SUBFX Holdings List

As of Dec 31, 2024

No.	Symbol	Name	% Weight	Shares
1	FNCL 6 1.12	Fannie Mae or Freddie Mac	18.20%	294,915,000
2	FNCL 5.5 1.12	Fannie Mae or Freddie Mac	11.36%	187,470,000
3	B 0 04.24.25	United States Treasury Bill	9.86%	162,630,000
4	B 0 03.20.25	United States Treasury Bill	8.83%	145,000,000
5	T 4.25 11.15.34	US TREASURY N/B - United States Treasury Note/Bond	8.30%	138,810,000
6	FNCL	Fidelity MSCI Financials Index ETF	5.75%	97,040,000
7	B 0 02.20.25	United States Treasury Bill	4.82%	78,925,000
8	FNCL 6 2.12	Fannie Mae or Freddie Mac	4.30%	69,765,000
9	BLTN 0 01.01.25 LTN	LETRA TESOURO NACIONAL - Brazil Letras do Tesouro Nacional	4.03%	405,398,000
10	BNTNF 10 01.01.31 NTNF	NOTA DO TESOURO NACIONAL - Brazil Notas do Tesouro Nacional Serie F	3.70%	466,140,000
11	T 3.625 09.30.31	US TREASURY N/B - United States Treasury Note/Bond	3.03%	51,970,000
12	T 3.875 09.30.29	US TREASURY N/B - United States Treasury Note/Bond	2.51%	41,760,000
13	TII 2.125 02.15.54	TSY INFL IX N/B - United States Treasury Inflation Indexed Bonds	1.89%	33,278,412
14	T 4.5 11.15.54	US TREASURY N/B - United States Treasury Note/Bond	1.84%	31,465,000
15	T 4.25 08.15.54	US TREASURY N/B - United States Treasury Note/Bond	1.21%	21,550,000
16	HART 2024-C A2B	Hyundai Auto Receivables Trust 2024-C	1.15%	18,730,000
17	GMCAR 2024-4 A2B	GM Financial Securitized Term - GM Financial Consumer Automobile Receivables Trust 2024-4	1.11%	18,010,000
18	TAOT 2024-D A2B	Toyota Auto Receivables Owner - Toyota Auto Receivables 2024-D Owner Trust	1.05%	17,130,000
19	STAR 2024-SFR4 A	STAR 2024-SFR4 Trust	1.01%	16,430,000
20	BMWLT 2024-2 A2B	BMW Vehicle Lease Trust	0.86%	13,910,000
21	TCN 2022-SFR1 A	Tricon Residential 2022-SFR1 Trust	0.82%	13,649,455
22	n/a	BRL/USD FWD 20250103	0.81%	1
23	C 0 03.12.25 MTN	Citigroup Global Markets Holdings Inc/United States	0.76%	8,189,000
24	HPA 2021-3 A	Home Partners of America Trust - Home Partners of America 2021-3 Trust	0.75%	13,680,196
25	ETR 5.35 03.15.34	Entergy Louisiana LLC	0.71%	11,650,000
26	FNCL	Fidelity MSCI Financials Index ETF	0.71%	11,660,000
27	HART 2024-A A2B	Hyundai Auto Receivables Trust 2024-A	0.70%	11,319,110
28	FKH 2020-SFR2 A	Firstkey Homes Trust - FirstKey Homes 2020-SFR2 Trust	0.67%	11,259,263
29	HPA 2021-2 A	Home Partners of America Trust - Home Partners of America 2021-2 Trust	0.67%	11,478,296
30	HUNT 2024-1A A2	Huntington Auto Trust 2024-1	0.66%	10,742,001
31	n/a	Ford Credit Auto Owner Trust 2024-A	0.65%	10,498,573
32	DAL	Delta Air Lines, Inc.	0.63%	11,157,605
33	JPM V4.995 07.22.30	JPMorgan Chase & Co	0.57%	9,380,000
34	FNR 2024-90 B	Fannie Mae REMICS	0.56%	9,295,289
35	GM 5.35 07.15.27	GENERAL MOTORS FINL CO - General Motors Financial Co Inc	0.55%	8,930,000
36	STAR 2022-SFR3 A	STAR 2022-SFR3 Trust	0.50%	8,205,363
37	HAROT 2024-1 A2	Honda Auto Receivables Owner T - Honda Auto Receivables 2024-1 Owner Trust	0.50%	8,049,012
38	JPMMT 2024-5 A6	JP Morgan Mortgage Trust Series 2024-5	0.49%	8,026,746
39	PROG 2021-SFR9 A	Progress Residential Trust - Progress Residential 2021-SFR9 Trust	0.47%	8,505,771
40	DUK 5.25 03.01.34	Duke Energy Indiana LLC	0.47%	7,605,000
41	BBCMS 2022-C18 A2	Barclays Commercial Mortgage S - BBCMS Mortgage Trust 2022-C18	0.46%	7,380,000
42	GM 6 01.09.28	GENERAL MOTORS FINL CO - General Motors Financial Co Inc	0.45%	7,155,000
43	F 6.95 03.06.26	Ford Motor Credit Co LLC	0.43%	6,950,000
44	GEHC 5.857 03.15.30	GE HEALTHCARE TECH INC - GE HealthCare Technologies Inc	0.43%	6,725,000
45	AXP V5.098 02.16.28	American Express Co	0.43%	6,910,000
46	NAROT 2024-B A2B	Nissan Auto Receivables Owner - Nissan Auto Receivables 2024-B Owner Trust	0.41%	6,650,000
47	JPMMT 2024-3 A3	JP Morgan Mortgage Trust Series 2024-3	0.41%	7,907,435
48	VW 5.3 03.22.27 144A	VOLKSWAGEN GROUP AMERICA - Volkswagen Group of America Finance LLC	0.40%	6,545,000
49	BMWOT 2024-A A2A	BMW Vehicle Owner Trust 2024-A	0.40%	6,484,584
50	ENTERP 4.6 05.01.28 144A	ERAC USA Finance LLC	0.39%	6,410,000
51	LNT 5.375 03.30.34	WISCONSIN POWER & LIGHT - Wisconsin Power and Light Co	0.39%	6,350,000
52	JPMMT 2023-6 A4	JP Morgan Mortgage Trust - J.P. Morgan Mortgage Trust 2023-6	0.38%	6,123,496
53	WFMBS 2021-RR1 A1	Wells Fargo Mortgage Backed Securities 2021-RR1 Trust	0.37%	7,512,994
54	ETR 5.3 09.15.33	Entergy Arkansas LLC	0.36%	5,810,000
55	JPMMT 2024-12 A4A	JP Morgan Mortgage Trust 2024-12	0.36%	5,835,000
56	HERTZ 2022-1A A	Hertz Vehicle Financing LLC - Hertz Vehicle Financing III LLC	0.35%	5,824,000
57	BANK 2021-BN35 A2	BANK 2021-BNK35	0.35%	6,280,000
58	D	Dominion Energy, Inc.	0.34%	6,090,000
59	JPMMT 2024-6 A6	JP Morgan Mortgage Trust Series 2024-6	0.33%	5,444,584
60	GSMBS 2021-MM1 A2	GS Mortgage-Backed Securities Trust 2021-MM1	0.33%	6,690,508
61	TCN 2024-SFR2 A	Tricon Residential 2024-SFR2 Trust	0.33%	5,406,637
62	AEP 2.7 04.01.31 AA	Appalachian Power Co	0.33%	6,185,000
63	GSMBS 2022-PJ5 A4	GS Mortgage-Backed Securities Trust 2022-PJ5	0.33%	6,641,768
64	MUFG V1.538 07.20.27	MITSUBISHI UFJ FIN GRP - Mitsubishi UFJ Financial Group Inc	0.32%	5,470,000
65	CITZN 2024-2 A2B	Citizens Auto Receivables Trust 2024-2	0.32%	5,166,138
66	PEG 4.65 03.15.33 MTN	Public Service Electric and Gas Co	0.31%	5,200,000
67	T 2.75 08.15.32	US TREASURY N/B - United States Treasury Note/Bond	0.31%	5,665,000
68	JPMMT 2021-INV6 A2	JP Morgan Mortgage Trust 2021-INV6	0.30%	5,903,068
69	PRMI 2021-1 A3	PRMI Securitization Trust 2021-1	0.30%	5,494,334
70	EIX 1.2 02.01.26 20C	SOUTHERN CAL EDISON - Southern California Edison Co	0.29%	4,890,000
71	JPMMT 2021-INV4 A2	JP Morgan Mortgage Trust 2021-INV4	0.29%	5,641,407
72	TRPCN	TransCanada PipeLines Ltd	0.28%	4,851,000
73	CHASE 2024-8 A4A	Chase Mortgage Finance Corpora - Chase Home Lending Mortgage Trust 2024-8	0.28%	4,614,995
74	UAL 4.15 08.25.31 AA	UNITED AIR 2019-1 AA PTT - United Airlines 2019-1 Class AA Pass Through Trust	0.28%	4,803,080
75	JPMMT 2021-INV8 A2	JP Morgan Mortgage Trust - J.P. Morgan Mortgage Trust 2021-INV8	0.28%	5,501,310
76	ETR 2.35 06.15.32	Entergy Louisiana LLC	0.28%	5,485,000
77	PROG 2021-SFR3 A	Progress Residential Trust - Progress Residential 2021-SFR3	0.28%	4,683,422
78	TAOT 2024-C A2A	Toyota Auto Receivables Owner - Toyota Auto Receivables 2024-C Owner Trust	0.28%	4,465,000
79	HPA 2021-1 A	Home Partners of America Trust - Home Partners of America 2021-1 Trust	0.27%	5,230,577
80	TAOT 2024-C A2B	Toyota Auto Receivables Owner - Toyota Auto Receivables 2024-C Owner Trust	0.27%	4,465,000
81	SEMT 2021-3 A1	Sequoia Mortgage Trust 2021-3	0.27%	5,548,460
82	C 0 01.27.25 DMTN	Citigroup Global Markets Holdings Inc/United States	0.27%	3,963,000
83	MBART 2024-1 A2B	Mercedes-Benz Auto Receivables Trust 2024-1	0.26%	4,298,849
84	SEMT 2021-4 A1	Sequoia Mortgage Trust 2021-4	0.26%	5,313,278
85	n/a	Flagstar Mortgage Trust 2021-4	0.26%	5,312,356
86	PROG 2021-SFR7 A	Progress Residential Trust - Progress Residential 2021-SFR7 Trust	0.25%	4,611,833
87	C 0 01.17.25 Emtn	Citigroup Global Markets Inc	0.25%	3,258,000
88	DUK 5.875 11.15.33	Duke Energy Florida LLC	0.25%	3,950,000
89	WFC	Wells Fargo & Company	0.25%	4,230,000
90	IAGLN 2.9 03.15.35 144A	BRITISH AIR 21-1 A PPT - British Airways 2021-1 Class A Pass Through Trust	0.24%	4,519,165
91	OBX 2023-INV1 A1	Onslow Bay Financial LLC - OBX 2023-INV1	0.24%	4,771,805
92	BMARK 2021-B28 A2	BENCHMARK Mortgage Trust - Benchmark 2021-B28 Mortgage Trust	0.24%	4,235,000
93	DBJPM 2020-C9 A2	Deutsche Bank Commercial Mortg - DBJPM 20-C9 Mortgage Trust	0.24%	4,033,632
94	JPMMT 2024-7 A3	JP Morgan Mortgage Trust 2024-7	0.23%	4,541,155
95	ALK 4.8 08.15.27 144A	ALASKA AIRLINES 2020 TR - Alaska Airlines 2020-1 Class A Pass Through Trust	0.23%	3,806,348
96	PFAST 2024-1A A2A	Porsche Financial Auto Securitization Trust 2024-1	0.23%	3,740,000
97	n/a	Toyota Auto Receivables Owner - Toyota Auto Receivables 2024-A Owner Trust	0.22%	3,571,381
98	DUK 5 12.08.27	Duke Energy Corp	0.21%	3,475,000
99	AMGN 5.15 03.02.28	Amgen Inc	0.21%	3,465,000
100	GSMBS 2021-PJ10 A2	GS Mortgage-Backed Securities Trust 2021-PJ10	0.21%	4,330,963
101	RATE 2021-J4 A1	Rate Mortgage Trust 2021-J4	0.21%	4,306,459
102	GSMBS 2022-LTV2 A21	GS Mortgage-Backed Securities Trust 2022-LTV2	0.21%	3,725,010
103	TPMT 2015-5 M2	Towd Point Mortgage Trust 2015-5	0.21%	3,467,583
104	n/a	BMW Vehicle Owner Trust 2024-A	0.21%	3,425,119
105	C 0 02.18.25 EMTN	Citigroup Global Markets Holdings Inc/United States	0.21%	2,883,000
106	UAL 2.875 10.07.28 AA	UNITED AIR 2016-2 AA PTT - United Airlines 2016-2 Class AA Pass Through Trust	0.20%	3,438,020
107	PFAST 2024-1A A2B	Porsche Financial Auto Securitization Trust 2024-1	0.19%	3,145,000
108	PROG 2021-SFR8 A	Progress Residential Trust - Progress Residential 2021-SFR8 Trust	0.19%	3,280,213
109	n/a	IRS REC FIXED 2.715% 6/30/2053	0.19%	1
110	FORDO 2024-D A2A	Ford Credit Auto Owner Trust 2024-D	0.19%	3,090,000
111	GSMBS 2020-INV1 A14	GS Mortgage-Backed Securities Trust 2020-INV1	0.19%	3,690,798
112	JBLU 4 11.15.32 1A	JETBLUE AIRWAYS CORP - JetBlue 2020-1 Class A Pass Through Trust	0.19%	3,274,148
113	PSMC 2021-2 A3	PSMC Trust - PSMC 2021-2 Trust	0.19%	3,434,058
114	RATE 2021-J3 A1	Rate Mortgage Trust 2021-J3	0.18%	3,766,735
115	GMCAR 2024-3 A2A	GM Financial Securitized Term - GM Financial Consumer Automobile Receivables Trust 2024-3	0.18%	2,960,000
116	GMCAR 2024-3 A2B	GM Financial Securitized Term - GM Financial Consumer Automobile Receivables Trust 2024-3	0.18%	2,960,000
117	JXN 1.75 01.12.25 144A	JACKSON NATL LIFE GLOBAL - Jackson National Life Global Funding	0.18%	2,950,000
118	BAC V4.948 07.22.28 MTN	Bank of America Corp	0.18%	2,925,000
119	FORDO 2024-D A2B	Ford Credit Auto Owner Trust 2024-D	0.18%	2,930,000
120	JPMMT 2022-INV1 A3	JP Morgan Mortgage Trust 2022-INV1	0.18%	3,518,796
121	GSMBS 2021-PJ5 A8	GS Mortgage-Backed Securities Corp Trust 2021-PJ5	0.18%	3,266,250
122	FORDO 2024-C A2B	Ford Credit Auto Owner Trust 2024-C	0.18%	2,855,000
123	VZ 2.55 03.21.31	Verizon Communications Inc	0.17%	3,235,000
124	C 0 02.18.25 EtMN	Citigroup Global Markets Inc	0.17%	2,486,000
125	JPMMT 2021-3 A3	JP Morgan Mortgage Trust 2021-3	0.17%	3,415,455
126	COPAR 2024-1 A2A	Capital One Prime Auto Receivables Trust 2024-1	0.17%	2,705,000
127	TCN 2024-SFR3 A	Tricon Residential 2024-SFR3 Trust	0.17%	2,770,000
128	MET 4.3 08.25.29 144A	MET LIFE GLOB FUNDING I - Metropolitan Life Global Funding I	0.16%	2,720,000
129	UAL 4 04.11.26 A	UNITED AIR 2014-1 A PTT - United Airlines 2014-1 Class A Pass Through Trust	0.15%	2,548,707
130	HART 2023-C A2B	Hyundai Auto Receivables Trust 2023-C	0.15%	2,427,917
131	GSMBS 2022-PJ2 A4	GS Mortgage-Backed Securities Corp Trust 2022-PJ2	0.15%	2,996,270
132	JPMMT 2021-6 A3	JP Morgan Mortgage Trust 2021-6	0.14%	2,890,438
133	COPAR 2024-1 A2B	Capital One Prime Auto Receivables Trust 2024-1	0.14%	2,315,000
134	n/a	Morgan Stanley Residential Mortgage Loan Trust 2023-1	0.14%	2,443,159
135	n/a	CDX IG CDSI GEN 5Y (SELL PROTECTION)	0.13%	1
136	F	Ford Motor Company	0.13%	2,215,000
137	JPMMT 2021-4 A3	JP Morgan Mortgage Trust 2021-4	0.13%	2,649,964
138	IAGLN 4.25 11.15.32 144A	BRITISH AIR 20-1 A PTT - British Airways 2020-1 Class A Pass Through Trust	0.12%	2,142,431
139	OBX 2021-INV2 A3	Onslow Bay Financial LLC - OBX 2021-INV2 Trust	0.12%	2,540,845
140	JPMMT 2021-8 A3	JP Morgan Mortgage Trust 2021-8	0.12%	2,486,671
141	JPMMT 2022-6 A3	JP Morgan Mortgage Trust - J.P. Morgan Mortgage Trust 2022-6	0.12%	2,354,054
142	SEMT 2021-6 A1	Sequoia Mortgage Trust 2021-6	0.12%	2,428,428
143	CSMC 2018-J1 A2	Credit Suisse Mortgage Trust - CSMC 2018-J1 Trust	0.11%	2,059,799
144	MBALT 2024-B A2B	Mercedes-Benz Auto Lease Trust 2024-B	0.11%	1,815,000
145	IHSFR 2024-SFR1 A	Invitation Homes Trust - Invitation Homes 2024-SFR1 Trust	0.10%	1,776,956
146	TCN 2024-SFR4 A	Tricon Residential 2024-SFR4 Trust	0.10%	1,755,000
147	n/a	JP Morgan Mortgage Trust - J.P. Morgan Mortgage Trust 2022-4	0.10%	2,009,173
148	JPMMT 2022-8 A3	JP Morgan Mortgage Trust - J.P. Morgan Mortgage Trust 2022-8	0.10%	1,863,157
149	n/a	CNY/USD FWD 20250127	0.10%	1
150	GSMBS 2021-GR2 A2	GS Mortgage-Backed Securities Trust 2021-GR2	0.10%	2,035,467
151	CMLTI 2021-J2 A7A	Citigroup Mortgage Loan Trust 2021-J2	0.09%	1,765,426
152	n/a	CHF/USD FWD 20250213	0.09%	1
153	AMSR	AMSR Trust - AMSR 2024-SFR1 Trust	0.09%	1,595,000
154	PSMC 2021-1 A11	PSMC Trust - PSMC 2021-1 Trust	0.09%	1,720,381
155	GMCAR 2024-1 A2B	GM Financial Securitized Term - GM Financial Consumer Automobile Receivables Trust 2024-1	0.09%	1,499,495
156	GMCAR 2024-1 A2A	GM Financial Securitized Term - GM Financial Consumer Automobile Receivables Trust 2024-1	0.09%	1,481,854
157	ACACN 5.25 04.01.29 144A	AIR CANADA 2020-2A PTT - Air Canada 2020-2 Class A Pass Through Trust	0.09%	1,449,430
158	AMSR 2024-SFR2 A	AMSR Trust - AMSR 2024-SFR2 Trust	0.08%	1,430,000
159	OEH5	EURO-BOBL FUTURE Mar25	0.08%	-2,012
160	FSMT 2021-8INV A3	Flagstar Mortgage Trust 2021-8INV	0.07%	1,458,042
161	JPMMT 2024-CCM1 A4A	JP Morgan Mortgage Trust 2024-CCM1	0.07%	1,160,209
162	UAL 3.5 03.01.30 AA	UNITED AIR 2018-1 AA PTT - United Airlines 2018-1 Class AA Pass Through Trust	0.06%	1,030,896
163	JPMMT 2021-1 A3	JP Morgan Mortgage Trust 2021-1	0.06%	1,195,925
164	n/a	IRS PAY FIXED 2.341% 12/24/2034	0.05%	1
165	UAL 3.45 12.01.27	UNITED AIR 2015-1 AA PTT - United Airlines 2015-1 Class AA Pass Through Trust	0.05%	889,390
166	UAL 3.1 07.07.28 AA	UNITED AIR 2016-1 AA PTT - United Airlines 2016-1 Class AA Pass Through Trust	0.05%	886,047
167	JBLU 2.75 05.15.32 2019	JetBlue 2019-1 Class AA Pass Through Trust	0.04%	799,069
168	n/a	Porsche Financial Auto Securitization Trust 2023-2	0.04%	660,618
169	PFAST 2023-2A A2B	Porsche Financial Auto Securitization Trust 2023-2	0.04%	641,614
170	EIX	Edison International	0.04%	575,000
171	ED	Consolidated Edison, Inc.	0.03%	510,000
172	UAL 2.7 05.01.32 AA	UNITED AIR 2019-2 AA PTT - United Airlines 2019-2 Class AA Pass Through Trust	0.01%	213,600
173	n/a	BRL/USD FWD 20250103	0.01%	1
174	n/a	EUR/USD FWD 20250117	0.01%	1
175	n/a	EUR/USD FWD 20250218	0.01%	1
176	n/a	GBP/USD FWD 20250218	0.00%	1
177	n/a	EUR/USD FWD 20250218	-0.00%	1
178	n/a	IRS PAY FIXED 0% 6/30/2053	-0.01%	1
179	n/a	CAD/USD FWD 20250303	-0.04%	1
180	n/a	INR/USD FWD 20250128	-0.06%	1
181	FVH5	US 5YR NOTE (CBT) Mar25	-0.07%	939
182	TYH5	US 10YR NOTE (CBT)Mar25	-0.08%	610
183	n/a	ITRX AUS CDSI GEN 5Y (BUY PROTECTION)	-0.08%	1
184	USH5	US LONG BOND(CBT) Mar25	-0.09%	305
185	n/a	NOK/USD FWD 20250115	-0.11%	1
186	RXH5	EURO-BUND FUTURE Mar25	-0.21%	2,012
187	SFRZ6	3 MONTH SOFR FUT Dec26	-0.34%	6,551

As of Dec 31, 2024

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Asset Class	% Weight
Bond	164.83%
Cash	-64.83%

Sector	% Weight
Other	79.36%
United States	20.64%