SUBEX Holdings List

As of Mar 31, 2025

No.	Symbol	Name	% Weight	Shares
1	RXM5	Euro Bund Future June 25	14.38%	2,026
2	n/a	5 Year Treasury Note Future June 25	10.71%	1,894
3	T.4.375 12.31.29	United States Treasury Notes 4.38%	9.47%	178,645,000
4	FNCL.6 5.11	Federal National Mortgage Association	5.42%	102,595,000
5	T.3.875 03.15.28	United States Treasury Notes 3.88%	5.33%	102,460,000
6	FNCL.5.5 5.11	Federal National Mortgage Association	5.15%	99,075,000
7	FNCL.5 5.11	Federal National Mortgage Association	4.95%	97,040,000
8	T.4.25 11.15.34	United States Treasury Notes 4.25%	4.53%	86,720,000
9	n/a	SECRETARIA TESOURO (PRICES NEAR 1000)	3.60%	466,140
10	n/a	Ultra 10 Year US Treasury Note Future June 25	3.49%	581
11	TII.2.125 01.15.35	United States Treasury Notes 2.13%	3.31%	61,850,537
12	n/a	CNY/USD FWD 20250430 Purchased	3.23%	61,910,882
13	n/a	USD/INR FWD 20250429 Purchased	3.19%	5,331,452,742
14	T.3.625 09.30.31	United States Treasury Notes 3.63%	2.64%	51,970,000
15	B.0 08.07.25	United States Treasury Bills 0%	2.55%	49,635,000
16	T.3.875 09.30.29	United States Treasury Notes 3.88%	2.27%	43,670,000
17	n/a	CHF/USD FWD 20250527 Purchased	1.72%	32,830,000
18	n/a	AUD/USD FWD 20250407 Purchased	1.71%	33,635,292
19	n/a	USD/AUD FWD 20250407 Purchased	1.70%	52,565,000
20	n/a	NOK/USD FWD 20250415 Purchased	1.66%	31,809,867
21	n/a	USD/CAD FWD 20250603 Purchased	1.60%	44,074,360
22	n/a	USD/NOK FWD 20250415 Purchased	1.52%	335,443,633
23	T.4.25 08.15.54	United States Treasury Bonds 4.25%	1.00%	20,445,000
24	HART.2024-C A2B	Hyundai Auto Receivables Trust 2024-C 4.75%	0.98%	18,730,000
25	GMCAR.2024-4 A2B	GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-4 4.75%	0.94%	18,010,000
26	TAOT.2024-D A2B	TOYOTA AUTO RECEIVABLES 2024-D OWNER TRUST 4.74%	0.89%	17,111,575
27	STAR.2024-SFR4 A	STAR 2024-SFR4 TRUST 6.07%	0.86%	16,417,178
28	n/a	CHF/USD FWD 20250527 Purchased	0.86%	16,450,000
29	n/a	BRL/USD FWD 20250603 Purchased	0.76%	14,464,400
30	FKH.2020-SFR2 A	FIRSTKEY HOMES TRUST 1.27%	0.75%	14,773,764
31	BMWLT.2024-2 A2B	BMW VEHICLE LEASE TRUST 2024-2 4.76%	0.72%	13,735,884
32	n/a	BRL/USD FWD 20250603 Purchased	0.71%	13,560,400
33	MBART.2025-1 A2B	Mercedes-Benz Auto Receivables Trust 2025-1 4.67%	0.69%	13,200,000
34	T.2.75 08.15.32	United States Treasury Notes 2.75%	0.66%	13,840,000
35	HPA.2021-3 A	HOME PARTNERS OF AMERICA TRUST 2021-3 2.2%	0.64%	13,462,411
36	n/a	U.S. Bank Money Market Deposit Account	0.64%	12,230,437
37	FHR.5482 FA	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5.79%	0.62%	11,916,769
38	ETR.5.35 03.15.34	Entergy Louisiana LLC 5.35%	0.61%	11,650,000
39	GMCAR.2025-1 A2B	GM FINANCIAL CO AUT REC TR 25-1 4.68%	0.60%	11,465,000
40	HPA.2021-2 A	HOME PARTNERS OF AMERICA 2021-2 TRUST 1.9%	0.56%	11,200,178
41	DAL.2 06.10.28 AA	Delta Air Lines Inc. 2%	0.54%	11,157,605
42	C.V5.333 03.27.36 .	Citigroup Inc. 5.33%	0.53%	10,255,000
43	FHR.5503 FE	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5.79%	0.53%	10,019,993
44	FHR.5499 FW	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5.74%	0.52%	9,945,576
45	HERTZ.2023-4A A	HERTZ VEHICLE FINANCING III LLC 6.15%	0.51%	9,549,000
46	TCN.2025-SFR1 A	TRICON RESIDENTIAL 2025-SFR1 TRUST 5.4%	0.50%	9,590,000
47	JPM.V4.995 07.22.30	JPMorgan Chase & Co. 5%	0.49%	9,380,000
48	FHR.5473 FQ	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5.72%	0.49%	9,279,960
49	HERTZ.2025-1A A	HERTZ VEHICLE FINANCING III LLC 4.91%	0.47%	9,120,000
50	GM.5.35 07.15.27	General Motors Financial Company Inc 5.35%	0.47%	8,930,000
51	FNR.2024-90 B	Federal National Mortgage Association 5%	0.47%	8,954,729
52	BAC.V4.979 01.24.29	Bank of America Corp. 4.98%	0.44%	8,425,000
53	USB.V5.046 02.12.31	U.S. Bancorp. 5.05%	0.44%	8,300,000
54	HART.2024-A A2B	HYUNDAI AUTO RECEIVABLES TRUST 2024-A 4.77%	0.44%	8,364,615
55	STAR.2022-SFR3 A	STAR 2022-SFR3 TRUST 5.97%	0.43%	8,196,957
56	HART.2025-A A2B	HYUNDAI AUTO REC 25-A	0.42%	8,065,000
57	TCN.2022-SFR1 A	TRICON RESIDENTIAL 2022-SFR1 TRUST 3.86%	0.41%	7,978,378
58	PROG.2021-SFR9 A	PROGRESS RESIDENTIAL TRUST 2.01%	0.40%	8,465,684
59	DUK.5.25 03.01.34	Duke Energy Indiana, LLC. 5.25%	0.40%	7,605,000
60	FHR.5480 FA	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5.79%	0.40%	7,632,201
61	HERTZ.2025-2A A	HERTZ VEHICLE FINANCING III LLC 5.13%	0.39%	7,445,000
62	BBCMS.2022-C18 A2	BBCMS MORTGAGE TRUST 2022-C18 5.5%	0.39%	7,380,000
63	AMSR.2020-SFR4 B	AMSR TRUST 1.71%	0.39%	7,615,000
64	FORDO.2024-A A2B	FORD CREDIT AUTO OWNER TRUST 2024-A 4.71%	0.39%	7,439,144
65	GM.6 01.09.28	General Motors Financial Company Inc 6%	0.38%	7,155,000
66	JPMMT.2024-5 A6	J.P.MORGAN MORTGAGE TRUST 2024-5 6%	0.38%	7,298,819
67	HUNT.2024-1A A2	HUNTINGTON AUTO TRUST 2024-1 5.5%	0.38%	7,266,531
68	WFMBS.2021-RR1 A1	WELLS FARGO MORTGAGED BACKED SECURITIES TRUST 2.5%	0.37%	8,814,033
69	GS.V5.207 01.28.31 -	Goldman Sachs Group, Inc. 5.21%	0.37%	7,010,000
70	F.6.95 03.06.26	Ford Motor Credit Company LLC 6.95%	0.37%	6,950,000
71	GEHC.5.857 03.15.30	GE Healthcare Technologies Inc. 5.86%	0.37%	6,725,000
72	AXP.V5.098 02.16.28	American Express Company 5.1%	0.36%	6,910,000
73	NAROT.2024-B A2B	NISSAN AUTO RECEIVABLES 2024-B OWNER TRUST 4.73%	0.35%	6,650,000
74	HART.2025-A A2A	HYUNDAI AUTO REC 25-A 4.33%	0.35%	6,640,000
75	JPMMT.2024-3 A3	J.P. MORGAN MORTGAGE TRUST 2024-3 3%	0.34%	7,784,673
76	VW.5.3 03.22.27 144A	Volkswagen Group of America Finance LLC 5.3%	0.34%	6,545,000
77	ENTERP.4.6 05.01.28 144A	ERAC USA Finance LLC 4.6%	0.34%	6,410,000
78	LNT.5.375 03.30.34	Wisconsin Power and Light Company 5.38%	0.33%	6,350,000
79	JPMMT.2023-6 A4	J.P. MORGAN MORTGAGE TRUST 2023-6 6%	0.33%	6,324,290
80	ETR.5.3 09.15.33	Entergy Arkansas LLC 5.3%	0.31%	5,810,000
81	BANK.2021-BN35 A2	BANK 2021-BNK35 1.87%	0.30%	6,280,000
82	n/a	IRS PAY FIXED 2.341% 12/24/2034 Pay	0.30%	267,100,000
83	FKH.2020-SFR1 A	FIRSTKEY HOMES TRUST 1.34%	0.30%	5,789,510
84	D.3.375 04.01.30 C	Dominion Energy Inc 3.38%	0.30%	6,090,000
85	VZ.5.25 04.02.35	Verizon Communications Inc. 5.25%	0.30%	5,675,000
86	AEP.2.7 04.01.31 AA	Appalachian Power Company 2.7%	0.28%	6,185,000
87	WOLS.2025-A A2B	WORLD OMI AUTO SEC TR 2025-A 4.74%	0.28%	5,470,000
88	JPMMT.2024-12 A4A	JP MORGAN MORTGAGE TRUST 2024-12 5.5%	0.28%	5,462,950
89	GSMBS.2021-MM1 A2	GS MORTGAGE-BACKED SECURITIES TRUST 2021-MM1 2.5%	0.28%	6,602,992
90	GSMBS.2022-PJ5 A4	GS MORTGAGE BACKED SECURITIES 2022-PJ5 2.5%	0.28%	6,528,111
91	MUFG.V1.538 07.20.27	Mitsubishi UFJ Financial Group Inc. 1.54%	0.27%	5,470,000
92	HAROT.2024-1 A2	HONDA AUTO RECEIVABLES 2024-1 OWNER TRUST 5.36%	0.27%	5,237,698
93	CP.5.2 03.30.35	Canadian Pacific Railway Company 5.2%	0.27%	5,215,000
94	PEG.4.65 03.15.33 MTN	Public Service Electric & Gas Co. 4.65%	0.27%	5,200,000
95	OBX.2021-J2 A1	OBX TRUST 2.5%	0.27%	6,240,089
96	JPMMT.2024-6 A6	J P MORGAN MORTGAGE TRUST 2024-6 6%	0.26%	4,982,621
97	TCN.2024-SFR2 A	TRICON RESIDENTIAL 2024-SFR2 TRUST 4.75%	0.26%	5,016,879
98	n/a	USD/CAD FWD 20250603 Purchased	0.26%	7,110,902
99	JPMMT.2021-INV6 A2	J.P. MORGAN MORTGAGE TRUST 2021-INV6 3%	0.26%	5,794,465
100	C.0 04.09.25 EMTn	Citigroup Global Markets Holdings Inc. 0%	0.25%	3,620,000
101	PRMI.2021-1 A3	PRMI SECURITIZATION TRUST 2.5%	0.25%	5,385,676
102	EIX.1.2 02.01.26 20C	Southern California Edison Company 1.2%	0.25%	4,890,000
103	JPMMT.2021-INV4 A2	JP MORGAN MORTGAGE TRUST 3%	0.25%	5,529,645
104	BMWOT.2024-A A2A	BMW VEHICLE OWNER TRUST 2024-A 5.42%	0.24%	4,678,981
105	TRPCN.4.1 04.15.30	TransCanada Pipelines Limited 4.1%	0.24%	4,851,000
106	ETR.2.35 06.15.32	Entergy Louisiana LLC 2.35%	0.24%	5,485,000
107	JPMMT.2021-INV8 A2	J.P. MORGAN MORTGAGE TRUST 2021-INV8 3%	0.24%	5,385,109
108	HPA.2021-1 A	HOME PARTNERS OF AMERICA TRUST 1.7%	0.24%	5,192,530
109	PROG.2021-SFR3 A	PROGRESS RESIDENTIAL TRUST 1.64%	0.24%	4,683,422
110	RIDE.2025-SHRE A	RIDE 2025-SHRE 5.08%	0.24%	4,510,000
111	SEMT.2021-3 A1	SEQUOIA MORTGAGE TRUST 2.5%	0.23%	5,508,361
112	UAL.4.15 08.25.31 AA	UNITED AIRLINES PASS THROUGH CERTIFICATES 4.15%	0.23%	4,639,912
113	C.0 05.14.25 EMTN	Citigroup Global Markets Holdings Inc. 0%	0.23%	3,410,000
114	AMSR.2020-SFR3 A	AMSR TRUST 1.36%	0.23%	4,410,216
115	C.0 04.24.25 emTn	Citigroup Global Markets Holdings Inc. 0%	0.23%	3,355,000
116	HNDA.5.2 03.05.35	American Honda Finance Corporation 5.2%	0.23%	4,370,000
117	SEMT.2021-4 A1	SEQUOIA MORTGAGE TRUST 2.5%	0.22%	5,261,471
118	PROG.2021-SFR8 A	PROGRESS RESIDENTIAL TRUST 1.51%	0.22%	4,485,006
119	FSMT.2021-4 A1	FLAGSTAR MORTGAGE TRUST 2.5%	0.22%	5,225,358
120	n/a	EUR/USD FWD 20250505 Purchased	0.22%	4,107,405
121	CHASE.2024-8 A4A	CHASE HOME LENDING MORTGAGE TRUST 2024-8 5.5%	0.22%	4,273,670
122	ROCC.2024-CNTR A	ROCK TRUST 2024-CNTR 5.39%	0.22%	4,195,000
123	PROG.2021-SFR7 A	Progress Residential Trust 1.69%	0.22%	4,611,833
124	DUK.5.875 11.15.33	Duke Energy Florida LLC 5.88%	0.22%	3,950,000
125	WFC.V4.478 04.04.31 MTN	Wells Fargo & Co. 4.48%	0.22%	4,230,000
126	PROG.2024-SFR5 A	PROGRESS RESIDENTIAL 2024-SFR5 TRUST 3%	0.21%	4,400,000
127	n/a	Cdx44hy Cds (Sell Protection)	0.21%	78,020,000
128	OBX.2023-INV1 A1	OBX 2023-INV1 TRUST 3%	0.21%	4,707,051
129	IAGLN.2.9 03.15.35 144A	British Airways PLC 2.9%	0.21%	4,436,145
130	n/a	EUR/USD FWD 20250409 Purchased	0.20%	3,770,399
131	BMARK.2021-B28 A2	BENCHMARK MORTGAGE TRUST 1.79%	0.20%	4,235,000
132	n/a	GBP/USD FWD 20250409 Purchased	0.20%	3,750,849
133	JPMMT.2024-7 A3	J P MORGAN MORTGAGE TRUST 2024-7 3%	0.20%	4,451,616
134	n/a	EUR/USD FWD 20250514 Purchased	0.19%	3,544,081
135	C.0 04.24.25 Emtn	Citigroup Global Markets Holdings Inc. 0%	0.19%	2,829,000
136	TAOT.2024-C A2A	TOYOTA AUTO RECEIVABLES 2024-C OWNER TRUST 5.16%	0.19%	3,664,962
137	TAOT.2024-C A2B	TOYOTA AUTO RECEIVABLES 2024-C OWNER TRUST 4.72%	0.19%	3,664,962
138	n/a	GBP/USD FWD 20250424 Purchased	0.19%	3,495,766
139	n/a	GBP/USD FWD 20250514 Purchased	0.19%	3,508,820
140	n/a	EUR/USD FWD 20250424 Purchased	0.19%	3,511,552
141	PFAST.2024-1A A2A	PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 2024-1 4.45%	0.19%	3,608,548
142	D.5.15 03.15.35	Virginia Electric and Power Company 5.15%	0.19%	3,620,000
143	ALK.4.8 08.15.27 144A	Alaska Airlines Pass Through Trust 2020-1A 4.8%	0.19%	3,589,016
144	AMGN.5.15 03.02.28	Amgen Inc. 5.15%	0.18%	3,465,000
145	DUK.5 12.08.27	Duke Energy Corp 5%	0.18%	3,475,000
146	RATE.2021-J4 A1	RATE MORTGAGE TRUST 2021-J4 2.5%	0.18%	4,277,551
147	GSMBS.2021-PJ10 A2	GS MORTGAGE-BACKED SECURITIES TRUST 2.5%	0.18%	4,257,103
148	CITZN.2024-2 A2B	CITIZENS AUTO RECEIVABLES TRUST 2024-2 4.89%	0.18%	3,473,568
149	n/a	EUR/USD FWD 20250522 Purchased	0.18%	3,350,768
150	GSMBS.2022-LTV2 A21	GS MORTGAGE-BACKED SECURITIES TRUST 2022-LTV2 4%	0.17%	3,553,033
151	C.0 04.09.25 EMTN	Citigroup Global Markets Holdings Inc. 0%	0.17%	3,002,000
152	C.0 05.05.25 EmTn	Citigroup Global Markets Holdings Inc. 0%	0.17%	3,930,000
153	NOMURA.0 05.23.25 EMTM	Nomura America Finance LLC 0%	0.17%	3,228,000
154	UAL.2.875 10.07.28 AA	United Air Lines, Inc. 2.88%	0.17%	3,438,020
155	FORDO.2024-D A2A	FORD CREDIT AUTO OWNER TRUST 2024-D 4.59%	0.16%	3,090,000
156	JBLU.4 11.15.32 1A	JetBlue Airways Corporation 4%	0.16%	3,274,148
157	GSMBS.2020-INV1 A14	GS MORTGAGE-BACKED SECURITIES TRUST 2.9%	0.16%	3,578,713
158	RATE.2021-J3 A1	RATE MORTGAGE TRUST 2021-J3 2.5%	0.16%	3,726,037
159	PFAST.2024-1A A2B	PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 2024-1 4.62%	0.16%	3,034,460
160	JPMMT.2022-INV1 A3	J.P. MORGAN MORTGAGE TRUST 2022-INV1 3%	0.15%	3,479,531
161	PSMC.2021-2 A3	PSMC 2021-2 TRUST 2.5%	0.15%	3,324,749
162	BAC.V4.948 07.22.28 MTN	Bank of America Corp. 4.95%	0.15%	2,925,000
163	HERTZ.2022-2A A	HERTZ VEHICLE FINANCING III LLC 2.33%	0.15%	3,088,000
164	FORDO.2024-D A2B	FORD CREDIT AUTO OWNER TRUST 2024-D 4.67%	0.15%	2,930,000
165	C.0 05.14.25 EMTn	Citigroup Global Markets Holdings Inc. 0%	0.15%	2,824,000
166	HERTZ.2022-1A A	HERTZ VEHICLE FINANCING III LLC 1.99%	0.15%	2,912,000
167	FORDO.2024-C A2B	FORD CREDIT AUTO OWNER TRUST 2024-C 4.75%	0.15%	2,855,000
168	VZ.2.55 03.21.31	Verizon Communications Inc. 2.55%	0.15%	3,235,000
169	TPMT.2015-5 M2	Towd Point Mortgage Trust 3.5%	0.15%	2,862,576
170	MBART.2024-1 A2B	MERCEDES-BENZ AUTO RECEIVABLES TRUST 2024-1 4.72%	0.15%	2,812,981
171	BNP.0 05.22.25 etmn	BNP Paribas Issuance BV 0%	0.15%	3,189,000
172	JPMMT.2021-3 A3	JP MORGAN MORTGAGE TRUST 2.5%	0.14%	3,357,260
173	n/a	Citigroup Global Markets	0.14%	552
174	COPAR.2024-1 A2A	CAPITAL ONE PRIME AUTO RECEIVABLES 4.61%	0.14%	2,705,000
175	MET.4.3 08.25.29 144A	Metropolitan Life Global Funding I 4.3%	0.14%	2,720,000
176	n/a	IRS REC FIXED 2.715% 6/30/2053 Pay	0.14%	17,646,000
177	DBJPM.2020-C9 A2	DBJPM 2020-C9 1.9%	0.14%	2,692,477
178	UAL.4 04.11.26 A	United Air Lines, Inc. 4%	0.13%	2,548,707
179	COPAR.2024-1 A2B	CAPITAL ONE PRIME AUTO RECEIVABLES 4.67%	0.13%	2,515,000
180	PROG.2025-SFR2 A	PROGRESS RESIDENTIAL 2025-SFR2 TRUST 3.31%	0.13%	2,725,000
181	CVX.4.98 04.15.35	Chevron USA Inc 4.98%	0.13%	2,505,000
182	BMWOT.2024-A A2B	BMW VEHICLE OWNER TRUST 2024-A 4.68%	0.13%	2,484,769
183	JPM.V5.502 01.24.36	JPMorgan Chase & Co. 5.5%	0.13%	2,410,000
184	MS.V5.587 01.18.36	Morgan Stanley 5.59%	0.13%	2,410,000
185	BAC.V5.511 01.24.36	Bank of America Corp. 5.51%	0.13%	2,410,000
186	GS.V5.536 01.28.36	Goldman Sachs Group, Inc. 5.54%	0.13%	2,410,000
187	UNP.5.1 02.20.35	Union Pacific Corporation 5.1%	0.13%	2,410,000
188	STT.V5.146 02.28.36	State Street Corp. 5.15%	0.13%	2,425,000
189	GSMBS.2022-PJ2 A4	GS MORTGAGE-BACKED SECURITIES TRUST 2022-PJ2 2.5%	0.13%	2,971,168
190	C.V5.449 06.11.35	Citigroup Inc. 5.45%	0.13%	2,405,000
191	MCD.4.95 03.03.35	McDonald's Corp. 4.95%	0.12%	2,408,000
192	WFC.V5.211 12.03.35	Wells Fargo & Co. 5.21%	0.12%	2,405,000
193	JPMMT.2021-6 A3	JP MORGAN MORTGAGE TRUST 2.5%	0.12%	2,851,427
194	TAOT.2024-A A2B	TOYOTA AUTO RECEIVABLES 2024-A OWNER TRUST 4.7%	0.12%	2,323,909
195	GMCAR.2024-3 A2A	GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-3 5.35%	0.12%	2,294,445
196	n/a	US DOLLARS	0.12%	2,295,943
197	GMCAR.2024-3 A2B	GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-3 4.71%	0.12%	2,294,445
198	MSRM.2023-1 A1	MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2023-1 4%	0.11%	2,404,969
199	F.4.271 01.09.27	Ford Motor Credit Company LLC 4.27%	0.11%	2,215,000
200	JPMMT.2021-4 A3	JP MORGAN MORTGAGE TRUST 2.5%	0.11%	2,614,161
201	OBX.2021-INV2 A3	OBX 2021-INV2 TRUST 2.5%	0.11%	2,502,483
202	SEMT.2021-6 A1	SEQUOIA MORTGAGE TRUST 2.5%	0.11%	2,501,557
203	IAGLN.4.25 11.15.32 144A	British Airways Pass Through Certificates 2020-1A 4.25%	0.11%	2,099,665
204	JPMMT.2021-8 A3	JP MORGAN MORTGAGE TRUST 2.5%	0.10%	2,451,680
205	JPMMT.2022-6 A3	JP MORGAN MORTGAGE TRUST 2022-6 3%	0.10%	2,316,548
206	CSMC.2018-J1 A2	CSMC Trust 3.5%	0.10%	2,011,440
207	n/a	Cdx44ig Cds (Sell Protection)	0.09%	97,210,000
208	IHSFR.2024-SFR1 A	INVITATION HOMES 2024-SFR1 TRUST 4%	0.09%	1,776,956
209	JPMMT.2022-4 A2A	J.P. MORGAN MORTGAGE TRUST 2022-4 3%	0.09%	1,960,571
210	JPMMT.2022-8 A3	JP MORGAN MORTGAGE TRUST 2022-8 4%	0.09%	1,824,802
211	GSMBS.2021-GR2 A2	GS MORTGAGE-BACKED SECURITIES TRUST 2.5%	0.09%	2,006,164
212	MBALT.2024-B A2B	MERCEDES-BENZ AUTO LEASE TRUST 2024-B 4.79%	0.08%	1,576,723
213	AMSR.2024-SFR1 A	AMSR 2024-SFR1 TRUST 4.29%	0.08%	1,595,000
214	CMLTI.2021-J2 A7A	CITIGROUP MORTGAGE LOAN TRUST 2.5%	0.08%	1,747,313
215	HART.2023-C A2B	HYUNDAI AUTO RECEIVABLES TRUST 2023-C 4.98%	0.08%	1,540,514
216	PSMC.2021-1 A11	PSMC 2021-1 TRUST 2.5%	0.08%	1,692,374
217	ACACN.5.25 04.01.29 144A	Air Canada 5.25%	0.08%	1,449,433
218	AMSR.2024-SFR2 A	AMSR 2024-SFR2 TRUST 4.15%	0.07%	1,430,000
219	JPM.0 05.29.25 DMTN	JPMorgan Chase Bank, National Association 0%	0.07%	1,547,000
220	FSMT.2021-8INV A3	FLAGSTAR MORTGAGE TRUST 2021-8INV 2.5%	0.06%	1,431,947
221	n/a	IRS REC FIXED 4.097% 1/30/2035 Pay	0.06%	43,457,000
222	JPMMT.2024-CCM1 A4A	J P MORGAN MORTGAGE TRUST 2024-CCM1 5.5%	0.06%	1,108,012
223	n/a	IRS REC FIXED 4.079% 1/29/2035 Pay	0.06%	43,457,000
224	GMCAR.2024-1 A2B	GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1 4.75%	0.05%	981,848
225	GMCAR.2024-1 A2A	GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1 5.12%	0.05%	970,297
226	JPMMT.2021-1 A3	JP MORGAN MORTGAGE TRUST 2.5%	0.05%	1,178,692
227	UAL.3.5 03.01.30 AA	UNITED AIR LINES INC PASS-THROUGH TRUSTS 3.5%	0.05%	987,780
228	SEMT.2021-9 A1	SEQUOIA MORTGAGE TRUST 2021-9 2.5%	0.05%	1,146,695
229	CAFL.2020-4 A	COREVEST AMERICAN FINANCE TRUST 1.17%	0.05%	944,860
230	UAL.3.45 12.01.27	United Air Lines, Inc. 3.45%	0.04%	889,390
231	UAL.3.1 07.07.28 AA	United Air Lines, Inc. 3.1%	0.04%	848,979
232	JBLU.2.75 05.15.32 2019	JetBlue Airways Corporation 2.75%	0.04%	799,069
233	JPMMT.2021-12 A3	JP MORGAN MORTGAGE TRUST 2.5%	0.03%	753,633
234	ED.3.35 04.01.30 20A	Consolidated Edison Company of New York, Inc. 3.35%	0.03%	510,000
235	UAL.2.7 05.01.32 AA	United Airlines Pass Through Trust 2019-2AA 2.7%	0.01%	213,600
236	MS.0 04.22.25 EMUN	Morgan Stanley Finance LLC. 0%	0.01%	808,000
237	n/a	EURO	0.00%	25
238	n/a	IRS PAY FIXED 0% 6/30/2053 Receive	0.00%	25,507,000
239	n/a	IRS REC FIXED 2.715% 6/30/2053 Receive	0.00%	17,646,000
240	n/a	IRS PAY FIXED 2.9675% 1/29/2035 Receive	0.00%	59,042,000
241	n/a	IRS REC FIXED 4.079% 1/29/2035 Receive	0.00%	43,457,000
242	n/a	IRS PAY FIXED 2.341% 12/24/2034 Receive	0.00%	267,100,000
243	n/a	IRS REC FIXED 4.097% 1/30/2035 Receive	0.00%	43,457,000
244	n/a	IRS PAY FIXED 2.9475% 1/28/2035 Receive	0.00%	59,042,000
245	n/a	IRS PAY FIXED 0% 6/30/2053 Pay	-0.01%	25,507,000
246	n/a	MARKIT ITRX AUD 06/20/2030 (BUY PROTECTION)	-0.03%	97,210,000
247	n/a	IRS PAY FIXED 2.9475% 1/28/2035 Pay	-0.04%	59,042,000
248	n/a	IRS PAY FIXED 2.9675% 1/29/2035 Pay	-0.05%	59,042,000
249	n/a	EUR/USD FWD 20250522 Sold	-0.17%	3,350,768
250	n/a	GBP/USD FWD 20250424 Sold	-0.18%	3,495,766
251	n/a	GBP/USD FWD 20250514 Sold	-0.18%	3,508,820
252	n/a	EUR/USD FWD 20250424 Sold	-0.18%	3,511,552
253	n/a	EUR/USD FWD 20250514 Sold	-0.18%	3,544,081
254	n/a	GBP/USD FWD 20250409 Sold	-0.20%	3,750,849
255	n/a	EUR/USD FWD 20250409 Sold	-0.20%	3,770,399
256	n/a	EUR/USD FWD 20250505 Sold	-0.21%	4,107,405
257	n/a	USD/CAD FWD 20250603 Sold	-0.26%	7,110,902
258	n/a	BRL/USD FWD 20250603 Sold	-0.71%	13,560,400
259	n/a	BRL/USD FWD 20250603 Sold	-0.75%	14,464,400
260	n/a	CHF/USD FWD 20250527 Sold	-0.86%	16,450,000
261	n/a	USD/CAD FWD 20250603 Sold	-1.60%	44,074,360
262	n/a	NOK/USD FWD 20250415 Sold	-1.66%	31,809,867
263	n/a	USD/NOK FWD 20250415 Sold	-1.66%	335,443,633
264	n/a	CHF/USD FWD 20250527 Sold	-1.71%	32,830,000
265	n/a	USD/AUD FWD 20250407 Sold	-1.71%	52,565,000
266	n/a	AUD/USD FWD 20250407 Sold	-1.75%	33,635,292
267	n/a	CNY/USD FWD 20250430 Sold	-3.22%	61,910,882
268	n/a	USD/INR FWD 20250429 Sold	-3.24%	5,331,452,742
269	n/a	10 Year Government of Canada Bond Future June 25	-3.71%	819
270	OEM5	Euro Bobl Future June 25	-11.84%	1,802
271	n/a	Cash Offset	-13.31%	255,720,917

As of Mar 31, 2025

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Sector	% Weight
Other	79.36%
United States	20.64%