|
Abbey Capital Multi Asset Fund
|
||||||||
|
Consolidated Schedule of Investments
|
||||||||
|
as of May 31, 2024 (Unaudited)
|
||||||||
|
SHORT-TERM INVESTMENTS - 76.7%
|
||||||||
|
U.S. Treasury Bills - 76.7%
|
Par
|
|||||||
|
5.26%, 06/06/2024(a)
|
1,239,000
|
$
|
1,238,460
|
|||||
|
5.19%, 06/13/2024(a)
|
7,366,000
|
7,355,238
|
||||||
|
5.15%, 06/27/2024(a)
|
9,462,000
|
9,428,855
|
||||||
|
5.14%, 07/05/2024(a)
|
1,750,000
|
1,741,818
|
||||||
|
5.12%, 07/11/2024(a)
|
7,838,000
|
7,794,430
|
||||||
|
5.12%, 07/18/2024(a)
|
11,635,000
|
11,558,718
|
||||||
|
5.09%, 07/25/2024(a)
|
26,769,000
|
26,565,277
|
||||||
|
5.14%, 08/01/2024(a)
|
10,050,000
|
9,963,405
|
||||||
|
5.17%, 08/08/2024(a)
|
32,311,000
|
32,000,081
|
||||||
|
5.21%, 08/15/2024(a)
|
12,886,000
|
12,749,092
|
||||||
|
5.22%, 08/22/2024(a)
|
56,021,000
|
55,368,563
|
||||||
|
5.19%, 08/29/2024(a)
|
18,153,000
|
17,922,903
|
||||||
|
5.24%, 09/05/2024(a)
|
48,129,000
|
47,473,630
|
||||||
|
5.25%, 09/12/2024(a)
|
31,111,000
|
30,656,252
|
||||||
|
5.21%, 09/19/2024(a)
|
27,612,000
|
27,178,816
|
||||||
|
5.22%, 09/26/2024(a)
|
32,955,000
|
32,405,475
|
||||||
|
5.22%, 10/03/2024(a)
|
27,839,000
|
27,349,358
|
||||||
|
5.25%, 10/10/2024(a)
|
61,774,000
|
60,620,915
|
||||||
|
5.27%, 10/17/2024(a)
|
116,469,000
|
114,178,611
|
||||||
|
5.28%, 10/24/2024(a)
|
36,453,000
|
35,701,310
|
||||||
|
5.26%, 10/31/2024(a)
|
33,019,000
|
32,305,721
|
||||||
|
5.26%, 11/07/2024(a)
|
50,575,000
|
49,436,784
|
||||||
|
5.26%, 11/14/2024(a)
|
43,489,000
|
42,465,167
|
||||||
|
5.28%, 11/21/2024(a)
|
41,401,000
|
40,387,310
|
||||||
|
5.26%, 11/29/2024(a)
|
15,157,000
|
14,768,750
|
||||||
|
TOTAL SHORT-TERM INVESTMENTS
(Cost $748,614,388)
|
748,614,939
|
|||||||
|
TOTAL INVESTMENTS - 76.7% (Cost
$748,614,388)
|
$
|
748,614,939
|
||||||
|
Money Market Deposit Account - 4.0%(b)
|
38,969,028
|
|||||||
|
Other Assets in Excess of Liabilities - 19.3%
|
188,504,807
|
|||||||
|
TOTAL NET ASSETS - 100.0%
|
$
|
976,088,774
|
||||||
|
Percentages are stated as a percent of net assets.
|
|
(a)
|
The rate shown is the effective yield as of May 31, 2024.
|
|
(b)
|
The U.S. Bank Money Market Deposit Account (the “MMDA”) is a short-term vehicle in which the Fund holds cash balances. The MMDA
will bear interest at a variable rate that is determined based on market conditions and is subject to change daily. The rate as of May 31, 2024 was 5.17%.
|
|
Abbey Capital Multi Asset Fund
|
|
Consolidated Schedule of Futures Contracts
|
|
as of May 31, 2024 (Unaudited)
|
|
Description
|
Contracts
Purchased
|
Expiration Date
|
Notional
|
Value / Unrealized
Appreciation
(Depreciation)
|
|||||
|
Arabica Coffee
|
64
|
07/19/2024
|
$5,336,400
|
$ |
197,944
|
||||
|
Arabica Coffee
|
78
|
09/18/2024
|
6,471,562
|
98,944
|
|||||
|
Arabica Coffee
|
21
|
12/18/2024
|
1,730,925
|
(38,700)
|
|||||
|
ASX SPI 200 Index
|
258
|
06/20/2024
|
33,126,110
|
(186,948)
|
|||||
|
AUD/USD Cross Currency Rate
|
20
|
06/17/2024
|
1,329,300
|
(4,530)
|
|||||
|
Brent Crude Oil
|
2
|
06/28/2024
|
162,220
|
170
|
|||||
|
Brent Crude Oil
|
66
|
06/28/2024
|
5,353,260
|
(62,550)
|
|||||
|
Brent Crude Oil
|
12
|
07/31/2024
|
970,440
|
(22,430)
|
|||||
|
Brent Crude Oil
|
3
|
08/30/2024
|
241,590
|
(2,050)
|
|||||
|
Brent Crude Oil
|
1
|
10/31/2024
|
79,790
|
(2,550)
|
|||||
|
British Pound/US Dollar Cross Currency Rate
|
227
|
06/17/2024
|
18,063,525
|
(3,994)
|
|||||
|
CAC40 10 Euro Index
|
275
|
06/21/2024
|
23,853,106
|
(559,551)
|
|||||
|
Canadian Canola Oil
|
5
|
07/12/2024
|
48,498
|
398
|
|||||
|
Canadian Dollar/US Dollar Cross Currency Rate
|
148
|
06/18/2024
|
10,861,720
|
7,590
|
|||||
|
Class III Milk
|
1
|
07/02/2024
|
38,760
|
(3,520)
|
|||||
|
Class III Milk
|
11
|
07/30/2024
|
446,380
|
8,900
|
|||||
|
Consumer Discretionary Select Sector Index
|
2
|
06/21/2024
|
355,960
|
(9,150)
|
|||||
|
Copper
|
124
|
07/29/2024
|
14,266,200
|
185,753
|
|||||
|
Copper
|
12
|
09/26/2024
|
1,383,150
|
20,063
|
|||||
|
Corn No. 2 Yellow
|
2
|
07/12/2024
|
44,625
|
(1,850)
|
|||||
|
Crude Oil
|
114
|
06/20/2024
|
8,776,860
|
(110,397)
|
|||||
|
Crude Oil
|
7
|
07/22/2024
|
537,110
|
(14,220)
|
|||||
|
Crude Oil
|
51
|
08/20/2024
|
3,896,400
|
7,600
|
|||||
|
Crude Oil
|
2
|
09/20/2024
|
151,980
|
270
|
|||||
|
Crude Palm Oil
|
2
|
07/15/2024
|
43,297
|
797
|
|||||
|
Crude Palm Oil
|
28
|
08/15/2024
|
606,161
|
15,785
|
|||||
|
Crude Palm Oil
|
4
|
09/13/2024
|
86,446
|
669
|
|||||
|
Crude Palm Oil
|
3
|
10/15/2024
|
64,691
|
1,052
|
|||||
|
DAX Index
|
2
|
06/21/2024
|
201,070
|
3,309
|
|||||
|
Dollar Index
|
218
|
06/17/2024
|
22,808,686
|
(23,492)
|
|||||
|
Dow Jones Industrial Average Index
|
173
|
06/21/2024
|
33,554,215
|
(759,766)
|
|||||
|
Dow Jones U.S. Micro-Cap Total Stock Index
|
2
|
06/21/2024
|
38,791
|
(400)
|
|||||
|
E-mini Consumer Staples Select Sector
|
5
|
06/21/2024
|
389,900
|
2,960
|
|||||
|
E-mini Energy Select Sector
|
1
|
06/21/2024
|
97,640
|
(1,210)
|
|||||
|
E-mini Materials Sector
|
5
|
06/21/2024
|
486,300
|
3,360
|
|||||
|
Emini S&P 500 ESG Index
|
1
|
06/21/2024
|
235,710
|
950
|
|||||
|
Euro STOXX 50 Dividend Index
|
5
|
12/19/2025
|
88,974
|
1,801
|
|||||
|
EURO STOXX 50 Index
|
3
|
06/21/2024
|
146,188
|
2,810
|
|||||
|
Euro STOXX 50 Quanto Index
|
570
|
06/21/2024
|
30,824,852
|
(217,416)
|
|||||
|
Euro STOXX Banks Index
|
345
|
06/21/2024
|
2,748,598
|
335,512
|
|||||
|
Euro/Japanese Yen Cross Currency Rate
|
131
|
06/17/2024
|
17,726,004
|
806,175
|
|||||
|
Euro/US Dollar Cross Currency Rate
|
39
|
06/17/2024
|
5,289,375
|
(12,706)
|
|||||
|
Euro-BTP Italian Government Bonds
|
117
|
06/06/2024
|
14,804,952
|
(230,529)
|
|||||
|
Euro-BTP Italian Government Bonds
|
10
|
09/06/2024
|
1,261,040
|
43
|
|||||
|
Eurpoean Rapeseed
|
44
|
07/31/2024
|
1,163,712
|
39,238
|
|||||
|
Eurpoean Rapeseed
|
8
|
10/31/2024
|
215,056
|
11,407
|
|||||
|
Feeder Cattle
|
10
|
08/29/2024
|
1,282,000
|
(27,013)
|
|||||
|
Feeder Cattle
|
1
|
09/26/2024
|
129,062
|
(1,238)
|
|||||
|
Financial Select Sector Index
|
4
|
06/21/2024
|
513,800
|
10,388
|
|||||
|
Frozen Concentrated Orange Juice
|
2
|
07/11/2024
|
131,160
|
14,025
|
|||||
|
FTSE 100 Index
|
976
|
06/21/2024
|
103,049,721
|
1,502,186
|
|||||
|
FTSE Bursa Malaysia KLCI Index
|
33
|
06/28/2024
|
561,918
|
(1,907)
|
|||||
|
FTSE China A50 Index
|
125
|
06/27/2024
|
1,545,250
|
(26,469)
|
|||||
|
FTSE MIB Index
|
13
|
06/21/2024
|
487,673
|
15,341
|
|||||
|
FTSE/JSE Top 40 Index
|
44
|
06/20/2024
|
1,657,454
|
(70,687)
|
|||||
|
FTSE/MIB Index
|
42
|
06/21/2024
|
7,877,791
|
241,764
|
|||||
|
German Stock Index
|
151
|
06/21/2024
|
75,903,870
|
86,451
|
|||||
|
Gold
|
196
|
08/28/2024
|
45,977,680
|
(876,415)
|
|||||
|
Gold
|
11
|
12/27/2024
|
2,630,870
|
(39,820)
|
|||||
|
Hang Seng China Enterprises Index
|
17
|
06/27/2024
|
138,167
|
(5,221)
|
|||||
|
Hang Seng China Enterprises Index
|
93
|
06/27/2024
|
3,779,270
|
(169,371)
|
|||||
|
Hang Seng Index
|
227
|
06/27/2024
|
26,137,045
|
(989,523)
|
|||||
|
Hang Seng Index
|
37
|
06/27/2024
|
852,045
|
(26,632)
|
|||||
|
Hang Seng TECH Index
|
2
|
06/27/2024
|
47,299
|
(1,624)
|
|||||
|
Hard Red Winter Wheat
|
19
|
07/12/2024
|
673,312
|
19,263
|
|||||
|
Hard Red Winter Wheat
|
17
|
09/13/2024
|
614,762
|
24,000
|
|||||
|
IBEX 35 Composite Index
|
4
|
06/21/2024
|
49,143
|
(193)
|
|||||
|
IBEX 35 Index
|
28
|
06/21/2024
|
3,440,043
|
5,444
|
|||||
|
ICE European Climate Exchange Emissions
|
6
|
12/16/2024
|
482,411
|
(2,528)
|
|||||
|
ICE European Climate Exchange Emissions
|
6
|
12/15/2025
|
502,789
|
23,611
|
|||||
|
Industrial Select Sector Index
|
3
|
06/21/2024
|
373,920
|
(2,550)
|
|||||
|
JPNK400 Index
|
1
|
06/13/2024
|
16,059
|
86
|
|||||
|
Lean Hogs
|
36
|
08/14/2024
|
1,389,600
|
(45,990)
|
|||||
|
Lean Hogs
|
4
|
10/14/2024
|
132,640
|
(360)
|
|||||
|
Live Cattle
|
48
|
08/30/2024
|
3,426,240
|
(40,960)
|
|||||
|
Live Cattle
|
40
|
10/31/2024
|
2,892,800
|
(47,380)
|
|||||
|
Live Cattle
|
18
|
12/31/2024
|
1,329,480
|
(18,700)
|
|||||
|
Live Cattle
|
8
|
02/28/2025
|
600,240
|
(9,590)
|
|||||
|
London Cocoa
|
4
|
07/16/2024
|
379,418
|
(4,358)
|
|||||
|
London Cocoa
|
10
|
09/13/2024
|
880,502
|
68,172
|
|||||
|
London Cocoa
|
5
|
12/12/2024
|
392,021
|
30,760
|
|||||
|
London Metals - Aluminum
|
1,945
|
06/17/2024
|
127,452,933
|
11,915,811
|
|||||
|
London Metals - Aluminum
|
558
|
09/16/2024
|
37,176,331
|
876,387
|
|||||
|
London Metals - Copper
|
606
|
06/17/2024
|
150,672,507
|
12,925,417
|
|||||
|
London Metals - Copper
|
217
|
09/16/2024
|
54,623,783
|
(1,696,778)
|
|||||
|
London Metals - Lead
|
278
|
06/17/2024
|
15,483,836
|
708,141
|
|||||
|
London Metals - Lead
|
58
|
09/16/2024
|
3,308,987
|
22,634
|
|||||
|
London Metals - Nickel
|
73
|
06/17/2024
|
8,551,950
|
561,381
|
|||||
|
London Metals - Nickel
|
19
|
09/16/2024
|
2,253,372
|
(50,317)
|
|||||
|
London Metals - Tin
|
1
|
09/16/2024
|
165,560
|
5,906
|
|||||
|
London Metals - Zinc
|
311
|
06/17/2024
|
22,775,152
|
2,548,411
|
|||||
|
London Metals - Zinc
|
146
|
09/16/2024
|
10,868,058
|
(101,717)
|
|||||
|
Low Sulphur Gas Oil
|
25
|
07/11/2024
|
1,836,250
|
(14,525)
|
|||||
|
Low Sulphur Gas Oil
|
2
|
08/12/2024
|
147,500
|
(5,250)
|
|||||
|
Maize
|
7
|
08/05/2024
|
85,542
|
(81)
|
|||||
|
Mexican Peso/US Dollar Cross Currency Rate
|
395
|
06/17/2024
|
11,609,050
|
(105,495)
|
|||||
|
Mexican Stock Exchange Price & Quotation Index
|
3
|
06/21/2024
|
98,253
|
(4,364)
|
|||||
|
Micro Gold
|
14
|
08/28/2024
|
328,412
|
(4,867)
|
|||||
|
Milling Wheat No. 2
|
56
|
09/10/2024
|
787,635
|
24,753
|
|||||
|
Milling Wheat No. 2
|
40
|
12/10/2024
|
574,532
|
11,610
|
|||||
|
MSCI China A 50 Index
|
3
|
06/21/2024
|
146,565
|
(3,390)
|
|||||
|
MSCI EAFE Index
|
66
|
06/21/2024
|
7,821,660
|
121,675
|
|||||
|
MSCI Emerging Markets Index
|
197
|
06/21/2024
|
10,406,525
|
(85,870)
|
|||||
|
MSCI Singapore Index
|
130
|
06/27/2024
|
2,971,951
|
(30,840)
|
|||||
|
Nasdaq 100 Index
|
180
|
06/21/2024
|
66,927,600
|
616,735
|
|||||
|
NASDAQ 100 Micro Index
|
1
|
06/21/2024
|
37,182
|
1,656
|
|||||
|
Natural Gas
|
3
|
06/25/2024
|
19,402
|
(2,335)
|
|||||
|
Natural Gas
|
2
|
06/26/2024
|
51,740
|
(4,560)
|
|||||
|
Natural Gas
|
2
|
07/29/2024
|
53,240
|
(4,800)
|
|||||
|
Natural Gas
|
1
|
09/26/2024
|
27,440
|
(1,830)
|
|||||
|
Nifty 50 Index
|
256
|
06/27/2024
|
11,616,256
|
(194,238)
|
|||||
|
Nikkei 225 Index
|
13
|
06/13/2024
|
2,511,600
|
(62,475)
|
|||||
|
Nikkei 225 Index
|
104
|
06/13/2024
|
2,545,360
|
(65,023)
|
|||||
|
Nikkei 225 Index
|
127
|
06/13/2024
|
15,529,266
|
(376,950)
|
|||||
|
Nikkei 225 Index
|
25
|
06/13/2024
|
3,070,852
|
(83,013)
|
|||||
|
Nikkei 225 Index
|
46
|
06/13/2024
|
11,258,322
|
(195,276)
|
|||||
|
NYSE FANG+ Index
|
1
|
06/21/2024
|
51,767
|
394
|
|||||
|
Oats
|
3
|
07/12/2024
|
58,125
|
800
|
|||||
|
OMXS30 ESG Index
|
1
|
06/20/2024
|
24,007
|
(134)
|
|||||
|
OMXS30 Index
|
605
|
06/20/2024
|
15,001,473
|
(165,044)
|
|||||
|
Palladium
|
1
|
09/26/2024
|
91,290
|
(8,060)
|
|||||
|
Platinum
|
57
|
07/29/2024
|
2,969,700
|
15,635
|
|||||
|
Platinum
|
7
|
04/24/2025
|
115,439
|
8,753
|
|||||
|
Red Spring Wheat
|
8
|
07/12/2024
|
295,900
|
(1,013)
|
|||||
|
Reformulated Gasoline Blendstock
|
24
|
06/28/2024
|
2,436,739
|
(151,641)
|
|||||
|
Reformulated Gasoline Blendstock
|
5
|
07/31/2024
|
503,811
|
(18,480)
|
|||||
|
Robusta Coffee
|
15
|
07/25/2024
|
618,000
|
28,000
|
|||||
|
Robusta Coffee
|
40
|
09/24/2024
|
1,594,800
|
(41,500)
|
|||||
|
Rough Rice
|
10
|
07/12/2024
|
353,400
|
(36,580)
|
|||||
|
Russell 2000 Index
|
2
|
06/21/2024
|
20,758
|
458
|
|||||
|
Russell 2000 Index
|
110
|
06/21/2024
|
11,416,900
|
(35,640)
|
|||||
|
S&P 500 Index
|
2,027
|
06/21/2024
|
536,698,925
|
6,215,550
|
|||||
|
S&P 500 Index
|
3
|
06/21/2024
|
79,432
|
1,976
|
|||||
|
S&P Mid Cap 400 Index
|
18
|
06/21/2024
|
5,385,420
|
(8,550)
|
|||||
|
S&P/Toronto Stock Exchange 60 Index
|
65
|
06/20/2024
|
12,727,686
|
80,357
|
|||||
|
SGX FTSE Taiwan Index
|
183
|
06/27/2024
|
13,157,700
|
(416,346)
|
|||||
|
SGX Technically Specified Rubber 20
|
5
|
06/28/2024
|
44,725
|
4,145
|
|||||
|
SGX TSI Iron Ore
|
151
|
06/28/2024
|
1,743,295
|
(24,245)
|
|||||
|
SGX TSI Iron Ore
|
54
|
07/31/2024
|
623,592
|
(28,623)
|
|||||
|
Silver
|
160
|
07/29/2024
|
24,352,000
|
1,057,558
|
|||||
|
Silver
|
5
|
09/26/2024
|
769,175
|
73,590
|
|||||
|
Soybean Meal
|
20
|
07/12/2024
|
729,400
|
(22,130)
|
|||||
|
Soybean Meal
|
7
|
12/13/2024
|
251,580
|
(9,990)
|
|||||
|
STOXX 600 Bank Spread Index
|
13
|
06/21/2024
|
143,595
|
17,762
|
|||||
|
STOXX 600 Utilities Index
|
7
|
06/21/2024
|
144,539
|
(4,769)
|
|||||
|
STOXX Euro ESG-X Index
|
5
|
06/21/2024
|
104,436
|
2,691
|
|||||
|
STOXX Europe 600 Index
|
5
|
06/21/2024
|
103,025
|
2,148
|
|||||
|
STOXX Europe 600 Index
|
168
|
06/21/2024
|
4,725,809
|
107,793
|
|||||
|
Swiss Franc/US Dollar Cross Currency Rate
|
35
|
06/17/2024
|
4,854,281
|
9,356
|
|||||
|
Swiss Government Bonds
|
1
|
06/06/2024
|
161,822
|
(3,347)
|
|||||
|
Tokyo Price Index
|
46
|
06/13/2024
|
810,810
|
16,778
|
|||||
|
TOPIX Index
|
98
|
06/13/2024
|
17,273,774
|
269,132
|
|||||
|
U.S. Treasury 10 Year Notes
|
197
|
09/19/2024
|
21,432,984
|
(38,727)
|
|||||
|
U.S. Treasury 5 Year Note
|
362
|
09/30/2024
|
38,298,469
|
28,687
|
|||||
|
US Cocoa
|
3
|
07/16/2024
|
279,930
|
(14,520)
|
|||||
|
US Cocoa
|
10
|
09/13/2024
|
858,600
|
80,370
|
|||||
|
US Cocoa
|
8
|
12/13/2024
|
617,040
|
44,080
|
|||||
|
US Dollar/Chinese Renminbi Cross Currency Rate
|
1
|
06/17/2024
|
99,891
|
268
|
|||||
|
US Dollar/Chinese Renminbi Cross Currency Rate
|
1
|
06/17/2024
|
99,825
|
403
|
|||||
|
Utilities Select Sector Index
|
5
|
06/21/2024
|
367,200
|
8,860
|
|||||
|
Wheat
|
237
|
07/12/2024
|
8,040,225
|
183,217
|
|||||
|
Wheat
|
31
|
09/13/2024
|
1,084,225
|
18,925
|
|||||
|
Wheat
|
69
|
12/13/2024
|
2,496,075
|
(41,738)
|
|||||
|
White Maize
|
7
|
07/24/2024
|
197,573
|
12,903
|
|||||
|
WTI Light Sweet Crude Oil
|
1
|
08/19/2024
|
76,400
|
(50)
|
|||||
|
Yellow Maize
|
1
|
07/24/2024
|
22,028
|
(1,001)
|
|||||
| $ |
33,583,487
|
||||||||
|
–
|
|||||||||
|
Description
|
Contracts
Sold
|
Expiration Date
|
Notional
|
Value / Unrealized
Appreciation
(Depreciation)
|
|||||
|
1 Month Secured Overnight Financing Rate
|
(17)
|
10/31/2024
|
$6,717,308
|
$ |
4,230
|
||||
|
10 Year Japanese Government Bonds
|
(177)
|
06/12/2024
|
16,091,114
|
108,022
|
|||||
|
10 Year U.S. Ultra Treasury Notes
|
(71)
|
09/19/2024
|
7,954,219
|
28,086
|
|||||
|
3 Month Canadian Overnight Repo Rate Average
|
(25)
|
12/17/2024
|
4,377,224
|
(1,256)
|
|||||
|
3 Month Canadian Overnight Repo Rate Average
|
(22)
|
03/18/2025
|
3,859,826
|
1,293
|
|||||
|
3 Month Canadian Overnight Repo Rate Average
|
(17)
|
06/17/2025
|
2,988,050
|
624
|
|||||
|
3 Month Canadian Overnight Repo Rate Average
|
(13)
|
09/16/2025
|
2,288,914
|
(193)
|
|||||
|
3 Month Canadian Overnight Repo Rate Average
|
(10)
|
12/16/2025
|
1,763,638
|
(862)
|
|||||
|
3 Month Canadian Overnight Repo Rate Average
|
(4)
|
03/17/2026
|
706,482
|
(981)
|
|||||
|
3 Month Euribor
|
(68)
|
09/16/2024
|
17,787,266
|
35,698
|
|||||
|
3 Month Euribor
|
(46)
|
12/16/2024
|
12,053,775
|
33,569
|
|||||
|
3 Month Euribor
|
(671)
|
03/17/2025
|
176,100,915
|
494,862
|
|||||
|
3 Month Euribor
|
(424)
|
06/16/2025
|
111,432,152
|
334,913
|
|||||
|
3 Month Euribor
|
(238)
|
09/15/2025
|
62,629,880
|
192,502
|
|||||
|
3 Month Euribor
|
(22)
|
12/15/2025
|
5,795,284
|
6,754
|
|||||
|
3 Month Euribor
|
(97)
|
03/16/2026
|
25,571,670
|
10,037
|
|||||
|
3 Month Euribor
|
(30)
|
06/15/2026
|
7,913,647
|
1,980
|
|||||
|
3 Month Euribor
|
(30)
|
09/14/2026
|
7,916,902
|
1,478
|
|||||
|
3 Month Euribor
|
(149)
|
03/15/2027
|
39,346,884
|
(8,463)
|
|||||
|
30 Day Federal Funds Rate
|
(1)
|
02/28/2025
|
396,302
|
1,792
|
|||||
|
3-Month Secured Overnight Financing Rate
|
(65)
|
12/17/2024
|
15,408,250
|
27,863
|
|||||
|
3-Month Secured Overnight Financing Rate
|
(743)
|
03/18/2025
|
176,518,225
|
418,925
|
|||||
|
3-Month Secured Overnight Financing Rate
|
(805)
|
06/17/2025
|
191,680,562
|
494,996
|
|||||
|
3-Month Secured Overnight Financing Rate
|
(833)
|
09/16/2025
|
198,774,625
|
217,688
|
|||||
|
3-Month Secured Overnight Financing Rate
|
(499)
|
12/16/2025
|
119,304,662
|
220,363
|
|||||
|
3-Month Secured Overnight Financing Rate
|
(276)
|
03/17/2026
|
66,091,650
|
149,188
|
|||||
|
3-Month Secured Overnight Financing Rate
|
(26)
|
06/16/2026
|
6,233,175
|
4,163
|
|||||
|
3-Month Secured Overnight Financing Rate
|
(26)
|
09/15/2026
|
6,238,050
|
(494)
|
|||||
|
3-Month Secured Overnight Financing Rate
|
(24)
|
12/15/2026
|
5,761,200
|
(1,463)
|
|||||
|
3-Month Secured Overnight Financing Rate
|
(274)
|
03/16/2027
|
65,797,675
|
61,525
|
|||||
|
AUD/USD Cross Currency Rate
|
(204)
|
06/17/2024
|
13,558,860
|
(81,180)
|
|||||
|
Austrailian Government 10 Year Bonds
|
(640)
|
06/17/2024
|
47,973,126
|
231,967
|
|||||
|
Austrailian Government 3 Year Bonds
|
(1,176)
|
06/17/2024
|
82,514,737
|
317,605
|
|||||
|
Australian 90 Day Bank Bills
|
(27)
|
09/12/2024
|
17,771,187
|
353
|
|||||
|
Australian 90 Day Bank Bills
|
(671)
|
12/12/2024
|
441,646,908
|
(24,090)
|
|||||
|
Australian 90 Day Bank Bills
|
(39)
|
03/13/2025
|
25,673,876
|
14,772
|
|||||
|
Australian 90 Day Bank Bills
|
(26)
|
06/12/2025
|
17,119,676
|
5,755
|
|||||
|
Australian 90 Day Bank Bills
|
(18)
|
09/11/2025
|
11,854,398
|
3,490
|
|||||
|
Australian 90 Day Bank Bills
|
(16)
|
12/11/2025
|
10,539,043
|
1,898
|
|||||
|
Australian 90 Day Bank Bills
|
(9)
|
03/12/2026
|
5,928,791
|
1,754
|
|||||
|
Brent Crude Oil
|
(17)
|
06/28/2024
|
1,378,870
|
8,530
|
|||||
|
CAC40 10 Euro Index
|
(117)
|
06/21/2024
|
10,148,413
|
17,540
|
|||||
|
Canadian 10 Year Government Bonds
|
(265)
|
09/18/2024
|
23,113,981
|
31,043
|
|||||
|
Canadian 5 Year Bonds
|
(47)
|
09/18/2024
|
3,799,450
|
(4,725)
|
|||||
|
Canadian Canola Oil
|
(26)
|
11/14/2024
|
260,658
|
(2,666)
|
|||||
|
Canadian Dollar/US Dollar Cross Currency Rate
|
(723)
|
06/18/2024
|
53,060,970
|
(108,257)
|
|||||
|
Copper
|
(17)
|
07/29/2024
|
1,955,850
|
10,513
|
|||||
|
Corn No. 2 Yellow
|
(562)
|
07/12/2024
|
12,539,625
|
23,870
|
|||||
|
Corn No. 2 Yellow
|
(65)
|
09/13/2024
|
1,475,500
|
51,375
|
|||||
|
Corn No. 2 Yellow
|
(427)
|
12/13/2024
|
9,970,450
|
354,938
|
|||||
|
Cotton No.2
|
(26)
|
07/09/2024
|
989,950
|
30,055
|
|||||
|
Cotton No.2
|
(185)
|
12/06/2024
|
6,947,675
|
105,795
|
|||||
|
Crude Oil
|
(87)
|
06/20/2024
|
6,698,130
|
88,300
|
|||||
|
Crude Oil
|
(4)
|
07/22/2024
|
306,920
|
3,170
|
|||||
|
Crude Oil
|
(4)
|
11/20/2024
|
300,680
|
3,010
|
|||||
|
Crude Soybean Oil
|
(147)
|
07/12/2024
|
4,014,864
|
30,156
|
|||||
|
Crude Soybean Oil
|
(64)
|
12/13/2024
|
1,768,704
|
12,900
|
|||||
|
Crude Soybean Oil
|
(8)
|
01/14/2025
|
221,712
|
(1,386)
|
|||||
|
Dow Jones Industrial Average Index
|
(119)
|
06/21/2024
|
23,080,645
|
(275,735)
|
|||||
|
Euro BUXL 30 Year Bonds
|
(47)
|
06/06/2024
|
6,447,061
|
116,534
|
|||||
|
Euro BUXL 30 Year Bonds
|
(20)
|
09/06/2024
|
2,778,151
|
(25,889)
|
|||||
|
Euro Half Dollars
|
(1)
|
06/17/2024
|
67,812
|
(919)
|
|||||
|
Euro STOXX 50 Quanto Index
|
(191)
|
06/21/2024
|
10,329,029
|
22,623
|
|||||
|
Euro/Pound Sterling Cross Currency Rate
|
(1)
|
06/17/2024
|
135,739
|
(64)
|
|||||
|
Euro/US Dollar Cross Currency Rate
|
(916)
|
06/17/2024
|
124,232,500
|
(548,114)
|
|||||
|
Euro/US Dollar Cross Currency Rate
|
(6)
|
06/17/2024
|
81,375
|
(43)
|
|||||
|
Euro-BOBL
|
(564)
|
06/06/2024
|
70,951,325
|
601,318
|
|||||
|
Euro-BOBL
|
(490)
|
09/06/2024
|
61,349,689
|
(72,958)
|
|||||
|
Euro-Bund
|
(239)
|
06/06/2024
|
33,541,221
|
280,701
|
|||||
|
Euro-Bund
|
(217)
|
09/06/2024
|
30,604,436
|
(45,387)
|
|||||
|
Euro-Schatz
|
(1,697)
|
06/06/2024
|
193,274,457
|
708,822
|
|||||
|
Euro-Schatz
|
(805)
|
09/06/2024
|
91,923,135
|
(33,588)
|
|||||
|
French Government Bonds
|
(86)
|
06/06/2024
|
11,639,982
|
74,185
|
|||||
|
French Government Bonds
|
(28)
|
09/06/2024
|
3,776,697
|
(10,709)
|
|||||
|
FTSE 100 Index
|
(49)
|
06/21/2024
|
5,173,603
|
(23,440)
|
|||||
|
FTSE China A50 Index
|
(388)
|
06/27/2024
|
4,796,456
|
42,284
|
|||||
|
FTSE/JSE Top 40 Index
|
(1)
|
06/20/2024
|
37,669
|
91
|
|||||
|
German Stock Index
|
(12)
|
06/21/2024
|
6,032,096
|
21,647
|
|||||
|
Gold
|
(9)
|
08/28/2024
|
2,111,220
|
13,280
|
|||||
|
Hang Seng Index
|
(14)
|
06/27/2024
|
1,611,976
|
27,812
|
|||||
|
Hard Red Winter Wheat
|
(14)
|
07/12/2024
|
496,125
|
(52,100)
|
|||||
|
ICE 3 Month SONIA Rate
|
(11)
|
12/17/2024
|
3,328,258
|
(510)
|
|||||
|
ICE 3 Month SONIA Rate
|
(417)
|
03/18/2025
|
126,403,690
|
114,284
|
|||||
|
ICE 3 Month SONIA Rate
|
(4)
|
06/17/2025
|
1,214,608
|
(557)
|
|||||
|
ICE 3 Month SONIA Rate
|
(54)
|
09/16/2025
|
16,425,591
|
2,580
|
|||||
|
ICE 3 Month SONIA Rate
|
(133)
|
12/16/2025
|
40,521,293
|
33,497
|
|||||
|
ICE 3 Month SONIA Rate
|
(108)
|
03/17/2026
|
32,952,675
|
2,198
|
|||||
|
ICE 3 Month SONIA Rate
|
(8)
|
06/16/2026
|
2,443,742
|
(1,274)
|
|||||
|
ICE 3 Month SONIA Rate
|
(8)
|
09/15/2026
|
2,446,036
|
(1,099)
|
|||||
|
ICE 3 Month SONIA Rate
|
(7)
|
12/15/2026
|
2,141,842
|
(1,338)
|
|||||
|
ICE 3 Month SONIA Rate
|
(5)
|
03/16/2027
|
1,530,763
|
(1,402)
|
|||||
|
ICE European Climate Exchange Emissions
|
(16)
|
12/16/2024
|
1,286,430
|
(125,746)
|
|||||
|
Indian Rupee/US Dollar Cross Currency Rate
|
(1)
|
06/26/2024
|
59,900
|
53
|
|||||
|
Indian Rupee/US Dollar Cross Currency Rate
|
(1)
|
06/26/2024
|
23,952
|
96
|
|||||
|
Japanese 10 Year Government Bonds
|
(121)
|
06/13/2024
|
110,016,787
|
626,649
|
|||||
|
Japanese Yen/US Dollar Cross Currency Rate
|
(907)
|
06/17/2024
|
72,259,556
|
2,881,488
|
|||||
|
Lean Hogs
|
(41)
|
07/15/2024
|
1,592,850
|
35,180
|
|||||
|
Lean Hogs
|
(13)
|
08/14/2024
|
501,800
|
(830)
|
|||||
|
Light Sweet Crude Oil
|
(5)
|
06/18/2024
|
192,475
|
2,363
|
|||||
|
London Cocoa
|
(1)
|
07/16/2024
|
94,855
|
(956)
|
|||||
|
London Cocoa
|
(1)
|
09/13/2024
|
88,050
|
841
|
|||||
|
London Metals - Aluminum
|
(1,945)
|
06/17/2024
|
127,452,932
|
(11,963,735)
|
|||||
|
London Metals - Aluminum
|
(412)
|
09/16/2024
|
27,449,191
|
(198,491)
|
|||||
|
London Metals - Copper
|
(606)
|
06/17/2024
|
150,672,507
|
(11,530,365)
|
|||||
|
London Metals - Copper
|
(156)
|
09/16/2024
|
39,268,710
|
1,444,435
|
|||||
|
London Metals - Lead
|
(278)
|
06/17/2024
|
15,483,835
|
(1,292,883)
|
|||||
|
London Metals - Lead
|
(6)
|
09/16/2024
|
342,309
|
(2,894)
|
|||||
|
London Metals - Nickel
|
(73)
|
06/17/2024
|
8,551,950
|
(1,111,242)
|
|||||
|
London Metals - Nickel
|
(6)
|
09/16/2024
|
711,591
|
(27,091)
|
|||||
|
London Metals - Zinc
|
(311)
|
06/17/2024
|
22,775,152
|
(3,020,145)
|
|||||
|
Long Gilt
|
(476)
|
09/26/2024
|
58,421,876
|
194,322
|
|||||
|
Low Sulphur Gas Oil
|
(54)
|
07/11/2024
|
3,966,300
|
37,750
|
|||||
|
Low Sulphur Gas Oil
|
(8)
|
08/12/2024
|
590,000
|
14,800
|
|||||
|
Low Sulphur Gas Oil
|
(9)
|
09/12/2024
|
666,450
|
12,825
|
|||||
|
Low Sulphur Gas Oil
|
(9)
|
10/10/2024
|
668,925
|
10,725
|
|||||
|
Lumber
|
(3)
|
07/15/2024
|
41,869
|
2,021
|
|||||
|
Milling Wheat No. 2
|
(3)
|
09/10/2024
|
42,195
|
(2,604)
|
|||||
|
Milling Wheat No. 2
|
(4)
|
03/10/2025
|
57,779
|
(8,477)
|
|||||
|
Nasdaq 100 Index
|
(4)
|
06/21/2024
|
1,487,280
|
(16,300)
|
|||||
|
Natural Gas
|
(71)
|
06/26/2024
|
1,836,770
|
27,807
|
|||||
|
Natural Gas
|
(20)
|
06/27/2024
|
552,547
|
(42,874)
|
|||||
|
Natural Gas
|
(92)
|
07/29/2024
|
2,449,040
|
47,990
|
|||||
|
Natural Gas
|
(2)
|
08/28/2024
|
53,020
|
4,370
|
|||||
|
New Zealand Dollar/US Dollar Cross Currency Rate
|
(203)
|
06/17/2024
|
12,462,170
|
(391,110)
|
|||||
|
Nikkei 225 Index
|
(16)
|
06/13/2024
|
1,956,443
|
(8,759)
|
|||||
|
NY Harbor ULSD
|
(277)
|
06/28/2024
|
27,737,783
|
854,259
|
|||||
|
NY Harbor ULSD
|
(8)
|
07/31/2024
|
807,610
|
26,162
|
|||||
|
NY Harbor ULSD
|
(9)
|
08/30/2024
|
915,516
|
29,736
|
|||||
|
NY Harbor ULSD
|
(9)
|
09/30/2024
|
920,354
|
35,041
|
|||||
|
NY Harbor ULSD
|
(5)
|
11/29/2024
|
512,883
|
20,265
|
|||||
|
Palladium
|
(12)
|
09/26/2024
|
1,095,480
|
109,920
|
|||||
|
Phelix DE Base Yearly
|
(1)
|
12/27/2024
|
926,643
|
(170,995)
|
|||||
|
Phelix DE Baseload Quarterly
|
(1)
|
06/26/2024
|
200,862
|
(37,949)
|
|||||
|
Reformulated Gasoline Blendstock
|
(151)
|
06/28/2024
|
15,331,151
|
492,202
|
|||||
|
Reformulated Gasoline Blendstock
|
(2)
|
09/30/2024
|
183,893
|
6,691
|
|||||
|
Russell 2000 Index
|
(22)
|
06/21/2024
|
2,283,380
|
(28,205)
|
|||||
|
S&P Real Estate Select Sector Stock Index
|
(1)
|
06/21/2024
|
46,475
|
(1,625)
|
|||||
|
SET50 Index
|
(184)
|
06/27/2024
|
825,724
|
10,929
|
|||||
|
SGX TSI Iron Ore
|
(2)
|
07/31/2024
|
23,096
|
79
|
|||||
|
Short-term Euro-BTP
|
(250)
|
06/06/2024
|
28,523,144
|
64,278
|
|||||
|
Short-term Euro-BTP
|
(123)
|
09/06/2024
|
14,010,699
|
(3,157)
|
|||||
|
Soybean Meal
|
(21)
|
07/12/2024
|
765,870
|
4,160
|
|||||
|
Soybeans
|
(251)
|
07/12/2024
|
15,122,750
|
(195,734)
|
|||||
|
Soybeans
|
(135)
|
11/14/2024
|
7,995,375
|
(66,563)
|
|||||
|
Soybeans
|
(30)
|
01/14/2025
|
1,796,250
|
(20,000)
|
|||||
|
Sugar #11
|
(383)
|
06/28/2024
|
7,849,968
|
416,683
|
|||||
|
Sugar #11
|
(343)
|
09/30/2024
|
7,026,286
|
313,622
|
|||||
|
Sugar #11
|
(16)
|
02/28/2025
|
332,595
|
35,997
|
|||||
|
Sugar #11
|
(8)
|
04/30/2025
|
162,982
|
11,939
|
|||||
|
Swiss Franc/US Dollar Cross Currency Rate
|
(412)
|
06/17/2024
|
57,141,825
|
(536,194)
|
|||||
|
Two Year Canadian Government Bonds
|
(65)
|
09/18/2024
|
4,917,385
|
(5,459)
|
|||||
|
U.S. Treasury 10 Year Notes
|
(977)
|
09/19/2024
|
106,294,547
|
3,406
|
|||||
|
U.S. Treasury 2 Year Notes
|
(1,604)
|
09/30/2024
|
326,739,814
|
(116,005)
|
|||||
|
U.S. Treasury 5 Year Note
|
(1,299)
|
09/30/2024
|
137,430,141
|
16,703
|
|||||
|
U.S. Treasury Long Bonds
|
(259)
|
09/19/2024
|
30,060,187
|
16,630
|
|||||
|
U.S. Treasury Ultra Bonds
|
(70)
|
09/19/2024
|
8,570,625
|
76,234
|
|||||
|
UK Natural Gas
|
(25)
|
06/27/2024
|
808,102
|
(44,064)
|
|||||
|
US 3 Year Notes
|
(7)
|
09/30/2024
|
1,449,437
|
(117)
|
|||||
|
Wheat
|
(8)
|
07/12/2024
|
271,400
|
(16,950)
|
|||||
|
White Sugar
|
(34)
|
07/16/2024
|
920,890
|
37,925
|
|||||
|
White Sugar
|
(3)
|
09/13/2024
|
77,805
|
5,825
|
|||||
|
WTI Light Sweet Crude Oil
|
(7)
|
06/18/2024
|
538,930
|
6,430
|
|||||
|
WTI Light Sweet Crude Oil
|
(1)
|
09/19/2024
|
75,990
|
(50)
|
|||||
| $ |
(18,118,684)
|
||||||||
|
Total Unrealized Appreciation (Depreciation)
|
$ |
15,464,803
|
|||||||
|
Abbey Capital Multi Asset Fund
|
|
Schedule of Forward Currency Contracts
|
|
as of May 31, 2024 (Unaudited)
|
|
Settlement
Date |
Currency Purchased
|
Currency Sold
|
Counterparty
|
Unrealized
Appreciation
(Depreciation)
|
|||||||
|
07/10/2024
|
AUD
|
21,600,000
|
CAD
|
19,603,555
|
SG Americas Securities LLC
|
$ |
(6,267)
|
||||
|
06/03/2024
|
AUD
|
718,226
|
GBP
|
375,000
|
SG Americas Securities LLC
|
62
|
|||||
|
06/03/2024
|
AUD
|
400,000
|
JPY
|
41,641,233
|
SG Americas Securities LLC
|
1,260
|
|||||
|
07/10/2024
|
AUD
|
6,600,000
|
JPY
|
682,422,630
|
SG Americas Securities LLC
|
30,009
|
|||||
|
06/04/2024
|
AUD
|
4,400,000
|
NZD
|
4,769,054
|
SG Americas Securities LLC
|
(3,672)
|
|||||
|
07/10/2024
|
AUD
|
23,200,000
|
NZD
|
25,153,626
|
SG Americas Securities LLC
|
(7,218)
|
|||||
|
06/03/2024
|
AUD
|
36,826,991
|
USD
|
24,351,065
|
SG Americas Securities LLC
|
153,843
|
|||||
|
06/04/2024
|
AUD
|
36,025,239
|
USD
|
23,896,982
|
SG Americas Securities LLC
|
75,119
|
|||||
|
06/20/2024
|
AUD
|
34,088,000
|
USD
|
22,584,046
|
SG Americas Securities LLC
|
109,957
|
|||||
|
06/20/2024
|
BRL
|
20,233,821
|
USD
|
3,950,000
|
SG Americas Securities LLC
|
(104,874)
|
|||||
|
06/03/2024
|
CAD
|
924,413
|
EUR
|
625,000
|
SG Americas Securities LLC
|
48
|
|||||
|
06/03/2024
|
CAD
|
600,000
|
JPY
|
68,628,717
|
SG Americas Securities LLC
|
3,660
|
|||||
|
07/10/2024
|
CAD
|
8,600,000
|
JPY
|
979,932,384
|
SG Americas Securities LLC
|
44,834
|
|||||
|
06/03/2024
|
CAD
|
7,293
|
USD
|
5,348
|
SG Americas Securities LLC
|
3
|
|||||
|
06/20/2024
|
CAD
|
12,270,924
|
USD
|
8,989,356
|
SG Americas Securities LLC
|
17,381
|
|||||
|
07/17/2024
|
CHF
|
2,759,083
|
EUR
|
2,800,000
|
SG Americas Securities LLC
|
29,830
|
|||||
|
06/03/2024
|
CHF
|
1,000,000
|
JPY
|
172,874,286
|
SG Americas Securities LLC
|
8,842
|
|||||
|
07/10/2024
|
CHF
|
5,000,000
|
JPY
|
864,420,800
|
SG Americas Securities LLC
|
36,068
|
|||||
|
06/03/2024
|
CHF
|
18,789,114
|
USD
|
20,769,895
|
SG Americas Securities LLC
|
59,498
|
|||||
|
06/20/2024
|
CHF
|
5,506,984
|
USD
|
6,095,941
|
SG Americas Securities LLC
|
21,242
|
|||||
|
07/10/2024
|
CHF
|
375,000
|
USD
|
415,289
|
SG Americas Securities LLC
|
2,250
|
|||||
|
06/10/2024
|
CLP
|
559,873,194
|
USD
|
600,000
|
SG Americas Securities LLC
|
9,750
|
|||||
|
06/13/2024
|
CLP
|
93,479,830
|
USD
|
100,000
|
SG Americas Securities LLC
|
1,802
|
|||||
|
06/21/2024
|
CLP
|
1,594,987,058
|
USD
|
1,750,000
|
SG Americas Securities LLC
|
(13,274)
|
|||||
|
06/03/2024
|
CNH
|
10,154,924
|
USD
|
1,400,119
|
SG Americas Securities LLC
|
(1,925)
|
|||||
|
06/20/2024
|
CNH
|
8,651,907
|
USD
|
1,200,000
|
SG Americas Securities LLC
|
(7,056)
|
|||||
|
06/06/2024
|
COP
|
1,956,138,000
|
USD
|
500,000
|
SG Americas Securities LLC
|
5,815
|
|||||
|
06/07/2024
|
COP
|
392,989,316
|
USD
|
100,000
|
SG Americas Securities LLC
|
1,601
|
|||||
|
06/14/2024
|
COP
|
391,493,316
|
USD
|
100,000
|
SG Americas Securities LLC
|
1,083
|
|||||
|
06/20/2024
|
COP
|
10,180,901,260
|
USD
|
2,600,000
|
SG Americas Securities LLC
|
25,748
|
|||||
|
06/24/2024
|
COP
|
383,241,666
|
USD
|
100,000
|
SG Americas Securities LLC
|
(1,232)
|
|||||
|
06/28/2024
|
COP
|
384,535,000
|
USD
|
100,000
|
SG Americas Securities LLC
|
(972)
|
|||||
|
06/20/2024
|
CZK
|
50,695,195
|
EUR
|
2,050,000
|
SG Americas Securities LLC
|
1,974
|
|||||
|
07/10/2024
|
EUR
|
3,500,000
|
AUD
|
5,724,924
|
SG Americas Securities LLC
|
(8,977)
|
|||||
|
06/03/2024
|
EUR
|
625,000
|
CAD
|
926,976
|
SG Americas Securities LLC
|
(1,928)
|
|||||
|
07/10/2024
|
EUR
|
9,625,000
|
CAD
|
14,285,650
|
SG Americas Securities LLC
|
(27,238)
|
|||||
|
07/10/2024
|
EUR
|
9,000,000
|
CHF
|
8,807,229
|
SG Americas Securities LLC
|
(22,839)
|
|||||
|
07/17/2024
|
EUR
|
17,950,000
|
CHF
|
17,719,416
|
SG Americas Securities LLC
|
(226,580)
|
|||||
|
06/20/2024
|
EUR
|
3,000,000
|
CZK
|
75,149,804
|
SG Americas Securities LLC
|
(45,160)
|
|||||
|
06/03/2024
|
EUR
|
1,000,000
|
GBP
|
851,712
|
SG Americas Securities LLC
|
(136)
|
|||||
|
06/04/2024
|
EUR
|
400,000
|
GBP
|
341,459
|
SG Americas Securities LLC
|
(1,027)
|
|||||
|
06/20/2024
|
EUR
|
33,700,000
|
JPY
|
5,544,201,496
|
SG Americas Securities LLC
|
1,234,672
|
|||||
|
07/10/2024
|
EUR
|
3,200,000
|
JPY
|
541,050,304
|
SG Americas Securities LLC
|
16,576
|
|||||
|
06/03/2024
|
EUR
|
500,000
|
NOK
|
5,708,211
|
SG Americas Securities LLC
|
(1,285)
|
|||||
|
06/04/2024
|
EUR
|
500,000
|
NOK
|
5,697,194
|
SG Americas Securities LLC
|
(228)
|
|||||
|
06/20/2024
|
EUR
|
20,650,000
|
NOK
|
241,748,892
|
SG Americas Securities LLC
|
(617,376)
|
|||||
|
07/10/2024
|
EUR
|
5,000,000
|
NOK
|
57,101,461
|
SG Americas Securities LLC
|
(10,453)
|
|||||
|
06/04/2024
|
EUR
|
200,000
|
PLN
|
854,955
|
SG Americas Securities LLC
|
28
|
|||||
|
06/03/2024
|
EUR
|
750,000
|
SEK
|
8,625,777
|
SG Americas Securities LLC
|
(5,875)
|
|||||
|
06/04/2024
|
EUR
|
750,000
|
SEK
|
8,569,325
|
SG Americas Securities LLC
|
(518)
|
|||||
|
06/20/2024
|
EUR
|
11,000,000
|
SEK
|
128,248,419
|
SG Americas Securities LLC
|
(252,586)
|
|||||
|
07/10/2024
|
EUR
|
6,375,000
|
SEK
|
73,275,930
|
SG Americas Securities LLC
|
(47,123)
|
|||||
|
06/03/2024
|
EUR
|
38,805,167
|
USD
|
41,993,733
|
SG Americas Securities LLC
|
116,550
|
|||||
|
06/04/2024
|
EUR
|
618,127
|
USD
|
671,697
|
SG Americas Securities LLC
|
(897)
|
|||||
|
06/20/2024
|
EUR
|
6,949,000
|
USD
|
7,498,949
|
SG Americas Securities LLC
|
47,757
|
|||||
|
07/10/2024
|
EUR
|
4,250,000
|
USD
|
4,604,352
|
SG Americas Securities LLC
|
15,623
|
|||||
|
06/03/2024
|
GBP
|
375,000
|
AUD
|
719,978
|
SG Americas Securities LLC
|
(1,228)
|
|||||
|
07/10/2024
|
GBP
|
6,250,000
|
AUD
|
11,998,189
|
SG Americas Securities LLC
|
(26,913)
|
|||||
|
07/10/2024
|
GBP
|
1,875,000
|
CHF
|
2,153,753
|
SG Americas Securities LLC
|
(8,366)
|
|||||
|
06/03/2024
|
GBP
|
850,805
|
EUR
|
1,000,000
|
SG Americas Securities LLC
|
(1,019)
|
|||||
|
06/04/2024
|
GBP
|
681,359
|
EUR
|
800,000
|
SG Americas Securities LLC
|
67
|
|||||
|
06/20/2024
|
GBP
|
24,078,566
|
EUR
|
28,250,000
|
SG Americas Securities LLC
|
5,416
|
|||||
|
07/10/2024
|
GBP
|
12,694,162
|
EUR
|
14,900,000
|
SG Americas Securities LLC
|
(18,248)
|
|||||
|
07/10/2024
|
GBP
|
2,000,000
|
JPY
|
396,957,000
|
SG Americas Securities LLC
|
9,030
|
|||||
|
06/03/2024
|
GBP
|
101,101,158
|
USD
|
128,369,155
|
SG Americas Securities LLC
|
460,696
|
|||||
|
06/04/2024
|
GBP
|
101,100,251
|
USD
|
128,485,276
|
SG Americas Securities LLC
|
344,240
|
|||||
|
06/20/2024
|
GBP
|
15,825,000
|
USD
|
20,036,330
|
SG Americas Securities LLC
|
130,764
|
|||||
|
07/10/2024
|
GBP
|
6,437,500
|
USD
|
8,188,185
|
SG Americas Securities LLC
|
16,476
|
|||||
|
06/20/2024
|
HUF
|
1,689,994,772
|
EUR
|
4,350,000
|
SG Americas Securities LLC
|
(22,103)
|
|||||
|
07/10/2024
|
HUF
|
155,916,752
|
EUR
|
400,000
|
SG Americas Securities LLC
|
(1,316)
|
|||||
|
07/10/2024
|
HUF
|
287,790,800
|
USD
|
800,000
|
SG Americas Securities LLC
|
163
|
|||||
|
06/20/2024
|
ILS
|
7,586,538
|
USD
|
2,050,000
|
SG Americas Securities LLC
|
(620)
|
|||||
|
06/03/2024
|
INR
|
519,656,652
|
USD
|
6,238,697
|
SG Americas Securities LLC
|
(13,680)
|
|||||
|
06/06/2024
|
INR
|
166,577,509
|
USD
|
2,000,000
|
SG Americas Securities LLC
|
(4,731)
|
|||||
|
06/10/2024
|
INR
|
423,709,255
|
USD
|
5,091,538
|
SG Americas Securities LLC
|
(16,987)
|
|||||
|
06/13/2024
|
INR
|
358,683,788
|
USD
|
4,300,000
|
SG Americas Securities LLC
|
(4,646)
|
|||||
|
06/14/2024
|
INR
|
365,516,793
|
USD
|
4,387,078
|
SG Americas Securities LLC
|
(10,039)
|
|||||
|
06/20/2024
|
INR
|
245,904,436
|
USD
|
2,950,000
|
SG Americas Securities LLC
|
(5,886)
|
|||||
|
07/03/2024
|
INR
|
1,424,213
|
USD
|
17,059
|
SG Americas Securities LLC
|
(15)
|
|||||
|
06/03/2024
|
JPY
|
41,760,231
|
AUD
|
400,000
|
SG Americas Securities LLC
|
(503)
|
|||||
|
06/03/2024
|
JPY
|
69,074,691
|
CAD
|
600,000
|
SG Americas Securities LLC
|
(823)
|
|||||
|
06/03/2024
|
JPY
|
173,548,163
|
CHF
|
1,000,000
|
SG Americas Securities LLC
|
(4,555)
|
|||||
|
06/20/2024
|
JPY
|
801,744,133
|
EUR
|
4,850,000
|
SG Americas Securities LLC
|
(153,198)
|
|||||
|
06/03/2024
|
JPY
|
7,096,302,280
|
USD
|
45,297,367
|
SG Americas Securities LLC
|
(153,965)
|
|||||
|
06/04/2024
|
JPY
|
211,577,590
|
USD
|
1,348,555
|
SG Americas Securities LLC
|
(2,395)
|
|||||
|
06/20/2024
|
JPY
|
1,013,248,000
|
USD
|
6,628,210
|
SG Americas Securities LLC
|
(165,156)
|
|||||
|
06/03/2024
|
KRW
|
11,720,916,900
|
USD
|
8,677,742
|
SG Americas Securities LLC
|
(210,925)
|
|||||
|
06/17/2024
|
KRW
|
11,639,167,314
|
USD
|
8,500,000
|
SG Americas Securities LLC
|
(85,611)
|
|||||
|
06/20/2024
|
KRW
|
12,680,072,431
|
USD
|
9,300,000
|
SG Americas Securities LLC
|
(131,502)
|
|||||
|
07/03/2024
|
KRW
|
137,417,000
|
USD
|
100,000
|
SG Americas Securities LLC
|
(565)
|
|||||
|
06/20/2024
|
MXN
|
352,152,405
|
USD
|
20,889,384
|
SG Americas Securities LLC
|
(201,013)
|
|||||
|
07/10/2024
|
MXN
|
64,000,000
|
USD
|
3,755,185
|
SG Americas Securities LLC
|
(7,509)
|
|||||
|
06/03/2024
|
NOK
|
5,706,723
|
EUR
|
500,000
|
SG Americas Securities LLC
|
1,143
|
|||||
|
06/04/2024
|
NOK
|
5,700,437
|
EUR
|
500,000
|
SG Americas Securities LLC
|
537
|
|||||
|
06/20/2024
|
NOK
|
229,313,753
|
EUR
|
19,900,000
|
SG Americas Securities LLC
|
246,566
|
|||||
|
06/03/2024
|
NOK
|
7,500,000
|
SEK
|
7,556,090
|
SG Americas Securities LLC
|
(3,505)
|
|||||
|
06/04/2024
|
NOK
|
7,000,000
|
SEK
|
7,029,922
|
SG Americas Securities LLC
|
(1,156)
|
|||||
|
07/10/2024
|
NOK
|
7,500,000
|
SEK
|
7,525,950
|
SG Americas Securities LLC
|
(1,327)
|
|||||
|
06/03/2024
|
NOK
|
1,909,590
|
USD
|
181,299
|
SG Americas Securities LLC
|
645
|
|||||
|
06/04/2024
|
NZD
|
4,763,516
|
AUD
|
4,400,000
|
SG Americas Securities LLC
|
267
|
|||||
|
06/05/2024
|
NZD
|
4,765,997
|
AUD
|
4,400,000
|
SG Americas Securities LLC
|
1,710
|
|||||
|
07/10/2024
|
NZD
|
4,774,048
|
AUD
|
4,400,000
|
SG Americas Securities LLC
|
3,541
|
|||||
|
07/10/2024
|
NZD
|
8,400,000
|
JPY
|
800,751,840
|
SG Americas Securities LLC
|
39,740
|
|||||
|
06/20/2024
|
NZD
|
22,339,000
|
USD
|
13,554,999
|
SG Americas Securities LLC
|
176,826
|
|||||
|
06/20/2024
|
PEN
|
2,226,914
|
USD
|
600,000
|
SG Americas Securities LLC
|
(2,393)
|
|||||
|
06/04/2024
|
PLN
|
427,399
|
EUR
|
100,000
|
SG Americas Securities LLC
|
(34)
|
|||||
|
06/20/2024
|
PLN
|
32,872,572
|
EUR
|
7,600,000
|
SG Americas Securities LLC
|
88,797
|
|||||
|
07/10/2024
|
PLN
|
3,837,159
|
EUR
|
900,000
|
SG Americas Securities LLC
|
(4,783)
|
|||||
|
06/03/2024
|
PLN
|
1,184,061
|
USD
|
301,490
|
SG Americas Securities LLC
|
(934)
|
|||||
|
06/04/2024
|
PLN
|
1,177,767
|
USD
|
300,000
|
SG Americas Securities LLC
|
(1,045)
|
|||||
|
07/10/2024
|
PLN
|
18,453,307
|
USD
|
4,700,000
|
SG Americas Securities LLC
|
(18,024)
|
|||||
|
06/03/2024
|
SEK
|
8,619,376
|
EUR
|
750,000
|
SG Americas Securities LLC
|
5,266
|
|||||
|
06/04/2024
|
SEK
|
5,714,879
|
EUR
|
500,000
|
SG Americas Securities LLC
|
535
|
|||||
|
06/20/2024
|
SEK
|
70,337,242
|
EUR
|
6,100,000
|
SG Americas Securities LLC
|
65,656
|
|||||
|
06/03/2024
|
SEK
|
7,532,860
|
NOK
|
7,500,000
|
SG Americas Securities LLC
|
1,298
|
|||||
|
07/10/2024
|
SEK
|
75,534,900
|
NOK
|
75,000,000
|
SG Americas Securities LLC
|
39,490
|
|||||
|
06/03/2024
|
SEK
|
29,632
|
USD
|
2,817
|
SG Americas Securities LLC
|
(1)
|
|||||
|
06/20/2024
|
SGD
|
2,496,000
|
USD
|
1,850,000
|
SG Americas Securities LLC
|
(937)
|
|||||
|
07/10/2024
|
SGD
|
810,071
|
USD
|
600,000
|
SG Americas Securities LLC
|
706
|
|||||
|
06/20/2024
|
THB
|
23,650,013
|
USD
|
650,000
|
SG Americas Securities LLC
|
(6,117)
|
|||||
|
06/20/2024
|
TWD
|
22,626,785
|
USD
|
700,000
|
SG Americas Securities LLC
|
65
|
|||||
|
06/03/2024
|
USD
|
24,427,195
|
AUD
|
36,825,239
|
SG Americas Securities LLC
|
(76,548)
|
|||||
|
06/04/2024
|
USD
|
465,683
|
AUD
|
701,588
|
SG Americas Securities LLC
|
(1,171)
|
|||||
|
06/20/2024
|
USD
|
19,043,867
|
AUD
|
28,945,000
|
SG Americas Securities LLC
|
(226,196)
|
|||||
|
07/10/2024
|
USD
|
1,525,478
|
AUD
|
2,300,000
|
SG Americas Securities LLC
|
(6,669)
|
|||||
|
06/20/2024
|
USD
|
10,300,000
|
BRL
|
53,162,825
|
SG Americas Securities LLC
|
197,225
|
|||||
|
06/03/2024
|
USD
|
35,333,215
|
CAD
|
48,274,358
|
SG Americas Securities LLC
|
(87,669)
|
|||||
|
06/20/2024
|
USD
|
46,580,656
|
CAD
|
63,530,285
|
SG Americas Securities LLC
|
(49,945)
|
|||||
|
07/10/2024
|
USD
|
9,303,856
|
CAD
|
12,700,000
|
SG Americas Securities LLC
|
(21,905)
|
|||||
|
06/03/2024
|
USD
|
20,631,281
|
CHF
|
18,789,114
|
SG Americas Securities LLC
|
(198,112)
|
|||||
|
06/04/2024
|
USD
|
20,777,559
|
CHF
|
18,793,919
|
SG Americas Securities LLC
|
(59,486)
|
|||||
|
06/20/2024
|
USD
|
44,890,809
|
CHF
|
40,522,683
|
SG Americas Securities LLC
|
(121,976)
|
|||||
|
06/10/2024
|
USD
|
600,000
|
CLP
|
552,894,000
|
SG Americas Securities LLC
|
(2,149)
|
|||||
|
06/13/2024
|
USD
|
100,000
|
CLP
|
91,752,000
|
SG Americas Securities LLC
|
80
|
|||||
|
06/14/2024
|
USD
|
200,000
|
CLP
|
184,380,340
|
SG Americas Securities LLC
|
(791)
|
|||||
|
06/21/2024
|
USD
|
3,750,000
|
CLP
|
3,521,149,266
|
SG Americas Securities LLC
|
(84,057)
|
|||||
|
06/03/2024
|
USD
|
1,400,000
|
CNH
|
10,154,924
|
SG Americas Securities LLC
|
1,806
|
|||||
|
06/04/2024
|
USD
|
800,000
|
CNH
|
5,811,809
|
SG Americas Securities LLC
|
(281)
|
|||||
|
06/20/2024
|
USD
|
8,900,000
|
CNH
|
64,194,313
|
SG Americas Securities LLC
|
48,749
|
|||||
|
07/10/2024
|
USD
|
10,600,000
|
CNH
|
76,813,046
|
SG Americas Securities LLC
|
(7,388)
|
|||||
|
06/06/2024
|
USD
|
500,000
|
COP
|
1,962,797,433
|
SG Americas Securities LLC
|
(7,537)
|
|||||
|
06/07/2024
|
USD
|
100,000
|
COP
|
383,174,684
|
SG Americas Securities LLC
|
936
|
|||||
|
07/10/2024
|
USD
|
100,000
|
CZK
|
2,287,608
|
SG Americas Securities LLC
|
(578)
|
|||||
|
06/03/2024
|
USD
|
41,894,834
|
EUR
|
38,805,167
|
SG Americas Securities LLC
|
(215,448)
|
|||||
|
06/04/2024
|
USD
|
41,995,340
|
EUR
|
38,805,167
|
SG Americas Securities LLC
|
(116,575)
|
|||||
|
06/20/2024
|
USD
|
22,303,285
|
EUR
|
20,640,000
|
SG Americas Securities LLC
|
(112,027)
|
|||||
|
06/03/2024
|
USD
|
128,484,659
|
GBP
|
101,100,251
|
SG Americas Securities LLC
|
(344,036)
|
|||||
|
06/04/2024
|
USD
|
622,310
|
GBP
|
488,763
|
SG Americas Securities LLC
|
(508)
|
|||||
|
06/20/2024
|
USD
|
15,708,168
|
GBP
|
12,514,000
|
SG Americas Securities LLC
|
(239,447)
|
|||||
|
06/20/2024
|
USD
|
2,000,000
|
IDR
|
32,434,954,346
|
SG Americas Securities LLC
|
4,521
|
|||||
|
06/20/2024
|
USD
|
2,550,000
|
ILS
|
9,476,637
|
SG Americas Securities LLC
|
(9,960)
|
|||||
|
07/10/2024
|
USD
|
2,100,000
|
ILS
|
7,803,602
|
SG Americas Securities LLC
|
(9,794)
|
|||||
|
06/03/2024
|
USD
|
6,221,384
|
INR
|
519,656,652
|
SG Americas Securities LLC
|
(3,633)
|
|||||
|
06/06/2024
|
USD
|
2,000,000
|
INR
|
167,053,338
|
SG Americas Securities LLC
|
(968)
|
|||||
|
06/10/2024
|
USD
|
5,091,538
|
INR
|
425,623,052
|
SG Americas Securities LLC
|
(5,933)
|
|||||
|
06/13/2024
|
USD
|
4,300,000
|
INR
|
359,401,310
|
SG Americas Securities LLC
|
(3,947)
|
|||||
|
06/14/2024
|
USD
|
4,387,078
|
INR
|
366,669,040
|
SG Americas Securities LLC
|
(3,759)
|
|||||
|
06/20/2024
|
USD
|
1,300,000
|
INR
|
108,586,936
|
SG Americas Securities LLC
|
(67)
|
|||||
|
06/24/2024
|
USD
|
7,415,958
|
INR
|
618,174,525
|
SG Americas Securities LLC
|
15,767
|
|||||
|
06/28/2024
|
USD
|
7,796,964
|
INR
|
649,398,945
|
SG Americas Securities LLC
|
23,996
|
|||||
|
07/03/2024
|
USD
|
4,300,000
|
INR
|
358,932,610
|
SG Americas Securities LLC
|
4,480
|
|||||
|
07/05/2024
|
USD
|
4,387,078
|
INR
|
365,778,332
|
SG Americas Securities LLC
|
9,928
|
|||||
|
06/03/2024
|
USD
|
45,087,843
|
JPY
|
7,097,541,129
|
SG Americas Securities LLC
|
(63,440)
|
|||||
|
06/04/2024
|
USD
|
45,322,345
|
JPY
|
7,099,159,200
|
SG Americas Securities LLC
|
154,033
|
|||||
|
06/20/2024
|
USD
|
45,851,757
|
JPY
|
7,055,254,648
|
SG Americas Securities LLC
|
849,455
|
|||||
|
07/10/2024
|
USD
|
5,207,000
|
JPY
|
812,500,000
|
SG Americas Securities LLC
|
8,093
|
|||||
|
06/03/2024
|
USD
|
8,500,000
|
KRW
|
11,720,916,900
|
SG Americas Securities LLC
|
33,183
|
|||||
|
06/17/2024
|
USD
|
8,500,000
|
KRW
|
11,468,200,000
|
SG Americas Securities LLC
|
209,209
|
|||||
|
06/20/2024
|
USD
|
12,500,000
|
KRW
|
17,119,671,321
|
SG Americas Securities LLC
|
121,390
|
|||||
|
06/24/2024
|
USD
|
3,500,000
|
KRW
|
4,756,583,151
|
SG Americas Securities LLC
|
59,888
|
|||||
|
07/03/2024
|
USD
|
5,000,000
|
KRW
|
6,872,576,900
|
SG Americas Securities LLC
|
26,989
|
|||||
|
07/05/2024
|
USD
|
100,000
|
KRW
|
137,798,237
|
SG Americas Securities LLC
|
278
|
|||||
|
06/20/2024
|
USD
|
2,711,547
|
MXN
|
46,056,707
|
SG Americas Securities LLC
|
5,792
|
|||||
|
06/03/2024
|
USD
|
180,835
|
NOK
|
1,908,102
|
SG Americas Securities LLC
|
(967)
|
|||||
|
06/04/2024
|
USD
|
200,000
|
NOK
|
2,098,673
|
SG Americas Securities LLC
|
36
|
|||||
|
07/10/2024
|
USD
|
4,500,000
|
NOK
|
47,408,411
|
SG Americas Securities LLC
|
(21,300)
|
|||||
|
06/20/2024
|
USD
|
19,181,978
|
NZD
|
32,049,000
|
SG Americas Securities LLC
|
(518,601)
|
|||||
|
07/10/2024
|
USD
|
4,462,081
|
NZD
|
7,300,000
|
SG Americas Securities LLC
|
(25,224)
|
|||||
|
06/20/2024
|
USD
|
1,500,000
|
PEN
|
5,622,647
|
SG Americas Securities LLC
|
(8,875)
|
|||||
|
06/20/2024
|
USD
|
1,950,000
|
PHP
|
112,481,161
|
SG Americas Securities LLC
|
28,824
|
|||||
|
06/03/2024
|
USD
|
300,000
|
PLN
|
1,184,061
|
SG Americas Securities LLC
|
(556)
|
|||||
|
07/10/2024
|
USD
|
4,700,000
|
SEK
|
49,870,788
|
SG Americas Securities LLC
|
(48,527)
|
|||||
|
06/20/2024
|
USD
|
5,700,000
|
SGD
|
7,724,459
|
SG Americas Securities LLC
|
(22,358)
|
|||||
|
06/20/2024
|
USD
|
4,000,000
|
THB
|
147,236,335
|
SG Americas Securities LLC
|
(8,579)
|
|||||
|
07/10/2024
|
USD
|
3,700,000
|
TRY
|
124,197,930
|
SG Americas Securities LLC
|
(12,046)
|
|||||
|
06/13/2024
|
USD
|
2,500,000
|
TWD
|
80,933,140
|
SG Americas Securities LLC
|
(2,043)
|
|||||
|
06/20/2024
|
USD
|
4,050,000
|
TWD
|
131,267,926
|
SG Americas Securities LLC
|
(11,387)
|
|||||
|
06/28/2024
|
USD
|
400,000
|
TWD
|
12,891,050
|
SG Americas Securities LLC
|
790
|
|||||
|
07/03/2024
|
USD
|
200,000
|
TWD
|
6,488,000
|
SG Americas Securities LLC
|
(1,036)
|
|||||
|
07/05/2024
|
USD
|
100,000
|
TWD
|
3,247,600
|
SG Americas Securities LLC
|
(653)
|
|||||
|
06/20/2024
|
USD
|
850,000
|
ZAR
|
15,852,629
|
SG Americas Securities LLC
|
7,521
|
|||||
|
07/10/2024
|
USD
|
1,400,000
|
ZAR
|
26,098,556
|
SG Americas Securities LLC
|
15,393
|
|||||
|
06/04/2024
|
ZAR
|
7,512,785
|
USD
|
400,000
|
SG Americas Securities LLC
|
(192)
|
|||||
|
06/20/2024
|
ZAR
|
73,764,332
|
USD
|
4,000,000
|
SG Americas Securities LLC
|
(79,837)
|
|||||
|
Total Unrealized Appreciation (Depreciation)
|
$ |
(13,783)
|
|||||||||
|
AUD - Australian Dollar
|
||||||
|
BRL - Brazilian Real
|
||||||
|
CAD - Canadian Dollar
|
||||||
|
CHF - Swiss Franc
|
||||||
|
CLP - Chilean Peso
|
||||||
|
CNH - Chinese Offshore Renminbi
|
||||||
|
COP - Colombian Peso
|
||||||
|
CZK - Czech Republic Koruna
|
||||||
|
EUR - Euro
|
||||||
|
GBP - British Pound
|
||||||
|
HUF - Hungarian Forint
|
||||||
|
ILS - Israeli Shekel
|
||||||
|
INR - Indian Rupee
|
||||||
|
JPY - Japanese Yen
|
||||||
|
KRW - South Korean Won
|
||||||
|
MXN - Mexican Peso
|
||||||
|
NOK - Norwegian Krone
|
||||||
|
NZD - New Zealand Dollar
|
||||||
|
PEN - Peruvian Sol
|
||||||
|
PLN - Polish Zloty
|
||||||
|
SEK - Swedish Krona
|
||||||
|
SGD - Singapore Dollar
|
||||||
|
THB - Thai Baht
|
||||||
|
TWD - New Taiwan Dollar
|
||||||
|
USD - United States Dollar
|
||||||
|
ZAR - South African Rand
|
||||||
|
Level 1 -
|
Prices are determined using quoted prices in active markets for identical securities.
|
|
Level 2 -
|
Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest rates,
prepayment speeds, credit risk, etc.).
|
|
Level 3 -
|
Prices are determined using significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of
investments).
|
|
Level 1
|
Level 2
|
Level 3
|
Total
|
|||||||||||||
|
Assets:
|
||||||||||||||||
|
Investments:
|
||||||||||||||||
|
U.S. Treasury Bills
|
748,614,939
|
–
|
–
|
748,614,939
|
||||||||||||
|
Total Investments
|
748,614,939
|
–
|
–
|
748,614,939
|
||||||||||||
|
Other Financial Instruments*:
|
||||||||||||||||
|
Futures
|
56,626,124
|
–
|
–
|
56,626,124
|
||||||||||||
|
Forwards
|
–
|
5,540,887
|
–
|
5,540,887
|
||||||||||||
|
Total Other Financial Instruments
|
56,626,124
|
5,540,887
|
–
|
62,167,011
|
||||||||||||
|
Liabilities:
|
||||||||||||||||
|
Other Financial Instruments*:
|
||||||||||||||||
|
Futures
|
(41,161,321
|
)
|
–
|
–
|
(41,161,321
|
)
|
||||||||||
|
Forwards
|
–
|
(5,554,670
|
)
|
–
|
(5,554,670
|
)
|
||||||||||
|
Total Other Financial Instruments
|
(41,161,321
|
)
|
(5,554,670
|
)
|
–
|
(46,715,991
|
)
|
|||||||||
|
* The fair value of the Fund's investment represents the net unrealized appreciation (depreciation) as of May 31, 2024.
|
|||||||
|
Refer to the Consolidated Schedule of Investments for additional information.
At the end of each quarter, management evaluates the classification of Levels 1, 2 and 3 assets and liabilities. Various factors
are considered, such as changes in liquidity from the prior reporting period; whether or not a broker is willing to execute at the quoted price; the depth and consistency of prices from third party pricing services; and the existence of
contemporaneous, observable trades in the market. Additionally, management evaluates the classification of Levels 1, 2 and 3 assets and liabilities on a quarterly basis for changes in listings or delistings on national exchanges.
Due to the inherent uncertainty of determining the fair value of investments that do not have a readily available
market value, the fair value of the Fund’s investments may fluctuate from period to period. Additionally, the fair value of investments may differ significantly from the values that would have been used had a ready market existed for such
investments and may differ materially from the values the Fund may ultimately realize. Further, such investments may be subject to legal and other restrictions on resale or otherwise less liquid than publicly traded securities.
For fair valuations using significant unobservable inputs, U.S. generally accepted accounting principles (“U.S. GAAP”)
requires the Fund to present a reconciliation of the beginning to ending balances for reported market values that presents changes attributable to total realized and unrealized gains or losses, purchase and sales, and transfers in and out of
Level 3 during the period. Transfers in and out between levels are based on values at the end of the period. A reconciliation of Level 3 investments is presented only when the Fund had an amount of Level 3 investments at the end of the
reporting period that was meaningful in relation to its net assets. The amounts and reasons for Level 3 transfers are disclosed if the Fund had an amount of total transfers during the reporting period that was meaningful in relation to its
net assets as of the end of the reporting period.
For the period ended May 31, 2024,
the Fund had no Level 3 transfers.
For more information with regard to significant accounting policies, see the most recent annual report or prospectus
filed with the Securities and Exchange Commission.
|