LON:0DB5 Holdings List

No.	Symbol	Name	% Weight	Shares
1	n/a	2 Year Treasury Note Future Sept 26	26.06%	125
2	n/a	5 Year Treasury Note Future Sept 26	23.16%	214
3	n/a	CDX IG46 5Y ICE	12.69%	12,280,000
4	n/a	EUROPEAN MONETARY UNION EURO Purchased	11.30%	9,808,366
5	n/a	RFR USD SOFR/3.75000 09/02/25-7Y* LCH Receive	6.77%	6,632,000
6	n/a	RFR USD SOFR/3.32500 07/06/26-4Y* LCH Receive	5.64%	5,450,000
7	n/a	CDX IG45 5Y ICE	4.97%	4,810,000
8	n/a	3 Month SOFR Future Sept 26	4.13%	17
9	n/a	AUSTRALIAN DOLLARS Purchased	4.04%	5,797,459
10	n/a	RFR GBP SONIO/3.50000 03/18/26-5Y LCH Receive	3.46%	2,580,000
11	n/a	Fnma Pass-Thru I 5%	2.17%	2,164,078
12	ACGB.2.75 11.21.28 152	Australia (Commonwealth of) 2.75%	2.16%	3,200,000
13	T.4.375 05.15.36	United States Treasury Notes 4.375%	1.81%	1,797,000
14	B.0 07.02.26	United States Treasury Bills 0%	1.52%	1,500,000
15	n/a	RFR USD SOFR/3.75000 12/18/24-10Y LCH Receive	1.44%	1,400,000
16	JPM.V2.739 10.15.30	JPMorgan Chase & Co. 2.739%	1.43%	1,500,000
17	T.3.75 01.31.31	United States Treasury Notes 3.75%	1.39%	1,400,000
18	n/a	RFR USD SOFR/4.00000 10/05/26-4Y* LCH Receive	1.37%	1,360,000
19	n/a	CASH COLLATERAL ICE MSC USD	1.27%	1,257,000
20	n/a	BRITISH POUND STERLING Purchased	1.24%	924,592
21	n/a	IRS AUD 3.50000 12/17/25-5Y LCH Receive	1.19%	1,700,000
22	n/a	CANADIAN DOLLAR Purchased	1.09%	1,530,416
23	UBS.V3.869 01.12.29 144A	UBS Group AG 3.869%	1.08%	1,075,000
24	n/a	Fnma Pass-Thru I 5%	1.04%	1,039,364
25	n/a	Federal Home Loan Banks 0%	1.00%	1,000,000

Showing 25 of 598 holdings

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As of Jun 30, 2026