
CBOT Soybean Oil Contracts (United States)
20
May 2025
529,440
(19,854)
(19,854)
CME Lean Hogs Contracts (United States)
3
Jun 2025
114,030
(12,968)
(12,968)
CME Live Cattle Contracts (United States)
9
Jun 2025
679,590
(12,614)
(12,614)
COMEX Gold 100 oz Contracts (United States)
9
Apr 2025
2,563,650
15,747
15,747
COMEX Silver Contracts (United States)
7
May 2025
1,102,360
(75,161)
(75,161)
EEX Phelix-DE Base Contracts (Germany)
3
Mar 2025
506,763
(62,123)
(62,123)
ICE Brent Crude Contracts (United Kingdom)
12
Apr 2025
867,360
(36,124)
(36,124)
ICE Brent Crude Contracts (United Kingdom)
2
May 2025
143,580
(1,672)
(1,672)
ICE Brent Crude Contracts (United Kingdom)
47
Mar 2025
3,422,070
(97,063)
(97,063)
ICE Canola Contracts (United States)
58
May 2025
522,050
(1,019)
(1,019)
ICE Canola Contracts (United States)
20
Jul 2025
181,953
(544)
(544)
ICE Canola Contracts (United States)
10
Nov 2025
88,682
(274)
(274)
ICE Coal Contracts (United Kingdom)
1
Jun 2025
92,700
(16,550)
(16,550)
ICE Coal Contracts (United Kingdom)
1
May 2025
92,400
(16,050)
(16,050)
ICE Coffee C Contracts (United States)
16
May 2025
2,238,300
315,880
315,880
ICE Cotton No 2 Contracts (United States)
20
May 2025
652,500
(40,290)
(40,290)
ICE Cotton No 2 Contracts (United States)
4
Dec 2025
135,760
(3,415)
(3,415)
ICE Cotton No 2 Contracts (United States)
13
Jul 2025
431,535
(25,398)
(25,398)
ICE ENDEX Natural Gas Contracts (Netherlands)
20
Apr 2025
685,055
(9,644)
(9,644)
ICE Frozen Concentrated Orange Juice Contracts
7
May 2025
316,260
(96,085)
(96,085)
ICE Frozen Concentrated Orange Juice Contracts
1
Jul 2025
45,053
(4,518)
(4,518)
ICE Gas Oil Contracts (United Kingdom)
31
Apr 2025
2,100,250
(65,685)
(65,685)
ICE Gas Oil Contracts (United Kingdom)
5
Jun 2025
331,750
(14,231)
(14,231)
ICE Low Sulphur Gasoil Contracts (United Kingdom)
11
May 2025
736,175
(57,384)
(57,384)
ICE Low Sulphur Gasoil Contracts (United Kingdom)
11
May 2025
736,175
(28,437)
(28,437)
ICE Low Sulphur Gasoil Contracts (United States)
14
Mar 2025
967,050
31,459
31,459
ICE Natural Gas Contracts (United Kingdom)
30
Mar 2025
1,186,791
(125,075)
(125,075)
ICE Robusta Coffee 10-T Contracts (United Kingdom)
19
May 2025
1,012,700
26,467
26,467
ICE Robusta Coffee 10-T Contracts (United Kingdom)
2
Sep 2025
104,560
(2,832)
(2,832)
ICE Robusta Coffee 10-T Contracts (United Kingdom)
10
Jul 2025
529,000
3,408
3,408
ICE WTI Crude Contracts (United Kingdom)
1
Jun 2025
68,380
(3,091)
(3,091)
ICE WTI Crude Contracts (United Kingdom)
6
Mar 2025
418,560
(2,327)
(2,327)
ICE WTI Crude Contracts (United Kingdom)
3
May 2025
206,610
(2,673)
(2,673)
ICE WTI Crude Contracts (United Kingdom)
6
Apr 2025
416,040
(8,137)
(8,137)
ICE White Sugar Contracts (United Kingdom)
8
Apr 2025
213,040
(10,943)
(10,943)
LME Aluminum Contracts (United Kingdom)
32
May 2025
2,085,520
(39,924)
(39,924)
LME Aluminum Contracts (United Kingdom)
36
Apr 2025
2,404,575
104,091
104,091
LME Lead Contracts (United Kingdom)
31
Apr 2025
1,545,187
(9,709)
(9,709)
LME Lead Contracts (United Kingdom)
38
Apr 2025
1,885,769
(208)
(208)
LME Nickel Contracts (United Kingdom)
25
Apr 2025
2,290,358
(41,500)
(41,500)
LME Zinc Contracts (United Kingdom)
7
Apr 2025
488,815
(10,181)
(10,181)
LME Zinc Contracts (United Kingdom)
41
Apr 2025
2,943,657
17,566
17,566
NYMEX Gasoline RBOB Contracts (United States)
1
Aug 2025
88,805
271
271
NYMEX Gasoline RBOB Contracts (United States)
4
Apr 2025
374,069
(9,336)
(9,336)
NYMEX Gasoline RBOB Contracts (United States)
3
May 2025
279,304
2,103
2,103
NYMEX Gasoline RBOB Contracts (United States)
2
Jun 2025
184,195
(3,696)
(3,696)
NYMEX Gasoline RBOB Contracts (United States)
5
Mar 2025
466,683
(4,482)
(4,482)
NYMEX Gasoline RBOB Contracts (United States)
2
Jul 2025
181,432
(3,578)
(3,578)
NYMEX Heating Oil Contracts (United States)
7
May 2025
654,062
(14,453)
(14,453)
NYMEX Heating Oil Contracts (United States)
3
Jun 2025
278,901
(682)
(682)
NYMEX Heating Oil Contracts (United States)
9
Mar 2025
875,070
16,456
16,456
NYMEX NY Harbor ULSD Contracts (United States)
13
Apr 2025
1,234,506
(48,051)
(48,051)
NYMEX NY Harbor ULSD Contracts (United States)
9
Apr 2025
854,658
(13,789)
(13,789)
NYMEX Natural Gas Contracts (United States)
41
Apr 2025
1,597,360
145,350
145,350
NYMEX Palladium Bullion Contracts (United States)
15
Jun 2025
1,367,850
(119,008)
(119,008)
NYMEX WTI Crude Oil Contracts (United States)
55
Mar 2025
3,836,800
(74,643)
(74,643)
NYMEX WTI Crude Oil Contracts (United States)
11
May 2025
757,570
(25,261)
(25,261)
NYMEX WTI Crude Oil Contracts (United States)
5
Jun 2025
341,900
(13,359)
(13,359)
NYMEX WTI Crude Oil Contracts (United States)
20
Apr 2025
1,386,800
(35,137)
(35,137)
SGX Iron Ore Contracts (Singapore)
224
Apr 2025
2,294,656
(62,534)
(62,534)
 
  
  
  
  
  
TOTAL COMMODITY CONTRACTS
  
  
  
  
(724,484)
 
  
  
  
  
  
Equity Contracts
  
  
  
  
  
ASX SPI 200 Index Contracts (Australia)
15
Mar 2025
1,892,215
(54,138)
(54,138)
Borsa Instanbul Bist 30 Index Contracts (Turkey)
80
Feb 2025
236,241
1,923
1,923
CBOE VIX Index Contracts (United States)
84
Apr 2025
1,599,872
51,398
51,398
CBOE VIX Index Contracts (United States)
141
Mar 2025
2,654,903
180,843
180,843
CBOE VIX Index Contracts (United States)
3
Jun 2025
58,650
146
146
CBOE VIX Index Contracts (United States)
22
May 2025
421,331
8,649
8,649
CBOT Dow Jones E-Mini Index Contract (United States)
25
Mar 2025
5,486,125
(4,696)
(4,696)
CME E-mini NASDAQ 100 Index Contracts (United States)
4
Mar 2025
1,673,560
(51,168)
(51,168)
CME E-mini Russell 2000 Index Contracts (United States)
2
Mar 2025
216,530
(12,636)
(12,636)
CME E-mini S&P 500 Index Contracts (United States)
321
Mar 2025
95,710,163
(2,144,417)
(2,144,417)
Eurex DAX Index Contracts (Germany)
40
Mar 2025
23,373,570
2,117,811
2,117,811
Eurex Euro STOXX 50 Index Contracts (Germany)
150
Mar 2025
8,489,673
834,752
834,752
Eurex Euro STOXX Bank Index Contracts (Germany)
155
Mar 2025
1,473,633
275,051
275,051
Eurex Swiss Market Index Contracts (Germany)
127
Mar 2025
18,246,536
1,700,314
1,700,314
Euronext CAC 40 Index Contracts
7
Mar 2025
589,993
(5,936)
(5,936)
FTSE JSE Top 40 Index Contracts (South Africa)
35
Mar 2025
1,478,942
(30,504)
(30,504)
HKEX HSCEI Index Contracts (Hong Kong)
37
Mar 2025
2,010,319
(46,797)
(46,797)
HKEX HSCEI Index Contracts (Hong Kong)
12
Mar 2025
1,771,906
(28,062)
(28,062)
IBEX 35 Index Contracts (Spain)
14
Mar 2025
1,937,979
40,678
40,678
ICE FTSE 100 Index Contracts (United Kingdom)
20
Mar 2025
2,211,514
52,571
52,571
ICE MSCI Emerging Markets Index Contracts (United States)
17
Mar 2025
932,025
8,382
8,382
IDEM FTSE MIB Index Contracts (Italy)
29
Mar 2025
5,823,947
550,343
550,343
JPX TOPIX Index Contracts (Japan)
66
Mar 2025
11,732,554
(277,391)
(277,391)
OMX Stockholm 30 Index Contracts (Sweden)
94
Mar 2025
2,380,971
(14,361)
(14,361)
SGX FTSE China A50 Index Contracts (Singapore)
511
Mar 2025
6,754,909
(37,579)
(37,579)
SGX MSCI SING Index Contracts (Singapore)
189
Mar 2025
5,543,646
(7,710)
(7,710)
Taiwan Ric Capped Price Return Twd Index Contracts (Singapore)
33
Mar 2025
2,468,070
(113,012)
(113,012)
TME S&P/TSX 60 Index Contracts (Canada)
83
Mar 2025
17,568,979
181,632
181,632
WSE WIG20 Index Contracts (Poland)
84
Mar 2025
1,073,582
21,259
21,259
 
  
  
  
  
  
TOTAL EQUITY CONTRACTS
  
  
  
  
3,197,345
 
  
  
  
  
  
Foreign Exchange Contracts
  
  
  
  
  
CME British Pound Contracts (United States)
803
Mar 2025
63,095,725
220,827
220,827
CME Euro/Czech Koruna Cross Contracts (United States)
15
Mar 2025
2,480,055
4,620
4,620
CME Euro/Hungarian Forint Cross Contracts (United States)
50
Mar 2025
3,851,784
104,412
104,412
CME Euro/Norwegian Krone Cross Contracts (United States)
111
Mar 2025
14,403,722
(136,951)
(136,951)
CME Euro/Polish Zloty Cross Contracts (United States)
52
Mar 2025
6,432,068
131,788
131,788
CME Euro/Swedish Krona Cross Contract (United States)
6
Mar 2025
777,716
(18,901)
(18,901)
CME Euro/USD FX Contracts (United States)
33
Mar 2025
4,279,688
(28,420)
(28,420)
CME Japanese Yen Contracts (United States)
23
Mar 2025
1,912,881
68,287
68,287
CME Mexican Peso Contracts (United States)
822
Mar 2025
19,925,280
(5,357)
(5,357)
 
  
  
  
  
  
TOTAL FOREIGN EXCHANGE CONTRACTS
  
  
  
  
340,305
 
  
  
  
  
  
Interest Rate Contracts
  
  
  
  
  
ASX 3 Year Treasury Bond Index Contracts (Australia)
188
Mar 2025
12,407,025
(1,090)
(1,090)
ASX 90 Day Bill Contract (Australia)
39
Sep 2025
23,981,303
4,846
4,846
ASX 90 Day Bill Contract (Australia)
20
Mar 2026
12,301,410
1,348
1,348
ASX 90 Day Bill Contract (Australia)
33
Dec 2025
20,295,839
1,224
1,224
ASX 90 Day Bill Contract (Australia)
48
Jun 2025
29,502,473
(5,032)
(5,032)
ASX 90 Day Bill Contract (Australia)
13
Jun 2026
7,995,917
307
307
CBOT 10 Year US Treasury Notes Contracts (United States)
7
Jun 2025
777,656
1,523
1,523
CBOT 2 Year US Treasury Notes Contracts (United States)
264
Jun 2025
54,639,750
164,630
164,630
CBOT 5 Year US Treasury Notes Contracts (United States)
181
Jun 2025
19,536,688
107,815
107,815
CBOT Ultra 10 Year US Treasury Note Contracts (United States)
15
Jun 2025
1,713,750
36,120
36,120
CME Three-Month SOFR Index Contracts (United States)
17
Sep 2025
4,078,088
(4,439)
(4,439)
CME Three-Month SOFR Index Contracts (United States)
4
Dec 2025
961,750
731
731
CME Three-Month SOFR Index Contracts (United States)
4
Mar 2025
956,375
(4,780)
(4,780)
CME Three-Month SOFR Index Contracts (United States)
4
Jun 2026
963,950
1,719
1,719
CME Three-Month SOFR Index Contracts (United States)
9
Mar 2026
2,167,088
3,141
3,141
Eurex Euro-BTP Contracts (Germany)
329
Mar 2025
41,155,938
(169,694)
(169,694)
Eurex Euro-BTP Contracts (Germany)
164
Jun 2025
20,457,579
(7,554)
(7,554)
Eurex Euro-Bobl Contracts (Germany)
7
Mar 2025
856,125
7,074
7,074
Eurex Euro-Bobl Contracts (Germany)
7
Jun 2025
863,459
183
183
Eurex Euro-Bund Contracts (Germany)
220
Mar 2025
30,396,222
(46,740)
(46,740)
Eurex Euro-Bund Contracts (Germany)
221
Jun 2025
30,312,010
(9,243)
(9,243)
Eurex Euro-Oat Contracts (Germany)
78
Mar 2025
10,078,561
55,851
55,851
Eurex Euro-Oat Contracts (Germany)
39
Jun 2025
5,095,111
(20)
(20)
Eurex Short-Term Euro-BTP Contracts (Germany)
189
Mar 2025
21,107,728
35,199
35,199
Eurex Short-Term Euro-BTP Contracts (Germany)
27
Jun 2025
3,011,188
502
502
ICE GILT Index Contrats (United Kingdom)
159
Jun 2025
18,686,570
140,971
140,971
ICE Three Month EURIBOR Index Contracts (United States)
21
Dec 2025
5,341,250
(368)
(368)
ICE Three Month SONIA Index Contracts (United States)
22
Mar 2026
6,651,398
139
139
OSE JPN 10Y BOND Contracts (Japan)
5
Mar 2025
4,642,442
1,690
1,690
TME 10YR Bond Contracts (Canada)
149
Jun 2025
12,849,995
140,609
140,609
TME 2YR Bond Contracts (Canada)
3
Jun 2025
219,274
578
578
TME 5YR Bond Contracts (Canada)
11
Jun 2025
881,445
4,593
4,593
TME Three Month CORRA Contracts (Canada)
5
Sep 2025
841,930
438
438
TME Three Month CORRA Contracts (Canada)
5
Dec 2025
843,097
581
581
TME Three Month CORRA Contracts (Canada)
4
Sep 2026
675,168
1,428
1,428
TME Three Month CORRA Contracts (Canada)
4
Jun 2026
675,168
991
991
TME Three Month CORRA Contracts (Canada)
6
Mar 2026
1,012,545
1,448
1,448
 
  
  
  
  
  
TOTAL INTEREST RATE CONTRACTS
  
  
  
  
466,719
 
  
  
  
  
  
TOTAL PURCHASED
  
  
  
  
3,279,885
 
  
  
  
  
  
Sold
  
  
  
  
  
 
  
  
  
  
  
Commodity Contracts
  
  
  
  
  
CBOT Corn Contracts (United States)
21
Sep 2025
472,763
8,811
8,811
CBOT Corn Contracts (United States)
70
Dec 2025
1,592,500
(7,858)
(7,858)
CBOT Corn Contracts (United States)
193
May 2025
4,530,675
190,033
190,033
CBOT Corn Contracts (United States)
63
Jul 2025
1,498,613
(7,198)
(7,198)
CBOT Corn Contracts (United States)
5
Mar 2026
116,688
(1,462)
(1,462)
CBOT HRW Wheat Contracts (United States)
27
Jul 2025
768,488
38,399
38,399
CBOT Hard Red Winter Wheat Contracts (United States)
3
Dec 2025
93,525
555
555
CBOT KC HRW Wheat Contracts (United States)
8
Sep 2025
240,200
(1,982)
(1,982)
CBOT KC HRW Wheat Contracts (United States)
32
May 2025
916,800
(20,756)
(20,756)
CBOT KC HRW Wheat Contracts (United States)
166
May 2025
4,755,900
261,588
261,588
CBOT KC HRW Wheat Contracts (United States)
55
Jul 2025
1,611,500
23,854
23,854
CBOT Soybean Contracts (United States)
124
May 2025
6,359,650
119,261
119,261
CBOT Soybean Contracts (United States)
36
Jul 2025
1,872,000
18,225
18,225
CBOT Soybean Meal Contracts (United States)
4
Sep 2025
124,360
2,670
2,670
CBOT Soybean Meal Contracts (United States)
55
May 2025
1,651,100
35,195
35,195
CBOT Soybean Meal Contracts (United States)
63
May 2025
1,891,260
45,947
45,947
CBOT Soybean Meal Contracts (United States)
28
Jul 2025
861,000
18,522
18,522
CBOT Soybean Meal Contracts (United States)
5
Aug 2025
154,800
3,038
3,038
CBOT Soybean Meal Contracts (United States)
4
Oct 2025
124,680
1,400
1,400
CBOT Soybean Oil Contracts (United States)
4
Sep 2025
106,392
482
482
CBOT Soybean Oil Contracts (United States)
69
May 2025
1,826,568
52,440
52,440
CBOT Soybean Oil Contracts (United States)
24
Jul 2025
640,944
18,326
18,326
CBOT Soybean Oil Contracts (United States)
3
Aug 2025
80,046
2,483
2,483
CBOT Soybean Oil Contracts (United States)
6
Oct 2025
158,868
1,689
1,689
CBOT Soybeans Contracts (United States)
3
Sep 2025
153,825
2,555
2,555
CBOT Soybeans Contracts (United States)
3
Aug 2025
155,738
3,468
3,468
CBOT Wheat Contracts (United States)
8
Sep 2025
233,800
8,556
8,556
CBOT Wheat Contracts (United States)
7
Dec 2025
211,575
7,470
7,470
CBOT Wheat Contracts (United States)
9
May 2025
250,088
(697)
(697)
CBOT Wheat Contracts (United States)
80
May 2025
2,223,000
174,432
174,432
CME Cattle Feeder Contracts (United States)
3
Apr 2025
409,500
(4,795)
(4,795)
CME Cattle Feeder Contracts (United States)
1
May 2025
135,563
(2,090)
(2,090)
CME Cattle Feeder Contracts (United States)
1
Mar 2025
137,488
(3,352)
(3,352)
CME Cattle Feeder Contracts (United States)
1
Aug 2025
137,025
(2,777)
(2,777)
CME Lean Hogs Contracts (United States)
20
Jun 2025
760,200
53,742
53,742
CME Lean Hogs Contracts (United States)
105
Apr 2025
3,514,350
227,106
227,106
CME Lean Hogs Contracts (United States)
5
Aug 2025
191,800
10,398
10,398
CME Lean Hogs Contracts (United States)
11
Jul 2025
425,700
26,853
26,853
CME Live Cattle Contracts (United States)
21
Aug 2025
1,578,570
32,549
32,549
CME Live Cattle Contracts (United States)
67
Apr 2025
5,163,020
170,578
170,578
CME Live Cattle Contracts (United States)
39
Jun 2025
2,944,890
33,006
33,006
CME Live Cattle Contracts (United States)
8
Oct 2025
608,480
841
841
COMEX Copper Contracts (United States)
2
May 2025
227,400
(12,081)
(12,081)
COMEX Copper Contracts (United States)
183
May 2025
20,807,100
229,961
229,961
COMEX Copper Contracts (United States)
10
Jul 2025
1,147,875
17,918
17,918
COMEX Gold 100 oz Contracts (United States)
7
Apr 2025
1,993,950
(33,973)
(33,973)
COMEX Silver Contracts (United States)
143
May 2025
22,519,640
936,195
936,195
Euronext Mill Wheat Contracts (France)
62
Sep 2025
740,434
6,834
6,834
Euronext Mill Wheat Contracts (France)
47
Dec 2025
577,143
907
907
Euronext Mill Wheat Contracts (France)
70
May 2025
831,436
21,145
21,145
Euronext Mill Wheat Contracts (France)
186
May 2025
2,209,245
62,936
62,936
Euronext Paris Matif Rapeseed Contracts (France)
1
Jul 2025
25,856
(824)
(824)
Euronext Paris Matif Rapeseed Contracts (France)
1
Oct 2025
25,921
(435)
(435)
Euronext Paris Matif Wheat Contracts (France)
3
Mar 2026
37,500
126
126
Euronext Rapeseed Contracts (France)
4
Apr 2025
110,530
(1,706)
(1,706)
ICE Coal Contracts (United Kingdom)
4
Apr 2025
370,600
75,062
75,062
ICE Coal Contracts (United Kingdom)
5
Jun 2025
463,500
98,380
98,380
ICE Coal Contracts (United Kingdom)
5
May 2025
462,000
98,180
98,180
ICE Cocoa Contracts (United Kingdom)
2
Mar 2025
181,012
40,583
40,583
ICE Cocoa Contracts (United Kingdom)
2
May 2025
184,710
3,181
3,181
ICE Cocoa Contracts (United Kingdom)
4
May 2025
369,420
45,191
45,191
ICE Cocoa Contracts (United Kingdom)
2
Jul 2025
182,345
7,477
7,477
ICE Cocoa Contracts (United States)
9
May 2025
821,160
133,757
133,757
ICE Cocoa Contracts (United States)
4
Jul 2025
359,640
27,150
27,150
ICE Coffee C Contracts (United States)
14
May 2025
1,958,513
37,971
37,971
ICE Coffee Contracts (United States)
7
Jul 2025
957,469
69,939
69,939
ICE Cotton No 2 Contracts (United States)
65
May 2025
2,120,625
122,534
122,534
ICE ENDEX Carbon Emission Contracts (Netherlands)
3
Dec 2025
220,956
2,516
2,516
ICE ENDEX Carbon Emission Contracts (Netherlands)
4
Dec 2025
294,607
42,659
42,659
ICE ENDEX Natural Gas Contracts (Netherlands)
50
Mar 2025
1,655,113
213,098
213,098
ICE ENDEX Natural Gas Contracts (Netherlands)
10
Apr 2025
342,527
69,896
69,896
ICE ENDEX Natural Gas Contracts (Netherlands)
10
May 2025
332,434
27,643
27,643
ICE Low Sulphur Gasoil Contracts (United States)
1
Mar 2025
69,075
(2,026)
(2,026)
ICE Natural Gas Contracts (United Kingdom)
5
Mar 2025
197,798
5,966
5,966
ICE Robusta Coffee 10-T Contracts (United Kingdom)
2
May 2025
106,600
5,351
5,351
ICE Sugar Contracts (United States)
3
Sep 2025
61,757
205
205
ICE Sugar No 11 Contracts (United States)
2
Apr 2025
41,485
(697)
(697)
ICE Sugar No 11 Contracts (United States)
193
Apr 2025
4,003,283
161,960
161,960
ICE Sugar No 11 Contracts (United States)
49
Jun 2025
994,426
43,590
43,590
ICE White Sugar Contracts (United Kingdom)
50
Apr 2025
1,331,500
(34,564)
(34,564)
ICE White Sugar Contracts (United Kingdom)
4
Sep 2025
101,140
930
930
ICE White Sugar Contracts (United Kingdom)
13
Jul 2025
334,360
1,915
1,915
LME Aluminum Contracts (United Kingdom)
36
Apr 2025
2,404,575
(28,042)
(28,042)
LME Lead Contracts (United Kingdom)
38
Apr 2025
1,885,769
(31,098)
(31,098)
LME Lead Contracts (United Kingdom)
38
May 2025
1,894,101
3,863
3,863
LME Nickel Contracts (United Kingdom)
18
May 2025
1,666,161
(1,702)
(1,702)
LME Nickel Contracts (United Kingdom)
25
Apr 2025
2,290,358
30,621
30,621
LME Zinc Contracts (United Kingdom)
23
May 2025
1,606,107
52,653
52,653
LME Zinc Contracts (United Kingdom)
41
Apr 2025
2,943,657
(36,924)
(36,924)
NYMEX Gasoline Contracts (United States)
41
Mar 2025
1,571,940
(6,311)
(6,311)
NYMEX Gasoline Contracts (United States)
8
May 2025
323,520
(4,256)
(4,256)
NYMEX Natural Gas Contracts (United States)
7
Jun 2025
294,630
(2,674)
(2,674)
NYMEX Natural Gas Contracts (United States)
6
Aug 2025
253,440
8,688
8,688
NYMEX Natural Gas Contracts (United States)
20
Apr 2025
779,200
871
871
NYMEX Natural Gas Contracts (United States)
4
Jul 2025
170,240
22
22
NYMEX Palladium Bullion Contracts (United States)
8
Jun 2025
729,520
1,639
1,639
 
  
  
  
  
  
TOTAL COMMODITY CONTRACTS
  
  
  
  
4,053,705
 
  
  
  
  
  
Equity Contracts
  
  
  
  
  
ASX SPI 200 Index Contracts (Australia)
4
Mar 2025
504,591
14,223
14,223
BIST 30 Index Contracts (Turkey)
409
Apr 2025
1,264,170
(27,918)
(27,918)
CME E-mini NASDAQ 100 Index Contracts (United States)
31
Mar 2025
12,970,090
392,094
392,094
CME E-mini Russell 2000 Index Contracts (United States)
282
Mar 2025
30,530,730
2,647,902
2,647,902
CME E-mini S&P MidCap 400 Index Contracts (United States)
8
Mar 2025
2,479,760
152,331
152,331
Euronext CAC 40 Index Contracts
30
Mar 2025
2,528,541
23,564
23,564
FTSE JSE Top 40 Index Contracts (South Africa)
91
Mar 2025
3,845,249
(5,905)
(5,905)
HKEX HSCEI Index Contracts (Hong Kong)
59
Mar 2025
3,205,644
53,767
53,767
HKEX HSCEI Index Contracts (Hong Kong)
80
Mar 2025
11,812,705
126,905
126,905
IBEX 35 Index Contracts (Spain)
75
Mar 2025
10,382,032
(191,673)
(191,673)
ICE FTSE 100 Index Contracts (United Kingdom)
29
Mar 2025
3,206,695
(158,637)
(158,637)
NSE IFSC NIFTY 50 Index Contracts (India)
100
Mar 2025
4,454,000
88,709
88,709
OSE Nikkei 225 Index Contracts (Japan)
33
Mar 2025
8,135,184
384,383
384,383
OSE Nikkei 225 Index Contracts (Japan)
340
Mar 2025
8,381,704
400,549
400,549
SGX Nifty 225 Index Contracts (Singapore)
19
Mar 2025
2,343,525
112,243
112,243
Taiwan Ric Capped Price Return Twd Index Contracts (Singapore)
43
Mar 2025
3,215,970
119,543
119,543
 
  
  
  
  
  
TOTAL EQUITY CONTRACTS
  
  
  
  
4,132,080
 
  
  
  
  
  
Foreign Exchange Contracts
  
  
  
  
  
CME Canadian Dollar Contracts (United States)
1,302
Mar 2025
90,104,910
1,639,306
1,639,306
CME Israeli Shekel Contracts (United States)
17
Mar 2025
4,706,280
75,291
75,291
CME New Zealand Dollar Contracts (United States)
188
Mar 2025
10,508,260
307,858
307,858
CME South African Rand Contracts (United States)
150
Mar 2025
4,005,000
156,935
156,935
CME Swiss Franc Contracts (United States)
474
Mar 2025
65,687,513
1,384,027
1,384,027
 
  
  
  
  
  
TOTAL FOREIGN EXCHANGE CONTRACTS
  
  
  
  
3,563,417
 
  
  
  
  
  
Interest Rate Contracts
  
  
  
  
  
ASX 10 Year Treasury Bond Index Contracts (Australia)
203
Mar 2025
14,299,837
43,562
43,562
ASX 3 Year Treasury Bond Index Contracts (Australia)
5
Mar 2025
329,974
(964)
(964)
CBOT 5 Year US Treasury Notes Contracts (United States)
31
Jun 2025
3,346,063
(26,439)
(26,439)
CBOT US Treasury Long Term Bond Contracts (United States)
49
Jun 2025
6,082,125
(89,711)
(89,711)
CBOT US Treasury Long Term Note Contracts (United States)
171
Jun 2025
20,194,031
(204,392)
(204,392)
CME Three-Month SOFR Index Contracts (United States)
201
Sep 2026
48,458,588
(95,367)
(95,367)
CME Three-Month SOFR Index Contracts (United States)
170
Sep 2025
40,780,875
43,151
43,151
CME Three-Month SOFR Index Contracts (United States)
172
Dec 2025
41,355,250
(31,260)
(31,260)
CME Three-Month SOFR Index Contracts (United States)
208
Jun 2026
50,125,400
(95,436)
(95,436)
CME Three-Month SOFR Index Contracts (United States)
260
Mar 2026
62,604,750
(103,233)
(103,233)
CME Three-Month SOFR Index Contracts (United States)
158
Dec 2026
38,095,775
(71,512)
(71,512)
CME Three-Month SOFR Index Contracts (United States)
98
Jun 2027
23,625,350
(39,979)
(39,979)
CME Three-Month SOFR Index Contracts (United States)
176
Mar 2027
42,433,600
(75,726)
(75,726)
Eurex Deutschland German Federal Republic Contracts (Germany)
24
Mar 2025
3,231,553
272,404
272,404
Eurex Euro-Buxl 30 Year Bond Contracts (Germany)
24
Jun 2025
3,224,582
(261)
(261)
Eurex Euro-Oat Contracts (Germany)
3
Mar 2025
387,637
(4,305)
(4,305)
Eurex Euro-Schatz Contracts (Germany)
194
Mar 2025
21,519,224
33,530
33,530
Eurex Euro-Schatz Contracts (Germany)
581
Jun 2025
64,519,073
(34,756)
(34,756)
ICE Three Month EURIBOR Index Contracts (United States)
285
Sep 2025
72,440,355
(37,602)
(37,602)
ICE Three Month EURIBOR Index Contracts (United States)
159
Sep 2026
40,432,649
(58,041)
(58,041)
ICE Three Month EURIBOR Index Contracts (United States)
201
Jun 2026
51,126,002
(64,456)
(64,456)
ICE Three Month EURIBOR Index Contracts (United States)
192
Mar 2026
48,841,758
(51,774)
(51,774)
ICE Three Month EURIBOR Index Contracts (United States)
306
Dec 2025
77,829,648
(59,248)
(59,248)
ICE Three Month EURIBOR Index Contracts (United States)
303
Jun 2025
76,909,454
(16,859)
(16,859)
ICE Three Month SONIA Index Contracts (United States)
36
Sep 2025
10,852,973
15,663
15,663
ICE Three Month SONIA Index Contracts (United States)
25
Dec 2025
7,550,545
23,286
23,286
ICE Three Month SONIA Index Contracts (United States)
26
Jun 2026
7,864,013
(6,039)
(6,039)
ICE Three-Month EURIBOR Index Contracts (United States)
151
Dec 2026
38,384,595
(54,649)
(54,649)
ICE Three-Month EURIBOR Index Contracts (United States)
64
Mar 2027
16,262,328
(22,916)
(22,916)
ICE Three Month SONIA Index Contracts (United States)
39
Mar 2026
11,791,114
50,497
50,497
 
  
  
  
  
  
TOTAL INTEREST RATE CONTRACTS
  
  
  
  
(762,832)
 
  
  
  
  
  
TOTAL SOLD
  
  
  
  
10,986,370
 
  
  
  
  
  
TOTAL FUTURES CONTRACTS
  
  
  
  
14,266,255
The notional amount of futures purchased as a percentage of Net Assets is 29.4%
The notional amount of futures sold as a percentage of Net Assets is 45.4%

 Forward Foreign Currency Contracts
Currency
Purchased
 
Currency
Sold
 
Counterparty
Settlement
Date
Unrealized  
Appreciation/
(Depreciation) ($)
 
  
  
  
  
  
  
AUD
1,471,000
USD
938,330
BNP Paribas SA
3/04/25
(25,575)
AUD
3,247,000
USD
2,019,050
Barclays Bank PLC
3/04/25
(4,286)
AUD
8,300,000
USD
5,301,137
Morgan Stanley
3/04/25
(150,987)
AUD
7,200,000
USD
4,505,090
BNP Paribas SA
3/19/25
(36,961)
AUD
244,566
USD
155,632
BNP Paribas SA
3/19/25
(3,861)
AUD
1,346,789
USD
856,097
BNP Paribas SA
3/19/25
(20,316)
AUD
1,008,645
USD
642,193
BNP Paribas SA
3/19/25
(16,254)
BRL
17,569,668
USD
3,083,480
Goldman Sachs Bank USA
3/06/25
(100,769)
BRL
1,848,162
USD
300,000
BNP Paribas SA
3/19/25
12,764
BRL
1,194,667
USD
200,000
BNP Paribas SA
3/19/25
2,173
BRL
12,469,265
USD
2,100,000
BNP Paribas SA
3/19/25
10,172
BRL
8,311,173
USD
1,400,000
BNP Paribas SA
3/19/25
6,499
BRL
9,766,998
USD
1,600,000
BNP Paribas SA
3/19/25
52,868
BRL
1,828,253
USD
300,000
Citibank NA
3/19/25
9,395
BRL
3,129,000
USD
500,000
JPMorgan Chase Bank NA
3/19/25
29,520
BRL
1,194,280
USD
200,000
JPMorgan Chase Bank NA
3/19/25
2,108
BRL
4,666,296
USD
800,000
JPMorgan Chase Bank NA
3/19/25
(10,323)
BRL
1,879,524
USD
300,000
JPMorgan Chase Bank NA
3/19/25
18,072
BRL
200,000
USD
32,468
Goldman Sachs Bank USA
4/02/25
1,263
CAD
122,000
USD
85,196
Bank of America NA
3/04/25
(869)
CAD
12,500,000
USD
8,815,404
Deutsche Bank AG
3/04/25
(175,349)
CAD
3,767,526
USD
2,643,354
Morgan Stanley
3/04/25
(39,223)
CAD
9,206,540
USD
6,460,000
BNP Paribas SA
3/19/25
(92,069)
CAD
4,460,634
USD
3,140,000
BNP Paribas SA
3/19/25
(54,692)
CHF
7,517,825
USD
8,360,019
Deutsche Bank AG
3/04/25
(34,171)
CHF
5,736,275
USD
6,400,000
BNP Paribas SA
3/19/25
(35,784)
CHF
360,699
USD
400,000
State Street Bank & Trust Co
3/19/25
184
CHF
18,000
USD
20,029
JPMorgan Chase Bank NA
4/02/25
(25)
CLP
950,498,550
USD
999,000
Barclays Bank PLC
3/19/25
(9,062)
CLP
8,862,750
USD
9,000
Goldman Sachs Bank USA
3/19/25
230
CLP
575,400,000
USD
600,000
JPMorgan Chase Bank NA
3/19/25
(725)
CLP
404,157,500
USD
410,000
JPMorgan Chase Bank NA
3/19/25
10,927
CLP
529,595,000
USD
550,000
JPMorgan Chase Bank NA
3/19/25
1,569
CLP
433,485,000
USD
450,000
JPMorgan Chase Bank NA
3/19/25
1,472
CLP
320,419,600
USD
337,000
State Street Bank & Trust Co
3/19/25
(3,285)
CLP
966,088,800
USD
981,000
State Street Bank & Trust Co
3/19/25
25,175
CLP
1,585,126,400
USD
1,664,000
State Street Bank & Trust Co
3/19/25
(13,102)
CNY
36,129,865
USD
5,000,000
Goldman Sachs Bank USA
3/19/25
(34,232)
CNY
1,766,310
USD
243,461
JPMorgan Chase Bank NA
5/12/25
221
CNY
1,782,146
USD
246,425
JPMorgan Chase Bank NA
5/12/25
(558)
COP
2,237,225,000
USD
545,000
BNP Paribas SA
3/19/25
(7,520)
COP
2,112,005,000
USD
500,000
Bank of America NA
3/19/25
7,397
COP
1,725,604,000
USD
400,000
Barclays Bank PLC
3/19/25
14,566
COP
4,500,060,000
USD
1,074,000
Citibank NA
3/19/25
7,112
COP
1,314,900,000
USD
300,000
Citibank NA
3/19/25
15,897
COP
872,200,000
USD
200,000
Citibank NA
3/19/25
9,541
COP
4,964,600,000
USD
1,205,000
Citibank NA
3/19/25
(12,285)
COP
2,871,740,000
USD
695,000
Citibank NA
3/19/25
(5,082)
COP
1,798,797,000
USD
429,000
Goldman Sachs Bank USA
3/19/25
3,150
COP
2,280,495,000
USD
555,000
JPMorgan Chase Bank NA
3/19/25
(7,125)
COP
3,769,642,500
USD
897,000
State Street Bank & Trust Co
3/19/25
8,634
COP
2,194,000,000
USD
500,000
State Street Bank & Trust Co
3/19/25
27,095
COP
2,181,500,000
USD
500,000
State Street Bank & Trust Co
3/19/25
24,092
CZK
21,960,473
USD
920,000
BNP Paribas SA
3/19/25
(11,680)
CZK
6,681,491
USD
280,000
JPMorgan Chase Bank NA
3/19/25
(3,643)
EUR
95,000
USD
98,651
BNP Paribas SA
3/04/25
(102)
EUR
4,250,000
USD
4,454,972
Bank of America NA
3/04/25
(46,234)
EUR
66,000
USD
69,095
Barclays Bank PLC
3/04/25
(629)
EUR
84,000
USD
87,613
Barclays Bank PLC
3/04/25
(475)
EUR
71,000
USD
74,092
Barclays Bank PLC
3/04/25
(440)
EUR
595,633
USD
623,926
Deutsche Bank AG
3/04/25
(6,046)
EUR
53,000
USD
54,808
JPMorgan Chase Bank NA
3/04/25
172
EUR
4,250,000
USD
4,445,723
JPMorgan Chase Bank NA
3/19/25
(33,518)
EUR
1,117,633
USD
1,170,209
BNP Paribas SA
3/04/25
(10,832)
EUR
180,000
USD
187,655
NatWest Markets PLC
3/04/25
(932)
EUR
60,000
USD
62,967
Bank of America NA
3/04/25
(726)
EUR
50,000
USD
52,376
BNP Paribas SA
3/04/25
(508)
EUR
76,000
USD
79,283
Bank of America NA
3/04/25
(445)
EUR
84,000
USD
87,490
Barclays Bank PLC
4/02/25
(220)
EUR
38,000
USD
39,562
JPMorgan Chase Bank NA
3/04/25
(143)
EUR
56,000
USD
58,195
JPMorgan Chase Bank NA
3/04/25
(104)
EUR
6,000
USD
6,285
Bank of America NA
3/04/25
(61)
EUR
21,000
USD
21,872
Barclays Bank PLC
4/02/25
(54)
EUR
4,000
USD
4,190
JPMorgan Chase Bank NA
3/04/25
(40)
EUR
31,000
USD
32,151
Barclays Bank PLC
3/04/25
7
EUR
51,000
USD
52,740
Barclays Bank PLC
3/04/25
165
EUR
79,000
USD
81,607
Bank of America NA
3/04/25
343
EUR
114,000
USD
116,882
BNP Paribas SA
3/04/25
1,376
GBP
73,000
USD
90,236
BNP Paribas SA
3/04/25
1,590
GBP
9,789,075
USD
12,404,716
Morgan Stanley
3/04/25
(91,038)
GBP
562,500
USD
696,945
BNP Paribas SA
3/19/25
10,600
GBP
5,750,000
USD
7,259,617
BNP Paribas SA
3/19/25
(26,933)
GBP
2,500,000
USD
3,163,647
BNP Paribas SA
3/19/25
(19,002)
GBP
437,500
USD
544,046
Canadian Imperial Bank of Commerce
3/19/25
6,267
GBP
900,000
USD
1,095,572
Canadian Imperial Bank of Commerce
3/19/25
36,500
GBP
1,391,000
USD
1,760,759
State Street Bank & Trust Co
4/02/25
(11,133)
GBP
57,000
USD
71,849
JPMorgan Chase Bank NA
3/04/25
(149)
GBP
65,000
USD
81,856
JPMorgan Chase Bank NA
4/02/25
(98)
GBP
9,000
USD
11,364
Bank of America NA
3/04/25
(43)
GBP
23,000
USD
28,952
Citibank NA
3/04/25
(20)
GBP
6,000
USD
7,437
BNP Paribas SA
3/04/25
110
GBP
13,000
USD
16,187
Bank of America NA
3/04/25
165
GBP
12,000
USD
14,894
Citibank NA
3/04/25
201
GBP
18,000
USD
22,343
Barclays Bank PLC
3/04/25
300
GBP
43,000
USD
53,153
BNP Paribas SA
3/04/25
937
GBP
34,000
USD
41,827
Citibank NA
3/04/25
941
GBP
1,563,000
USD
1,943,717
Citibank NA
3/04/25
22,381
HKD
1,142,000
USD
147,100
Morgan Stanley
5/19/25
(55)
HKD
986,000
USD
126,966
UBS AG
5/19/25
(8)
HUF
102,606,335
USD
269,000
BNP Paribas SA
3/19/25
(5,067)
HUF
3,063
USD
8
BNP Paribas SA
3/19/25
0
HUF
891,364,226
USD
2,286,962
BNP Paribas SA
3/19/25
5,885
HUF
240,666,012
USD
631,000
BNP Paribas SA
3/19/25
(11,937)
HUF
3,912,447
USD
10,000
BNP Paribas SA
3/19/25
64
HUF
420,263,597
USD
1,097,627
Bank of America NA
3/19/25
(16,587)
HUF
590,968,775
USD
1,513,035
Bank of America NA
3/19/25
7,108
HUF
4,844,834
USD
12,554
Citibank NA
3/19/25
(91)
HUF
77,500,701
USD
202,365
JPMorgan Chase Bank NA
3/19/25
(3,011)
HUF
115,033,278
USD
294,587
JPMorgan Chase Bank NA
3/19/25
1,312
HUF
936,450,781
USD
2,395,413
JPMorgan Chase Bank NA
3/19/25
13,410
HUF
28,601,000
USD
73,622
Morgan Stanley
3/19/25
(52)
HUF
16,589,000
USD
43,035
Morgan Stanley
3/19/25
(363)
HUF
486,522,876
USD
1,200,000
State Street Bank & Trust Co
3/19/25
51,478
HUF
1,168
USD
3
Bank of America NA
3/19/25
0
IDR
10,533,120,025
USD
643,134
BNP Paribas SA
3/05/25
(7,860)
IDR
884,927,823
USD
54,026
Citibank NA
3/05/25
(654)
IDR
12,827,350,965
USD
791,934
Citibank NA
3/05/25
(18,291)
IDR
368,812,948
USD
22,569
Goldman Sachs Bank USA
3/05/25
(325)
IDR
1,012,539,748
USD
62,318
BNP Paribas SA
3/12/25
(1,266)
IDR
1,013,143,717
USD
62,299
BNP Paribas SA
3/12/25
(1,210)
IDR
1,965,588,245
USD
120,193
Citibank NA
3/12/25
(1,676)
IDR
8,193,795,000
USD
500,000
Canadian Imperial Bank of Commerce
3/19/25
(6,070)
IDR
10,260,889,792
USD
629,348
BNP Paribas SA
4/09/25
(11,253)
IDR
13,591,951,027
USD
828,058
Citibank NA
4/09/25
(9,306)
IDR
835,846,956
USD
50,898
JPMorgan Chase Bank NA
4/09/25
(548)
IDR
1,806,780,233
USD
109,836
BNP Paribas SA
4/16/25
(1,023)
IDR
1,289,697,896
USD
77,669
Deutsche Bank AG
4/16/25
3
IDR
910,296,112
USD
55,096
Goldman Sachs Bank USA
4/16/25
(273)
ILS
3,315,000
USD
926,484
BNP Paribas SA
3/17/25
(7,584)
ILS
2,196,000
USD
611,450
BNP Paribas SA
3/17/25
(2,731)
ILS
20,000
USD
5,541
Barclays Bank PLC
3/17/25
3
ILS
5,667,224
USD
1,591,291
Barclays Bank PLC
3/17/25
(20,367)
ILS
3,399,855
USD
954,774
Barclays Bank PLC
3/17/25
(12,353)
ILS
33,000
USD
9,065
Morgan Stanley
3/17/25
82
ILS
3,925,493
USD
1,100,000
BNP Paribas SA
3/19/25
(11,836)
ILS
2,144,898
USD
600,000
BNP Paribas SA
3/19/25
(5,425)
ILS
2,148,365
USD
600,000
Bank of America NA
3/19/25
(4,464)
INR
102,471,000
USD
1,200,000
Citibank NA
3/19/25
(29,136)
JPY
146,702,335
USD
973,505
Barclays Bank PLC
3/04/25
1,035
JPY
22,200,000
USD
146,641
JPMorgan Chase Bank NA
3/04/25
833
JPY
138,425,557
USD
925,552
JPMorgan Chase Bank NA
3/04/25
(5,995)
JPY
126,902,330
USD
850,096
UBS AG
3/04/25
(7,087)
JPY
347,419,213
USD
2,300,000
BNP Paribas SA
3/19/25
11,990
JPY
163,160,136
USD
1,080,000
Barclays Bank PLC
3/19/25
5,791
JPY
149,247,260
USD
1,000,000
JPMorgan Chase Bank NA
3/19/25
(6,796)
JPY
577,066,504
USD
3,820,000
JPMorgan Chase Bank NA
3/19/25
20,236
JPY
77,234,770
USD
500,000
State Street Bank & Trust Co
3/19/25
13,978
KRW
514,962,524
USD
358,609
Citibank NA
3/12/25
(6,104)
KRW
359,095,918
USD
249,858
Deutsche Bank AG
3/12/25
(4,048)
KRW
280,744,361
USD
196,311
Deutsche Bank AG
3/19/25
(4,058)
KRW
2,310,326,400
USD
1,600,000
JPMorgan Chase Bank NA
3/19/25
(17,891)
MXN
45,037,212
USD
2,200,000
BNP Paribas SA
3/19/25
(13,775)
MXN
22,520,322
USD
1,100,000
JPMorgan Chase Bank NA
3/19/25
(6,804)
MYR
1,906,871
USD
430,780
Barclays Bank PLC
3/19/25
(3,251)
MYR
1,139,668
USD
254,333
Barclays Bank PLC
3/19/25
1,185
MYR
1,521,887
USD
342,093
Goldman Sachs Bank USA
3/19/25
(879)
MYR
1,054,951
USD
236,563
Morgan Stanley
3/19/25
(38)
MYR
3,528,800
USD
800,000
Morgan Stanley
3/19/25
(8,827)
NOK
5,328,746
USD
477,079
Bank of America NA
3/04/25
(3,972)
NOK
49,188,979
USD
4,413,143
Barclays Bank PLC
3/04/25
(45,952)
NOK
621,593
USD
55,100
Barclays Bank PLC
3/04/25
88
NOK
13,195,309
USD
1,183,893
BNP Paribas SA
3/19/25
(12,352)
NOK
43,786,618
USD
3,900,000
BNP Paribas SA
3/19/25
(12,419)
NOK
1,545,231
USD
138,703
Barclays Bank PLC
3/19/25
(1,510)
NOK
1,545,164
USD
138,702
Citibank NA
3/19/25
(1,515)
NOK
1,545,174
USD
138,702
Citibank NA
3/19/25
(1,514)
NZD
9,800,000
USD
5,647,147
Bank of America NA
3/04/25
(162,577)
NZD
2,600,000
USD
1,484,340
Deutsche Bank AG
3/04/25
(29,250)
NZD
1,100,000
USD
622,678
BNP Paribas SA
3/19/25
(6,904)
NZD
700,000
USD
396,441
BNP Paribas SA
3/19/25
(4,585)
NZD
9,500,000
USD
5,421,090
BNP Paribas SA
3/19/25
(103,042)
PEN
557,217
USD
149,870
Citibank NA
3/12/25
1,350
PEN
7,050,900
USD
1,900,000
Citibank NA
3/19/25
13,146
PEN
5,619,281
USD
1,499,395
Citibank NA
3/19/25
25,305
PEN
4,580,121
USD
1,228,409
Citibank NA
3/19/25
14,332
PEN
4,800,900
USD
1,300,000
Goldman Sachs Bank USA
3/19/25
2,646
PEN
1,204,580
USD
324,034
State Street Bank & Trust Co
3/19/25
2,809
PEN
4,111,800
USD
1,100,000
State Street Bank & Trust Co
3/19/25
15,670
PEN
1,235,064
USD
335,880
Citibank NA
6/18/25
(1,392)
PHP
58,170,000
USD
1,000,000
Citibank NA
3/19/25
3,178
PLN
385,000
USD
96,317
JPMorgan Chase Bank NA
3/03/25
(1,141)
PLN
808,598
USD
199,490
Barclays Bank PLC
3/17/25
304
PLN
166,000
USD
41,512
Barclays Bank PLC
3/17/25
(495)
PLN
24,000
USD
6,005
Barclays Bank PLC
3/17/25
(75)
PLN
1,870,443
USD
460,202
BNP Paribas SA
3/19/25
1,925
PLN
6,343,426
USD
1,600,000
BNP Paribas SA
3/19/25
(32,743)
PLN
7,872,761
USD
1,939,798
BNP Paribas SA
3/19/25
5,309
PLN
5,208,035
USD
1,300,000
BNP Paribas SA
3/19/25
(13,261)
PLN
5,449,049
USD
1,300,000
Citibank NA
3/19/25
46,286
PLN
7,236,285
USD
1,800,000
JPMorgan Chase Bank NA
3/19/25
(12,145)
PLN
774,757
USD
192,306
BNP Paribas SA
3/24/25
(925)
PLN
801,620
USD
199,603
Goldman Sachs Bank USA
3/24/25
(1,586)
SEK
535,000
USD
49,930
Barclays Bank PLC
3/04/25
(241)
SEK
73,088,986
USD
6,833,325
UBS AG
3/04/25
(45,147)
SEK
8,486,680
USD
800,000
BNP Paribas SA
3/19/25
(11,041)
SEK
13,876,521
USD
1,300,000
BNP Paribas SA
3/19/25
(9,978)
SEK
31,483,896
USD
2,887,045
Barclays Bank PLC
3/19/25
39,835
SEK
21,968,784
USD
2,012,955
JPMorgan Chase Bank NA
3/19/25
29,359
SEK
5,553,636
USD
500,000
Morgan Stanley
3/19/25
16,290
SGD
102,275
USD
76,416
Deutsche Bank AG
3/04/25
(738)
SGD
396,704
USD
295,827
Deutsche Bank AG
3/04/25
(2,287)
SGD
145,387
USD
107,782
Deutsche Bank AG
3/04/25
(203)
SGD
128,000
USD
95,336
Goldman Sachs Bank USA
3/04/25
(623)
SGD
534,446
USD
399,616
JPMorgan Chase Bank NA
3/04/25
(4,155)
SGD
1,906,862
USD
1,422,713
Morgan Stanley
3/04/25
(11,738)
SGD
2,415,897
USD
1,800,000
BNP Paribas SA
3/19/25
(11,017)
SGD
1,333,135
USD
1,000,000
Barclays Bank PLC
3/19/25
(12,807)
THB
30,693,690
USD
900,000
Barclays Bank PLC
3/19/25
(3,934)
THB
172,616
USD
5,144
Citibank NA
5/19/25
(83)
THB
113,540,809
USD
3,384,620
Citibank NA
5/19/25
(55,881)
TRY
3,030,564
USD
83,001
BNP Paribas SA
3/03/25
63
TRY
373,455
USD
9,794
Barclays Bank PLC
3/03/25
442
TRY
738,391
USD
20,223
Barclays Bank PLC
3/03/25
16
TRY
40,990
USD
1,123
JPMorgan Chase Bank NA
3/03/25
1
TRY
1,339,179
USD
36,680
JPMorgan Chase Bank NA
3/03/25
25
TRY
1,404,510
USD
36,504
Barclays Bank PLC
3/19/25
1,466
TRY
1,151,419
USD
30,877
JPMorgan Chase Bank NA
3/20/25
221
TRY
1,339,373
USD
34,826
Barclays Bank PLC
4/09/25
684
TRY
1,442,849
USD
37,395
Barclays Bank PLC
4/15/25
647
TRY
1,790,411
USD
46,482
Barclays Bank PLC
4/24/25
329
TRY
1,530,863
USD
34,444
JPMorgan Chase Bank NA
5/08/25
5,067
TRY
2,039,519
USD
52,335
Barclays Bank PLC
5/12/25
115
TRY
886,133
USD
22,654
Barclays Bank PLC
5/13/25
114
TRY
2,833,963
USD
71,958
Barclays Bank PLC
5/22/25
265
TRY
564,602
USD
14,340
JPMorgan Chase Bank NA
5/27/25
(17)
TRY
675,381
USD
16,666
Barclays Bank PLC
6/24/25
70
TWD
7,144,521
USD
219,016
BNP Paribas SA
4/25/25
(1,055)
TWD
7,960,938
USD
243,424
BNP Paribas SA
4/25/25
(557)
TWD
7,305,615
USD
223,345
Citibank NA
4/25/25
(470)
TWD
8,138,834
USD
248,894
Citibank NA
4/25/25
(600)
TWD
7,296,818
USD
223,315
Citibank NA
4/25/25
(708)
TWD
7,266,295
USD
222,483
JPMorgan Chase Bank NA
4/25/25
(807)
TWD
8,016,924
USD
245,016
JPMorgan Chase Bank NA
4/25/25
(441)
USD
643,095
AUD
1,033,000
Deutsche Bank AG
3/04/25
2,119
USD
7,485,088
AUD
11,985,000
Morgan Stanley
3/04/25
48,395
USD
922,271
AUD
1,500,000
BNP Paribas SA
3/19/25
(8,590)
USD
5,301,735
AUD
8,300,000
Morgan Stanley
3/19/25
150,975
USD
2,019,503
AUD
3,247,000
Barclays Bank PLC
4/02/25
4,278
USD
5,219
BRL
30,526
Goldman Sachs Bank USA
3/06/25
37
USD
2,945,181
BRL
17,539,142
Goldman Sachs Bank USA
3/06/25
(32,347)
USD
200,000
BRL
1,162,064
BNP Paribas SA
3/19/25
3,344
USD
200,000
BRL
1,162,524
Citibank NA
3/19/25
3,266
USD
133,334
BRL
762,258
Citibank NA
3/19/25
4,337
USD
133,333
BRL
762,228
Citibank NA
3/19/25
4,341
USD
133,333
BRL
762,015
Citibank NA
3/19/25
4,377
USD
600,000
BRL
3,699,180
Goldman Sachs Bank USA
3/19/25
(26,012)
USD
400,000
BRL
2,435,752
JPMorgan Chase Bank NA
3/19/25
(12,202)
USD
162,167
BRL
900,000
Goldman Sachs Bank USA
4/02/25
10,378
USD
214,656
BRL
1,200,000
Goldman Sachs Bank USA
4/02/25
12,272
USD
108,061
BRL
600,000
Goldman Sachs Bank USA
4/02/25
6,869
USD
196,188
BRL
1,100,000
Goldman Sachs Bank USA
4/02/25
10,669
USD
107,311
BRL
600,000
Goldman Sachs Bank USA
4/02/25
6,119
USD
90,358
BRL
500,000
Goldman Sachs Bank USA
4/02/25
6,031
USD
3,083,480
BRL
17,668,340
Goldman Sachs Bank USA
4/02/25
103,646
USD
31,121
BRL
200,000
Goldman Sachs Bank USA
10/02/25
(1,470)
USD
29,117
CAD
42,200
Bank of America NA
3/04/25
(52)
USD
76,319
CAD
109,000
Barclays Bank PLC
3/04/25
977
USD
11,310,865
CAD
16,242,073
JPMorgan Chase Bank NA
3/04/25
84,272
USD
8,820,929
CAD
12,500,000
Deutsche Bank AG
3/19/25
174,995
USD
600,000
CAD
844,137
UBS AG
3/19/25
16,132
USD
2,643,354
CAD
3,762,770
Morgan Stanley
4/02/25
39,090
USD
8,303,339
CHF
7,499,773
Bank of America NA
3/04/25
(2,518)
USD
20,029
CHF
18,060
JPMorgan Chase Bank NA
3/04/25
27
USD
500,000
CHF
454,936
Goldman Sachs Bank USA
3/19/25
(4,737)
USD
8,360,019
CHF
7,492,806
Deutsche Bank AG
4/02/25
33,090
USD
4,074,532
CLP
3,902,057,060
Citibank NA
3/14/25
10,216
USD
500,000
CLP
496,690,000
Bank of America NA
3/19/25
(17,299)
USD
1,100,000
CNY
8,000,292
Barclays Bank PLC
3/19/25
422
USD
1,187,980
CNY
8,597,352
BNP Paribas SA
5/12/25
1,879
USD
214,481
CNY
1,560,650
BNP Paribas SA
5/12/25
(828)
USD
214,020
CNY
1,552,522
BNP Paribas SA
5/12/25
(168)
USD
240,770
CNY
1,755,424
BNP Paribas SA
5/12/25
(1,410)
USD
245,713
CNY
1,798,570
Bank of America NA
5/12/25
(2,420)
USD
238,780
CNY
1,748,825
Goldman Sachs Bank USA
5/12/25
(2,490)
USD
255,906
CNY
1,869,233
JPMorgan Chase Bank NA
5/12/25
(1,976)
USD
579,108
CNY
4,211,777
BNP Paribas SA
6/18/25
(3,502)
USD
299,574
CNY
2,165,908
BNP Paribas SA
6/18/25
(33)
USD
243,843
CNY
1,783,395
BNP Paribas SA
6/18/25
(2,852)
USD
289,294
CNY
2,110,646
BNP Paribas SA
6/18/25
(2,669)
USD
632,123
CNY
4,619,134
Bank of America NA
6/18/25
(6,836)
USD
473,440
CNY
3,455,497
JPMorgan Chase Bank NA
6/18/25
(4,555)
USD
243,461
CNY
1,759,907
JPMorgan Chase Bank NA
7/16/25
(517)
USD
246,425
CNY
1,775,689
JPMorgan Chase Bank NA
7/16/25
259
USD
2,686,828
COP
12,001,256,370
Citibank NA
3/19/25
(196,401)
USD
400,000
CZK
9,558,905
Citibank NA
3/19/25
4,628
USD
400,000
CZK
9,804,904
State Street Bank & Trust Co
3/19/25
(5,547)
USD
3,891,577
CZK
94,648,640
BNP Paribas SA
4/17/25
(25,616)
USD
278,041
CZK
6,812,788
Bank of America NA
4/17/25
(3,918)
USD
4,895,579
EUR
4,699,633
BNP Paribas SA
3/04/25
20,415
USD
528,018
EUR
515,000
BNP Paribas SA
3/04/25
(6,217)
USD
4,458,227
EUR
4,250,000
Bank of America NA
3/19/25
46,023
USD
624,843
EUR
595,633
Deutsche Bank AG
4/02/25
6,024
USD
39,620
EUR
38,000
JPMorgan Chase Bank NA
4/02/25
141
USD
87,357
EUR
84,000
Barclays Bank PLC
3/03/25
219
USD
39,816
EUR
38,000
BNP Paribas SA
3/04/25
397
USD
79,400
EUR
76,000
Bank of America NA
4/02/25
441
USD
155,439
EUR
149,000
Bank of America NA
3/04/25
874
USD
173,138
EUR
166,000
BNP Paribas SA
3/04/25
938
USD
90,302
EUR
86,000
Barclays Bank PLC
3/04/25
1,090
USD
167,520
EUR
160,000
JPMorgan Chase Bank NA
3/04/25
1,544
USD
185,294
EUR
177,000
Bank of America NA
3/04/25
1,683
USD
226,455
EUR
216,000
JPMorgan Chase Bank NA
3/04/25
2,387
USD
906,933
EUR
870,633
BNP Paribas SA
3/04/25
3,782
USD
1,171,925
EUR
1,117,633
BNP Paribas SA
4/02/25
10,786
USD
12,264,289
GBP
9,862,075
Citibank NA
3/04/25
(141,215)
USD
12,403,736
GBP
9,789,075
Morgan Stanley
4/02/25
90,853
USD
85,006
GBP
68,000
JPMorgan Chase Bank NA
3/04/25
(531)
USD
124,571
GBP
99,000
Bank of America NA
3/04/25
38
USD
81,861
GBP
65,000
JPMorgan Chase Bank NA
3/03/25
98
USD
95,747
GBP
76,000
Bank of America NA
3/04/25
146
USD
71,845
GBP
57,000
JPMorgan Chase Bank NA
4/02/25
149
USD
41,729
GBP
33,000
NatWest Markets PLC
3/04/25
218
USD
68,295
GBP
54,000
Bank of America NA
3/04/25
368
USD
72,238
GBP
57,000
Citibank NA
3/04/25
537
USD
1,760,886
GBP
1,391,000
State Street Bank & Trust Co
3/04/25
11,147
USD
1,188,166
HKD
9,231,099
Bank of America NA
5/19/25
(442)
USD
300,000
HUF
115,744,754
BNP Paribas SA
3/19/25
2,271
USD
300,000
HUF
117,673,770
Bank of America NA
3/19/25
(2,691)
USD
377,391
HUF
148,133,515
Citibank NA
3/19/25
(3,651)
USD
222,609
HUF
87,509,664
JPMorgan Chase Bank NA
3/19/25
(2,491)
USD
300,000
HUF
118,573,905
JPMorgan Chase Bank NA
3/19/25
(5,006)
USD
5,340,237
HUF
2,079,816,763
Morgan Stanley
3/19/25
(9,655)
USD
629,348
IDR
10,247,673,484
BNP Paribas SA
3/05/25
11,290
USD
828,058
IDR
13,572,698,678
Citibank NA
3/05/25
9,461
USD
50,898
IDR
834,676,302
JPMorgan Chase Bank NA
3/05/25
557
USD
109,836
IDR
1,804,528,595
BNP Paribas SA
3/12/25
1,030
USD
109,836
IDR
1,804,528,595
BNP Paribas SA
3/12/25
1,030
USD
77,669
IDR
1,287,872,669
Deutsche Bank AG
3/12/25
16
USD
55,096
IDR
909,084,000
Goldman Sachs Bank USA
3/12/25
282
USD
607,000
IDR
9,967,737,841
BNP Paribas SA
3/19/25
6,135
USD
920,000
IDR
14,812,027,048
BNP Paribas SA
3/19/25
27,116
USD
836,000
IDR
13,462,458,368
BNP Paribas SA
3/19/25
24,470
USD
600,000
IDR
9,766,676,400
BNP Paribas SA
3/19/25
11,255
USD
39,000
IDR
641,577,690
Goldman Sachs Bank USA
3/19/25
325
USD
2,354,000
IDR
38,716,473,400
JPMorgan Chase Bank NA
3/19/25
20,132
USD
1,344,000
IDR
21,639,475,200
JPMorgan Chase Bank NA
3/19/25
39,551
USD
15,405
ILS
56,000
Goldman Sachs Bank USA
3/17/25
(118)
USD
38,158
ILS
137,000
UBS AG
3/17/25
182
USD
1,000,000
ILS
3,628,137
BNP Paribas SA
3/19/25
(5,735)
USD
500,000
ILS
1,812,522
JPMorgan Chase Bank NA
3/19/25
(2,439)
USD
292,506
ILS
1,068,100
Citibank NA
5/30/25
(3,970)
USD
74,559
INR
6,426,031
BNP Paribas SA
3/21/25
1,144
USD
110,095
INR
9,429,196
Citibank NA
3/21/25
2,370
USD
47,184
INR
4,042,017
Citibank NA
3/21/25
1,006
USD
47,115
INR
4,031,324
Citibank NA
3/21/25
1,059
USD
108,895
INR
9,314,769
Citibank NA
3/21/25
2,477
USD
47,115
INR
4,030,382
Citibank NA
3/21/25
1,069
USD
77,808
INR
6,709,306
Citibank NA
3/21/25
1,157
USD
109,936
INR
9,404,310
Citibank NA
3/21/25
2,495
USD
201,735
INR
17,454,549
Citibank NA
3/21/25
2,324
USD
167,536
INR
14,486,017
Citibank NA
3/21/25
2,039
USD
55,726
INR
4,764,935
Citibank NA
3/21/25
1,289
USD
46,271
INR
3,961,816
Citibank NA
3/21/25
1,009
USD
84,831
INR
7,265,054
Citibank NA
3/21/25
1,831
USD
77,512
INR
6,691,844
JPMorgan Chase Bank NA
3/21/25
1,060
USD
31,005
INR
2,676,538
JPMorgan Chase Bank NA
3/21/25
427
USD
77,173
INR
6,663,117
JPMorgan Chase Bank NA
3/21/25
1,050
USD
30,869
INR
2,665,785
JPMorgan Chase Bank NA
3/21/25
413
USD
1,281,627
JPY
198,363,178
BNP Paribas SA
3/04/25
(36,094)
USD
419,062
JPY
64,827,047
Bank of America NA
3/04/25
(11,582)
USD
468,872
JPY
72,644,870
Bank of America NA
3/04/25
(13,706)
USD
75,492
JPY
11,601,233
Barclays Bank PLC
3/04/25
(1,575)
USD
16,708
JPY
2,580,614
Citibank NA
3/04/25
(435)
USD
545,855
JPY
83,857,956
Deutsche Bank AG
3/04/25
(11,211)
USD
1,700,000
JPY
265,967,157
BNP Paribas SA
3/19/25
(69,946)
USD
3,400,000
JPY
526,669,074
BNP Paribas SA
3/19/25
(104,854)
USD
500,000
JPY
78,311,145
Citibank NA
3/19/25
(21,141)
USD
973,505
JPY
146,215,924
Barclays Bank PLC
4/02/25
(1,134)
USD
925,552
JPY
137,966,575
JPMorgan Chase Bank NA
4/02/25
5,901
USD
850,096
JPY
126,480,683
UBS AG
4/02/25
7,007
USD
383,832
KRW
558,882,422
Bank of America NA
3/12/25
1,263
USD
549,035
KRW
800,630,289
Citibank NA
3/12/25
984
USD
107,166
KRW
158,631,400
BNP Paribas SA
3/19/25
(1,465)
USD
12,107
KRW
17,780,394
BNP Paribas SA
3/19/25
(69)
USD
500,000
KRW
729,320,000
Bank of America NA
3/19/25
562
USD
84,868
KRW
124,220,019
Citibank NA
3/19/25
(198)
USD
303,274
KRW
444,490,505
Citibank NA
3/19/25
(1,113)
USD
4,599
KRW
6,699,173
Citibank NA
3/19/25
11
USD
1,037,297
KRW
1,506,570,163
Citibank NA
3/19/25
5,599
USD
600,000
KRW
855,510,000
JPMorgan Chase Bank NA
3/19/25
14,148
USD
807,727
KRW
1,170,073,332
JPMorgan Chase Bank NA
3/19/25
6,462
USD
358,609
KRW
512,567,016
Citibank NA
6/12/25
6,044
USD
249,858
KRW
357,397,308
Deutsche Bank AG
6/12/25
4,025
USD
196,311
KRW
279,452,635
Deutsche Bank AG
6/18/25
4,031
USD
825,702
MXN
16,991,000
BNP Paribas SA
3/05/25
(825)
USD
307,898
MXN
6,318,000
BNP Paribas SA
3/19/25
1,205
USD
50,590
MXN
1,038,000
Deutsche Bank AG
3/19/25
202
USD
400,000
MXN
8,210,312
Goldman Sachs Bank USA
3/19/25
1,450
USD
364,231
MXN
7,553,000
Goldman Sachs Bank USA
3/19/25
(2,412)
USD
806,446
MXN
16,515,216
Royal Bank of Canada
3/19/25
4,754
USD
4,875,187
NOK
55,139,061
Barclays Bank PLC
3/04/25
(20,275)
USD
477,079
NOK
5,328,662
Bank of America NA
4/02/25
3,972
USD
4,413,143
NOK
49,188,847
Barclays Bank PLC
4/02/25
45,892
USD
55,100
NOK
621,586
Barclays Bank PLC
4/02/25
(88)
USD
7,004,438
NZD
12,400,000
Barclays Bank PLC
3/04/25
64,778
USD
650,209
NZD
1,161,207
BNP Paribas SA
3/19/25
171
USD
189,701
NZD
338,793
BNP Paribas SA
3/19/25
46
USD
5,648,589
NZD
9,800,000
Bank of America NA
3/19/25
162,603
USD
1,485,091
NZD
2,600,000
Deutsche Bank AG
4/02/25
29,275
USD
335,880
PEN
1,233,351
Citibank NA
3/19/25
1,230
USD
1,570,000
PEN
5,920,470
Citibank NA
3/19/25
(36,423)
USD
1,230,000
PEN
4,630,950
Citibank NA
3/19/25
(26,533)
USD
1,269,910
PEN
4,830,992
Deutsche Bank AG
3/19/25
(40,901)
USD
2,629,883
PHP
153,240,665
JPMorgan Chase Bank NA
4/14/25
(10,964)
USD
1,303,140
PLN
5,291,992
Deutsche Bank AG
3/17/25
(4,442)
USD
2,804,413
PLN
11,454,092
JPMorgan Chase Bank NA
3/17/25
(25,743)
USD
96,267
PLN
385,000
JPMorgan Chase Bank NA
3/17/25
1,138
USD
200,000
PLN
790,061
Barclays Bank PLC
3/19/25
4,801
USD
200,000
PLN
790,089
Barclays Bank PLC
3/19/25
4,794
USD
363,447
PLN
1,488,534
Goldman Sachs Bank USA
3/19/25
(4,322)
USD
36,553
PLN
149,709
JPMorgan Chase Bank NA
3/19/25
(435)
USD
400,000
PLN
1,633,346
Morgan Stanley
3/19/25
(3,547)
USD
6,691,865
SEK
73,459,556
UBS AG
3/04/25
(130,730)
USD
400,000
SEK
4,415,396
Canadian Imperial Bank of Commerce
3/19/25
(10,474)
USD
6,833,325
SEK
72,957,691
UBS AG
4/02/25
44,811
USD
45,777
SGD
61,663
BNP Paribas SA
3/04/25
150
USD
469,584
SGD
632,166
Bank of America NA
3/04/25
1,815
USD
98,634
SGD
133,718
Bank of America NA
3/04/25
(310)
USD
133,135
SGD
179,769
Citibank NA
3/04/25
116
USD
246,323
SGD
330,630
Goldman Sachs Bank USA
3/04/25
1,675
USD
1,330,791
SGD
1,802,862
JPMorgan Chase Bank NA
3/04/25
(3,230)
USD
53,940
SGD
72,814
Morgan Stanley
3/04/25
62
USD
900,000
SGD
1,203,699
Canadian Imperial Bank of Commerce
3/19/25
8,655
USD
76,416
SGD
102,132
Deutsche Bank AG
4/02/25
733
USD
295,827
SGD
396,142
Deutsche Bank AG
4/02/25
2,275
USD
107,782
SGD
145,183
Deutsche Bank AG
4/02/25
198
USD
399,616
SGD
533,699
JPMorgan Chase Bank NA
4/02/25
4,131
USD
1,422,713
SGD
1,904,287
Morgan Stanley
4/02/25
11,586
USD
32,412
TRY
1,184,000
HSBC Bank PLC
3/03/25
(40)
USD
128,024
TRY
4,675,455
HSBC Bank PLC
3/03/25
(125)
USD
83,001
TRY
3,033,361
BNP Paribas SA
3/04/25
(140)
USD
28,080
TRY
1,069,146
Barclays Bank PLC
3/05/25
(1,197)
USD
21,121
TRY
805,143
Barclays Bank PLC
3/06/25
(907)
USD
11,498
TRY
438,482
Barclays Bank PLC
3/11/25
(444)
USD
25,396
TRY
972,909
Barclays Bank PLC
3/14/25
(1,028)
USD
36,680
TRY
1,384,203
JPMorgan Chase Bank NA
4/09/25
(19)
USD
40,496
TRY
1,554,118
BNP Paribas SA
4/15/25
(479)
USD
27,256
TRY
1,051,973
Barclays Bank PLC
4/24/25
(248)
USD
20,223
TRY
773,346
Barclays Bank PLC
4/24/25
3
USD
13,577
TRY
524,743
Barclays Bank PLC
4/28/25
(91)
USD
24,326
TRY
945,549
UBS AG
5/13/25
31
USD
13,241
TRY
523,605
Barclays Bank PLC
5/27/25
(43)
USD
1,123
TRY
44,157
JPMorgan Chase Bank NA
5/27/25
2
USD
83,540
TRY
3,333,394
Barclays Bank PLC
6/10/25
(16)
USD
1,300,000
TWD
42,009,500
Bank of America NA
3/19/25
22,298
USD
271,734
TWD
8,934,614
BNP Paribas SA
4/25/25
(838)
USD
276,652
TWD
9,066,163
BNP Paribas SA
4/25/25
67
USD
265,066
TWD
8,773,154
BNP Paribas SA
4/25/25
(2,580)
USD
245,583
TWD
7,920,052
BNP Paribas SA
4/25/25
3,963
USD
275,935
TWD
9,103,372
BNP Paribas SA
4/25/25
(1,785)
USD
280,688
TWD
9,215,829
Citibank NA
4/25/25
(463)
USD
283,670
TWD
9,301,823
Citibank NA
4/25/25
(104)
USD
284,639
TWD
9,328,132
Citibank NA
4/25/25
62
USD
283,167
TWD
9,202,928
Citibank NA
4/25/25
2,410
USD
283,044
TWD
9,256,954
Citibank NA
4/25/25
639
USD
268,960
TWD
8,854,836
Citibank NA
4/25/25
(1,178)
USD
134,526
TWD
4,422,811
Citibank NA
4/25/25
(402)
USD
283,477
TWD
9,292,376
Citibank NA
4/25/25
(9)
USD
278,452
TWD
9,130,720
JPMorgan Chase Bank NA
4/25/25
(102)
USD
219,016
TWD
7,107,507
BNP Paribas SA
7/16/25
761
USD
243,424
TWD
7,921,747
BNP Paribas SA
7/16/25
166
USD
223,345
TWD
7,267,870
Citibank NA
7/16/25
166
USD
248,894
TWD
8,097,020
Citibank NA
7/16/25
254
USD
223,315
TWD
7,259,301
Citibank NA
7/16/25
399
USD
222,483
TWD
7,226,915
JPMorgan Chase Bank NA
7/16/25
561
USD
245,016
TWD
7,977,721
JPMorgan Chase Bank NA
7/16/25
39
USD
290,000
ZAR
5,450,520
BNP Paribas SA
3/19/25
(946)
USD
800,000
ZAR
15,042,183
BNP Paribas SA
3/19/25
(2,944)
USD
1,300,000
ZAR
24,511,380
BNP Paribas SA
3/19/25
(8,405)
USD
289,000
ZAR
5,496,252
BNP Paribas SA
3/19/25
(4,387)
USD
700,000
ZAR
13,475,722
BNP Paribas SA
3/19/25
(19,327)
USD
110,000
ZAR
2,071,528
Barclays Bank PLC
3/19/25
(577)
USD
475,873
ZAR
9,024,445
Barclays Bank PLC
3/19/25
(5,847)
USD
511,000
ZAR
9,695,714
Citibank NA
3/19/25
(6,552)
ZAR
991,271
USD
53,149
BNP Paribas SA
3/19/25
(235)
ZAR
47,310,986
USD
2,563,000
BNP Paribas SA
3/19/25
(37,563)
ZAR
17,308,968
USD
937,000
BNP Paribas SA
3/19/25
(13,056)
ZAR
12,558,383
USD
700,000
JPMorgan Chase Bank NA
3/19/25
(29,640)
 
  
  
  
  
  
  
TOTAL FORWARD FOREIGN CURRENCY CONTRACTS
  
(985,679)
Unrealized Appreciation
  
  
2,363,337
Unrealized Depreciation
  
  
(3,349,016)
 
 Credit Default Swaps
Underlying Reference
Rating(2)
Maturity
Date
Clearinghouse /
Counterparty(4)
Fixed
Payment
Received/
(Paid)
Payment
Frequency
Notional
Amount(3)(1)
Value ($)(2)
Upfront
Premium
Received/
(Paid) ($)(5)
Unrealized
Appreciation/
(Depreciation) ($)
Sell Protection
  
  
  
  
  
  
  
  
  
  
5Y CDX NA HY Series 43 Index
NR
Dec 2029
Barclays Bank PLC
5%
Quarterly
  
14,000,000
1,206,955
(1,015,257)
191,698
iTraxx Europe Series 42 Index
NR
Dec 2029
Bank of America NA
1%
Quarterly
EUR
104,000,000
2,473,703
(2,177,715)
295,988
iTraxx Crossover Series 42 V2 Index
NR
Dec 2029
Bank of America NA
5%
Quarterly
EUR
27,626,760
2,785,053
(2,342,322)
442,731
5Y CDX EM Series 42 Index
NR
Dec 2029
Bank of America NA
1%
Quarterly
  
2,000,000
(43,860)
54,700
10,840
5Y CDX NA IG Series 43 Index
NR
Dec 2029
JP Morgan Securities PLC
1%
Quarterly
  
88,000,000
2,113,725
(1,915,948)
197,777
iTraxx Europe Senior Financials Series 42 Index
NR
Dec 2029
JP Morgan Securities PLC
1%
Quarterly
EUR
1,000,000
22,037
(19,925)
2,112
5Y CDX EM Series 40 Index
NR
Dec 2028
ICE
1%
Quarterly
  
7,300,000
264,123
0
264,123
5Y CDX EM Series 41 Index
NR
Jun 2029
ICE
1%
Quarterly
  
900,000
7,404
0
7,404
iTraxx Crossover Series 42 V2 Index
NR
Dec 2029
ICE
5%
Quarterly
EUR
1,973,340
27
0
27
5Y CDX EM Series 42 Index
NR
Dec 2029
ICE
1%
Quarterly
  
4,300,000
(3,690)
0
(3,690)
5Y CDX NA IG Series 43 Index
NR
Dec 2029
ICE
1%
Quarterly
  
18,100,000
(6,661)
0
(6,661)
iTraxx Europe Series 42 Index
NR
Dec 2029
ICE
1%
Quarterly
EUR
24,000,000
(1,069)
0
(1,069)
5Y CDX NA HY Series 43 Index
NR
Dec 2029
ICE
5%
Quarterly
  
2,800,000
(8,316)
0
(8,316)
 
  
  
  
  
  
  
  
  
  
  
TOTAL CREDIT DEFAULT SWAPS
  
  
  
  
  
  
  
8,809,431
(7,416,467)
1,392,964
 
(1)Notional amount is stated in U.S. Dollars unless otherwise noted.
 
(2)Ratings are presented for credit default swaps in which the Fund has sold protection on the underlying referenced debt. Ratings for an underlying index represent a weighted average of the ratings of all securities included in the index. The credit rating or value can be measures of the current payment/performance risk. Ratings are from Moody's Investors Service, Inc. Where Moody's® ratings are not available, S&P® ratings are disclosed and are indicated as such. All ratings are as of the report date and do not reflect subsequent changes.
 
(3)The notional amount of each credit default swap where the Fund has sold protection approximates the maximum potential amount of future payments that the Fund could be required to make if a credit event were to occur.
 
(4)Swaps with Intercontinental Exchange (ICE) are centrally cleared swaps.
 
(5)Any premiums for centrally cleared swaps are recorded periodically throughout the term of the swap to variation margin and included in unrealized appreciation (depreciation).
 
 
 Interest Rate Swaps
Payment Received
Payment
Frequency
Payment Paid
Payment
Frequency
Clearinghouse /
Counterparty(2)
Maturity
Date
Notional
Amount(4)
Value ($)
 
Upfront
Premium
Received/
(Paid) ($)(3)
Unrealized
Appreciation/
(Depreciation) ($)
 
BRAZIL CETIP INTRBK DEP OVR RT(1)
At Maturity
13.19%
At Maturity
CME
Jan 2027
BRL
18,500,000
(14,777)
0
(14,777)
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
8.055%
Quarterly
CME
Nov 2027
ZAR
44,800,000
(46,355)
0
(46,355)
BRAZIL CETIP INTRBK DEPOSIT RT(1)
At Maturity
13.72%
At Maturity
CME
Jan 2027
BRL
20,200,000
17,632
0
17,632
5.61%
Semi-Annual
WIBO (POL)(6 MO) OFFERED RATE WARSAW INTERBANK 6 MONTHS OFFERED RATE(1)
Semi-Annual
CME
Dec 2027
PLN
7,100,000
39,504
0
39,504
7.9%
Quarterly
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
CME
Jan 2028
ZAR
31,600,000
24,238
0
24,238
BRAZIL CETIP INTRBK DEPOSIT RT(1)
At Maturity
13.165%
At Maturity
CME
Jan 2027
BRL
7,000,000
4,669
0
4,669
CHILE INTERBANK RATE AVG(1)
Semi-Annual
6.385%
Semi-Annual
CME
Mar 2028
CLP
1,683,100,000
(74,374)
0
(74,374)
BUBOR (HUNG)(6 MO) RATE BUDAPEST INTERBANK OFFER RATE(1)
Semi-Annual
9.49%
Annual
CME
Apr 2028
HUF
611,500,000
(266,397)
0
(266,397)
8.7%
Quarterly
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
CME
Apr 2028
COP
8,197,300,000
32,615
0
32,615
12.058%
At Maturity
BRAZIL CETIP INTRBK DEPOSIT RT(1)
At Maturity
CME
Jan 2029
BRL
28,700,000
(258,640)
0
(258,640)
11.8374%
At Maturity
BRAZIL CETIP INTRBK DEPOSIT RT(1)
At Maturity
CME
Jan 2029
BRL
18,600,000
(195,575)
0
(195,575)
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
9.19%
Quarterly
CME
Oct 2028
COP
8,320,000,000
(66,584)
0
(66,584)
BUBOR (HUNG)(6 MO) RATE BUDAPEST INTERBANK OFFER RATE(1)
Semi-Annual
7.74%
Semi-Annual
CME
Oct 2028
HUF
1,451,000,000
(229,541)
0
(229,541)
8.352%
Quarterly
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
CME
Nov 2028
ZAR
133,700,000
155,769
0
155,769
8.07%
Quarterly
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
CME
Nov 2028
COP
13,692,000,000
(12,365)
0
(12,365)
5.475%
Semi-Annual
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
CME
Nov 2028
CLP
2,748,000,000
47,825
0
47,825
5.54%
Semi-Annual
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
CME
Nov 2028
CLP
1,049,000,000
21,009
0
21,009
PRIBOR (CEZCH)(6 MO) RATE(1)
Semi-Annual
4.02%
Annual
CME
Nov 2033
CZK
4,200,000
(8,886)
0
(8,886)
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
8.25%
Quarterly
CME
Nov 2028
ZAR
110,200,000
(231,774)
0
(231,774)
10.5325%
At Maturity
BRAZIL CETIP INTRBK DEPOSIT RT(1)
At Maturity
CME
Jan 2029
BRL
13,600,000
(252,724)
0
(252,724)
BRAZIL CETIP INTRBK DEPOSIT RT(1)
At Maturity
10.0375%
At Maturity
CME
Jan 2029
BRL
6,600,000
141,698
0
141,698
10.21%
At Maturity
BRAZIL CETIP INTRBK DEPOSIT RT(1)
At Maturity
CME
Jan 2029
BRL
8,502,000
(172,188)
0
(172,188)
BRAZIL CETIP INTRBK DEPOSIT RT(1)
At Maturity
10.2344%
At Maturity
CME
Jan 2029
BRL
17,100,000
343,269
0
343,269
BRAZIL CETIP INTRBK DEPOSIT RT(1)
At Maturity
10.095%
At Maturity
CME
Jan 2029
BRL
20,300,000
424,584
0
424,584
12.025%
At Maturity
BRAZIL CETIP INTRBK DEPOSIT RT(1)
At Maturity
CME
Jan 2029
BRL
10,400,000
(103,074)
0
(103,074)
4.76%
Semi-Annual
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
CME
Aug 2029
CLP
2,436,300,000
(44,184)
0
(44,184)
7.43625%
Quarterly
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
CME
Aug 2029
COP
4,283,900,000
(31,234)
0
(31,234)
4.43%
Semi-Annual
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
CME
Sep 2029
CLP
3,785,000,000
(139,914)
0
(139,914)
WIBO (POL)(6 MO) RATE WARSAW INTERBANK OFFER/BID RT(1)
Semi-Annual
4.715%
Annual
CME
Oct 2029
PLN
8,300,000
9,671
0
9,671
BRAZIL CETIP INTRBK DEP OVR RT(1)
At Maturity
13.08%
At Maturity
CME
Jan 2027
BRL
4,700,000
11,086
0
11,086
BUBOR (HUNG)(6 MO) RATE BUDAPEST INTERBANK OFFER RATE(1)
Semi-Annual
9.05%
Annual
CME
Dec 2027
HUF
1,832,500,000
(611,391)
0
(611,391)
7.73%
Quarterly
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
CME
Jan 2028
ZAR
58,000,000
16,611
0
16,611
7.705%
Quarterly
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
CME
Jan 2028
ZAR
86,300,000
38,239
0
38,239
12.26%
At Maturity
BRAZIL CETIP INTRBK DEPOSIT RT(1)
At Maturity
CME
Jan 2027
BRL
13,600,000
(59,183)
0
(59,183)
8.65%
Semi-Annual
BUBOR (HUNG)(6 MO) RATE BUDAPEST INTERBANK OFFER RATE(1)
Semi-Annual
CME
Jan 2028
HUF
174,100,000
40,798
0
40,798
12.16%
At Maturity
BRAZIL CETIP INTRBK DEPOSIT RT(1)
At Maturity
CME
Jan 2027
BRL
6,500,000
(31,681)
0
(31,681)
8.5%
Annual
BUBOR (HUNG)(6 MO) RATE BUDAPEST INTERBANK OFFER RATE(1)
Semi-Annual
CME
Jan 2028
HUF
1,825,400,000
440,709
0
440,709
BRAZIL CETIP INTRBK DEPOSIT RT(1)
At Maturity
12.71%
At Maturity
CME
Jan 2027
BRL
6,800,000
10,253
0
10,253
5.3%
Annual
WIBO (POL)(6 MO) RATE WARSAW INTERBANK OFFER/BID RT(1)
Semi-Annual
CME
Jan 2028
PLN
6,000,000
33,517
0
33,517
CHILE INTERBANK RATE AVG(1)
Semi-Annual
5.94%
Semi-Annual
CME
Feb 2028
CLP
2,185,200,000
(66,178)
0
(66,178)
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
8.205%
Quarterly
CME
Feb 2028
ZAR
56,800,000
(67,914)
0
(67,914)
WIBO (POL)(6 MO) RATE WARSAW INTERBANK OFFER/BID RT(1)
Semi-Annual
6.04%
Annual
CME
Feb 2028
PLN
13,500,000
(107,837)
0
(107,837)
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
10.24%
Quarterly
CME
Feb 2028
COP
12,000,000,000
(143,485)
0
(143,485)
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
8.43%
Quarterly
CME
Feb 2028
ZAR
85,300,000
(130,113)
0
(130,113)
CHILE INTERBANK RATE AVG(1)
Semi-Annual
6.37%
Semi-Annual
CME
Mar 2028
CLP
936,200,000
(43,429)
0
(43,429)
CHILE INTERBANK RATE AVG(1)
Semi-Annual
6.38%
Semi-Annual
CME
Mar 2028
CLP
992,300,000
(46,401)
0
(46,401)
PRIBOR (CEZCH)(6 MO) RATE(1)
Semi-Annual
3.34%
Annual
CME
Jan 2032
CZK
35,700,000
(181,894)
0
(181,894)
PRIBOR (CEZCH)(6 MO) RATE(1)
Semi-Annual
5.215%
Annual
CME
Feb 2028
CZK
87,200,000
(244,873)
0
(244,873)
CHILE INTERBANK RATE AVG(1)
Semi-Annual
6.49%
Semi-Annual
CME
Mar 2028
CLP
2,011,100,000
(114,805)
0
(114,805)
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
9.83%
Quarterly
CME
Mar 2028
COP
6,277,100,000
(64,971)
0
(64,971)
12.7464%
At Maturity
BRAZIL CETIP INTRBK DEPOSIT RT(1)
At Maturity
CME
Jan 2029
BRL
7,700,000
(32,388)
0
(32,388)
WIBO (POL)(6 MO) RATE WARSAW INTERBANK OFFER/BID RT(1)
Semi-Annual
5.43%
Annual
CME
Mar 2028
PLN
3,100,000
(30,453)
0
(30,453)
5.3%
Semi-Annual
CHILE INTERBANK RATE AVG(1)
Semi-Annual
CME
Mar 2028
CLP
2,179,800,000
14,765
0
14,765
4.22%
Annual
PRIBOR (CEZCH)(6 MO) RATE(1)
Semi-Annual
CME
Mar 2033
CZK
49,700,000
171,689
0
171,689
4.51%
Annual
PRIBOR (CEZCH)(6 MO) RATE(1)
Semi-Annual
CME
Mar 2028
CZK
85,800,000
254,356
0
254,356
9.05%
Quarterly
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
CME
Mar 2028
COP
10,329,000,000
61,984
0
61,984
5.38%
Semi-Annual
CHILE INTERBANK RATE AVG(1)
Semi-Annual
CME
Mar 2028
CLP
5,416,600,000
53,067
0
53,067
12.56%
At Maturity
BRAZIL CETIP INTRBK DEPOSIT RT(1)
At Maturity
CME
Jan 2029
BRL
7,700,000
(43,896)
0
(43,896)
8.75%
Quarterly
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
CME
Mar 2028
COP
6,718,000,000
29,003
0
29,003
BUBOR (HUNG)(6 MO) RATE BUDAPEST INTERBANK OFFER RATE(1)
Semi-Annual
9.51%
Semi-Annual
CME
Apr 2028
HUF
757,400,000
(329,770)
0
(329,770)
BUBOR (HUNG)(6 MO) RATE BUDAPEST INTERBANK OFFER RATE(1)
Semi-Annual
9.5%
Annual
CME
Apr 2028
HUF
250,700,000
(109,483)
0
(109,483)
11.94%
At Maturity
BRAZIL CETIP INTRBK DEPOSIT RT(1)
At Maturity
CME
Jan 2029
BRL
5,300,000
(51,964)
0
(51,964)
PRIBOR (CEZCH)(6 MO) RATE(1)
Semi-Annual
5.09%
Semi-Annual
CME
Apr 2028
CZK
50,200,000
(172,406)
0
(172,406)
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
8.12%
Quarterly
CME
Mar 2028
ZAR
23,700,000
(42,612)
0
(42,612)
8.8%
Annual
BUBOR (HUNG)(6 MO) RATE BUDAPEST INTERBANK OFFER RATE(1)
Semi-Annual
CME
Apr 2028
HUF
414,900,000
149,908
0
149,908
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
8.51%
Quarterly
CME
Apr 2028
ZAR
76,200,000
(131,727)
0
(131,727)
8.74%
Annual
BUBOR (HUNG)(6 MO) RATE BUDAPEST INTERBANK OFFER RATE(1)
Semi-Annual
CME
Apr 2028
HUF
785,400,000
279,427
0
279,427
4.695%
Annual
PRIBOR (CEZCH)(6 MO) RATE(1)
Semi-Annual
CME
May 2028
CZK
50,000,000
154,576
0
154,576
11.66%
At Maturity
BRAZIL CETIP INTRBK DEPOSIT RT(1)
At Maturity
CME
Jan 2029
BRL
12,100,000
(136,502)
0
(136,502)
11.31%
At Maturity
BRAZIL CETIP INTRBK DEPOSIT RT(1)
At Maturity
CME
Jan 2029
BRL
16,300,000
(228,811)
0
(228,811)
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
9.35%
Quarterly
CME
May 2028
ZAR
129,700,000
(374,878)
0
(374,878)
11.1064%
At Maturity
BRAZIL CETIP INTRBK DEPOSIT RT(1)
At Maturity
CME
Jan 2029
BRL
11,800,000
(181,571)
0
(181,571)
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
5.7975%
Semi-Annual
CME
May 2028
CLP
2,024,600,000
(64,562)
0
(64,562)
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
5.65%
Semi-Annual
CME
Jun 2028
CLP
1,071,300,000
(27,385)
0
(27,385)
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
5.6985%
Semi-Annual
CME
Jun 2028
CLP
1,688,700,000
(46,606)
0
(46,606)
11.08%
At Maturity
BRAZIL CETIP INTRBK DEPOSIT RT(1)
At Maturity
CME
Jan 2029
BRL
50,700,000
(803,031)
0
(803,031)
PRIBOR (CEZCH)(6 MO) RATE(1)
Semi-Annual
4.42%
Annual
CME
Jun 2033
CZK
83,500,000
(311,437)
0
(311,437)
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
5.62%
Semi-Annual
CME
Jun 2028
CLP
2,772,000,000
(68,672)
0
(68,672)
5.54%
Annual
WIBO (POL)(6 MO) RATE WARSAW INTERBANK OFFER/BID RT(1)
Semi-Annual
CME
Jun 2028
PLN
27,600,000
228,846
0
228,846
5.29%
Semi-Annual
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
CME
Jun 2028
CLP
953,800,000
9,876
0
9,876
5.2367%
Semi-Annual
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
CME
Jun 2028
CLP
1,316,000,000
10,853
0
10,853
5.23%
Semi-Annual
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
CME
Jun 2028
CLP
967,400,000
7,703
0
7,703
5.15778%
Semi-Annual
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
CME
Jun 2028
CLP
6,635,800,000
38,838
0
38,838
8.106%
Quarterly
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
CME
Jun 2028
COP
14,886,400,000
(9,241)
0
(9,241)
8.712%
Annual
BUBOR (HUNG)(6 MO) RATE BUDAPEST INTERBANK OFFER RATE(1)
Semi-Annual
CME
Apr 2028
HUF
2,932,600,000
348,963
0
348,963
BRAZIL CETIP INTRBK DEPOSIT RT(1)
At Maturity
10.48%
At Maturity
CME
Jan 2029
BRL
17,400,000
342,012
0
342,012
4.93%
Annual
WIBO (POL)(6 MO) RATE WARSAW INTERBANK OFFER/BID RT(1)
Semi-Annual
CME
Jun 2028
PLN
18,600,000
140,912
0
140,912
9.185%
Quarterly
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
CME
Jun 2028
ZAR
86,900,000
152,328
0
152,328
4.611%
Annual
PRIBOR (CEZCH)(6 MO) RATE(1)
Semi-Annual
CME
Jun 2028
CZK
71,600,000
164,292
0
164,292
8.411%
Quarterly
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
CME
Jul 2028
ZAR
84,300,000
130,780
0
130,780
4.455%
Annual
PRIBOR (CEZCH)(6 MO) RATE(1)
Annual
CME
Jun 2033
CZK
34,700,000
75,479
0
75,479
5.278%
Semi-Annual
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
CME
Jul 2028
CLP
1,843,000,000
817
0
817
8.37%
Quarterly
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
CME
Jul 2028
ZAR
104,100,000
155,950
0
155,950
8.291%
Quarterly
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
CME
Jul 2028
ZAR
26,300,000
34,949
0
34,949
8.305%
Quarterly
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
CME
Jul 2028
ZAR
46,400,000
62,934
0
62,934
8.31%
Quarterly
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
CME
Jul 2028
ZAR
26,300,000
35,838
0
35,838
8.33%
Quarterly
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
CME
Jul 2028
ZAR
29,700,000
41,577
0
41,577
BRAZIL CETIP INTRBK DEPOSIT RT(1)
At Maturity
10.245%
At Maturity
CME
Jan 2029
BRL
7,900,000
163,463
0
163,463
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
5.455%
Semi-Annual
CME
Aug 2028
CLP
3,347,300,000
(50,206)
0
(50,206)
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
5.54%
Semi-Annual
CME
Aug 2028
CLP
2,555,300,000
(47,564)
0
(47,564)
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
5.55%
Semi-Annual
CME
Aug 2028
CLP
2,555,300,000
(48,554)
0
(48,554)
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
5.49%
Semi-Annual
CME
Aug 2028
CLP
1,468,400,000
(24,518)
0
(24,518)
BRAZIL CETIP INTRBK DEPOSIT RT(1)
At Maturity
10.285%
At Maturity
CME
Jan 2029
BRL
7,800,000
147,508
0
147,508
BRAZIL CETIP INTRBK DEPOSIT RT(1)
At Maturity
10.55%
At Maturity
CME
Jan 2029
BRL
13,300,000
247,768
0
247,768
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
5.59%
Semi-Annual
CME
Aug 2028
CLP
2,929,500,000
(60,446)
0
(60,446)
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
5.53%
Semi-Annual
CME
Aug 2028
CLP
1,578,900,000
(28,784)
0
(28,784)
BRAZIL CETIP INTRBK DEPOSIT RT(1)
At Maturity
10.77%
At Maturity
CME
Jan 2029
BRL
16,700,000
284,942
0
284,942
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
5.6314%
Semi-Annual
CME
Aug 2028
CLP
3,778,500,000
(82,754)
0
(82,754)
PRIBOR (CEZCH)(6 MO) RATE(1)
Semi-Annual
4.615%
Semi-Annual
CME
Jul 2028
CZK
113,100,000
(313,880)
0
(313,880)
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
8.7%
Quarterly
CME
Aug 2028
ZAR
63,200,000
(125,365)
0
(125,365)
WIBO (POL)(6 MO) RATE WARSAW INTERBANK OFFER/BID RT(1)
Semi-Annual
4.84%
Semi-Annual
CME
Aug 2028
PLN
1,800,000
(13,934)
0
(13,934)
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
8.625%
Quarterly
CME
Aug 2028
ZAR
63,100,000
(117,163)
0
(117,163)
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
8.55%
Quarterly
CME
Aug 2028
ZAR
75,100,000
(130,397)
0
(130,397)
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
8.13%
Quarterly
CME
Aug 2028
COP
7,433,900,000
(8,966)
0
(8,966)
8.22%
Quarterly
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
CME
Aug 2028
ZAR
60,200,000
72,277
0
72,277
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
8.22%
Quarterly
CME
Aug 2028
ZAR
66,200,000
(164,310)
0
(164,310)
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
7.96%
Quarterly
CME
Sep 2028
COP
8,428,900,000
(37,867)
0
(37,867)
BRAZIL CETIP INTRBK DEPOSIT RT(1)
At Maturity
11.025%
At Maturity
CME
Jan 2029
BRL
15,600,000
238,745
0
238,745
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
9.09%
Quarterly
CME
Sep 2028
ZAR
83,300,000
(176,810)
0
(176,810)
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
9.37%
Quarterly
CME
Oct 2028
COP
27,630,000,000
(260,969)
0
(260,969)
PRIBOR (CEZCH)(6 MO) RATE(1)
Semi-Annual
4.3525%
Annual
CME
Aug 2028
CZK
113,200,000
(332,121)
0
(332,121)
PRIBOR (CEZCH)(6 MO) RATE(1)
Semi-Annual
4.6375%
Semi-Annual
CME
Oct 2033
CZK
53,600,000
(149,239)
0
(149,239)
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
9.26%
Quarterly
CME
Oct 2028
COP
2,980,000,000
(25,553)
0
(25,553)
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
9.65%
Quarterly
CME
Oct 2028
COP
12,050,000,000
(137,986)
0
(137,986)
WIBO (POL)(6 MO) OFFERED RATE WARSAW INTERBANK 6 MONTHS OFFERED RATE(1)
Semi-Annual
4.735%
Semi-Annual
CME
Oct 2028
PLN
6,100,000
21,182
0
21,182
4.73%
Annual
PRIBOR (CEZCH)(6 MO) RATE(1)
Semi-Annual
CME
Oct 2028
CZK
220,700,000
241,418
0
241,418
5.75%
Semi-Annual
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
CME
Sep 2028
CLP
4,763,400,000
54,402
0
54,402
9.22%
Quarterly
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
CME
Oct 2028
COP
15,865,400,000
58,376
0
58,376
7.77%
Annual
BUBOR (HUNG)(6 MO) RATE BUDAPEST INTERBANK OFFER RATE(1)
Semi-Annual
CME
Oct 2028
HUF
1,190,500,000
36,544
0
36,544
8.355%
Quarterly
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
CME
Nov 2028
ZAR
72,400,000
104,685
0
104,685
8.36%
Quarterly
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
CME
Nov 2028
ZAR
73,600,000
106,831
0
106,831
4.28%
Annual
PRIBOR (CEZCH)(6 MO) RATE(1)
Semi-Annual
CME
Nov 2033
CZK
78,000,000
155,272
0
155,272
8.3383%
Quarterly
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
CME
Nov 2028
COP
7,604,900,000
9,028
0
9,028
8.1275%
Quarterly
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
CME
Nov 2028
COP
5,156,900,000
(2,278)
0
(2,278)
10.89762%
At Maturity
BRAZIL CETIP INTRBK DEPOSIT RT(1)
At Maturity
CME
Jan 2029
BRL
29,200,000
(460,235)
0
(460,235)
8.1875%
Quarterly
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
CME
Nov 2028
COP
6,317,200,000
647
0
647
4.899%
Semi-Annual
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
CME
Dec 2028
CLP
4,651,400,000
(32,404)
0
(32,404)
5.009%
Semi-Annual
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
CME
Dec 2028
CLP
4,796,800,000
(10,894)
0
(10,894)
7.9%
Quarterly
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
CME
Dec 2028
COP
9,132,300,000
(27,462)
0
(27,462)
8.13%
Quarterly
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
CME
Jan 2029
ZAR
15,300,000
19,763
0
19,763
4.5167%
Semi-Annual
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
CME
Feb 2029
CLP
1,798,000,000
(41,592)
0
(41,592)
WIBO (POL)(6 MO) RATE WARSAW INTERBANK OFFER/BID RT(1)
Semi-Annual
4.255%
Annual
CME
Dec 2028
PLN
29,200,000
(72,413)
0
(72,413)
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
7.53%
Quarterly
CME
Jan 2029
COP
833,600,000
(4,245)
0
(4,245)
4.439%
Semi-Annual
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
CME
Feb 2029
CLP
3,071,000,000
(80,937)
0
(80,937)
4.6494%
Semi-Annual
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
CME
Dec 2028
CLP
2,802,900,000
(58,047)
0
(58,047)
WIBO (POL)(6 MO) RATE WARSAW INTERBANK OFFER/BID RT(1)
Semi-Annual
4.85%
Annual
CME
Feb 2029
PLN
14,700,000
(16,734)
0
(16,734)
WIBO (POL)(6 MO) RATE WARSAW INTERBANK OFFER/BID RT(1)
Semi-Annual
4.89%
Annual
CME
Feb 2029
PLN
10,400,000
(15,508)
0
(15,508)
WIBO (POL)(6 MO) RATE WARSAW INTERBANK OFFER/BID RT(1)
Semi-Annual
4.865%
Annual
CME
Feb 2029
PLN
14,700,000
(18,688)
0
(18,688)
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
4.81%
Semi-Annual
CME
Feb 2029
CLP
5,190,500,000
63,657
0
63,657
PRIBOR (CEZCH)(6 MO) RATE(1)
Semi-Annual
4.19%
Annual
CME
Nov 2028
CZK
168,600,000
(256,368)
0
(256,368)
BUBOR (HUNG)(6 MO) RATE BUDAPEST INTERBANK OFFER RATE(1)
Semi-Annual
6.065%
Annual
CME
Dec 2028
HUF
1,037,500,000
22,099
0
22,099
BRAZIL CETIP INTRBK DEPOSIT RT(1)
At Maturity
9.87%
At Maturity
CME
Jan 2029
BRL
25,900,000
473,284
0
473,284
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
7.52%
Quarterly
CME
Mar 2029
COP
10,983,300,000
64,298
0
64,298
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
4.965%
Semi-Annual
CME
Mar 2029
CLP
8,817,300,000
60,110
0
60,110
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
5%
Semi-Annual
CME
Mar 2029
CLP
1,709,200,000
11,814
0
11,814
WIBO (POL)(6 MO) RATE WARSAW INTERBANK OFFER/BID RT(1)
Semi-Annual
4.825%
Annual
CME
Mar 2029
PLN
22,400,000
(133,671)
0
(133,671)
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
4.97%
Semi-Annual
CME
Mar 2029
CLP
5,345,000,000
40,594
0
40,594
WIBO (POL)(6 MO) RATE WARSAW INTERBANK OFFER/BID RT(1)
Semi-Annual
4.975%
Annual
CME
Mar 2029
PLN
24,200,000
(193,631)
0
(193,631)
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
8.65%
Quarterly
CME
Apr 2029
ZAR
26,200,000
(52,317)
0
(52,317)
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
8.645%
Quarterly
CME
Apr 2029
ZAR
52,000,000
(103,333)
0
(103,333)
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
8.67%
Quarterly
CME
Apr 2029
ZAR
52,300,000
(106,460)
0
(106,460)
BUBOR (HUNG)(6 MO) RATE BUDAPEST INTERBANK OFFER RATE(1)
Semi-Annual
6.55%
Annual
CME
Apr 2029
HUF
626,000,000
(80,988)
0
(80,988)
BUBOR (HUNG)(6 MO) RATE BUDAPEST INTERBANK OFFER RATE(1)
Semi-Annual
6.53%
Annual
CME
Apr 2029
HUF
510,300,000
(65,002)
0
(65,002)
CHILE INTERBANK RATE AVG(1)
Semi-Annual
5.16%
Semi-Annual
CME
Apr 2029
CLP
3,518,200,000
(1,139)
0
(1,139)
BUBOR (HUNG)(6 MO) RATE BUDAPEST INTERBANK OFFER RATE(1)
Semi-Annual
6.5871%
Annual
CME
Apr 2029
HUF
876,700,000
(117,786)
0
(117,786)
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
8.649%
Quarterly
CME
Apr 2029
ZAR
37,500,000
(74,777)
0
(74,777)
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
7.95%
Quarterly
CME
Apr 2029
COP
4,464,700,000
11,407
0
11,407
BRAZIL CETIP INTRBK DEPOSIT RT(1)
At Maturity
10.68925%
At Maturity
CME
Jan 2029
BRL
55,000,000
939,345
0
939,345
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
7.885%
Quarterly
CME
Apr 2029
COP
6,562,100,000
20,960
0
20,960
BUBOR (HUNG)(6 MO) RATE BUDAPEST INTERBANK OFFER RATE(1)
Semi-Annual
6.56%
Annual
CME
Apr 2029
HUF
851,500,000
(110,297)
0
(110,297)
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
7.927%
Quarterly
CME
Apr 2029
COP
3,348,500,000
9,250
0
9,250
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
8.12%
Quarterly
CME
Apr 2029
COP
2,604,400,000
2,304
0
2,304
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
8.15%
Quarterly
CME
Apr 2029
COP
4,394,900,000
2,402
0
2,402
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
8.08%
Quarterly
CME
Apr 2029
COP
5,480,900,000
6,639
0
6,639
Colombia IBR Overnight Interbank Reference Rate(1)
Semi-Annual
8.435%
Semi-Annual
CME
Apr 2029
COP
9,530,800,000
(20,541)
0
(20,541)
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
8.56667%
Quarterly
CME
Apr 2029
COP
6,493,300,000
(22,322)
0
(22,322)
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
8.88%
Quarterly
CME
Apr 2029
ZAR
46,600,000
(113,248)
0
(113,248)
BRAZIL CETIP INTRBK DEPOSIT RT(1)
At Maturity
10.9629%
At Maturity
CME
Jan 2029
BRL
26,100,000
403,697
0
403,697
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
8.4486%
Quarterly
CME
Apr 2029
COP
7,334,200,000
(16,979)
0
(16,979)
BUBOR (HUNG)(6 MO) RATE BUDAPEST INTERBANK OFFER RATE(1)
Semi-Annual
6.8%
Semi-Annual
CME
Apr 2029
HUF
527,500,000
(82,946)
0
(82,946)
8.82%
Quarterly
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
CME
Apr 2029
ZAR
30,500,000
(10,630)
0
(10,630)
PRIBOR (CEZCH)(6 MO) RATE(1)
Semi-Annual
4.06%
Annual
CME
Apr 2034
CZK
48,100,000
(116,353)
0
(116,353)
BUBOR (HUNG)(6 MO) RATE BUDAPEST INTERBANK OFFER RATE(1)
Semi-Annual
6.83%
Annual
CME
Apr 2029
HUF
520,600,000
(83,654)
0
(83,654)
4.29%
Annual
PRIBOR (CEZCH)(6 MO) RATE(1)
Semi-Annual
CME
Apr 2034
CZK
8,700,000
3,866
0
3,866
BUBOR (HUNG)(6 MO) RATE BUDAPEST INTERBANK OFFER RATE(1)
Semi-Annual
7.1%
Annual
CME
Apr 2029
HUF
475,200,000
(91,767)
0
(91,767)
5.36%
Annual
WIBO (POL)(6 MO) RATE WARSAW INTERBANK OFFER/BID RT(1)
Semi-Annual
CME
Apr 2029
PLN
5,700,000
69,647
0
69,647
5.265%
Annual
WIBO (POL)(6 MO) RATE WARSAW INTERBANK OFFER/BID RT(1)
Semi-Annual
CME
Apr 2029
PLN
8,300,000
91,726
0
91,726
BUBOR (HUNG)(6 MO) RATE BUDAPEST INTERBANK OFFER RATE(1)
Semi-Annual
7%
Annual
CME
Apr 2029
HUF
3,211,000,000
(100,289)
0
(100,289)
4.96%
Semi-Annual
CHILE INTERBANK RATE AVG(1)
Semi-Annual
CME
May 2029
CLP
3,595,600,000
(32,022)
0
(32,022)
5.06%
Annual
WIBO (POL)(6 MO) OFFERED RATE WARSAW INTERBANK 6 MONTHS OFFERED RATE(1)
Semi-Annual
CME
May 2029
PLN
20,700,000
182,229
0
182,229
8.53%
Quarterly
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
CME
May 2029
ZAR
60,600,000
103,172
0
103,172
6.25%
Annual
BUBOR (HUNG)(6 MO) RATE BUDAPEST INTERBANK OFFER RATE(1)
Semi-Annual
CME
May 2029
HUF
512,800,000
42,422
0
42,422
6.27%
Annual
BUBOR (HUNG)(6 MO) RATE BUDAPEST INTERBANK OFFER RATE(1)
Semi-Annual
CME
May 2029
HUF
894,500,000
75,619
0
75,619
8.51%
Quarterly
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
CME
May 2029
ZAR
91,200,000
151,590
0
151,590
7.91375%
Quarterly
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
CME
May 2029
COP
9,013,400,000
(22,715)
0
(22,715)
8.459%
Quarterly
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
CME
May 2029
ZAR
120,900,000
187,389
0
187,389
8.035%
Quarterly
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
CME
May 2029
COP
4,574,000,000
(6,400)
0
(6,400)
4.87%
Semi-Annual
CHILE INTERBANK RATE AVG(1)
Semi-Annual
CME
Jun 2029
CLP
1,249,600,000
(16,333)
0
(16,333)
8.276%
Quarterly
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
CME
Jun 2029
ZAR
62,000,000
76,544
0
76,544
CHILE INTERBANK RATE AVG(1)
Semi-Annual
5.28%
Semi-Annual
CME
Jul 2029
CLP
3,663,800,000
(17,515)
0
(17,515)
4.25%
Annual
PRIBOR (CEZCH)(6 MO) RATE(1)
Semi-Annual
CME
Apr 2029
CZK
75,500,000
(983)
0
(983)
11.55%
At Maturity
BRAZIL CETIP INTRBK DEPOSIT RT(1)
At Maturity
CME
Jan 2029
BRL
14,100,000
(176,357)
0
(176,357)
3.48%
Annual
PRIBOR (CEZCH)(6 MO) RATE(1)
Semi-Annual
CME
Jul 2029
CZK
109,000,000
63,559
0
63,559
5.825%
Annual
BUBOR (HUNG)(6 MO) RATE BUDAPEST INTERBANK OFFER RATE(1)
Semi-Annual
CME
Jul 2029
HUF
605,500,000
17,772
0
17,772
5.79%
Annual
BUBOR (HUNG)(6 MO) RATE BUDAPEST INTERBANK OFFER RATE(1)
Semi-Annual
CME
Jul 2029
HUF
605,500,000
15,214
0
15,214
3.545%
Annual
PRIBOR (CEZCH)(6 MO) RATE(1)
Semi-Annual
CME
Jul 2034
CZK
58,000,000
34,581
0
34,581
5.722%
Annual
BUBOR (HUNG)(6 MO) RATE BUDAPEST INTERBANK OFFER RATE(1)
Semi-Annual
CME
Jul 2029
HUF
408,700,000
7,170
0
7,170
5.7%
Annual
BUBOR (HUNG)(6 MO) RATE BUDAPEST INTERBANK OFFER RATE(1)
Semi-Annual
CME
Jul 2029
HUF
606,100,000
9,014
0
9,014
5.82%
Annual
BUBOR (HUNG)(6 MO) RATE BUDAPEST INTERBANK OFFER RATE(1)
Semi-Annual
CME
Jul 2029
HUF
803,900,000
24,767
0
24,767
5.85%
Semi-Annual
BUBOR (HUNG)(6 MO) RATE BUDAPEST INTERBANK OFFER RATE(1)
Semi-Annual
CME
Jul 2029
HUF
537,300,000
17,968
0
17,968
5.84163%
Annual
BUBOR (HUNG)(6 MO) RATE BUDAPEST INTERBANK OFFER RATE(1)
Semi-Annual
CME
Jul 2029
HUF
1,145,100,000
37,135
0
37,135
5.054%
Annual
WIBO (POL)(6 MO) OFFERED RATE WARSAW INTERBANK 6 MONTHS OFFERED RATE(1)
Semi-Annual
CME
May 2029
PLN
6,100,000
42,116
0
42,116
5.545%
Annual
BUBOR (HUNG)(6 MO) RATE BUDAPEST INTERBANK OFFER RATE(1)
Semi-Annual
CME
Aug 2029
HUF
1,008,500,000
(1,180)
0
(1,180)
4.305%
Semi-Annual
WIBO (POL)(6 MO) RATE WARSAW INTERBANK OFFER/BID RT(1)
Semi-Annual
CME
Aug 2029
PLN
17,300,000
19,202
0
19,202
7.37%
Quarterly
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
CME
Aug 2029
COP
7,116,300,000
(55,850)
0
(55,850)
4.74%
Semi-Annual
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
CME
Aug 2029
CLP
986,400,000
(18,748)
0
(18,748)
4.8%
Semi-Annual
CHILE INTERBANK RATE AVG(1)
Semi-Annual
CME
Aug 2029
CLP
1,630,800,000
(26,774)
0
(26,774)
4.27%
Annual
WIBO (POL)(6 MO) RATE WARSAW INTERBANK OFFER/BID RT(1)
Semi-Annual
CME
Aug 2029
PLN
10,400,000
6,914
0
6,914
4.2825%
Annual
WIBO (POL)(6 MO) RATE WARSAW INTERBANK OFFER/BID RT(1)
Semi-Annual
CME
Aug 2029
PLN
10,400,000
8,378
0
8,378
7.36%
Quarterly
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
CME
Aug 2029
COP
7,046,500,000
(56,135)
0
(56,135)
7.34%
Quarterly
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
CME
Aug 2029
COP
2,325,600,000
(18,945)
0
(18,945)
7.4%
Quarterly
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
CME
Aug 2029
COP
4,681,400,000
(35,607)
0
(35,607)
7.335%
Quarterly
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
CME
Aug 2029
COP
4,651,200,000
(38,100)
0
(38,100)
4.84%
Semi-Annual
CHILE INTERBANK RATE AVG(1)
Semi-Annual
CME
Aug 2029
CLP
4,693,700,000
(69,377)
0
(69,377)
4.92%
Semi-Annual
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
CME
Aug 2029
CLP
938,800,000
(10,608)
0
(10,608)
4.7975%
Semi-Annual
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
CME
Aug 2029
CLP
2,797,700,000
(46,411)
0
(46,411)
7.275%
Quarterly
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
CME
Aug 2029
COP
3,212,800,000
(28,288)
0
(28,288)
WIBO (POL)(6 MO) RATE WARSAW INTERBANK OFFER/BID RT(1)
Semi-Annual
4.65%
Annual
CME
Aug 2029
PLN
8,400,000
(82,064)
0
(82,064)
7.06%
Quarterly
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
CME
Aug 2029
COP
12,497,100,000
(134,053)
0
(134,053)
5.27%
Semi-Annual
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
CME
Jun 2029
CLP
959,500,000
(4,708)
0
(4,708)
11.71625%
At Maturity
BRAZIL CETIP INTRBK DEPOSIT RT(1)
At Maturity
CME
Jan 2029
BRL
4,300,000
(53,723)
0
(53,723)
11.8425%
At Maturity
BRAZIL CETIP INTRBK DEPOSIT RT(1)
At Maturity
CME
Jan 2029
BRL
15,700,000
(2,830)
0
(2,830)
6.99%
Quarterly
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
CME
Sep 2029
COP
5,143,800,000
(63,437)
0
(63,437)
BRAZIL CETIP INTRBK DEPOSIT RT(1)
At Maturity
12.235%
At Maturity
CME
Jan 2029
BRL
6,900,000
66,197
0
66,197
WIBO (POL)(6 MO) RATE WARSAW INTERBANK OFFER/BID RT(1)
Semi-Annual
4.709%
Annual
CME
Oct 2029
PLN
12,700,000
14,106
0
14,106
WIBO (POL)(6 MO) RATE WARSAW INTERBANK OFFER/BID RT(1)
Semi-Annual
4.77%
Annual
CME
Oct 2029
PLN
11,700,000
5,666
0
5,666
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
7.5455%
Quarterly
CME
Oct 2029
COP
5,415,500,000
37,601
0
37,601
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
7.65%
Quarterly
CME
Oct 2029
COP
2,740,400,000
16,275
0
16,275
4.66%
Semi-Annual
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
CME
Oct 2029
CLP
1,753,700,000
(44,351)
0
(44,351)
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
7.595%
Quarterly
CME
Oct 2029
COP
2,714,300,000
17,492
0
17,492
BUBOR (HUNG)(6 MO) RATE BUDAPEST INTERBANK OFFER RATE(1)
Semi-Annual
6.09%
Annual
CME
Oct 2029
HUF
645,500,000
11,679
0
11,679
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
7.74625%
Quarterly
CME
Oct 2029
COP
4,888,700,000
24,803
0
24,803
BUBOR (HUNG)(6 MO) RATE BUDAPEST INTERBANK OFFER RATE(1)
Semi-Annual
6.1175%
Annual
CME
Oct 2029
HUF
860,700,000
13,064
0
13,064
BUBOR (HUNG)(6 MO) RATE BUDAPEST INTERBANK OFFER RATE(1)
Semi-Annual
6.079%
Annual
CME
Oct 2029
HUF
2,009,900,000
(35,252)
0
(35,252)
TELBOR (ISRA)(3 MO) RATE TEL AVIV INTERBANK OFFER RATE(1)
Quarterly
4.44%
Annual
CME
Oct 2029
ILS
11,300,000
(68,229)
0
(68,229)
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
7.805%
Quarterly
CME
Oct 2029
COP
3,666,600,000
16,606
0
16,606
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
7.93%
Quarterly
CME
Oct 2029
COP
5,014,000,000
16,912
0
16,912
BUBOR (HUNG)(6 MO) RATE BUDAPEST INTERBANK OFFER RATE(1)
Semi-Annual
6.31%
Annual
CME
Oct 2029
HUF
500,000,000
(3,387)
0
(3,387)
BUBOR (HUNG)(6 MO) RATE BUDAPEST INTERBANK OFFER RATE(1)
Semi-Annual
6.55%
Annual
CME
Oct 2029
HUF
542,400,000
(18,338)
0
(18,338)
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
8.105%
Quarterly
CME
Oct 2029
COP
9,875,700,000
17,279
0
17,279
PRIBOR (CEZCH)(6 MO) RATE(1)
Semi-Annual
3.524%
Annual
CME
Oct 2029
CZK
66,500,000
(2,864)
0
(2,864)
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
8.105%
Quarterly
CME
Oct 2029
COP
8,369,000,000
14,776
0
14,776
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
4.86%
Semi-Annual
CME
Oct 2029
CLP
2,638,400,000
41,652
0
41,652
PRIBOR (CEZCH)(6 MO) RATE(1)
Semi-Annual
3.489%
Annual
CME
Oct 2029
CZK
71,000,000
1,685
0
1,685
CHILE INTERBANK RATE AVG(1)
Semi-Annual
4.87%
Semi-Annual
CME
Oct 2029
CLP
1,306,800,000
19,990
0
19,990
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
8.25%
Quarterly
CME
Oct 2029
COP
3,268,800,000
1,475
0
1,475
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
4.94%
Semi-Annual
CME
Oct 2029
CLP
1,824,600,000
21,088
0
21,088
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
5%
Semi-Annual
CME
Nov 2029
CLP
1,015,700,000
9,289
0
9,289
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
5.0125%
Semi-Annual
CME
Nov 2029
CLP
2,583,400,000
22,113
0
22,113
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
8.18%
Quarterly
CME
Nov 2029
COP
9,538,200,000
10,109
0
10,109
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
5.01%
Semi-Annual
CME
Nov 2029
CLP
3,399,800,000
29,461
0
29,461
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
4.975%
Semi-Annual
CME
Nov 2029
CLP
1,147,400,000
11,825
0
11,825
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
8.24%
Quarterly
CME
Nov 2029
COP
9,494,400,000
5,054
0
5,054
8.23%
Quarterly
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
CME
Nov 2029
COP
11,545,500,000
(6,624)
0
(6,624)
12.49%
At Maturity
BRAZIL CETIP INTRBK DEPOSIT RT(1)
At Maturity
CME
Jan 2029
BRL
12,100,000
(83,564)
0
(83,564)
JIBAR (SOAF)(3 MO) RATE JOHANNESBURG INTERBANK AGREED RATE 3 MONTH(1)
Quarterly
7.56%
Quarterly
CME
Aug 2029
ZAR
31,200,000
(15,591)
0
(15,591)
4.495%
Annual
WIBO (POL)(6 MO) RATE WARSAW INTERBANK OFFER/BID RT(1)
Semi-Annual
CME
Nov 2029
PLN
15,800,000
(48,198)
0
(48,198)
4.513%
Annual
WIBO (POL)(6 MO) RATE WARSAW INTERBANK OFFER/BID RT(1)
Semi-Annual
CME
Nov 2029
PLN
8,000,000
(22,968)
0
(22,968)
MEXICO INTERBK TIIE 28DAY INDX(1)
Monthly
9.385%
Monthly
CME
Dec 2025
MXN
36,200,000
(5,904)
0
(5,904)
9.415%
Monthly
MEXICO INTERBK TIIE 28DAY INDX(1)
Monthly
CME
Dec 2025
MXN
24,600,000
4,242
0
4,242
MEXICO INTERBK TIIE 28DAY INDX(1)
Monthly
9.43%
Monthly
CME
Dec 2025
MXN
25,000,000
(4,870)
0
(4,870)
9.415%
Monthly
MEXICO INTERBANK TIIE 1 DAY(1)
Monthly
CME
Oct 2029
MXN
24,600,000
23,285
0
23,285
MEXICO INTERBANK TIIE 1 DAY(1)
Monthly
9.48%
Monthly
CME
Oct 2034
MXN
25,100,000
(35,041)
0
(35,041)
MEXICO INTERBANK TIIE 1 DAY(1)
Monthly
9.385%
Monthly
CME
Jul 2029
MXN
36,200,000
(29,890)
0
(29,890)
MEXICO INTERBANK TIIE 1 DAY(1)
Monthly
9.43%
Monthly
CME
Oct 2029
MXN
25,000,000
(48,048)
0
(48,048)
MEXICO INTERBK TIIE 28DAY INDX(1)
Monthly
9.48%
Monthly
CME
Dec 2025
MXN
25,100,000
(5,407)
0
(5,407)
3.365%
Annual
PRIBOR (CEZCH)(6 MO) RATE(1)
Semi-Annual
CME
Nov 2029
CZK
41,300,000
(4,100)
0
(4,100)
9.05%
Monthly
MEXICO INTERBANK TIIE 1 DAY(1)
Monthly
CME
Dec 2029
MXN
85,500,000
54,876
0
54,876
WIBO (POL)(6 MO) RATE WARSAW INTERBANK OFFER/BID RT(1)
Semi-Annual
4.904%
Annual
CME
Dec 2029
PLN
12,800,000
(27,291)
0
(27,291)
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
5.285%
Semi-Annual
CME
Dec 2029
CLP
756,300,000
(2,548)
0
(2,548)
8.31%
Quarterly
Colombia IBR Overnight Interbank Reference Rate(1)
Quarterly
CME
Mar 2030
COP
6,764,300,000
13,664
0
13,664
BNP PARIBAS SINACOFI CHILE INTERBANK RATE AVG(1)
Semi-Annual
5.5%
Semi-Annual
CME
Mar 2030
CLP
3,214,300,000
(37,408)
0
(37,408)
9.1%
Monthly
MEXICO INTERBANK TIIE 1 DAY(1)
Monthly
CME
Dec 2034
MXN
48,200,000
53,747
0
53,747
TELBOR (ISRA)(3 MO) RATE TEL AVIV INTERBANK OFFER RATE(1)
Quarterly
3.29%
Annual
LCH
Nov 2027
ILS
26,400,000
152,284
0
152,284
TELBOR (ISRA)(3 MO) RATE TEL AVIV INTERBANK OFFER RATE(1)
Quarterly
3.485%
Annual
LCH
Jan 2028
ILS
3,700,000
11,297
0
11,297
TELBOR (ISRA)(3 MO) RATE TEL AVIV INTERBANK OFFER RATE(1)
Quarterly
4.039%
Annual
LCH
Feb 2028
ILS
76,800,000
(92,638)
0
(92,638)
4.03%
Quarterly
TELBOR (ISRA)(3 MO) RATE TEL AVIV INTERBANK OFFER RATE(1)
Quarterly
LCH
Feb 2028
ILS
66,600,000
264,378
0
264,378
TELBOR (ISRA)(3 MO) RATE TEL AVIV INTERBANK OFFER RATE(1)
Quarterly
3.98%
Annual
LCH
Feb 2028
ILS
9,500,000
(2,030)
0
(2,030)
3.87%
Annual
TELBOR (ISRA)(3 MO) RATE TEL AVIV INTERBANK OFFER RATE(1)
Quarterly
LCH
Mar 2028
ILS
7,800,000
(25,459)
0
(25,459)
3.59%
Annual
TELBOR (ISRA)(3 MO) RATE TEL AVIV INTERBANK OFFER RATE(1)
Quarterly
LCH
Mar 2028
ILS
5,300,000
(12,901)
0
(12,901)
3.53%
Annual
TELBOR (ISRA)(3 MO) RATE TEL AVIV INTERBANK OFFER RATE(1)
Quarterly
LCH
Apr 2028
ILS
6,300,000
(18,387)
0
(18,387)
TELBOR (ISRA)(3 MO) RATE TEL AVIV INTERBANK OFFER RATE(1)
Quarterly
3.59%
Annual
LCH
May 2028
ILS
16,900,000
2,878
0
2,878
US CPI URBAN CONSUMER NSA INDX(1)
At Maturity
2.525%
At Maturity
LCH
Jun 2033
  
900,000
(1,484)
0
(1,484)
US CPI URBAN CONSUMER NSA INDX(1)
At Maturity
2.595%
At Maturity
LCH
Jul 2033
  
2,900,000
(9,841)
0
(9,841)
TELBOR (ISRA)(3 MO) RATE TEL AVIV INTERBANK OFFER RATE(1)
Quarterly
3.49%
Annual
LCH
Jul 2028
ILS
12,900,000
(48,112)
0
(48,112)
TELBOR (ISRA)(3 MO) RATE TEL AVIV INTERBANK OFFER RATE(1)
Quarterly
4.46%
Annual
LCH
Oct 2028
ILS
4,300,000
(20,020)
0
(20,020)
3.77%
Annual
TELBOR (ISRA)(3 MO) RATE TEL AVIV INTERBANK OFFER RATE(1)
Quarterly
LCH
Oct 2028
ILS
7,000,000
(6,787)
0
(6,787)
2.5%
At Maturity
US CPI URBAN CONSUMER NSA INDX(1)
At Maturity
LCH
Mar 2033
  
3,800,000
(14,831)
0
(14,831)
3.915%
Annual
TELBOR (ISRA)(3 MO) RATE TEL AVIV INTERBANK OFFER RATE(1)
Quarterly
LCH
Oct 2028
ILS
18,400,000
3,662
0
3,662
3.515%
Annual
TELBOR (ISRA)(3 MO) RATE TEL AVIV INTERBANK OFFER RATE(1)
Quarterly
LCH
Nov 2028
ILS
11,700,000
(38,439)
0
(38,439)
3.46%
Annual
TELBOR (ISRA)(3 MO) RATE TEL AVIV INTERBANK OFFER RATE(1)
Quarterly
LCH
Nov 2028
ILS
12,600,000
(47,714)
0
(47,714)
3.44%
Annual
TELBOR (ISRA)(3 MO) RATE TEL AVIV INTERBANK OFFER RATE(1)
Quarterly
LCH
Nov 2028
ILS
12,100,000
(48,043)
0
(48,043)
TELBOR (ISRA)(3 MO) RATE TEL AVIV INTERBANK OFFER RATE(1)
Quarterly
3.68%
Annual
LCH
Jan 2029
ILS
13,800,000
24,932
0
24,932
TELBOR (ISRA)(3 MO) RATE TEL AVIV INTERBANK OFFER RATE(1)
Quarterly
3.74%
At Maturity
LCH
Jan 2029
ILS
8,200,000
10,174
0
10,174
TELBOR (ISRA)(3 MO) RATE TEL AVIV INTERBANK OFFER RATE(1)
Quarterly
3.704%
Annual
LCH
Jan 2029
ILS
20,000,000
31,781
0
31,781
3.75%
Annual
SONIA O/N DEPOSIT RATES SWAP(1)
Annual
LCH
Sep 2054
GBP
600,000
(82,234)
0
(82,234)
SONIA O/N DEPOSIT RATES SWAP(1)
Annual
3.75%
Annual
LCH
Sep 2034
GBP
900,000
52,876
0
52,876
KRW 3 MONTH CERT OF DEPOSIT(1)
Quarterly
3.25%
Quarterly
LCH
Sep 2029
KRW
1,700,600,000
(12,002)
0
(12,002)
4.25%
Annual
SONIA O/N DEPOSIT RATES SWAP(1)
Annual
LCH
Sep 2026
GBP
4,000,000
(40,108)
0
(40,108)
TELBOR (ISRA)(3 MO) RATE TEL AVIV INTERBANK OFFER RATE(1)
Quarterly
3.92%
Annual
LCH
Mar 2029
ILS
19,100,000
(10,058)
0
(10,058)
TELBOR (ISRA)(3 MO) RATE TEL AVIV INTERBANK OFFER RATE(1)
Quarterly
3.93%
Annual
LCH
Mar 2029
ILS
9,600,000
(6,022)
0
(6,022)
US CPI URBAN CONSUMER NSA INDX(1)
At Maturity
2.5975%
At Maturity
LCH
Apr 2034
  
2,400,000
(20,386)
0
(20,386)
4.515%
Annual
TELBOR (ISRA)(3 MO) RATE TEL AVIV INTERBANK OFFER RATE(1)
Quarterly
LCH
Apr 2029
ILS
36,900,000
33,203
0
33,203
4.43%
Annual
TELBOR (ISRA)(3 MO) RATE TEL AVIV INTERBANK OFFER RATE(1)
Quarterly
LCH
Apr 2029
ILS
11,400,000
64,259
0
64,259
4.37%
Annual
TELBOR (ISRA)(3 MO) RATE TEL AVIV INTERBANK OFFER RATE(1)
Quarterly
LCH
May 2029
ILS
23,700,000
93,384
0
93,384
4.36%
Annual
TELBOR (ISRA)(3 MO) RATE TEL AVIV INTERBANK OFFER RATE(1)
Quarterly
LCH
May 2029
ILS
25,000,000
123,888
0
123,888
2.5%
Annual
6M EURIBOR(1)
Semi-Annual
LCH
Mar 2035
EUR
5,187,000
43,805
0
43,805
6M EURIBOR(1)
Semi-Annual
2.25%
Annual
LCH
Mar 2055
EUR
5,000,000
(46,671)
0
(46,671)
6%
Semi-Annual
FBIL MUMBAI INTERBANK RATE INDX(1)
Semi-Annual
LCH
Mar 2030
INR
514,600,000
184
0
184
TAIWAN INTERBANK MONEY CENTER TAIBOR FIXING RATES 3 MONTH INDX(1)
Quarterly
1.75%
Quarterly
LCH
Mar 2030
TWD
117,700,000
2,865
0
2,865
HIBOR (HK)(3MO) RATE(1)
Quarterly
3%
Quarterly
LCH
Mar 2030
HKD
50,000,000
(58,200)
0
(58,200)
1.75%
Quarterly
CHINA FIXING REPO RATES 7 DAY(1)
Quarterly
LCH
Mar 2030
CNY
25,500,000
391
0
391
3%
Quarterly
KORIBOR 3 MONTH INDX(1)
Quarterly
LCH
Mar 2030
KRW
8,936,000,000
55,590
0
55,590
2.5%
At Maturity
SINGAPORE DOMESTIC INTERBANK OVERNIGHT RATE AVG (SORA)(1)
At Maturity
LCH
Mar 2030
SGD
11,420,000
60,959
0
60,959
AFMA (ASTL)(6 MO) RATE AUSTRALIAN FINANCIAL MKT ASSOC(1)
Semi-Annual
4%
Semi-Annual
LCH
Mar 2035
AUD
2,300,000
(36,910)
0
(36,910)
2%
Quarterly
Thailand Overnight Repo Rate ON(1)
Quarterly
LCH
Mar 2030
THB
291,000,000
101,038
0
101,038
3.5%
Annual
SONIA O/N DEPOSIT RATES SWAP(1)
Annual
LCH
Mar 2035
GBP
8,000,000
(5,613)
0
(5,613)
SONIA O/N DEPOSIT RATES SWAP(1)
Annual
3.75%
Annual
LCH
Mar 2055
GBP
6,900,000
143,177
0
143,177
3.75%
Annual
SONIA O/N DEPOSIT RATES SWAP(1)
Annual
LCH
Mar 2027
GBP
7,100,000
11,812
0
11,812
3.25%
Annual
CANADIAN OVERNIGHT REPO RATE AVERAGE CORRA(1)
Annual
LCH
Mar 2030
CAD
4,800,000
26,305
0
26,305
3.75%
Annual
CANADIAN OVERNIGHT REPO RATE AVERAGE CORRA(1)
Annual
LCH
Mar 2027
CAD
12,100,000
70,592
0
70,592
CANADIAN OVERNIGHT REPO RATE AVERAGE CORRA(1)
Annual
3.5%
Annual
LCH
Mar 2055
CAD
6,900,000
(100,490)
0
(100,490)
3.5%
Annual
CANADIAN OVERNIGHT REPO RATE AVERAGE CORRA(1)
Annual
LCH
Mar 2035
CAD
14,000,000
159,065
0
159,065
BANK OF JAPAN FINAL RESULT: UNSECURED OVERNIGHT CALL RATE TONAR INDX(1)
Annual
1%
Annual
LCH
Mar 2035
JPY
2,070,800,000
(25,915)
0
(25,915)
UNITED STATES SOFR SECURED OVERNIGHT FINL RATE INDX(1)
Annual
4%
Annual
LCH
Mar 2030
  
900,000
3,312
0
3,312
3.5%
Quarterly
AFMA (ASTL)(6 MO) RATE AUSTRALIAN FINANCIAL MKT ASSOC(1)
Quarterly
LCH
Mar 2027
AUD
6,400,000
17,842
0
17,842
2.5%
Annual
EURIBOR (6 MO) RATE(1)
Semi-Annual
LCH
Mar 2027
EUR
5,700,000
74
0
74
UNITED STATES SOFR SECURED OVERNIGHT FINL RATE INDX(1)
Annual
3.75%
Annual
LCH
Mar 2055
  
5,200,000
(189,403)
0
(189,403)
4.25%
Annual
UNITED STATES SOFR SECURED OVERNIGHT FINL RATE INDX(1)
Annual
LCH
Mar 2027
  
3,600,000
18,480
0
18,480
BANK OF JAPAN FINAL RESULT: UNSECURED OVERNIGHT CALL RATE TONAR INDX(1)
Annual
1.5%
Annual
LCH
Mar 2055
JPY
212,000,000
(13,208)
0
(13,208)
4%
Annual
UNITED STATES SOFR SECURED OVERNIGHT FINL RATE INDX(1)
Annual
LCH
Mar 2035
  
8,600,000
178,540
0
178,540
TOTAL INTEREST RATE SWAPS
  
  
  
  
  
  
  
(2,249,238)
0
(2,249,238)
 
  
  
  
  
  
  
  
  
  
  
(1)Represents floating rate.
 
(2)Swaps with CME Group (CME) and LCH Clearnet Group (LCH) are centrally cleared swaps.
 
(3)Any premiums for centrally cleared swaps are recorded periodically throughout the term of the swap to variation margin and included in unrealized appreciation (depreciation).
 
(4)Notional amount is stated in U.S. Dollars unless otherwise noted.
 
 Total Return Swaps
Underlying Reference
Pay/
Receive
Reference
Reference
Payment
Frequency
Financing
Rate
Financing
Frequency
Counterparty
Maturity
Date
Units
Notional
Amount
 
Value ($)
 
Upfront
Premium
Received/
(Paid) ($)
 
Unrealized
Appreciation/
(Depreciation) ($)
 
SET50 Index
Receives
At Maturity
None
At Maturity
Morgan Stanley & Co International PLC
Mar 2025
20,800
THB
17,535,230
50,068
0
50,068
KOSPI 200 Indx
Receives
At Maturity
None
At Maturity
Morgan Stanley & Co International PLC
Mar 2025
750,000
KRW
250,387,500
(128)
0
(128)
SET50 Index
Receives
At Maturity
None
At Maturity
Morgan Stanley & Co International PLC
Mar 2025
20,400
THB
17,021,760
43,965
0
43,965
KOSPI 200 Indx
Receives
At Maturity
None
At Maturity
Morgan Stanley & Co International PLC
Mar 2025
1,500,000
KRW
529,650,000
(20,013)
0
(20,013)
SET50 Index
Receives
At Maturity
None
At Maturity
Morgan Stanley & Co International PLC
Mar 2025
7,400
THB
5,917,301
8,446
0
8,446
SET50 Index
Receives
At Maturity
None
At Maturity
Morgan Stanley & Co International PLC
Mar 2025
15,800
THB
12,339,800
9,446
0
9,446
KOSPI 200 Indx
Receives
At Maturity
None
At Maturity
Morgan Stanley & Co International PLC
Mar 2025
750,000
KRW
261,412,500
(7,672)
0
(7,672)
Bovespa Index
Receives
At Maturity
None
At Maturity
Goldman Sachs International
Apr 2025
102
BRL
13,072,320
56,564
0
56,564
TOTAL RETURN SWAPS
  
  
  
  
  
  
  
  
  
140,675
0
140,675
Currency Abbreviations
         AUD
-
Australian Dollar
         BRL
-
Brazilian Real
         CAD
-
Canadian Dollar
         CHF
-
Swiss Franc
         CLP
-
Chilean Peso
         CNY
-
Chinese (Peoples Rep) Yuan
         COP
-
Colombian Peso
         CZK
-
Czech Koruna
         EUR
-
European Monetary Unit (Euro)
         GBP
-
United Kingdom Pound
         HKD
-
Hong Kong Dollar
         HUF
-
Hungarian Forint
         IDR
-
Indonesia Rupiatt
         ILS
-
Israel Sheckel
         INR
-
Indian Rupee
         JPY
-
Japanese Yen
         KRW
-
Korean Won
         MXN
-
Mexican Peso
         MYR
-
Malaysian Ringet
         NOK
-
Norwegian Krona
         NZD
-
New Zealand Dollar
         PEN
-
Peruvian New Sol
         PHP
-
Philippines
         PLN
-
Polish Zloty
         SEK
-
Swedish Krona
         SGD
-
Singapore Dollar
         THB
-
Thailand Baht
         TRY
-
New Turkish Lira
         TWD
-
Taiwan Dollar
         USD
-
United States Dollar
         ZAR
-
South African Rand
 
Legend
 
(a)
Amount is stated in United States dollars unless otherwise noted.
 
(b)
Affiliated Fund
 
(c)
Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.
 
(d)
Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.
 
(e)
Security exempt from registration under Rule 144A of the Securities Act of 1933.  These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $16,371,749 or 0.5% of net assets.
 
(f)
Security initially issued in zero coupon form which converts to coupon form at a specified rate and date. The rate shown is the rate at period end.
 
(g)
Security is exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $4,511,080 or 0.1% of net assets.
 
(h)
Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations as collateral on settlement date.
 
(i)
Security or a portion of the security purchased on a delayed delivery or when-issued basis.
 
(j)
Includes $4,761,000 of cash collateral segregated to cover margin requirements for centrally cleared swaps.
 
(k)
Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.
 
(l)
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
 
(m)
The rate quoted is the annualized seven-day yield of the fund at period end.
 
(n)
Security or a portion of the security has been segregated as collateral for open forward foreign currency contracts and bi-lateral over the counter (OTC) swaps. At period end, the value of securities pledged amounted to $983,817.
 
(o)
Includes $5,208,000 of cash collateral to cover margin requirements for futures contracts.
 
 
 
 
* Repurchase Agreements
Counterparty
Lending Rate (%)
Settlement Date
Maturity Date
Repurchase Agreement
Value ($)
Repurchase Agreement Proceeds ($)
Collateralized By
Collateral Coupon (%)
Collateral Maturity Date
Collateral Value Received ($)
BNP Paribas
4.41
2/28/2025
3/3/2025
19,900,000
19,907,313
U.S. Treasuries (including strips)
             2.88
5/15/2032
19,907,313
Total Repurchase Agreements
  
  
  
$ 19,900,000
19,907,313
  
  
  
19,907,313
 
Affiliated Central Funds
 
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
 
Affiliate
Value,
beginning
of period ($)
Purchases ($)
Sales
Proceeds ($)
Dividend
Income ($)
Realized
Gain (loss) ($)
Change in
Unrealized
appreciation
(depreciation) ($)
Value,
end
of period ($)
  
 
Shares,
end
of period
% ownership,
end
of period
Fidelity Cash Central Fund
4,764,215
578,661
5,027,997
104,452
-
-
314,879
314,816
0.0%
Total
4,764,215
578,661
5,027,997
104,452
-
-
314,879
314,816
  
 
  
  
  
  
  
  
  
  
  
Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.
 
 
Affiliated Underlying Funds
Fiscal year to date information regarding the Fund's investments in affiliated underlying funds is presented below. Exchanges between classes of the same affiliated underlying funds may occur. If an underlying fund changes its name, the name presented below is the name in effect at period end.
Affiliate
Value,
beginning
of period ($)
Purchases ($)
Sales
Proceeds ($)
Dividend
Income ($)
Realized
Gain (loss) ($)
Change in
Unrealized
appreciation
(depreciation) ($)
Value,
end
of period ($)
  
 
Shares,
end
of period
Fidelity Investments Money Market Government Portfolio - Institutional Class
112,099,976
907,176,140
849,337,130
5,002,500
-
-
169,938,986
169,938,986
Fidelity Investments Money Market Government Portfolio Class I
-
4,000,000
4,000,000
-
-
-
-
-
Fidelity SAI Alternative Risk Premia Commodity Strategy Fund
122,133,571
3,170,068
40,000,000
3,170,068
(1,785,714)
(558,283)
82,959,642
8,659,670
Fidelity SAI Alternative Risk Premia Strategy Fund
39,495,555
19,999,999
-
-
-
1,171,328
60,666,882
5,918,720
Fidelity SAI Convertible Arbitrage Fund
232,097,672
192,810,301
-
17,810,300
-
8,798,166
433,706,139
40,307,262
 
505,826,774
1,127,156,508
893,337,130
25,982,868
(1,785,714)
9,411,211
747,271,649
224,824,638
 
Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.
 
Investment Valuation
Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.   
 
The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:
 
Level 1 - Unadjusted quoted prices in active markets for identical investments
Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)
Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)
 
Valuation techniques used to value investments by major category are as follows:
Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. U.S. Treasury Obligations, Certificates of Deposit, Foreign Government and Government Agency Obligations and Non-Convertible Corporate Bonds are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. Asset-Backed Securities, Collateralized Mortgage Obligations and U.S. Government Agency - Mortgage Securities are valued by pricing services who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. For foreign debt securities, when significant market or security specific events arise, valuations may be determined in good faith in accordance with procedures adopted by the Board. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.
 
Swaps are marked-to-market daily based on valuations from third party pricing services, registered derivatives clearing organizations (clearinghouses) or broker-supplied valuations. These pricing sources may utilize inputs such as movements in the underlying index  interest rate curves, credit spread curves, default possibilities and recovery rates. When independent prices are unavailable or unreliable, swaps may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Swaps are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.
 
The U.S. dollar value of forward foreign currency contracts is determined using currency exchange rates supplied by a pricing service and are categorized as Level 2 in the hierarchy.
 
Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.
 
Exchange-traded options are valued using the last sale price or, in the absence of a sale, the last offering price and are categorized as Level 1 in the hierarchy.
 
Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy. If an unaffiliated open-end mutual fund's NAV is unavailable, shares of that fund may be valued by another method that the Board believes reflects fair value in accordance with the Board's fair value pricing policies and is categorized as Level 2 in the hierarchy.
 
Short-term securities with remaining maturities of sixty days or less may be valued at amortized cost, which approximates fair value, and are categorized as Level 2 in the hierarchy.
 
Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.
 
Derivative Instruments
Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.
 
The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.  
 
The Fund's use of derivatives increased or decreased its exposure to the following risk(s):
 
Commodity Risk - Commodity Risk is the risk that the value of a commodity will fluctuate as a result of changes in market prices.
 
Credit Risk - Credit risk relates to the ability of the issuer of a financial instrument to make further principal or interest payments on an obligation or commitment that it has to the Fund.
 
Equity Risk - Equity risk relates to the fluctuations in the value of financial instruments as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment.
 
Foreign Exchange Risk - Foreign exchange rate risk relates to fluctuations in the value of an asset or liability due to changes in currency exchange rates.
 
Interest Rate Risk - Interest rate risk relates to the fluctuations in the value of interest-bearing securities due to changes in the prevailing levels of market interest rates.
 
The Fund is also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Fund will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Fund. 
 
Derivative counterparty credit risk is managed through formal evaluation of the creditworthiness of all potential counterparties. On certain OTC derivatives, the Fund attempts to reduce its exposure to counterparty credit risk by entering into an International Swaps and Derivatives Association, Inc. (ISDA) Master Agreement with each of its counterparties. The ISDA Master Agreement gives the Fund the right to terminate all transactions traded under such agreement upon the deterioration in the credit quality of the counterparty beyond specified levels. The ISDA Master Agreement gives each party the right, upon an event of default by the other party or a termination of the agreement, to close out all transactions traded under such agreement and to net the amounts owed under each transaction to one net payable by one party to the other. To mitigate counterparty credit risk on bi-lateral OTC derivatives, the Fund receives collateral in the form of cash or securities once the Fund's net unrealized appreciation on outstanding derivative contracts under an ISDA Master Agreement exceeds certain applicable thresholds, subject to certain minimum transfer provisions. The collateral received is held in segregated accounts with the Fund's custodian bank in accordance with the collateral agreements entered into between the Fund, the counterparty and the Fund's custodian bank. The Fund could experience delays and costs in gaining access to the collateral even though it is held by the Fund's custodian bank. The Fund's maximum risk of loss from counterparty credit risk related to bi-lateral OTC derivatives is generally the aggregate unrealized appreciation and unpaid counterparty payments in excess of any collateral pledged by the counterparty to the Fund. The Fund may be required to pledge collateral for the benefit of the counterparties on bi-lateral OTC derivatives in an amount not less than each counterparty's unrealized appreciation on outstanding derivative contracts, subject to certain minimum transfer provisions, and any such pledged collateral is identified in the Schedule of Investments. Exchange-traded contracts are not covered by the ISDA Master Agreement; however counterparty credit risk related to these contracts may be mitigated by the protection provided by the exchange on which they trade. Counterparty credit risk related to centrally cleared swaps may be mitigated by the protection provided by the clearinghouse.
 
Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.  
 
Forward Foreign Currency Contracts: Forward foreign currency contracts represent obligations to purchase or sell foreign currency on a specified future date at a price fixed at the time the contracts are entered into.  
 
The Fund used forward foreign currency contracts to facilitate transactions in foreign-denominated securities and to manage exposure to certain foreign currencies.
 
Open forward foreign currency contracts at period end are presented in the Schedule of Investments under the caption "Forward Foreign Currency Contracts." The contract amount and unrealized appreciation (depreciation) reflects each contract's exposure to the underlying currency at period end.
 
Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.
 
The Fund used futures contracts to manage its exposure to the stock market.
 
The Fund used futures contracts to manage its exposure to the bond market and fluctuations in interest rates.
 
The Fund used futures contracts to manage its exposure to the commodities market.
 
Open futures contracts at period end are presented in the Consolidated Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Consolidated Schedule of Investments.
 
Options: Options give the purchaser the right, but not the obligation, to buy (call) or sell (put) an underlying security or financial instrument at an agreed exercise or strike price between or on certain dates. Options obligate the seller (writer) to buy (put) or sell (call) an underlying instrument at the exercise or strike price or cash settle an underlying derivative instrument if the holder exercises the option on or before the expiration date.
 
The Fund used exchange-traded options to manage its exposure to the stock market.
 
Open options at period end are presented in the Schedule of Investments under the captions "Purchased Options," "Purchased Swaptions," "Written Options" and "Written Swaptions." Writing puts and buying calls tend to increase exposure to the underlying instrument while buying puts and writing calls tend to decrease exposure to the underlying instrument. For purchased options, risk of loss is limited to the premium paid, and for written options, risk of loss is the change in value in excess of the premium received.
 
Swaps: A swap is a contract between two parties to exchange future cash flows at periodic intervals based on a notional principal amount.
 
A centrally cleared swap is a transaction executed between a fund and a dealer counterparty, then cleared by a futures commission merchant (FCM) through a clearinghouse. Once cleared, the clearinghouse serves as a central counterparty, with whom a fund exchanges cash flows for the life of the transaction, similar to transactions in futures contracts.
 
A bi-lateral OTC swap is a transaction between a fund and a dealer counterparty where cash flows are exchanged between the two parties for the life of the swap.
 
Credit Default Swaps: Credit default swaps enable the Fund to buy or sell protection against specified credit events on a single-name issuer or a traded credit index. Under the terms of a credit default swap the buyer of protection (buyer) receives credit protection in exchange for making periodic payments to the seller of protection (seller) based on a fixed percentage applied to a notional principal amount. In return for these payments, the seller will be required to make a payment upon the occurrence of one or more specified credit events. The Fund enters into credit default swaps as a seller to gain credit exposure to an issuer and/or as a buyer to obtain a measure of protection against defaults of an issuer. Periodic payments are made over the life of the contract by the buyer provided that no credit event occurs. For credit default swaps on most corporate and sovereign issuers, credit events include bankruptcy, failure to pay or repudiation/moratorium. For credit default swaps on corporate or sovereign issuers, the obligation that may be put to the seller is not limited to the specific reference obligation described in the Schedule of Investments. For credit default swaps on asset-backed securities, a credit event may be triggered by events such as failure to pay principal, maturity extension, rating downgrade or write-down. For credit default swaps on asset-backed securities, the reference obligation described represents the security that may be put to the seller. For credit default swaps on a traded credit index, a specified credit event may affect all or individual underlying securities included in the index. Typically, the value of each credit default swap and credit rating disclosed for each reference obligation in the Schedule of Investments, where the Fund is the seller, can be used as measures of the current payment/performance risk of the swap. As the value of the swap changes as a positive or negative percentage of the total notional amount, the payment/performance risk may decrease or increase, respectively. In addition to these measures, FMR monitors a variety of factors including cash flow assumptions, market activity and market sentiment as part of its ongoing process of assessing payment/ performance risk.
 
Interest Rate Swaps: Interest rate swaps are agreements between counterparties to exchange cash flows, one based on a fixed rate, and the other on a floating rate. The Fund entered into interest rate swaps to manage its exposure to interest rate changes. Changes in interest rates can have an effect on both the value of bond holdings as well as the amount of interest income earned. In general, the value of bonds can fall when interest rates rise and can rise when interest rates fall.
 
Total Return Swaps: Total return swaps are agreements between counterparties to exchange cash flows, one based on a market-linked return of an individual asset or a basket of assets (i.e., an index), and the other on a fixed or floating rate. To the extent the total return of the instrument or index underlying the transaction exceeds or falls short of the offsetting payment obligation, the Fund will receive a payment from or make a payment to the counterparty. The Fund entered into total return swaps to manage its commodities market exposure.
 
Open swaps at period end are included in the Consolidated Schedule of Investments under the caption Credit Default Swaps, Interest Rate Swaps and/or Total Return Swaps, as applicable.
 
For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.
 
The fund's consolidated schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.
 
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