Foreign Currency Exchange Contracts | ||||||||||||
Counterparty | Currency to Receive (Deliver) | In Exchange For | Settlement Date | Unrealized Appreciation | Unrealized Depreciation | |||||||
BNYM | GBP | 26,247 | USD | (35,445) | 1/4/22 | $81 | $— | |||||
CITI | COP | (1,034,440,000) | USD | 257,119 | 1/28/22 | 3,593 | — | |||||
JPMCB | EUR | (1,124,834) | USD | 1,269,600 | 1/28/22 | — | (11,765) | |||||
JPMCB | KZT | 434,625,199 | USD | (979,216) | 1/28/22 | 6,873 | — | |||||
JPMCB | MXN | 20,507 | USD | (933) | 1/28/22 | 64 | — | |||||
Total Foreign Currency Exchange Contracts | $10,611 | $(11,765) |
Futures Contracts Exchange-Traded | |||||||||||
Contracts to Buy (Sell) | Notional Amount | Notional Cost (Proceeds) | Expiration Date | Value/ Unrealized Depreciation | Variation Margin Due from (Due to) Brokers | ||||||
(11) | US Treasury 10 yr Notes | $(1,435,157) | $(1,421,038) | 3/22/22 | $(14,119) | $(688) | |||||
(4) | US Treasury 10 yr Ultra Notes | (585,750) | (577,334) | 3/22/22 | (8,416) | (1,062) | |||||
(2) | US Treasury Ultra Bonds | (394,250) | (393,120) | 3/22/22 | (1,130) | (3,125) | |||||
Total Futures Contracts | $(2,391,492) | $(23,665) | $(4,875) |