GPS Funds II NPORT-P GuideMark Opportunistic Fixed Income Fund (Dec 2020 report)

GuideMark® Opportunistic Fixed Income Fund
Schedule of Investments (Unaudited)
December 31, 2020
Principal Amount			Value
		ASSET BACKED SECURITIES - 1.68%
	275,000	FirstKey Homes Trust
		Series 2020-SFR2, 2.668%, 10/19/2037 (d)	$	276,667
	433,333	Textainer Marine Containers VII Ltd.
		Series 2019-1A, 3.960%, 04/20/2044 (d)		438,612
		Total Asset Backed Securities (Cost $708,186)		715,279
		COLLATERALIZED MORTGAGE OBLIGATIONS - 13.05%
	497,746	Alternative Loan Trust
		Series 2007-15CB, 6.000%, 07/25/2037		422,175
	552,761	Chase Mortgage Finance Trust
		Series 2007-S3, 6.000%, 05/25/2037		388,983
	114,927	Deutsche Alt-A Securities, Inc. Mortgage Loan Trust
		Series 2006-AR1, 3.485%, 02/25/2036 (a)		113,253
	161,184	Exantas Capital Corp Ltd.
		Series 2019-RSO7, 1.153% (1 Month LIBOR USD + 1.000%, 1.000% Floor), 04/17/2036 (b)(d)		159,374
	241,398	First Horizon Alternative Mortgage Securities Trust
		Series 2007-FA4, 6.250%, 08/25/2037		164,145
		GSR Mortgage Loan Trust
	404,531	Series 2006-9F, 6.500%, 10/25/2036		290,097
	138,442	Series 2007-4F, 6.000%, 07/25/2037		123,106
	421,971	IndyMac IMJA Mortgage Loan Trust
		Series 2007-A3, 6.250%, 11/25/2037		273,640
	116,403	IndyMac INDX Mortgage Loan Trust
		Series 2005-AR1, 3.339%, 03/25/2035 (a)		117,160
	4,504,557	JP Morgan Chase Commercial Mortgage Securities Trust
		Series 2012-C8, 1.745%, 10/17/2045 (a)(m)		107,292
	258,536	Lehman Mortgage Trust
		Series 2006-2, 5.750%, 04/25/2036		264,171
	129,078	MASTR Adjustable Rate Mortgages Trust
		Series 2006-2, 2.881%, 01/25/2036 (a)		130,069
	410,983	Morgan Stanley Mortgage Loan Trust
		Series 2007-12, 6.250%, 08/25/2037		281,835
		Residential Asset Securitization Trust
	531,035	Series 2007-A2, 6.000%, 04/25/2037		422,507
	399,938	Series 2007-A6, 6.000%, 06/25/2037		336,347
	761,666	Series 2007-A7, 6.000%, 07/25/2037		435,812
	687,867	TBW Mortgage-Backed Trust
		Series 2006-6, 5.630%, 01/25/2037 (j)		327,713
	600,000	Verus Securitization Trust
		Series 2020-4, 3.291%, 05/25/2065 (a)(d)		602,058
	201,850	VOLT LXXXV LLC
		Series 2020-NPL1, 3.228%, 01/25/2050 (j)(d)		202,719
	287,334	Washington Mutual Asset-Backed Certificates Trust
		Series 2006-HE3, 0.303% (1 Month LIBOR USD + 0.155%, 0.155% Floor), 08/25/2036 (b)		270,099
	134,778	Washington Mutual Mortgage Pass-Through Certificates Trust
		Series 2006-5, 6.000%, 07/25/2036		126,058
		Total Collateralized Mortgage Obligations (Cost $6,945,091)		5,558,613
Number of Shares
		COMMON STOCKS - 0.00%
		Metals & Mining - 0.00%
	12,305,675	K2016470219 - Class A (c)(e)(f)(g)		–
	1,336,186	K2016470219 - Class B (c)(e)(f)(g)		–
		Total Common Stocks (Cost $0)		–
Principal Amount
		CORPORATE OBLIGATIONS - 0.06%
		Specialty Retail - 0.06%
	320,002	K2016470260 South Africa, Ltd.
		25.000% Cash or 25.000% PIK, 12/31/2022 (c)(d)		12,000
		K2016470219 South Africa, Ltd.
	1,004,745	3.000% Cash or 3.000% PIK, 12/31/2022 (c)(d)(n)		10,047
	203,710	8.000% Cash or 8.000% PIK, 12/31/2022 (c)(d)(n)		3,733
		Total Corporate Obligations (Cost $2,196,632)		25,780
		FOREIGN GOVERNMENT DEBT OBLIGATIONS - 18.00%
		Argentina Treasury Bond BONCER
	3,514,100	1.100%, 04/17/2021 (c)(l)(n)		30,932
	1,759,700	1.000%, 08/05/2021 (c)(l)(n)		16,605
	20,484,068	1.200%, 03/18/2022 (c)(l)(n)		183,051
	169,500	1.300%, 09/20/2022 (c)(l)(n)		1,380
		Argentine Bonos del Tesoro
	6,954,000	18.200%, 10/03/2021 (c)		40,843
	14,030,056	1.400%, 03/25/2023 (c)(l)(n)		118,176
	10,209,900	16.000%, 10/17/2023 (c)		32,699
	14,030,063	1.500%, 03/25/2024 (c)(l)(n)		108,411
	22,986,100	15.500%, 10/17/2026 (c)		52,384
		Brazil Letras do Tesouro Nacional
	80,000	0.129%, 04/01/2021 (h)		15,328
	200,000	0.404%, 10/01/2021 (h)		37,789
	160,000,000	Colombia Government International Bond
		7.750%, 04/14/2021		47,510
		Colombian TES
	583,000,000	10.000%, 07/24/2024		207,358
	296,500,000	7.500%, 08/26/2026		100,304
	342,500,000	6.000%, 04/28/2028		107,416
	1,303,000,000	7.750%, 09/18/2030		448,483
		Ecuador Government International Bond
	166,000	0.500%, 07/31/2030 (d)(j)		106,863
	390,000	0.500%, 07/31/2035 (d)(j)		213,041
	5,000	0.500%, 07/31/2040 (d)(j)		2,563
		Ghana Government Bond
	300,000	18.750%, 01/24/2022		51,622
	200,000	16.500%, 02/06/2023		32,980
	300,000	19.750%, 03/25/2024		51,526
	660,000	19.750%, 03/15/2032		105,092
		Indonesia Treasury Bond
	9,416,000,000	8.250%, 07/15/2021		687,334
	1,500,000,000	7.000%, 05/15/2022		111,256
	927,000,000	5.625%, 05/15/2023		68,212
	21,000,000	8.375%, 03/15/2024		1,647
	1,890,000,000	6.500%, 06/15/2025		141,938
		Korea Treasury Bond
	264,510,000	3.375%, 09/10/2023		258,749
	459,000,000	3.500%, 03/10/2024		454,441
	267,000,000	3.000%, 09/10/2024		261,929
		Mexican Bonos
	201,700	7.250%, 12/09/2021		1,040,538
	191,480	6.500%, 06/09/2022		990,981
	6,580	6.750%, 03/09/2023		34,716
	169,750	8.000%, 12/07/2023		936,873
		Republic of Ghana Government Bond
	1,760,000	16.250%, 05/17/2021		301,813
	200,000	24.500%, 06/21/2021		35,426
	390,000	24.750%, 07/19/2021		69,248
	99,000	19.500%, 10/18/2021		17,085
	150,000	16.250%, 04/07/2025		22,908
	710,000	19.000%, 11/02/2026		115,271
		Total Foreign Government Debt Obligations (Cost $10,344,608)		7,662,721
		MORTGAGE BACKED SECURITIES - U.S. GOVERNMENT AGENCY - 26.22%
		Federal Home Loan Mortgage Corp.
	224,439	Pool #0039, 2.500%, 04/01/2033		236,889
	247,860	Pool #RB5085, 2.000%, 11/01/2040		258,108
	299,288	Series 4116, 1.350%, 08/15/2042		300,734
	274,540	Series 4446, 2.250%, 03/15/2045		286,487
	247,033	Pool #1827, 3.000%, 07/01/2047		259,701
	332,601	Series 4800, 4.000%, 06/15/2048		362,571
	537,979	Series 4868, 4.000%, 03/15/2049		579,731
	187,951	Pool #SD8079, 2.000%, 07/01/2050		195,682
	189,521	Pool #RA3280, 2.500%, 08/01/2050		200,017
	245,124	Pool #RE6066, 2.000%, 10/01/2050		251,955
		Federal National Mortgage Association
	200,000	Pool #BL8237, 1.170%, 10/01/2030		198,711
	200,000	Pool #BL0469, 3.880%, 11/01/2030		241,581
	300,000	Pool #AN0944, 3.260%, 02/01/2031		348,227
	237,118	Series 9445, 3.000%, 07/01/2031		254,582
	200,000	Pool #AN4172, 3.370%, 02/01/2032		233,657
	351,383	Pool #1201, 3.500%, 10/01/2032		380,016
	145,811	Pool #2005-56, 6.000% (1 Month LIBOR USD + 42.300%, 0.000% Floor, 6.000% Cap), 08/25/2033 (b)(i)		156,269
	300,000	Pool #BL1475, 3.740%, 03/01/2034		364,300
	400,000	Pool #BL2643, 3.390%, 07/01/2034		474,225
	400,000	Pool #BL4073, 2.960%, 09/01/2034		453,210
	337,967	Pool #CA4507, 2.500%, 11/01/2034		359,648
	200,000	Pool #AN6241, 3.460%, 09/01/2037		236,848
	82,456	Pool #2012-63, 2.000%, 08/25/2040		82,591
	438,334	Pool #2014-95, 3.000%, 04/25/2041		444,869
	279,664	Pool #2012-150, 1.750%, 01/25/2043		285,330
	637,802	Pool #2013-75, 3.250%, 07/25/2043		734,270
	57,150	Pool #2018-23, 2.750%, 12/25/2043		57,326
	176,983	Pool #2015-08, 2.000%, 03/25/2045		181,904
	107,231	Series 9003, 3.000%, 11/01/2046		112,855
	255,986	Series 0862, 3.500%, 09/01/2047		271,647
	206,327	Pool #2018-27, 3.000%, 12/25/2047		216,500
	186,898	Pool #3392, 4.000%, 01/01/2048		200,777
	223,506	Pool #2018-36, 3.000%, 06/25/2048		235,276
	219,094	Pool #2018-38, 3.000%, 06/25/2048		232,381
	198,138	Pool #FM4752, 2.500%, 11/01/2050		212,338
	249,205	Pool #BK8257, 1.500%, 12/01/2050		251,581
	398,903	Pool #MA4209, 1.500%, 12/01/2050		403,082
		Government National Mortgage Association
	339,964	Pool #2010-62, 5.598% (1 Month LIBOR USD + 5.750%, 0.000% Floor, 5.750% Cap), 05/20/2040 (b)(i)(m)		59,748
	350,449	Pool #2011-72, 5.228% (1 Month LIBOR USD + 5.380%, 0.000% Floor, 5.380% Cap), 05/20/2041 (b)(i)(m)		62,038
	374,034	Pool #2012-40, 4.000%, 01/20/2042		397,782
	597,604	Pool #2013-113, 6.098% (1 Month LIBOR USD + 6.250%, 0.000% Floor, 6.250% Cap), 03/20/2043 (b)(i)(m)		87,498
		Total Mortgage Backed Securities - U.S. Government Agency (Cost $10,858,581)		11,162,942
		U.S. TREASURY OBLIGATIONS - 10.37%
		U.S. Treasury Note
	1,150,000	2.125%, 05/31/2021		1,159,391
	2,476,000	1.750%, 12/31/2024		2,623,399
	249,000	2.625%, 12/31/2025		276,964
	130,000	1.625%, 02/15/2026		138,298
	61,000	2.125%, 05/31/2026		66,607
	140,000	1.625%, 10/31/2026		149,340
		Total U.S. Treasury Obligations (Cost $4,276,861)		4,413,999
		SHORT TERM INVESTMENTS - 29.75%
		Foreign Government Debt Obligation - 12.22%
		Argentine Bonos del Tesoro
	583,018	0.549%, 03/31/2021 (h)		3,768
		Egypt Treasury Bills
	400,000	0.716%, 02/16/2021 (h)		25,037
	200,000	0.489%, 02/23/2021 (h)		12,489
	300,000	0.722%, 03/16/2021 (h)		18,592
	1,600,000	4.454%, 06/22/2021 (h)		96,043
	600,000	1.682%, 07/13/2021 (h)		35,782
	500,000	1.460%, 09/07/2021 (h)		29,270
	100,000	0.286%, 12/07/2021 (h)		5,693
	1,600,000	4.464%, 12/21/2021 (h)		90,689
		Japan Treasury Discount Bill
	18,800,000	(0.059)%, 01/12/2021 (h)		182,084
	62,800,000	(0.195)%, 01/12/2021 (h)		608,230
	13,000,000	(0.047)%, 01/18/2021 (h)		125,908
	77,950,000	(0.331)%, 02/10/2021 (h)		755,039
	117,900,000	(0.494)%, 02/25/2021 (h)		1,142,048
	5,000,000	(0.021)%, 03/10/2021 (h)		48,433
	8,800,000	(0.036)%, 03/22/2021 (h)		85,244
	6,600,000	(0.026)%, 03/25/2021 (h)		63,934
	36,100,000	(0.148)%, 04/12/2021 (h)		349,717
	107,900,000	(0.487)%, 05/25/2021 (h)		1,045,442
	8,900,000	(0.042)%, 06/16/2021 (h)		86,240
		Letras de la Nacion Argentina con Ajuste por CER
	671,500	0.286%, 02/26/2021 (c)(h)(l)		5,326
	2,337,265	0.000%, 05/21/2021 (h)(l)		17,222
	1,298,498	(0.165)%, 09/13/2021 (c)(h)(l)		9,418
		Mexico Cetes
	79,360	0.717%, 02/25/2021 (h)		39,612
	229,110	2.061%, 03/25/2021 (h)		113,994
	359,450	3.168%, 06/17/2021(h)		177,122
	63,360	0.553%, 10/21/2021 (h)		30,764
				5,203,140
		Money Market Funds - 9.48%
	4,036,790	DWS Government Money Market Series - Institutional Shares
		Effective Yield, 0.03% (k)		4,036,790
		U.S. TREASURY OBLIGATIONS - 8.05%
		U.S. Treasury Bill
	1,000,000	0.093%, 01/12/2021 (h)		999,973
	826,000	0.192%, 02/25/2021 (h)		825,918
	1,600,000	0.394%, 03/18/2021 (h)		1,599,805
				3,425,696
		Total Short Term Investments (Cost $12,570,951)		12,665,626
		Total Investments (Cost $47,900,910) - 99.13%		42,204,960
		Other Assets in Excess of Liabilities - 0.87%		369,581
		TOTAL NET ASSETS - 100.00%	$	42,574,541

Percentages are stated as a percent of net assets. Principal amounts are denominated in the currency in which the security was purchased.
(a)	Variable rate security. The coupon is based on an underlying pool of assets. The rate reported is the rate in effect as of December 31, 2020.
(b)	Variable rate security based on a reference index and spread. The rate reported is the rate in effect as of December 31, 2020.
(c)	These securities have been deemed illiquid according to the Fund's liquidity guidelines. The value of these securities total $625,005, which represents 1.47% of total net assets.
(d)	Securities were purchased exempt from registration in the U.S. pursuant to Rule 144A of the Securities Act of 1933 (the “Act”) or were acquired in a private placement, and, unless registered under the Act, may only be sold to “qualified institutional buyers” (as defined in the Act) or pursuant to another exemption from registration. The value of these securities total $2,027,677, which represents 4.76% of total net assets.
(e)	As of December 31, 2020, the Valuation Committee has fair valued these securities. The value of these securities total $0, which represents 0.00% of total net assets.
(f)	Value determined using significant unobservable inputs. Classified as level 3 in the fair value hierarchy.
(g)	Non-income producing.
(h)	Zero coupon bond. The effective yield is listed.
(i)	Inverse floating rate security whose interest rate moves in the opposite direction of reference interest rates. Reference interest rates are typically based on a negative multiplier or slope.
(j)	Step-up bond; the interest rate shown is the rate in effect as of December 31, 2020.
(k)	Seven-day yield as of December 31, 2020.
(l)	Represents an inflation protected security.
(m)	Represents an interest-only security that entitles holders to receive only interest payments on the underlying mortgages. The yield-to-maturity of an interest-only security is extremely sensitive to the rate of principal payments on the underlying mortgage assets. A rapid (slow) rate of principal repayments may have an adverse (positive) effect on yield to maturity. The principal amount shown is the underlying mortgages. Interest rate disclosed represents yield upon the estimated timing and amount of future cash flows at December 31, 2020. These securities are liquid according to the Fund's liquidity guidelines and the value of these securities total $316,576 which represents 0.74% of total net assets.
(n)	Represents defaulted securities.

GuideMark®  Opportunistic Fixed Income Fund
Schedule of Open Forward Currency Contracts (Unaudited)
December 31, 2020
Forward			Amount of		Amount of		Unrealized
Expiration		Currency to be	Currency to	Currency to be	Currency to		Appreciation
Date	Counterparty	received	be received	delivered	be delivered		(Depreciation)
1/13/2021	JP Morgan Chase	Australian Dollar	214,165	Japanese Yen	16,823,477	$	2,179
1/15/2021	Deutsche Bank	Australian Dollar	1,037,000	Japanese Yen	81,252,786		12,558
2/25/2021	JP Morgan Chase	Australian Dollar	330,438	Japanese Yen	25,953,163		3,369
2/25/2021	Citibank	Australian Dollar	21,000	Japanese Yen	1,649,268		215
2/26/2021	JP Morgan Chase	Australian Dollar	280,000	U.S. Dollar	209,478		6,496
1/5/2021	HSBC	Brazilian Real	273,920	U.S. Dollar	53,836		(1,094)
1/19/2021	HSBC	Chinese Yuan Renminbi	2,007,380	U.S. Dollar	307,047		1,251
1/19/2021	Citibank	Chinese Yuan Renminbi	1,853,940	U.S. Dollar	283,641		1,092
2/18/2021	JP Morgan Chase	Chinese Yuan Renminbi	1,394,710	U.S. Dollar	212,937		847
3/15/2021	JP Morgan Chase	Chinese Yuan Renminbi	2,793,450	U.S. Dollar	425,823		1,631
3/16/2021	HSBC	Chinese Yuan Renminbi	1,007,330	U.S. Dollar	153,524		607
6/16/2021	HSBC	Chinese Yuan Renminbi	1,013,190	U.S. Dollar	153,523		623
1/11/2021	UBS AG	Euro	91,834	Swiss Franc	98,982		373
1/13/2021	UBS AG	Euro	35,363	Swiss Franc	38,114		145
2/9/2021	UBS AG	Euro	91,846	Swiss Franc	98,983		364
2/10/2021	UBS AG	Euro	141,506	Swiss Franc	152,460		607
2/12/2021	Goldman Sachs	Euro	120,070	Swiss Franc	129,523		334
3/10/2021	UBS AG	Euro	70,537	Swiss Franc	76,227		26
3/11/2021	Goldman Sachs	Euro	150,115	Swiss Franc	161,900		423
3/15/2021	Goldman Sachs	Euro	119,548	Swiss Franc	129,523		(335)
4/13/2021	UBS AG	Euro	35,247	Swiss Franc	38,114		(23)
6/9/2021	UBS AG	Euro	91,492	Swiss Franc	98,982		(166)
2/8/2021	JP Morgan Chase	Indian Rupee	13,943,000	U.S. Dollar	188,046		1,959
2/8/2021	Citibank	Indian Rupee	10,162,500	U.S. Dollar	137,063		1,425
2/9/2021	HSBC	Indian Rupee	16,390,900	U.S. Dollar	220,995		2,347
2/16/2021	HSBC	Indian Rupee	10,726,061	U.S. Dollar	144,912		1,145
2/16/2021	HSBC	Indian Rupee	10,726,061	U.S. Dollar	144,511		1,106
3/8/2021	JP Morgan Chase	Indian Rupee	13,982,400	U.S. Dollar	188,045		1,951
3/8/2021	Citibank	Indian Rupee	13,585,100	U.S. Dollar	182,750		1,846
3/9/2021	JP Morgan Chase	Indian Rupee	18,086,300	U.S. Dollar	243,275		2,453
3/9/2021	HSBC	Indian Rupee	16,436,840	U.S. Dollar	220,997		2,321
3/15/2021	Citibank	Indian Rupee	8,629,923	U.S. Dollar	116,291		869
6/8/2021	Citibank	Indian Rupee	10,306,400	U.S. Dollar	137,062		1,218
6/9/2021	Citibank	Indian Rupee	6,069,100	U.S. Dollar	80,663		754
6/16/2021	HSBC	Indian Rupee	7,558,887	U.S. Dollar	100,772		532
6/16/2021	Citibank	Indian Rupee	5,814,529	U.S. Dollar	77,499		426
1/13/2021	JP Morgan Chase	Japanese Yen	16,331,791	Australian Dollar	214,165		(6,942)
1/15/2021	Deutsche Bank	Japanese Yen	78,542,380	Australian Dollar	1,037,000		(38,813)
2/25/2021	JP Morgan Chase	Japanese Yen	25,045,177	Australian Dollar	330,437		(12,168)
2/25/2021	Citibank	Japanese Yen	38,751,214	Australian Dollar	511,317		(18,864)
2/26/2021	Citibank	Japanese Yen	38,849,956	Australian Dollar	512,683		(18,958)
3/10/2021	Citibank	Japanese Yen	38,668,070	Australian Dollar	505,500		(15,155)
3/11/2021	HSBC	Japanese Yen	19,449,899	Australian Dollar	252,501		(6,261)
3/17/2021	HSBC	Japanese Yen	13,054,470	Australian Dollar	170,000		(4,602)
4/13/2021	HSBC	Japanese Yen	19,116,068	Australian Dollar	252,499		(9,454)
4/13/2021	JP Morgan Chase	Japanese Yen	38,657,023	Australian Dollar	509,175		(18,011)
7/13/2021	JP Morgan Chase	Japanese Yen	16,294,968	Australian Dollar	214,165		(7,123)
1/15/2021	Deutsche Bank	Japanese Yen	187,116,500	Euro	1,535,000		(63,430)
1/25/2021	HSBC	Japanese Yen	13,112,971	Euro	106,401		(3,029)
2/24/2021	HSBC	Japanese Yen	13,356,798	Euro	106,396		(705)
2/25/2021	HSBC	Japanese Yen	26,386,062	Euro	212,801		(4,598)
2/26/2021	Citibank	Japanese Yen	33,973,111	Euro	270,096		(1,161)
3/29/2021	Citibank	Japanese Yen	30,233,329	Euro	239,736		(356)
3/31/2021	Citibank	Japanese Yen	29,540,492	Euro	239,736		(7,079)
4/30/2021	Citibank	Japanese Yen	33,149,239	Euro	270,097		(9,353)
6/30/2021	Citibank	Japanese Yen	29,559,443	Euro	239,736		(7,148)
6/15/2021	Deutsche Bank	Japanese Yen	81,285,892	U.S. Dollar	782,985		5,858
6/15/2021	JP Morgan Chase	Japanese Yen	58,688,329	U.S. Dollar	565,643		3,900
6/15/2021	HSBC	Japanese Yen	26,288,528	U.S. Dollar	253,213		1,906
6/15/2021	Citibank	Japanese Yen	1,649,925	U.S. Dollar	15,909		103
1/7/2021	HSBC	Mexican Peso	13,190,000	U.S. Dollar	659,822		2,436
3/22/2021	Deutsche Bank	Norwegian Krone	1,923,000	Euro	178,500		5,738
3/31/2021	Deutsche Bank	Norwegian Krone	582,000	Euro	52,479		3,610
5/27/2021	Deutsche Bank	Norwegian Krone	2,851,000	Euro	267,759		4,107
6/15/2021	Deutsche Bank	Norwegian Krone	860,400	Euro	80,093		2,064
6/16/2021	Deutsche Bank	Norwegian Krone	1,315,400	Euro	123,660		1,666
6/18/2021	Deutsche Bank	Norwegian Krone	1,743,000	Euro	164,130		1,864
9/15/2021	Deutsche Bank	Norwegian Krone	862,300	Euro	80,093		2,032
3/30/2021	Deutsche Bank	Norwegian Krone	1,164,500	U.S. Dollar	134,159		1,608
4/13/2021	Deutsche Bank	Norwegian Krone	7,510,000	U.S. Dollar	809,197		66,319
5/18/2021	Deutsche Bank	Norwegian Krone	502,000	U.S. Dollar	55,053		3,461
6/21/2021	Deutsche Bank	Norwegian Krone	3,275,000	U.S. Dollar	381,315		360
3/15/2021	Deutsche Bank	Russian Ruble	13,042,600	U.S. Dollar	176,954		(1,932)
6/7/2021	Morgan Stanley & Co. Inc.	Russian Ruble	19,579,700	U.S. Dollar	259,258		1,046
6/7/2021	Deutsche Bank	Russian Ruble	1,422,000	U.S. Dollar	18,890		15
6/9/2021	JP Morgan Chase	Russian Ruble	2,630,000	U.S. Dollar	35,274		(316)
6/15/2021	Deutsche Bank	Russian Ruble	8,279,000	U.S. Dollar	111,057		(1,089)
9/8/2021	JP Morgan Chase	Russian Ruble	1,874,400	U.S. Dollar	24,666		(6)
9/8/2021	Morgan Stanley & Co. Inc.	Russian Ruble	12,123,900	U.S. Dollar	159,544		(39)
9/9/2021	JP Morgan Chase	Russian Ruble	2,630,000	U.S. Dollar	34,946		(349)
9/14/2021	Deutsche Bank	Russian Ruble	8,358,400	U.S. Dollar	111,057		(1,166)
12/15/2021	Deutsche Bank	Russian Ruble	12,481,300	U.S. Dollar	164,485		(2,070)
1/29/2021	Citibank	South Korea Won	18,558,803	U.S. Dollar	16,809		280
2/26/2021	Citibank	South Korea Won	34,277,197	U.S. Dollar	31,046		519
3/9/2021	Goldman Sachs	South Korea Won	980,400,000	U.S. Dollar	903,066		(242)
1/19/2021	Deutsche Bank	Swedish Krona	553,200	Euro	53,372		2,021
2/16/2021	Deutsche Bank	Swedish Krona	1,475,083	Euro	144,759		2,341
3/15/2021	Deutsche Bank	Swedish Krona	1,843,900	Euro	178,584		5,756
4/15/2021	Deutsche Bank	Swedish Krona	737,550	Euro	71,246		2,497
4/16/2021	Deutsche Bank	Swedish Krona	553,200	Euro	53,318		2,019
6/11/2021	Deutsche Bank	Swedish Krona	1,475,067	Euro	143,380		3,774
6/15/2021	Deutsche Bank	Swedish Krona	1,640,400	Euro	159,587		4,019
6/16/2021	Deutsche Bank	Swedish Krona	4,178,800	Euro	408,997		7,217
6/18/2021	JP Morgan Chase	Swedish Krona	840,000	Euro	82,364		1,265
9/15/2021	Deutsche Bank	Swedish Krona	1,642,400	Euro	159,596		4,007
1/11/2021	UBS AG	Swiss Franc	98,982	Euro	92,383		(1,044)
1/13/2021	UBS AG	Swiss Franc	38,114	Euro	35,369		(152)
2/9/2021	UBS AG	Swiss Franc	98,983	Euro	92,404		(1,045)
2/10/2021	UBS AG	Swiss Franc	152,460	Euro	141,846		(1,023)
2/12/2021	Goldman Sachs	Swiss Franc	129,524	Euro	120,283		(594)
3/10/2021	UBS AG	Swiss Franc	76,228	Euro	70,665		(184)
3/11/2021	Goldman Sachs	Swiss Franc	161,900	Euro	150,491		(884)
3/15/2021	Goldman Sachs	Swiss Franc	129,523	Euro	120,273		(553)
4/13/2021	UBS AG	Swiss Franc	38,114	Euro	35,394		(156)
6/9/2021	UBS AG	Swiss Franc	98,982	Euro	91,859		(284)
2/26/2021	JP Morgan Chase	U.S. Dollar	204,363	Australian Dollar	280,000		(11,611)
1/5/2021	HSBC	U.S. Dollar	47,301	Brazilian Real	273,920		(5,441)
2/2/2021	HSBC	U.S. Dollar	53,806	Brazilian Real	273,920		1,095
6/17/2021	Citibank	U.S. Dollar	24,403	Euro	20,000		(123)
1/13/2021	Citibank	U.S. Dollar	186,462	Mexican Peso	4,030,000		(15,742)
1/15/2021	Citibank	U.S. Dollar	273,970	Mexican Peso	5,932,000		(23,598)
1/15/2021	HSBC	U.S. Dollar	607,246	Mexican Peso	13,190,000		(55,012)
1/27/2021	Citibank	U.S. Dollar	177,956	Mexican Peso	3,755,000		(10,149)
1/28/2021	Citibank	U.S. Dollar	296,712	Mexican Peso	6,280,000		(17,846)
2/10/2021	HSBC	U.S. Dollar	846,136	Mexican Peso	17,690,000		(38,668)
3/8/2021	Citibank	U.S. Dollar	200,553	Mexican Peso	4,386,000		(18,187)
3/11/2021	Citibank	U.S. Dollar	238,812	Mexican Peso	5,378,000		(29,307)
3/16/2021	Citibank	U.S. Dollar	249,910	Mexican Peso	5,431,000		(20,692)
3/23/2021	HSBC	U.S. Dollar	510,671	Mexican Peso	10,313,000		(2,756)
1/29/2021	Citibank	U.S. Dollar	15,421	South Korea Won	18,558,803		(1,668)
2/26/2021	Citibank	U.S. Dollar	14,119	South Korea Won	15,718,394		(355)
2/26/2021	Citibank	U.S. Dollar	15,661	South Korea Won	18,558,803		(1,430)
3/9/2021	Goldman Sachs	U.S. Dollar	826,470	South Korea Won	980,400,000		(76,353)
						$	(398,499)