ETR:LDCE Holdings List

No.	Symbol	Name	% Weight	Shares
1	n/a	CDX ITRAXX MAIN43 5Y ICE	32.75%	31,050,000
2	n/a	RFR USD SOFR/3.00000 03/19/25-2Y LCH Receive	13.50%	15,200,000
3	n/a	Euro Schatz Future Sept 25	11.19%	101
4	n/a	2 Year Treasury Note Future Sept 25	10.80%	59
5	n/a	IRS EUR 2.00000 09/17/25-2Y LCH Receive	9.71%	9,400,000
6	n/a	3 Month SOFR Future June 27	9.59%	45
7	n/a	10 Year Treasury Note Future Sept 25	9.37%	95
8	OEU5	Euro Bobl Future Sept 25	9.24%	76
9	n/a	RFR GBP SONIO/3.50000 03/19/25-5Y LCH Receive	7.84%	6,500,000
10	n/a	5 Year Treasury Note Future Sept 25	7.58%	79
11	n/a	RFR GBP SONIO/3.50000 03/19/25-10Y LCH Receive	7.01%	5,600,000
12	n/a	RFR USD SOFR/3.00000 03/19/25-5Y LCH Receive	5.91%	6,600,000
13	n/a	RFR USD SOFR/3.25000 06/18/25-5Y LCH Receive	5.05%	5,700,000
14	n/a	EUROPEAN MONETARY UNION EURO Purchased	4.59%	4,382,463
15	n/a	Low Sulphur Gas Oil Futures Sept25	3.93%	35
16	n/a	RFR USD SOFR/3.25000 06/18/25-7Y LCH Receive	3.85%	4,300,000
17	n/a	Fannie Mae Single Family TBA 6.5%	3.54%	3,900,000
18	n/a	RFR USD SOFR/3.25000 03/19/25-10Y LCH Receive	3.28%	3,600,000
19	IKU5	Long-Term Euro BTP Future Sept 25	3.25%	26
20	EIB.2.75 07.28.28 EARN	European Investment Bank 2.75%	2.74%	2,600,000
21	n/a	EUROPEAN AGENCY REPO	2.69%	2,600,000
22	n/a	CDX IG44 5Y ICE	2.61%	2,900,000
23	n/a	CDX ITRAXX SEN43 5Y ICE	2.53%	2,400,000
24	FNCL.6 8.11	Fannie Mae Single Family TBA 6%	2.05%	2,300,000
25	n/a	EUR - GBP Purchased	1.92%	1,847,521

As of Jun 30, 2025

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