LROSX Holdings List

As of May 31, 2025

No.	Symbol	Name	% Weight	Shares
1	n/a	Krw/Usd Fwd 20250708 418	20.88%	28,910,000,000
2	n/a	Jpy/Usd Fwd 20250613 00418	15.44%	2,232,000,000
3	n/a	Usd/Sek Fwd 20250610 816	15.04%	15,136,522
4	n/a	Usd/Cnh Fwd 20250827 187	12.68%	12,757,340
5	n/a	Usd/Chf Fwd 20250618 642	10.78%	10,848,522
6	n/a	Usd/Krw Fwd 20250708 00418	10.67%	10,732,736
7	n/a	Cad/Usd Fwd 20250728 00418	10.26%	14,120,000
8	n/a	Aud/Usd Fwd 20250606 50	10.03%	15,660,000
9	n/a	Usd/Nzd Fwd 20250716 50	9.98%	10,045,661
10	n/a	Usd/Aud Fwd 20250606 050	9.96%	10,020,552
11	n/a	Usd/Jpy Fwd 20250613 00418	8.10%	8,150,600
12	n/a	Jpy/Usd Fwd 20250613 816	7.82%	1,130,000,000
13	TF.0 01.31.27	United States Treasury Notes 4.39926%	7.36%	7,400,000
14	WITF.0 04.30.27	United States Treasury Notes 4.49192%	7.35%	7,390,000
15	n/a	Mexican Bonos	6.98%	167,800,000
16	n/a	Usd/Mxn Fwd 20250729 00418	6.92%	6,961,913
17	n/a	Brl/Usd Fwd 20250718 816	6.72%	39,110,000
18	n/a	Usd/Brl Fwd 20250718 816	6.45%	6,490,317
19	WAEXX	Legg Mason Partners Inst Trust - Western Asset Premier Institutional U.S. Treasury Reserves Fund	6.08%	6,115,574
20	n/a	Nok/Usd Fwd 20250613 642	5.65%	58,000,000
21	n/a	Chf/Usd Fwd 20250618 0642	5.49%	4,540,000
22	n/a	Usd/Cad Fwd 20250728 5	5.49%	5,527,403
23	n/a	Chf/Usd Fwd 20250618 5	5.41%	4,470,000
24	n/a	Usd/Nok Fwd 20250613 0642	5.27%	5,299,837
25	n/a	Eur/Usd Fwd 20250805 00187	4.99%	4,400,000
26	n/a	Usd/Eur Fwd 20250805 00187	4.96%	4,987,224
27	n/a	Usd/Cad Fwd 20250728 00418	4.68%	4,705,473
28	SAGB.8.75 02.28.48 2048	South Africa (Republic of) 8.75%	4.18%	96,300,000
29	EGYTB.0 07.01.25 364D	Egypt (Arab Republic of) 26.19947%	4.02%	205,000,000
30	n/a	Usd/Jpy Fwd 20250613 418	3.98%	4,006,339
31	BNTNF.10 01.01.35 NTNF	Secretaria Do Tesouro Nacional 10%	3.74%	26,800,000
32	n/a	Usd/Cop Fwd 20250730 00187	3.69%	3,710,198
33	COLTES.7.25 10.26.50 B	Ministerio de Hacienda y Credito Publico 7.25%	3.31%	23,430,000,000
34	POLGB.2 08.25.36 CPI	Poland (Republic of) 2%	3.12%	13,135,416
35	n/a	Usd/Pln Fwd 20250731 00418	2.99%	3,009,253
36	FNS.445 F7	Federal National Mortgage Association 4.31155%	2.90%	2,931,374
37	FNS.445 F6	Federal National Mortgage Association 4.31155%	2.89%	2,922,068
38	G2.MB0027	Government National Mortgage Association 6%	2.87%	2,857,093
39	G2.MB0093	Government National Mortgage Association 6%	2.57%	2,562,209
40	G2.MB0206	Government National Mortgage Association 6%	2.44%	2,428,161
41	G2.MA9907	Government National Mortgage Association 6%	2.39%	2,375,146
42	EGYTB.0 10.14.25 364D	Egypt (Arab Republic of) 27.00115%	2.37%	130,000,000
43	G2.MA9966	Government National Mortgage Association 6%	2.34%	2,333,279
44	n/a	Morgan Stanley Future Usd Segregated - Total Equity	2.16%	2,171,305
45	C.V3.875 PERP X	Citigroup Inc. 3.875%	2.12%	2,170,000
46	GSTNE.2021-HC2 A	GREYTSTONE CRE LTD 2021-HC2 6.24319%	2.01%	2,022,340
47	GM.5.4 04.06.26	General Motors Financial Company Inc 5.4%	1.99%	2,000,000
48	TD.4.568 12.17.26	The Toronto-Dominion Bank 4.568%	1.98%	1,990,000
49	TOYOTA.4.45 05.18.26	Toyota Motor Credit Corp. 4.45%	1.85%	1,860,000
50	STACR.2023-DNA2 M1B	Freddie Mac Stacr Remic Trust 7.57063%	1.66%	1,590,000

As of May 31, 2025

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Asset Allocation

Asset Class	% Weight
Bond	74.33%
Cash	19.46%
Not Classified	6.21%

Country Breakdown

Sector	% Weight
Other	74.12%
United States	17.50%
Brazil	1.92%
Mexico	1.39%
Colombia	1.21%
France	0.99%
Poland	0.99%
Peru	0.89%
South Africa	0.84%
Spain	0.10%
Germany	0.05%