|
Abbey Capital Multi Asset Fund
|
||||||||
|
Consolidated Schedule of Investments
|
||||||||
|
May 31, 2025 (Unaudited)
|
||||||||
|
SHORT-TERM INVESTMENTS - 77.5%
|
Value
|
|||||||
|
U.S. Treasury Bills - 77.5%
|
Par
|
|||||||
|
0.00%, 06/05/2025 (a)
|
36,587,000
|
$
|
36,574,157
|
|||||
|
0.00%, 06/12/2025 (a)
|
18,508,000
|
18,486,246
|
||||||
|
0.00%, 06/20/2025 (a)
|
40,464,000
|
40,378,388
|
||||||
|
0.00%, 06/26/2025 (a)
|
4,692,000
|
4,678,831
|
||||||
|
0.00%, 07/03/2025 (a)
|
50,182,000
|
49,999,968
|
||||||
|
0.00%, 07/10/2025 (a)
|
27,444,000
|
27,321,897
|
||||||
|
0.00%, 07/17/2025 (a)
|
12,586,000
|
12,519,609
|
||||||
|
0.00%, 07/24/2025 (a)
|
23,256,000
|
23,114,494
|
||||||
|
0.00%, 07/31/2025 (a)
|
13,205,000
|
13,113,565
|
||||||
|
0.00%, 08/07/2025 (a)
|
18,571,000
|
18,427,152
|
||||||
|
0.00%, 08/14/2025 (a)
|
9,341,000
|
9,261,026
|
||||||
|
0.00%, 08/21/2025 (a)
|
46,094,000
|
45,660,973
|
||||||
|
0.00%, 08/28/2025 (a)
|
26,218,000
|
25,949,353
|
||||||
|
0.00%, 09/04/2025 (a)
|
28,283,000
|
27,971,907
|
||||||
|
0.00%, 09/11/2025 (a)
|
22,627,000
|
22,360,791
|
||||||
|
0.00%, 09/18/2025 (a)
|
48,379,000
|
47,768,989
|
||||||
|
0.00%, 09/25/2025 (a)
|
37,163,000
|
36,665,732
|
||||||
|
0.00%, 10/02/2025 (a)
|
4,748,000
|
4,680,589
|
||||||
|
0.00%, 10/09/2025 (a)
|
22,049,000
|
21,719,039
|
||||||
|
0.00%, 10/16/2025 (a)
|
48,176,000
|
47,415,915
|
||||||
|
0.00%, 10/23/2025 (a)
|
15,981,000
|
15,716,447
|
||||||
|
0.00%, 10/30/2025 (a)
|
9,256,000
|
9,094,791
|
||||||
|
0.00%, 11/06/2025 (a)
|
36,398,000
|
35,737,421
|
||||||
|
0.00%, 11/13/2025 (a)
|
45,003,000
|
44,149,015
|
||||||
|
0.00%, 11/20/2025 (a)
|
66,774,000
|
65,451,638
|
||||||
|
0.00%, 11/28/2025 (a)
|
12,513,000
|
12,253,914
|
||||||
|
TOTAL SHORT-TERM INVESTMENTS (Cost $716,537,277)
|
716,471,847
|
|||||||
|
TOTAL INVESTMENTS - 77.5% (Cost $716,537,277)
|
716,471,847
|
|||||||
|
Other Assets in Excess of Liabilities - 22.5%
|
207,305,993
|
|||||||
|
TOTAL NET ASSETS - 100.0%
|
$
|
923,777,840
|
||||||
|
two
|
–
|
%
|
||||||
|
Percentages are stated as a percent of net assets.
|
–
|
%
|
||||||
|
(a)
|
Zero coupon bonds make no periodic interest payments.
|
|
Abbey Capital Multi Asset Fund
|
|||||||||||||
|
Consolidated Schedule of Futures Contracts
|
|||||||||||||
|
May 31, 2025 (Unaudited)
|
|||||||||||||
|
Description
|
Contracts Purchased
|
Expiration Date
|
Notional Value
|
Value / Unrealized Appreciation (Depreciation)
|
|||||||||
|
3 Month Canadian Overnight Repo Rate Average
|
228
|
12/16/2025
|
$
|
40,523,227
|
$
|
(26,697
|
)
|
||||||
|
3 Month Canadian Overnight Repo Rate Average
|
75
|
03/17/2026
|
13,340,256
|
(12,816
|
)
|
||||||||
|
3 Month Canadian Overnight Repo Rate Average
|
35
|
06/16/2026
|
6,225,134
|
(10,529
|
)
|
||||||||
|
3 Month Canadian Overnight Repo Rate Average
|
28
|
09/15/2026
|
4,978,832
|
(8,999
|
)
|
||||||||
|
3 Month Canadian Overnight Repo Rate Average
|
19
|
12/15/2026
|
3,377,109
|
(7,041
|
)
|
||||||||
|
3 Month Canadian Overnight Repo Rate Average
|
9
|
03/16/2027
|
1,599,109
|
(3,461
|
)
|
||||||||
|
3 Month Euribor
|
60
|
09/15/2025
|
16,719,181
|
5,748
|
|||||||||
|
3 Month Euribor
|
51
|
12/15/2025
|
14,224,333
|
10,730
|
|||||||||
|
3 Month Euribor
|
525
|
03/16/2026
|
146,471,668
|
168,373
|
|||||||||
|
3 Month Euribor
|
644
|
06/15/2026
|
179,644,491
|
227,615
|
|||||||||
|
3 Month Euribor
|
171
|
09/14/2026
|
47,676,363
|
(7,210
|
)
|
||||||||
|
3 Month Euribor
|
82
|
12/14/2026
|
22,846,056
|
2,725
|
|||||||||
|
3 Month Euribor
|
195
|
03/15/2027
|
54,287,521
|
10,347
|
|||||||||
|
3 Month Euribor
|
191
|
06/14/2027
|
53,130,557
|
59,426
|
|||||||||
|
3 Month Euribor
|
198
|
09/13/2027
|
55,035,596
|
6,855
|
|||||||||
|
3 Month Euribor
|
33
|
12/13/2027
|
9,166,511
|
2,157
|
|||||||||
|
3 Month Euribor
|
241
|
03/13/2028
|
66,898,837
|
23,773
|
|||||||||
|
3 Month Euribor
|
55
|
06/19/2028
|
15,258,783
|
(752
|
)
|
||||||||
|
3 Month Euribor
|
1
|
09/18/2028
|
277,276
|
14
|
|||||||||
|
3 Month New Zealand Treasury Bill
|
22
|
09/10/2025
|
13,044,781
|
(3,004
|
)
|
||||||||
|
3 Month New Zealand Treasury Bill
|
22
|
12/10/2025
|
13,045,738
|
(2,525
|
)
|
||||||||
|
3 Month Swiss Average Overnight Rate
|
5
|
12/16/2025
|
1,522,858
|
4,253
|
|||||||||
|
3 Month Swiss Average Overnight Rate
|
4
|
03/17/2026
|
1,219,259
|
1,215
|
|||||||||
|
3-Month Secured Overnight Financing Rate
|
22
|
06/16/2026
|
5,303,375
|
(16,675
|
)
|
||||||||
|
3-Month Secured Overnight Financing Rate
|
280
|
09/15/2026
|
67,620,000
|
(92,425
|
)
|
||||||||
|
3-Month Secured Overnight Financing Rate
|
155
|
12/15/2026
|
37,475,125
|
24,188
|
|||||||||
|
3-Month Secured Overnight Financing Rate
|
79
|
03/16/2027
|
19,110,100
|
(24,063
|
)
|
||||||||
|
3-Month Secured Overnight Financing Rate
|
33
|
06/15/2027
|
7,982,287
|
(5,238
|
)
|
||||||||
|
3-Month Secured Overnight Financing Rate
|
32
|
09/14/2027
|
7,736,800
|
(1,450
|
)
|
||||||||
|
3-Month Secured Overnight Financing Rate
|
41
|
12/14/2027
|
9,906,625
|
1,213
|
|||||||||
|
3-Month Secured Overnight Financing Rate
|
137
|
03/14/2028
|
33,080,363
|
(28,888
|
)
|
||||||||
|
3-Month Secured Overnight Financing Rate
|
28
|
06/20/2028
|
6,756,750
|
875
|
|||||||||
|
3-Month Secured Overnight Financing Rate
|
21
|
09/19/2028
|
5,064,675
|
38
|
|||||||||
|
3-Month Secured Overnight Financing Rate
|
9
|
12/19/2028
|
2,169,562
|
1,563
|
|||||||||
|
3-Month Secured Overnight Financing Rate
|
8
|
03/20/2029
|
1,927,600
|
1,525
|
|||||||||
|
3-Month Secured Overnight Financing Rate
|
8
|
06/18/2029
|
1,926,700
|
2,025
|
|||||||||
|
Arabica Coffee
|
35
|
07/21/2025
|
4,494,656
|
(534,244
|
)
|
||||||||
|
Arabica Coffee
|
12
|
09/18/2025
|
1,529,100
|
(117,094
|
)
|
||||||||
|
Arabica Coffee
|
14
|
12/18/2025
|
1,762,163
|
(134,475
|
)
|
||||||||
|
Arabica Coffee
|
4
|
03/19/2026
|
496,575
|
(6,075
|
)
|
||||||||
|
ASX SPI 200 Index
|
101
|
06/19/2025
|
13,764,737
|
204,128
|
|||||||||
|
Austrailian Government 10 Year Bonds
|
210
|
06/16/2025
|
15,450,184
|
21,020
|
|||||||||
|
Austrailian Government 3 Year Bonds
|
1,775
|
06/16/2025
|
123,036,143
|
61,313
|
|||||||||
|
Australian 90 Day Bank Bills
|
94
|
09/11/2025
|
60,093,039
|
(15,354
|
)
|
||||||||
|
Australian 90 Day Bank Bills
|
426
|
12/11/2025
|
272,476,465
|
147
|
|||||||||
|
Australian 90 Day Bank Bills
|
137
|
03/12/2026
|
87,642,418
|
(6,433
|
)
|
||||||||
|
Australian 90 Day Bank Bills
|
99
|
06/11/2026
|
63,334,392
|
21,555
|
|||||||||
|
Australian 90 Day Bank Bills
|
28
|
09/10/2026
|
17,911,881
|
1,063
|
|||||||||
|
Australian 90 Day Bank Bills
|
26
|
12/10/2026
|
16,630,833
|
579
|
|||||||||
|
Australian 90 Day Bank Bills
|
17
|
03/11/2027
|
10,872,144
|
1,439
|
|||||||||
|
British Pound/US Dollar Cross Currency Rate
|
424
|
06/16/2025
|
35,695,500
|
677,412
|
|||||||||
|
CAC40 10 Euro Index
|
151
|
06/20/2025
|
13,280,717
|
(149,761
|
)
|
||||||||
|
Canadian 10 Year Government Bonds
|
76
|
09/18/2025
|
6,773,462
|
71,498
|
|||||||||
|
Canadian 5 Year Bonds
|
20
|
09/18/2025
|
1,664,153
|
7,447
|
|||||||||
|
Canadian Canola Oil
|
221
|
07/14/2025
|
2,290,277
|
43,415
|
|||||||||
|
Canadian Canola Oil
|
62
|
11/14/2025
|
622,191
|
14,031
|
|||||||||
|
Canadian Dollar/US Dollar Cross Currency Rate
|
71
|
06/17/2025
|
5,179,805
|
4,690
|
|||||||||
|
Class III Milk
|
9
|
07/29/2025
|
351,720
|
(4,820
|
)
|
||||||||
|
Copper
|
11
|
07/29/2025
|
1,286,313
|
(18,750
|
)
|
||||||||
|
Copper
|
10
|
09/26/2025
|
1,182,375
|
(8,650
|
)
|
||||||||
|
Corn No. 2 Yellow
|
1
|
09/12/2025
|
21,162
|
(975
|
)
|
||||||||
|
Crude Soybean Oil
|
204
|
07/14/2025
|
5,739,336
|
(197,928
|
)
|
||||||||
|
Crude Soybean Oil
|
125
|
12/12/2025
|
3,573,750
|
(97,344
|
)
|
||||||||
|
Crude Soybean Oil
|
45
|
01/14/2026
|
1,289,250
|
(56,832
|
)
|
||||||||
|
DAX Index
|
2
|
06/20/2025
|
273,018
|
2,106
|
|||||||||
|
Dollar Index
|
2
|
06/16/2025
|
198,518
|
(822
|
)
|
||||||||
|
Dow Jones Industrial Average Index
|
14
|
06/20/2025
|
2,960,580
|
(5,720
|
)
|
||||||||
|
E-mini Consumer Staples Select Sector
|
3
|
06/20/2025
|
250,590
|
2,910
|
|||||||||
|
Euro STOXX 50 Dividend Index
|
11
|
12/18/2026
|
194,218
|
7,403
|
|||||||||
|
EURO STOXX 50 Index
|
5
|
06/20/2025
|
257,576
|
(34
|
)
|
||||||||
|
Euro STOXX 50 Quanto Index
|
330
|
06/20/2025
|
20,113,772
|
37,004
|
|||||||||
|
Euro STOXX Banks Index
|
96
|
06/20/2025
|
1,098,750
|
1,783
|
|||||||||
|
Euro/Japanese Yen Cross Currency Rate
|
43
|
06/16/2025
|
6,100,968
|
60,079
|
|||||||||
|
Euro/US Dollar Cross Currency Rate
|
4
|
06/16/2025
|
56,850
|
154
|
|||||||||
|
Euro/US Dollar Cross Currency Rate
|
263
|
06/16/2025
|
37,378,875
|
526,570
|
|||||||||
|
Euro-BOBL
|
218
|
06/06/2025
|
29,490,434
|
18,406
|
|||||||||
|
EURO-BOBL FUTURE Sep25
|
3
|
09/08/2025
|
402,391
|
159
|
|||||||||
|
Euro-BTP Future Sep25
|
1
|
09/08/2025
|
137,083
|
148
|
|||||||||
|
Euro-BTP Italian Government Bonds
|
381
|
06/06/2025
|
52,410,158
|
575,229
|
|||||||||
|
Euro-Bund
|
39
|
06/06/2025
|
5,810,301
|
3,543
|
|||||||||
|
Euro-Schatz
|
1,499
|
06/06/2025
|
182,705,039
|
(174,682
|
)
|
||||||||
|
EURO-SCHATZ FUT Sep25
|
1
|
09/08/2025
|
121,964
|
1
|
|||||||||
|
Eurpoean Rapeseed
|
128
|
07/31/2025
|
3,448,127
|
(68,013
|
)
|
||||||||
|
Eurpoean Rapeseed
|
12
|
10/31/2025
|
326,839
|
(3,421
|
)
|
||||||||
|
Feeder Cattle
|
75
|
08/28/2025
|
11,205,937
|
299,850
|
|||||||||
|
Feeder Cattle
|
12
|
09/25/2025
|
1,786,200
|
25,275
|
|||||||||
|
Financial Select Sector Index
|
2
|
06/20/2025
|
313,800
|
(1,563
|
)
|
||||||||
|
French Government Bonds
|
51
|
06/06/2025
|
7,281,909
|
22,107
|
|||||||||
|
FTSE 100 Index
|
243
|
06/20/2025
|
28,751,071
|
285,024
|
|||||||||
|
FTSE China A50 Index
|
667
|
06/27/2025
|
8,888,442
|
(21,149
|
)
|
||||||||
|
FTSE MIB Index
|
24
|
06/20/2025
|
1,093,736
|
34,931
|
|||||||||
|
FTSE/JSE Top 40 Index
|
243
|
06/19/2025
|
11,725,350
|
316,921
|
|||||||||
|
FTSE/MIB Index
|
39
|
06/20/2025
|
8,886,603
|
357,348
|
|||||||||
|
German Stock Index
|
49
|
06/20/2025
|
33,444,749
|
937,823
|
|||||||||
|
Gold
|
111
|
08/27/2025
|
36,800,940
|
163,290
|
|||||||||
|
Gold
|
3
|
12/29/2025
|
1,010,880
|
(12,650
|
)
|
||||||||
|
Hang Seng China Enterprises Index
|
127
|
06/27/2025
|
6,789,660
|
(27,821
|
)
|
||||||||
|
Hang Seng China Enterprises Index
|
25
|
06/27/2025
|
267,309
|
(602
|
)
|
||||||||
|
Hang Seng Index
|
129
|
06/27/2025
|
19,072,541
|
5,675
|
|||||||||
|
Hang Seng Index
|
27
|
06/27/2025
|
798,385
|
(1,152
|
)
|
||||||||
|
Hang Seng TECH Index
|
23
|
06/27/2025
|
758,688
|
(593
|
)
|
||||||||
|
IBEX 35 Composite Index
|
6
|
06/20/2025
|
96,412
|
1,940
|
|||||||||
|
IBEX 35 Index
|
6
|
06/20/2025
|
964,118
|
22,639
|
|||||||||
|
ICE 3 Month SONIA Rate
|
23
|
03/17/2026
|
7,451,293
|
(21,052
|
)
|
||||||||
|
ICE 3 Month SONIA Rate
|
349
|
06/16/2026
|
113,176,957
|
(320,062
|
)
|
||||||||
|
ICE 3 Month SONIA Rate
|
81
|
09/15/2026
|
26,281,073
|
(45,389
|
)
|
||||||||
|
ICE 3 Month SONIA Rate
|
255
|
12/15/2026
|
82,758,185
|
(123,030
|
)
|
||||||||
|
ICE 3 Month SONIA Rate
|
20
|
03/16/2027
|
6,490,838
|
(15,545
|
)
|
||||||||
|
ICE 3 Month SONIA Rate
|
18
|
06/15/2027
|
5,840,542
|
(13,069
|
)
|
||||||||
|
ICE 3 Month SONIA Rate
|
15
|
09/14/2027
|
4,865,602
|
(10,846
|
)
|
||||||||
|
ICE 3 Month SONIA Rate
|
59
|
12/14/2027
|
19,132,074
|
(44,985
|
)
|
||||||||
|
ICE 3 Month SONIA Rate
|
11
|
03/14/2028
|
3,565,700
|
(5,238
|
)
|
||||||||
|
ICE 3 Month SONIA Rate
|
5
|
06/20/2028
|
1,620,099
|
(3,520
|
)
|
||||||||
|
ICE 3 Month SONIA Rate
|
3
|
09/19/2028
|
971,706
|
(2,290
|
)
|
||||||||
|
ICE European Climate Exchange Emissions
|
5
|
12/15/2025
|
399,734
|
(15,624
|
)
|
||||||||
|
ICE European Climate Exchange Emissions
|
4
|
12/14/2026
|
328,054
|
(10,775
|
)
|
||||||||
|
Indian Rupee/US Dollar Cross Currency Rate
|
1
|
06/26/2025
|
23,334
|
(144
|
)
|
||||||||
|
Industrial Select Sector Index
|
1
|
06/20/2025
|
144,040
|
7,280
|
|||||||||
|
Japanese Yen/US Dollar Cross Currency Rate
|
4
|
06/16/2025
|
348,075
|
(1,131
|
)
|
||||||||
|
JPNK400 Index
|
2
|
06/12/2025
|
35,220
|
1,300
|
|||||||||
|
Lean Hogs
|
35
|
07/15/2025
|
1,468,950
|
39,680
|
|||||||||
|
Lean Hogs
|
159
|
08/14/2025
|
6,679,590
|
149,230
|
|||||||||
|
Lean Hogs
|
41
|
10/14/2025
|
1,458,370
|
29,860
|
|||||||||
|
Live Cattle
|
210
|
08/29/2025
|
17,585,400
|
440,300
|
|||||||||
|
Live Cattle
|
188
|
10/31/2025
|
15,596,480
|
271,620
|
|||||||||
|
Live Cattle
|
44
|
12/31/2025
|
3,663,880
|
40,540
|
|||||||||
|
Live Cattle
|
13
|
02/27/2026
|
1,081,990
|
9,180
|
|||||||||
|
LME Aluminum Forward
|
164
|
06/16/2025
|
9,995,472
|
(614,626
|
)
|
||||||||
|
LME Aluminum Forward
|
2
|
07/14/2025
|
121,917
|
(2,998
|
)
|
||||||||
|
LME Copper Forward
|
20
|
06/16/2025
|
4,776,915
|
(87,171
|
)
|
||||||||
|
LME Copper Forward
|
9
|
07/14/2025
|
2,145,922
|
1,912
|
|||||||||
|
LME Lead Forward
|
37
|
06/16/2025
|
3,347,622
|
(144,522
|
)
|
||||||||
|
LME Lead Forward
|
1
|
07/14/2025
|
90,836
|
(2,824
|
)
|
||||||||
|
LME Nickel Forward
|
41
|
06/16/2025
|
1,992,590
|
(7,185
|
)
|
||||||||
|
LME Zinc Forward
|
91
|
06/16/2025
|
5,928,331
|
(216,195
|
)
|
||||||||
|
LME Zinc Forward
|
11
|
07/14/2025
|
718,245
|
1,306
|
|||||||||
|
London Cocoa
|
12
|
07/16/2025
|
1,057,559
|
(47,224
|
)
|
||||||||
|
London Cocoa
|
10
|
09/15/2025
|
869,442
|
(88,642
|
)
|
||||||||
|
London Cocoa
|
11
|
12/11/2025
|
892,953
|
(49,434
|
)
|
||||||||
|
London Metals - Aluminum(a)
|
686
|
06/16/2025
|
41,810,328
|
(1,917,145
|
)
|
||||||||
|
London Metals - Aluminum(a)
|
90
|
09/15/2025
|
5,505,232
|
(84,445
|
)
|
||||||||
|
London Metals - Copper(a)
|
184
|
06/16/2025
|
43,947,618
|
133,560
|
|||||||||
|
London Metals - Copper(a)
|
51
|
09/15/2025
|
12,103,651
|
(67,629
|
)
|
||||||||
|
London Metals - Lead(a)
|
355
|
06/16/2025
|
17,252,911
|
(546,382
|
)
|
||||||||
|
London Metals - Lead(a)
|
11
|
09/15/2025
|
540,061
|
(10,997
|
)
|
||||||||
|
London Metals - Nickel(a)
|
201
|
06/16/2025
|
18,185,732
|
(660,107
|
)
|
||||||||
|
London Metals - Nickel(a)
|
3
|
09/15/2025
|
274,978
|
(6,127
|
)
|
||||||||
|
London Metals - Tin(a)
|
2
|
06/16/2025
|
303,040
|
(43,768
|
)
|
||||||||
|
London Metals - Zinc(a)
|
343
|
06/16/2025
|
22,345,249
|
(1,302,890
|
)
|
||||||||
|
London Metals - Zinc(a)
|
11
|
09/15/2025
|
721,721
|
(26,208
|
)
|
||||||||
|
Mexican Peso/US Dollar Cross Currency Rate
|
248
|
06/16/2025
|
6,386,000
|
45,915
|
|||||||||
|
Micro Gold
|
5
|
08/27/2025
|
165,770
|
(3,443
|
)
|
||||||||
|
MSCI China A 50 Index
|
1
|
06/20/2025
|
52,115
|
(1,470
|
)
|
||||||||
|
MSCI EAFE Index
|
44
|
06/20/2025
|
5,729,900
|
173,810
|
|||||||||
|
MSCI Emerging Markets Index
|
150
|
06/20/2025
|
8,619,750
|
(116,050
|
)
|
||||||||
|
MSCI Singapore Index
|
268
|
06/27/2025
|
8,532,987
|
6,335
|
|||||||||
|
Nasdaq 100 Index
|
26
|
06/20/2025
|
11,115,910
|
88,510
|
|||||||||
|
NASDAQ 100 Micro Index
|
3
|
06/20/2025
|
128,261
|
113
|
|||||||||
|
Natural Gas
|
2
|
06/25/2025
|
17,235
|
(1,340
|
)
|
||||||||
|
Natural Gas
|
23
|
06/26/2025
|
792,810
|
(69,800
|
)
|
||||||||
|
Natural Gas
|
5
|
08/27/2025
|
175,400
|
(8,140
|
)
|
||||||||
|
Natural Gas
|
5
|
09/26/2025
|
180,400
|
(15,120
|
)
|
||||||||
|
New Zealand Dollar/US Dollar Cross Currency Rate
|
37
|
06/16/2025
|
2,211,490
|
(695
|
)
|
||||||||
|
Nifty 50 Index
|
158
|
06/26/2025
|
7,848,492
|
(33,553
|
)
|
||||||||
|
Nikkei 225 Index
|
1
|
06/12/2025
|
188,625
|
825
|
|||||||||
|
Nikkei 225 Index
|
9
|
06/12/2025
|
2,374,231
|
764
|
|||||||||
|
Nikkei 225 Index
|
20
|
06/12/2025
|
527,607
|
219
|
|||||||||
|
Nikkei 225 Index
|
6
|
06/12/2025
|
786,094
|
(2,797
|
)
|
||||||||
|
Nikkei 225 Index
|
44
|
06/12/2025
|
5,802,912
|
(38,518
|
)
|
||||||||
|
NY Harbor ULSD
|
31
|
06/30/2025
|
2,611,031
|
(124,690
|
)
|
||||||||
|
NYSE FANG+ Index
|
2
|
06/20/2025
|
138,442
|
4,384
|
|||||||||
|
OMXS30 Index
|
51
|
06/19/2025
|
1,326,741
|
(27,569
|
)
|
||||||||
|
Palladium
|
2
|
09/26/2025
|
193,720
|
(5,480
|
)
|
||||||||
|
Platinum
|
104
|
07/29/2025
|
5,485,480
|
(107,340
|
)
|
||||||||
|
Platinum
|
2
|
04/24/2026
|
32,975
|
153
|
|||||||||
|
Reformulated Gasoline Blendstock
|
3
|
06/30/2025
|
253,903
|
(1,231
|
)
|
||||||||
|
Robusta Coffee
|
4
|
09/24/2025
|
178,520
|
(15,840
|
)
|
||||||||
|
Robusta Coffee
|
5
|
11/24/2025
|
221,150
|
(22,000
|
)
|
||||||||
|
Russell 2000 Index
|
1
|
06/20/2025
|
10,342
|
(150
|
)
|
||||||||
|
S&P 500 Index
|
2
|
06/20/2025
|
59,160
|
3,036
|
|||||||||
|
S&P 500 Index
|
1,742
|
06/20/2025
|
515,283,600
|
21,009,192
|
|||||||||
|
S&P Mid Cap 400 Index
|
1
|
06/20/2025
|
300,410
|
(4,070
|
)
|
||||||||
|
S&P/Toronto Stock Exchange 60 Index
|
101
|
06/19/2025
|
23,079,827
|
475,127
|
|||||||||
|
SGX FTSE Taiwan Index
|
11
|
06/27/2025
|
770,880
|
(2,080
|
)
|
||||||||
|
SGX TSI Iron Ore
|
8
|
07/31/2025
|
76,512
|
232
|
|||||||||
|
Short-term Euro-BTP
|
1,294
|
06/06/2025
|
158,901,455
|
642,947
|
|||||||||
|
Silver
|
47
|
07/29/2025
|
7,761,815
|
(64,140
|
)
|
||||||||
|
Silver
|
8
|
09/26/2025
|
1,333,360
|
(6,790
|
)
|
||||||||
|
South African Rand/US Dollar Cross Currency Rate
|
1
|
06/16/2025
|
27,812
|
238
|
|||||||||
|
Soybean Meal
|
9
|
12/12/2025
|
277,830
|
350
|
|||||||||
|
Soybeans
|
217
|
07/14/2025
|
11,302,987
|
(176,075
|
)
|
||||||||
|
Soybeans
|
30
|
11/14/2025
|
1,540,125
|
(53,050
|
)
|
||||||||
|
STOXX 600 Bank Spread Index
|
19
|
06/20/2025
|
297,714
|
15,033
|
|||||||||
|
STOXX 600 Utilities Index
|
10
|
06/20/2025
|
252,013
|
21,863
|
|||||||||
|
STOXX Euro ESG-X Index
|
30
|
06/20/2025
|
687,741
|
1,022
|
|||||||||
|
STOXX Europe 600 Index
|
5
|
06/20/2025
|
136,765
|
2,657
|
|||||||||
|
STOXX Europe 600 Index
|
56
|
06/20/2025
|
1,745,728
|
26,672
|
|||||||||
|
Swiss Franc/US Dollar Cross Currency Rate
|
40
|
06/16/2025
|
6,091,500
|
(37,144
|
)
|
||||||||
|
Swiss Government Bonds
|
1
|
06/06/2025
|
202,114
|
6,914
|
|||||||||
|
Tokyo Price Index
|
37
|
06/12/2025
|
719,327
|
14,469
|
|||||||||
|
TOPIX Index
|
42
|
06/12/2025
|
8,165,329
|
65,047
|
|||||||||
|
Two Year Canadian Government Bonds
|
435
|
09/18/2025
|
33,491,529
|
47,819
|
|||||||||
|
U.S. Treasury 10 Year Notes
|
29
|
09/19/2025
|
3,211,750
|
13,594
|
|||||||||
|
U.S. Treasury 2 Year Notes
|
44
|
09/30/2025
|
9,127,250
|
7,695
|
|||||||||
|
U.S. Treasury 5 Year Note
|
46
|
09/30/2025
|
4,976,625
|
13,656
|
|||||||||
|
US Cocoa
|
1
|
07/16/2025
|
97,910
|
(430
|
)
|
||||||||
|
US Cocoa
|
34
|
09/15/2025
|
3,134,800
|
(35,689
|
)
|
||||||||
|
US Cocoa
|
9
|
12/15/2025
|
769,860
|
(58,320
|
)
|
||||||||
|
US Dollar/Chinese Renminbi Cross Currency Rate
|
3
|
06/16/2025
|
299,367
|
(5,431
|
)
|
||||||||
|
US Dollar/Chinese Renminbi Cross Currency Rate
|
1
|
06/16/2025
|
99,892
|
(76
|
)
|
||||||||
|
Utilities Select Sector Index
|
3
|
06/20/2025
|
247,980
|
2,970
|
|||||||||
|
White Maize
|
2
|
07/24/2025
|
50,582
|
228
|
|||||||||
|
$
|
19,693,800
|
||||||||||||
|
–
|
|||||||||||||
|
Description
|
Contracts Sold
|
Expiration Date
|
Notional Value
|
Value / Unrealized Appreciation (Depreciation)
|
|||||||||
|
1 Month Secured Overnight Financing Rate
|
(32)
|
10/31/2025
|
$
|
12,783,689
|
$
|
1,354
|
|||||||
|
10 Year Japanese Government Bonds
|
(13)
|
06/12/2025
|
1,257,674
|
910
|
|||||||||
|
10 Year U.S. Ultra Treasury Notes
|
(77)
|
09/19/2025
|
8,666,109
|
(40,375
|
)
|
||||||||
|
3-Month Secured Overnight Financing Rate
|
(39)
|
12/16/2025
|
9,352,200
|
800
|
|||||||||
|
3-Month Secured Overnight Financing Rate
|
(184)
|
03/17/2026
|
44,249,700
|
(10,400
|
)
|
||||||||
|
3-Month Secured Overnight Financing Rate
|
(149)
|
06/16/2026
|
35,918,312
|
(13,538
|
)
|
||||||||
|
3-Month Secured Overnight Financing Rate
|
(1)
|
09/15/2026
|
241,500
|
(138
|
)
|
||||||||
|
Arabica Coffee
|
(3)
|
07/21/2025
|
385,256
|
9,994
|
|||||||||
|
Arabica Coffee
|
(2)
|
09/18/2025
|
254,850
|
3,750
|
|||||||||
|
ASX SPI 200 Index
|
(17)
|
06/19/2025
|
2,316,837
|
(150,949
|
)
|
||||||||
|
AUD/USD Cross Currency Rate
|
(228)
|
06/16/2025
|
14,691,180
|
(179,104
|
)
|
||||||||
|
Austrailian Government 10 Year Bonds
|
(86)
|
06/16/2025
|
6,327,219
|
(95,545
|
)
|
||||||||
|
Brent Crude Oil
|
(5)
|
06/30/2025
|
313,900
|
3,170
|
|||||||||
|
Brent Crude Oil
|
(143)
|
06/30/2025
|
8,977,540
|
87,630
|
|||||||||
|
Brent Crude Oil
|
(46)
|
07/31/2025
|
2,854,300
|
39,960
|
|||||||||
|
Brent Crude Oil
|
(34)
|
08/29/2025
|
2,093,380
|
43,890
|
|||||||||
|
Brent Crude Oil
|
(8)
|
10/31/2025
|
491,280
|
35,630
|
|||||||||
|
Canadian 10 Year Government Bonds
|
(80)
|
09/18/2025
|
7,129,960
|
(50,847
|
)
|
||||||||
|
Canadian 5 Year Bonds
|
(2)
|
09/18/2025
|
166,415
|
(503
|
)
|
||||||||
|
Canadian Dollar/US Dollar Cross Currency Rate
|
(101)
|
06/17/2025
|
7,368,455
|
(301,387
|
)
|
||||||||
|
Copper
|
(11)
|
07/29/2025
|
1,286,313
|
2,025
|
|||||||||
|
Corn No. 2 Yellow
|
(598)
|
07/14/2025
|
13,275,600
|
159,975
|
|||||||||
|
Corn No. 2 Yellow
|
(95)
|
09/12/2025
|
2,010,437
|
43,975
|
|||||||||
|
Corn No. 2 Yellow
|
(404)
|
12/12/2025
|
8,857,700
|
48,988
|
|||||||||
|
Cotton No.2
|
(133)
|
07/09/2025
|
4,326,490
|
107,621
|
|||||||||
|
Cotton No.2
|
(261)
|
12/08/2025
|
8,841,375
|
135,125
|
|||||||||
|
Cotton No.2
|
(21)
|
03/09/2026
|
726,810
|
3,460
|
|||||||||
|
Crude Oil
|
(103)
|
06/20/2025
|
6,261,370
|
78,350
|
|||||||||
|
Crude Oil
|
(34)
|
07/22/2025
|
2,032,860
|
27,790
|
|||||||||
|
Crude Oil
|
(113)
|
08/20/2025
|
6,667,000
|
96,440
|
|||||||||
|
Crude Oil
|
(12)
|
09/22/2025
|
701,520
|
18,640
|
|||||||||
|
Crude Oil
|
(10)
|
11/20/2025
|
581,200
|
24,050
|
|||||||||
|
Crude Palm Oil
|
(10)
|
07/15/2025
|
228,533
|
1,004
|
|||||||||
|
Crude Palm Oil
|
(32)
|
08/15/2025
|
728,862
|
(5,192
|
)
|
||||||||
|
Crude Palm Oil
|
(16)
|
09/15/2025
|
363,679
|
(934
|
)
|
||||||||
|
Crude Palm Oil
|
(6)
|
10/15/2025
|
136,380
|
1,233
|
|||||||||
|
Crude Soybean Oil
|
(60)
|
07/14/2025
|
1,688,040
|
18,552
|
|||||||||
|
Dollar Index
|
(101)
|
06/16/2025
|
10,025,159
|
87,944
|
|||||||||
|
Dow Jones Industrial Average Index
|
(13)
|
06/20/2025
|
2,749,110
|
(40,740
|
)
|
||||||||
|
E-mini Energy Select Sector
|
(2)
|
06/20/2025
|
170,800
|
(5,190
|
)
|
||||||||
|
E-mini Materials Sector
|
(2)
|
06/20/2025
|
183,120
|
(10,440
|
)
|
||||||||
|
Euro BUXL 30 Year Bonds
|
(92)
|
06/06/2025
|
12,700,389
|
(135,504
|
)
|
||||||||
|
Euro-BOBL
|
(60)
|
06/06/2025
|
8,116,633
|
(30,169
|
)
|
||||||||
|
Euro-Bund
|
(241)
|
06/06/2025
|
35,904,679
|
(323,228
|
)
|
||||||||
|
French Government Bonds
|
(67)
|
06/06/2025
|
9,566,429
|
(123,060
|
)
|
||||||||
|
Frozen Concentrated Orange Juice
|
(15)
|
07/11/2025
|
641,362
|
(36,292
|
)
|
||||||||
|
FTSE 100 Index
|
(3)
|
06/20/2025
|
354,951
|
(775
|
)
|
||||||||
|
FTSE Bursa Malaysia KLCI Index
|
(9)
|
06/30/2025
|
158,158
|
2,743
|
|||||||||
|
FTSE China A50 Index
|
(53)
|
06/27/2025
|
706,278
|
(1,274
|
)
|
||||||||
|
Hard Red Winter Wheat
|
(265)
|
07/14/2025
|
7,065,563
|
397,084
|
|||||||||
|
Hard Red Winter Wheat
|
(78)
|
09/12/2025
|
2,133,300
|
19,350
|
|||||||||
|
Hard Red Winter Wheat
|
(30)
|
12/12/2025
|
853,125
|
(11,775
|
)
|
||||||||
|
ICE 3 Month SONIA Rate
|
(7)
|
12/16/2025
|
2,263,187
|
421
|
|||||||||
|
ICE 3 Month SONIA Rate
|
(103)
|
03/17/2026
|
33,368,836
|
(6,568
|
)
|
||||||||
|
ICE 3 Month SONIA Rate
|
(31)
|
03/16/2027
|
10,060,799
|
(5,827
|
)
|
||||||||
|
ICE European Climate Exchange Emissions
|
(3)
|
12/15/2025
|
239,841
|
(2,884
|
)
|
||||||||
|
Japanese 10 Year Government Bonds
|
(95)
|
06/13/2025
|
91,827,722
|
(9,173
|
)
|
||||||||
|
Japanese Yen/US Dollar Cross Currency Rate
|
(74)
|
06/16/2025
|
6,439,388
|
(91,913
|
)
|
||||||||
|
Light Sweet Crude Oil
|
(15)
|
06/18/2025
|
455,925
|
15,388
|
|||||||||
|
LME Aluminum Forward
|
(164)
|
06/16/2025
|
9,995,472
|
(76,845
|
)
|
||||||||
|
LME Aluminum Forward
|
(80)
|
07/14/2025
|
4,876,680
|
5,656
|
|||||||||
|
LME Copper Forward
|
(20)
|
06/16/2025
|
4,776,915
|
(296,994
|
)
|
||||||||
|
LME Copper Forward
|
(5)
|
07/14/2025
|
1,192,179
|
(39,594
|
)
|
||||||||
|
LME Lead Forward
|
(37)
|
06/16/2025
|
3,347,622
|
125,658
|
|||||||||
|
LME Lead Forward
|
(31)
|
07/14/2025
|
2,815,912
|
103,829
|
|||||||||
|
LME Nickel Forward
|
(41)
|
06/16/2025
|
1,992,590
|
30,677
|
|||||||||
|
LME Nickel Forward
|
(34)
|
07/14/2025
|
1,659,557
|
(18,338
|
)
|
||||||||
|
LME Zinc Forward
|
(91)
|
06/16/2025
|
5,928,332
|
483,166
|
|||||||||
|
LME Zinc Forward
|
(68)
|
07/14/2025
|
4,440,060
|
(66,476
|
)
|
||||||||
|
London Metals - Aluminum(a)
|
(686)
|
06/16/2025
|
41,810,328
|
894,003
|
|||||||||
|
London Metals - Aluminum(a)
|
(234)
|
09/15/2025
|
14,313,605
|
95,902
|
|||||||||
|
London Metals - Copper(a)
|
(184)
|
06/16/2025
|
43,947,618
|
(1,697,172
|
)
|
||||||||
|
London Metals - Copper(a)
|
(13)
|
09/15/2025
|
3,085,244
|
3,702
|
|||||||||
|
London Metals - Lead(a)
|
(355)
|
06/16/2025
|
17,252,911
|
319,694
|
|||||||||
|
London Metals - Lead(a)
|
(165)
|
09/15/2025
|
8,100,923
|
76,577
|
|||||||||
|
London Metals - Nickel(a)
|
(201)
|
06/16/2025
|
18,185,732
|
279,831
|
|||||||||
|
London Metals - Nickel(a)
|
(80)
|
09/15/2025
|
7,332,754
|
199,807
|
|||||||||
|
London Metals - Tin(a)
|
(2)
|
06/16/2025
|
303,040
|
7,433
|
|||||||||
|
London Metals - Zinc(a)
|
(343)
|
06/16/2025
|
22,345,249
|
987,675
|
|||||||||
|
London Metals - Zinc(a)
|
(149)
|
09/15/2025
|
9,776,039
|
279,185
|
|||||||||
|
Long Gilt
|
(464)
|
09/26/2025
|
57,190,407
|
(379,224
|
)
|
||||||||
|
Low Sulphur Gas Oil
|
(171)
|
07/10/2025
|
10,101,825
|
296,350
|
|||||||||
|
Low Sulphur Gas Oil
|
(47)
|
08/12/2025
|
2,764,775
|
46,200
|
|||||||||
|
Low Sulphur Gas Oil
|
(33)
|
09/11/2025
|
1,943,700
|
65,375
|
|||||||||
|
Low Sulphur Gas Oil
|
(10)
|
10/10/2025
|
590,750
|
17,500
|
|||||||||
|
Lumber
|
(3)
|
07/15/2025
|
48,840
|
63
|
|||||||||
|
Maize
|
(8)
|
08/05/2025
|
87,997
|
1,377
|
|||||||||
|
Milling Wheat No. 2
|
(544)
|
09/10/2025
|
6,199,998
|
285,395
|
|||||||||
|
Milling Wheat No. 2
|
(139)
|
12/10/2025
|
1,674,941
|
87,685
|
|||||||||
|
Milling Wheat No. 2
|
(24)
|
03/10/2026
|
299,758
|
7,040
|
|||||||||
|
Natural Gas
|
(85)
|
06/26/2025
|
2,929,950
|
87,970
|
|||||||||
|
Natural Gas
|
(25)
|
06/27/2025
|
722,872
|
38,606
|
|||||||||
|
Natural Gas
|
(71)
|
07/29/2025
|
2,501,330
|
84,430
|
|||||||||
|
Natural Gas
|
(10)
|
07/30/2025
|
291,286
|
23,497
|
|||||||||
|
Natural Gas
|
(31)
|
08/27/2025
|
1,087,480
|
45,430
|
|||||||||
|
Natural Gas
|
(12)
|
09/26/2025
|
432,960
|
18,820
|
|||||||||
|
New Zealand Dollar/US Dollar Cross Currency Rate
|
(48)
|
06/16/2025
|
2,868,960
|
(68,490
|
)
|
||||||||
|
Nikkei 225 Index
|
(7)
|
06/12/2025
|
1,846,624
|
(137,183
|
)
|
||||||||
|
NY Harbor ULSD
|
(91)
|
06/30/2025
|
7,664,639
|
283,218
|
|||||||||
|
NY Harbor ULSD
|
(28)
|
07/31/2025
|
2,348,590
|
37,304
|
|||||||||
|
NY Harbor ULSD
|
(27)
|
08/29/2025
|
2,273,897
|
44,062
|
|||||||||
|
NY Harbor ULSD
|
(16)
|
09/30/2025
|
1,352,736
|
38,216
|
|||||||||
|
NY Harbor ULSD
|
(2)
|
11/28/2025
|
169,243
|
5,842
|
|||||||||
|
OMXS30 ESG Index
|
(1)
|
06/19/2025
|
25,068
|
427
|
|||||||||
|
OMXS30 Index
|
(64)
|
06/19/2025
|
1,664,930
|
21,563
|
|||||||||
|
Palladium
|
(10)
|
09/26/2025
|
968,600
|
13,070
|
|||||||||
|
Red Spring Wheat
|
(55)
|
07/14/2025
|
1,720,125
|
(61,038
|
)
|
||||||||
|
Red Spring Wheat
|
(24)
|
09/12/2025
|
764,700
|
(12,988
|
)
|
||||||||
|
Reformulated Gasoline Blendstock
|
(55)
|
06/30/2025
|
4,654,881
|
50,597
|
|||||||||
|
Reformulated Gasoline Blendstock
|
(28)
|
07/31/2025
|
2,337,653
|
24,574
|
|||||||||
|
Reformulated Gasoline Blendstock
|
(22)
|
08/29/2025
|
1,802,077
|
12,911
|
|||||||||
|
Reformulated Gasoline Blendstock
|
(14)
|
09/30/2025
|
1,057,988
|
26,380
|
|||||||||
|
Robusta Coffee
|
(9)
|
07/25/2025
|
405,900
|
9,170
|
|||||||||
|
Robusta Coffee
|
(2)
|
09/24/2025
|
89,260
|
990
|
|||||||||
|
Rough Rice
|
(19
|
07/14/2025
|
512,810
|
(3,310
|
)
|
||||||||
|
Russell 2000 Index
|
(115)
|
06/20/2025
|
11,892,725
|
(112,835
|
)
|
||||||||
|
S&P 500 Index
|
(3)
|
06/20/2025
|
887,400
|
(33,518
|
)
|
||||||||
|
S&P Mid Cap 400 Index
|
(1)
|
06/20/2025
|
300,410
|
(26,290
|
)
|
||||||||
|
S&P Real Estate Select Sector Stock Index
|
(1)
|
06/20/2025
|
51,000
|
(563
|
)
|
||||||||
|
SET50 Index
|
(229)
|
06/27/2025
|
1,031,171
|
28,055
|
|||||||||
|
SGX FTSE Taiwan Index
|
(19)
|
06/27/2025
|
1,331,520
|
18,617
|
|||||||||
|
SGX Technically Specified Rubber 20
|
(4)
|
06/30/2025
|
32,120
|
1,225
|
|||||||||
|
SGX TSI Iron Ore
|
(60)
|
07/31/2025
|
573,840
|
65
|
|||||||||
|
SGX TSI Iron Ore
|
(27)
|
08/29/2025
|
256,500
|
(195
|
)
|
||||||||
|
SGX TSI Iron Ore
|
(21)
|
09/30/2025
|
197,883
|
(118
|
)
|
||||||||
|
Soybean Meal
|
(364)
|
07/14/2025
|
10,785,320
|
121,682
|
|||||||||
|
Soybean Meal
|
(130)
|
12/12/2025
|
4,013,100
|
(36,970
|
)
|
||||||||
|
Soybean Meal
|
(38)
|
01/14/2026
|
1,182,560
|
(12,180
|
)
|
||||||||
|
Soybeans
|
(182)
|
07/14/2025
|
9,479,925
|
72,438
|
|||||||||
|
Soybeans
|
(59)
|
11/14/2025
|
3,028,913
|
41,650
|
|||||||||
|
Soybeans
|
(37)
|
01/14/2026
|
1,925,388
|
9,413
|
|||||||||
|
Sugar #11
|
(807)
|
06/30/2025
|
15,410,472
|
232,516
|
|||||||||
|
Sugar #11
|
(285)
|
09/30/2025
|
5,499,816
|
7,862
|
|||||||||
|
Sugar #11
|
(77)
|
02/27/2026
|
1,525,586
|
37,699
|
|||||||||
|
Sugar #11
|
(4)
|
04/30/2026
|
77,056
|
1,814
|
|||||||||
|
U.S. Treasury 10 Year Notes
|
(243)
|
09/19/2025
|
26,912,250
|
(75,109
|
)
|
||||||||
|
U.S. Treasury 2 Year Notes
|
(393)
|
09/30/2025
|
81,522,937
|
(83,578
|
)
|
||||||||
|
U.S. Treasury 5 Year Note
|
(157)
|
09/30/2025
|
16,985,438
|
(41,266
|
)
|
||||||||
|
U.S. Treasury Long Bonds
|
(377)
|
09/19/2025
|
42,518,531
|
(335,172
|
)
|
||||||||
|
U.S. Treasury Ultra Bonds
|
(142)
|
09/19/2025
|
16,480,875
|
(206,406
|
)
|
||||||||
|
UK Natural Gas
|
(25)
|
06/27/2025
|
831,386
|
50,852
|
|||||||||
|
UK Natural Gas
|
(15)
|
07/30/2025
|
507,728
|
43,898
|
|||||||||
|
US 3 Year Notes
|
(1)
|
09/30/2025
|
211,469
|
(320
|
)
|
||||||||
|
Wheat
|
(521)
|
07/14/2025
|
13,910,700
|
474,888
|
|||||||||
|
Wheat
|
(122)
|
09/12/2025
|
3,344,325
|
963
|
|||||||||
|
Wheat
|
(267)
|
12/12/2025
|
7,622,850
|
(79,150
|
)
|
||||||||
|
White Sugar
|
(72)
|
07/16/2025
|
1,713,960
|
72,715
|
|||||||||
|
White Sugar
|
(42)
|
09/15/2025
|
993,300
|
23,780
|
|||||||||
|
White Sugar
|
(10)
|
11/14/2025
|
237,150
|
(470
|
)
|
||||||||
|
WTI Light Sweet Crude Oil
|
(13)
|
06/18/2025
|
790,270
|
(650
|
)
|
||||||||
|
WTI Light Sweet Crude Oil
|
(14)
|
07/21/2025
|
837,060
|
16,720
|
|||||||||
|
WTI Light Sweet Crude Oil
|
(11)
|
08/19/2025
|
649,000
|
4,070
|
|||||||||
|
WTI Light Sweet Crude Oil
|
(10)
|
09/19/2025
|
584,600
|
21,490
|
|||||||||
|
Yellow Maize
|
(3)
|
07/24/2025
|
70,202
|
(3,054
|
)
|
||||||||
|
$
|
2,777,295
|
||||||||||||
|
Net Unrealized Appreciation (Depreciation)
|
$
|
22,471,095
|
|||||||||||
|
(a)
|
London Metal Exchange (“LME”) futures contracts settle on their respective maturity date, and do not have daily cash movements like other futures contracts.
|
|
Abbey Capital Multi Asset Fund
|
|
Schedule of Forward Currency Contracts
|
|
May 31, 2025 (Unaudited)
|
|
Counterparty
|
Settlement Date
|
Currency Purchased
|
Currency Sold
|
Unrealized
Appreciation
(Depreciation)
|
|||||||||||||
|
SG Americas Securities LLC
|
06/02/2025
|
AUD
|
29,235,226
|
USD
|
18,748,371
|
$
|
97,433
|
||||||||||
|
SG Americas Securities LLC
|
06/03/2025
|
AUD
|
28,060,226
|
USD
|
18,036,740
|
51,877
|
|||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
AUD
|
28,311,000
|
USD
|
17,809,662
|
444,562
|
|||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
AUD
|
100,000
|
USD
|
64,212
|
289
|
|||||||||||
|
SG Americas Securities LLC
|
06/03/2025
|
BRL
|
41,025,365
|
USD
|
7,200,269
|
(34,463
|
)
|
||||||||||
|
SG Americas Securities LLC
|
07/02/2025
|
BRL
|
48,409,727
|
USD
|
8,450,000
|
(51,162
|
)
|
||||||||||
|
SG Americas Securities LLC
|
08/04/2025
|
BRL
|
575,648
|
USD
|
100,000
|
(942
|
)
|
||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
CAD
|
8,185,348
|
AUD
|
9,200,000
|
43,374
|
|||||||||||
|
SG Americas Securities LLC
|
06/02/2025
|
CAD
|
2,215,554
|
USD
|
1,604,675
|
9,986
|
|||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
CAD
|
53,932,589
|
USD
|
38,540,968
|
795,819
|
|||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
CHF
|
1,966,562
|
EUR
|
2,100,000
|
7,769
|
|||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
CHF
|
5,835,006
|
EUR
|
6,250,000
|
11,474
|
|||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
CHF
|
555,079
|
GBP
|
500,000
|
4,261
|
|||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
CHF
|
3,750,000
|
JPY
|
654,504,375
|
10,312
|
|||||||||||
|
SG Americas Securities LLC
|
06/02/2025
|
CHF
|
415,000
|
USD
|
502,223
|
2,210
|
|||||||||||
|
SG Americas Securities LLC
|
06/03/2025
|
CHF
|
153,000
|
USD
|
185,819
|
175
|
|||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
CHF
|
29,807,013
|
USD
|
35,548,118
|
753,984
|
|||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
CHF
|
3,375,000
|
USD
|
4,105,202
|
17,558
|
|||||||||||
|
SG Americas Securities LLC
|
06/05/2025
|
CLP
|
94,549,360
|
USD
|
100,000
|
(70
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
CLP
|
3,937,660,568
|
USD
|
4,200,000
|
(38,239
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/23/2025
|
CLP
|
94,437,830
|
USD
|
100,000
|
(187
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/30/2025
|
CLP
|
93,819,830
|
USD
|
100,000
|
(841
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/03/2025
|
CNH
|
2,437,207
|
USD
|
339,005
|
(651
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/04/2025
|
CNH
|
2,440,348
|
USD
|
339,053
|
(237
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
CNH
|
50,237,341
|
USD
|
6,978,294
|
4,689
|
|||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
CNH
|
5,739,239
|
USD
|
800,000
|
(817
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/09/2025
|
COP
|
432,139,316
|
USD
|
100,000
|
3,866
|
|||||||||||
|
SG Americas Securities LLC
|
06/13/2025
|
COP
|
1,683,456,264
|
USD
|
400,000
|
4,450
|
|||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
COP
|
25,766,706,210
|
USD
|
6,150,000
|
37,146
|
|||||||||||
|
SG Americas Securities LLC
|
06/24/2025
|
COP
|
418,020,816
|
USD
|
100,000
|
312
|
|||||||||||
|
SG Americas Securities LLC
|
06/27/2025
|
COP
|
411,383,316
|
USD
|
100,000
|
(1,312
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
CZK
|
55,009,183
|
EUR
|
2,200,000
|
6,755
|
|||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
CZK
|
2,208,966
|
USD
|
100,000
|
772
|
|||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
EUR
|
4,125,000
|
AUD
|
7,228,506
|
34,265
|
|||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
EUR
|
6,375,000
|
CAD
|
9,938,172
|
1,081
|
|||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
EUR
|
950,000
|
CHF
|
888,536
|
(2,175
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/03/2025
|
EUR
|
300,000
|
GBP
|
252,788
|
116
|
|||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
EUR
|
100,000
|
GBP
|
84,232
|
183
|
|||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
EUR
|
1,300,000
|
HUF
|
527,688,291
|
8
|
|||||||||||
|
SG Americas Securities LLC
|
06/02/2025
|
EUR
|
200,000
|
JPY
|
32,761,479
|
(622
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
EUR
|
2,450,000
|
JPY
|
400,970,595
|
(7,318
|
)
|
||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
EUR
|
1,800,000
|
JPY
|
294,124,874
|
(4,429
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/02/2025
|
EUR
|
2,048,839
|
NOK
|
23,621,809
|
12,586
|
|||||||||||
|
SG Americas Securities LLC
|
06/03/2025
|
EUR
|
86,664
|
NOK
|
1,000,000
|
458
|
|||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
EUR
|
6,604,376
|
NOK
|
79,000,000
|
(231,348
|
)
|
||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
EUR
|
3,000,000
|
NOK
|
34,578,742
|
28,396
|
|||||||||||
|
SG Americas Securities LLC
|
06/02/2025
|
EUR
|
117,997
|
PLN
|
500,000
|
431
|
|||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
EUR
|
4,474,514
|
PLN
|
19,193,924
|
(38,897
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
EUR
|
4,794,268
|
SEK
|
52,620,124
|
(44,759
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/02/2025
|
EUR
|
14,873,033
|
USD
|
16,773,310
|
117,239
|
|||||||||||
|
SG Americas Securities LLC
|
06/03/2025
|
EUR
|
16,288,033
|
USD
|
18,480,092
|
18,496
|
|||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
EUR
|
37,879,000
|
USD
|
42,562,814
|
498,705
|
|||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
EUR
|
5,000,000
|
USD
|
5,652,769
|
40,293
|
|||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
GBP
|
4,000,000
|
AUD
|
8,351,184
|
3,749
|
|||||||||||
|
SG Americas Securities LLC
|
06/03/2025
|
GBP
|
7,309,632
|
EUR
|
8,695,318
|
(26,625
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
GBP
|
9,147,939
|
EUR
|
10,850,000
|
(7,927
|
)
|
||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
GBP
|
4,701,097
|
EUR
|
5,600,000
|
(41,023
|
)
|
||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
GBP
|
2,875,000
|
JPY
|
559,952,825
|
(35,906
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/02/2025
|
GBP
|
3,472,666
|
USD
|
4,676,967
|
1,983
|
|||||||||||
|
SG Americas Securities LLC
|
06/03/2025
|
GBP
|
4,168,166
|
USD
|
5,615,791
|
278
|
|||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
GBP
|
39,177,000
|
USD
|
52,186,854
|
602,855
|
|||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
GBP
|
6,312,500
|
USD
|
8,502,595
|
4,141
|
|||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
HUF
|
1,301,007,868
|
EUR
|
3,200,000
|
15,804
|
|||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
HUF
|
1,365,693,400
|
USD
|
3,800,000
|
30,828
|
|||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
IDR
|
69,075,760,281
|
USD
|
4,200,000
|
36,844
|
|||||||||||
|
SG Americas Securities LLC
|
06/30/2025
|
IDR
|
9,808,147,000
|
USD
|
600,000
|
1,295
|
|||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
ILS
|
9,194,748
|
USD
|
2,600,000
|
17,362
|
|||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
ILS
|
10,525,230
|
USD
|
3,000,000
|
(2,734
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/05/2025
|
INR
|
50,891,917
|
USD
|
600,000
|
(5,503
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/06/2025
|
INR
|
84,607,014
|
USD
|
1,000,000
|
(11,716
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/09/2025
|
INR
|
101,430,005
|
USD
|
1,200,000
|
(15,393
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/13/2025
|
INR
|
51,123,556
|
USD
|
600,000
|
(3,049
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/16/2025
|
INR
|
51,361,905
|
USD
|
600,000
|
(360
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
INR
|
646,785,664
|
USD
|
7,500,000
|
50,308
|
|||||||||||
|
SG Americas Securities LLC
|
06/20/2025
|
INR
|
51,457,638
|
USD
|
600,000
|
633
|
|||||||||||
|
SG Americas Securities LLC
|
06/23/2025
|
INR
|
34,304,342
|
USD
|
400,000
|
351
|
|||||||||||
|
SG Americas Securities LLC
|
06/27/2025
|
INR
|
34,413,997
|
USD
|
400,000
|
1,547
|
|||||||||||
|
SG Americas Securities LLC
|
06/30/2025
|
INR
|
256,868,540
|
USD
|
3,000,000
|
(3,295
|
)
|
||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
JPY
|
541,048,882
|
AUD
|
5,800,000
|
37,150
|
|||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
JPY
|
482,457,154
|
CAD
|
4,600,000
|
9,840
|
|||||||||||
|
SG Americas Securities LLC
|
06/02/2025
|
JPY
|
32,659,063
|
EUR
|
200,000
|
(90
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
JPY
|
235,491,678
|
EUR
|
1,450,000
|
(8,326
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/03/2025
|
JPY
|
24,197,833
|
GBP
|
125,000
|
(184
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/03/2025
|
JPY
|
34,337,108
|
NZD
|
400,000
|
(319
|
)
|
||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
JPY
|
535,597,044
|
NZD
|
6,200,000
|
29,848
|
|||||||||||
|
SG Americas Securities LLC
|
06/02/2025
|
JPY
|
1,705,511,542
|
USD
|
11,699,022
|
157,383
|
|||||||||||
|
SG Americas Securities LLC
|
06/03/2025
|
JPY
|
1,663,789,623
|
USD
|
11,566,110
|
1,531
|
|||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
JPY
|
3,573,116,373
|
USD
|
24,611,639
|
272,989
|
|||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
JPY
|
375,000,000
|
USD
|
2,592,181
|
26,518
|
|||||||||||
|
SG Americas Securities LLC
|
06/09/2025
|
KRW
|
4,448,284,859
|
USD
|
3,200,000
|
26,246
|
|||||||||||
|
SG Americas Securities LLC
|
06/16/2025
|
KRW
|
4,671,030,948
|
USD
|
3,400,000
|
(10,368
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
KRW
|
10,175,579,284
|
USD
|
7,200,000
|
185,266
|
|||||||||||
|
SG Americas Securities LLC
|
06/20/2025
|
KRW
|
417,902,183
|
USD
|
300,000
|
3,353
|
|||||||||||
|
SG Americas Securities LLC
|
06/30/2025
|
KRW
|
961,054,979
|
USD
|
700,000
|
(1,842
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/02/2025
|
MXN
|
5,500,000
|
USD
|
285,025
|
(1,575
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
MXN
|
270,504,420
|
USD
|
13,646,667
|
265,758
|
|||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
MXN
|
5,500,000
|
USD
|
283,418
|
(1,352
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/02/2025
|
NOK
|
23,541,139
|
EUR
|
2,048,875
|
(20,530
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/03/2025
|
NOK
|
19,730,525
|
EUR
|
1,711,675
|
(11,024
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
NOK
|
177,947,319
|
EUR
|
15,446,817
|
(127,415
|
)
|
||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
NOK
|
21,677,387
|
EUR
|
1,875,000
|
(11,314
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/02/2025
|
NOK
|
5,339,491
|
USD
|
526,353
|
(3,255
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/03/2025
|
NOK
|
510,946
|
USD
|
50,342
|
(286
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
NOK
|
108,019,103
|
USD
|
10,416,004
|
166,204
|
|||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
NOK
|
37,587,083
|
USD
|
3,700,000
|
(17,852
|
)
|
||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
NZD
|
20,090,418
|
AUD
|
18,600,000
|
25,597
|
|||||||||||
|
SG Americas Securities LLC
|
06/03/2025
|
NZD
|
400,000
|
JPY
|
34,575,996
|
(1,342
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/04/2025
|
NZD
|
200,000
|
JPY
|
17,167,032
|
161
|
|||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
NZD
|
400,000
|
JPY
|
34,232,516
|
324
|
|||||||||||
|
SG Americas Securities LLC
|
06/03/2025
|
NZD
|
1,654,000
|
USD
|
987,625
|
850
|
|||||||||||
|
SG Americas Securities LLC
|
06/04/2025
|
NZD
|
536,000
|
USD
|
320,343
|
(5
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
NZD
|
28,538,000
|
USD
|
16,721,692
|
342,863
|
|||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
PEN
|
5,289,455
|
USD
|
1,450,000
|
11,062
|
|||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
PHP
|
114,640,790
|
USD
|
2,000,000
|
53,828
|
|||||||||||
|
SG Americas Securities LLC
|
06/30/2025
|
PHP
|
44,574,291
|
USD
|
800,000
|
(1,649
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/02/2025
|
PLN
|
500,000
|
EUR
|
118,020
|
(457
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
PLN
|
49,267,125
|
EUR
|
11,629,916
|
(64,653
|
)
|
||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
PLN
|
2,125,822
|
EUR
|
500,000
|
(1,913
|
)
|
||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
PLN
|
21,430,201
|
USD
|
5,700,000
|
19,830
|
|||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
SEK
|
235,915,629
|
EUR
|
21,660,100
|
12,401
|
|||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
SEK
|
47,655,377
|
EUR
|
4,375,000
|
2,495
|
|||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
SEK
|
66,646,964
|
NOK
|
70,500,000
|
63,714
|
|||||||||||
|
SG Americas Securities LLC
|
06/02/2025
|
SEK
|
3,221,519
|
USD
|
335,800
|
291
|
|||||||||||
|
SG Americas Securities LLC
|
06/03/2025
|
SEK
|
88,271
|
USD
|
9,210
|
1
|
|||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
SEK
|
99,028,494
|
USD
|
10,157,883
|
183,376
|
|||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
SEK
|
30,715,247
|
USD
|
3,200,000
|
12,281
|
|||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
SGD
|
8,313,353
|
USD
|
6,400,000
|
53,352
|
|||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
SGD
|
7,875,192
|
USD
|
6,100,000
|
22,409
|
|||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
THB
|
108,067,768
|
USD
|
3,250,000
|
47,051
|
|||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
TRY
|
22,500,000
|
USD
|
566,954
|
(5,166
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/06/2025
|
TWD
|
49,544,626
|
USD
|
1,600,000
|
54,217
|
|||||||||||
|
SG Americas Securities LLC
|
06/09/2025
|
TWD
|
2,986,794
|
USD
|
100,000
|
(250
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/16/2025
|
TWD
|
11,989,452
|
USD
|
400,000
|
652
|
|||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
TWD
|
117,105,877
|
USD
|
3,750,000
|
164,003
|
|||||||||||
|
SG Americas Securities LLC
|
06/23/2025
|
TWD
|
5,988,099
|
USD
|
200,000
|
225
|
|||||||||||
|
SG Americas Securities LLC
|
06/27/2025
|
TWD
|
2,974,574
|
USD
|
100,000
|
(505
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/30/2025
|
TWD
|
17,900,810
|
USD
|
600,000
|
(1,086
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/02/2025
|
USD
|
18,793,704
|
AUD
|
29,235,226
|
(52,100
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/03/2025
|
USD
|
571,344
|
AUD
|
890,000
|
(2,381
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
USD
|
22,668,060
|
AUD
|
35,775,000
|
(398,764
|
)
|
||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
USD
|
2,967,259
|
AUD
|
4,600,000
|
179
|
|||||||||||
|
SG Americas Securities LLC
|
06/03/2025
|
USD
|
7,200,000
|
BRL
|
41,107,476
|
19,852
|
|||||||||||
|
SG Americas Securities LLC
|
07/02/2025
|
USD
|
100,000
|
BRL
|
571,230
|
895
|
|||||||||||
|
SG Americas Securities LLC
|
08/04/2025
|
USD
|
100,000
|
BRL
|
575,202
|
1,019
|
|||||||||||
|
SG Americas Securities LLC
|
06/02/2025
|
USD
|
3,520,546
|
CAD
|
4,858,286
|
(20,098
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
USD
|
35,987,084
|
CAD
|
50,979,267
|
(1,195,640
|
)
|
||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
USD
|
4,642,181
|
CAD
|
6,400,000
|
(31,562
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/02/2025
|
USD
|
502,085
|
CHF
|
415,000
|
(2,349
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/03/2025
|
USD
|
185,655
|
CHF
|
153,000
|
(339
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
USD
|
21,030,066
|
CHF
|
18,234,333
|
(1,177,615
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/05/2025
|
USD
|
100,000
|
CLP
|
95,941,000
|
(1,401
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
USD
|
3,350,000
|
CLP
|
3,229,255,556
|
(63,040
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/23/2025
|
USD
|
200,000
|
CLP
|
188,385,000
|
893
|
|||||||||||
|
SG Americas Securities LLC
|
06/27/2025
|
USD
|
100,000
|
CLP
|
94,551,500
|
67
|
|||||||||||
|
SG Americas Securities LLC
|
07/02/2025
|
USD
|
100,000
|
CLP
|
93,815,490
|
845
|
|||||||||||
|
SG Americas Securities LLC
|
06/03/2025
|
USD
|
338,988
|
CNH
|
2,437,500
|
594
|
|||||||||||
|
SG Americas Securities LLC
|
06/04/2025
|
USD
|
139,053
|
CNH
|
1,000,000
|
214
|
|||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
USD
|
12,561,884
|
CNH
|
90,648,971
|
(38,308
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/09/2025
|
USD
|
100,000
|
COP
|
426,340,500
|
(2,472
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/13/2025
|
USD
|
400,000
|
COP
|
1,690,272,884
|
(6,087
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/16/2025
|
USD
|
100,000
|
COP
|
423,195,984
|
(1,640
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
USD
|
3,600,000
|
COP
|
15,555,596,563
|
(135,237
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/24/2025
|
USD
|
100,000
|
COP
|
415,526,000
|
287
|
|||||||||||
|
SG Americas Securities LLC
|
06/27/2025
|
USD
|
100,000
|
COP
|
415,823,000
|
247
|
|||||||||||
|
SG Americas Securities LLC
|
06/02/2025
|
USD
|
16,862,028
|
EUR
|
14,873,033
|
(28,521
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/03/2025
|
USD
|
655,963
|
EUR
|
579,000
|
(1,616
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
USD
|
19,931,462
|
EUR
|
18,062,000
|
(601,740
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/02/2025
|
USD
|
4,679,215
|
GBP
|
3,472,666
|
266
|
|||||||||||
|
SG Americas Securities LLC
|
06/03/2025
|
USD
|
919,564
|
GBP
|
683,000
|
(691
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
USD
|
6,699,383
|
GBP
|
5,108,000
|
(183,478
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
USD
|
4,200,000
|
IDR
|
69,177,042,680
|
(43,057
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/30/2025
|
USD
|
1,900,000
|
IDR
|
31,232,886,000
|
(14,752
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
USD
|
50,000
|
ILS
|
179,862
|
(1,199
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/05/2025
|
USD
|
600,000
|
INR
|
50,673,411
|
8,055
|
|||||||||||
|
SG Americas Securities LLC
|
06/06/2025
|
USD
|
1,000,000
|
INR
|
85,104,100
|
5,909
|
|||||||||||
|
SG Americas Securities LLC
|
06/09/2025
|
USD
|
1,200,000
|
INR
|
102,121,080
|
7,322
|
|||||||||||
|
SG Americas Securities LLC
|
06/13/2025
|
USD
|
600,000
|
INR
|
51,119,460
|
3,097
|
|||||||||||
|
SG Americas Securities LLC
|
06/16/2025
|
USD
|
9,100,000
|
INR
|
775,665,800
|
44,256
|
|||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
USD
|
6,600,000
|
INR
|
576,060,264
|
(124,689
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/30/2025
|
USD
|
300,000
|
INR
|
25,751,092
|
(420
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/02/2025
|
USD
|
11,847,943
|
JPY
|
1,705,409,126
|
(7,749
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/03/2025
|
USD
|
283,952
|
JPY
|
40,915,983
|
(520
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
USD
|
14,536,490
|
JPY
|
2,121,896,070
|
(241,253
|
)
|
||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
USD
|
87,159
|
JPY
|
12,500,000
|
(131
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/09/2025
|
USD
|
3,200,000
|
KRW
|
4,457,497,856
|
(32,928
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/16/2025
|
USD
|
3,400,000
|
KRW
|
4,746,938,879
|
(44,716
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
USD
|
7,000,000
|
KRW
|
10,219,653,541
|
(417,254
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/30/2025
|
USD
|
1,200,000
|
KRW
|
1,677,644,960
|
(18,724
|
)
|
||||||||||
|
SG Americas Securities LLC
|
07/02/2025
|
USD
|
3,400,000
|
KRW
|
4,665,956,000
|
9,967
|
|||||||||||
|
SG Americas Securities LLC
|
06/02/2025
|
USD
|
284,809
|
MXN
|
5,500,000
|
1,359
|
|||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
USD
|
3,077,903
|
MXN
|
62,646,000
|
(144,070
|
)
|
||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
USD
|
2,776,720
|
MXN
|
54,000,000
|
7,353
|
|||||||||||
|
SG Americas Securities LLC
|
06/02/2025
|
USD
|
517,164
|
NOK
|
5,258,821
|
1,969
|
|||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
USD
|
616,693
|
NOK
|
6,296,625
|
(162
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/03/2025
|
USD
|
985,248
|
NZD
|
1,654,000
|
(3,227
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/04/2025
|
USD
|
259,680
|
NZD
|
436,000
|
(894
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
USD
|
15,032,844
|
NZD
|
25,988,000
|
(506,915
|
)
|
||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
USD
|
3,045,633
|
NZD
|
5,100,000
|
(6,414
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
USD
|
250,000
|
PEN
|
918,973
|
(3,840
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
USD
|
600,000
|
PHP
|
34,062,342
|
(10,238
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/02/2025
|
USD
|
336,011
|
SEK
|
3,221,521
|
(80
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/03/2025
|
USD
|
316
|
SEK
|
3,033
|
1
|
|||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
USD
|
383,268
|
SEK
|
3,681,729
|
(1,204
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
USD
|
900,000
|
SGD
|
1,169,734
|
(8,022
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
USD
|
950,000
|
THB
|
31,722,063
|
(17,812
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
USD
|
274,987
|
TRY
|
11,500,000
|
(12,149
|
)
|
||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
USD
|
3,700,000
|
TRY
|
151,087,835
|
19,918
|
|||||||||||
|
SG Americas Securities LLC
|
06/06/2025
|
USD
|
1,600,000
|
TWD
|
48,052,281
|
(4,390
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/09/2025
|
USD
|
100,000
|
TWD
|
3,004,501
|
(341
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
USD
|
3,200,000
|
TWD
|
103,933,151
|
(273,734
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/20/2025
|
USD
|
100,000
|
TWD
|
2,987,172
|
143
|
|||||||||||
|
SG Americas Securities LLC
|
06/02/2025
|
USD
|
55,917
|
ZAR
|
1,000,000
|
320
|
|||||||||||
|
SG Americas Securities LLC
|
06/03/2025
|
USD
|
55,961
|
ZAR
|
1,000,000
|
368
|
|||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
USD
|
1,451,863
|
ZAR
|
27,916,209
|
(98,371
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/02/2025
|
ZAR
|
1,000,000
|
USD
|
55,948
|
(351
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/03/2025
|
ZAR
|
1,000,000
|
USD
|
55,949
|
(355
|
)
|
||||||||||
|
SG Americas Securities LLC
|
06/18/2025
|
ZAR
|
75,911,999
|
USD
|
4,184,409
|
31,112
|
|||||||||||
|
SG Americas Securities LLC
|
07/11/2025
|
ZAR
|
66,514,483
|
USD
|
3,700,000
|
(12,772
|
)
|
||||||||||
| Net Unrealized Appreciation (Depreciation) |
$ |
(653,686 | ) |
||||||||||||||
|
AUD - Australian Dollars
|
|
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
|
|
IDR - Indonesian Rupiah
|
|
ILS - Israeli New Shekel
|
|
INR - Indian Rupee
|
|
JPY - Japanese Yen
|
|
KRW - South Korean Won
|
|
MXN - Mexican Peso
|
|
NOK - Norwegian Krone
|
|
NZD - New Zealand Dollar
|
|
PEN - Peruvian Sol
|
|
PHP - Philippine Peso
|
|
PLN - Polish Zloty
|
|
SEK - Swedish Krona
|
|
SGD - Singapore Dollar
|
|
THB - Thai Baht
|
|
TRY - Turkish Lira
|
|
TWD - New Taiwan Dollar
|
|
USD - United States Dollar
|
|
ZAR - South African Rand
|
|
Level 1
|
Level 2
|
Level 3
|
Total
|
|||||||||||||
|
Assets:
|
||||||||||||||||
|
Investments:
|
||||||||||||||||
|
U.S. Treasury Bills
|
716,471,847
|
–
|
–
|
716,471,847
|
||||||||||||
|
Total Investments
|
716,471,847
|
–
|
–
|
716,471,847
|
||||||||||||
|
Other Financial Instruments:
|
||||||||||||||||
|
Futures Contracts*
|
29,210,265
|
–
|
–
|
29,210,265
|
||||||||||||
|
Total Other Financial Instruments
|
29,210,265
|
–
|
–
|
29,210,265
|
||||||||||||
|
Liabilities:
|
||||||||||||||||
|
Other Financial Instruments:
|
||||||||||||||||
|
Futures Contracts*
|
(6,739,170
|
)
|
–
|
–
|
(6,739,170
|
)
|
||||||||||
|
Forwards*
|
–
|
(653,686
|
)
|
–
|
(653,686
|
)
|
||||||||||
|
Total Other Financial Instruments
|
(6,739,170
|
)
|
(653,686
|
)
|
–
|
(7,392,856
|
)
|
|||||||||
|
* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of May 31, 2025.
|
||||||||||||||||
|
Refer to the Consolidated Schedule of Investments for further disaggregation of investment categories.
|
||||||||||||||||