SWX:LDCC Holdings List

No.	Symbol	Name	% Weight	Shares
1	n/a	2 Year Treasury Note Future Sept 25	24.66%	114
2	n/a	3 Month SOFR Future Sept 26	14.87%	59
3	n/a	3 Month SOFR Future June 27	14.86%	59
4	n/a	5 Year Treasury Note Future Sept 25	14.74%	130
5	n/a	3 Month SOFR Future Dec 26	13.61%	54
6	n/a	3 Month SOFR Future Mar 27	13.36%	53
7	n/a	CDX IG44 5Y ICE	7.76%	7,300,000
8	n/a	RFR USD SOFR/3.62000 09/02/25-4Y* LCH Receive	7.24%	7,040,000
9	n/a	RFR USD SOFR/3.75000 09/02/25-7Y* LCH Receive	6.79%	6,632,000
10	n/a	RFR USD SOFR/3.75000 06/20/24-4Y LCH Receive	4.53%	4,400,000
11	n/a	3 Month SOFR Future Dec 27	4.03%	16
12	n/a	RFR GBP SONIO/3.50000 03/19/25-5Y LCH Receive	3.70%	2,600,000
13	n/a	3 Month SOFR Future Sept 27	3.02%	12
14	n/a	EUROPEAN MONETARY UNION EURO Purchased	2.84%	2,343,318
15	n/a	RFR USD SOFR/3.75000 12/18/24-5Y LCH Receive	2.46%	2,400,000
16	n/a	AUSTRALIAN DOLLARS Purchased	2.21%	3,268,459
17	ACGB.2.75 11.21.28 152	Australia (Commonwealth of) 2.75%	2.14%	3,200,000
18	FNCL.4 7.11	Federal National Mortgage Association 4%	2.13%	2,200,000
19	B.0 10.14.25	United States Treasury Bills 0%	1.75%	1,700,000
20	B.0 09.18.25	United States Treasury Bills 0%	1.55%	1,500,000
21	n/a	JAPANESE YEN Purchased	1.48%	203,714,132
22	n/a	RFR USD SOFR/3.75000 12/18/24-10Y LCH Receive	1.45%	1,400,000
23	WFC.V5.574 07.25.29 MTN	Wells Fargo & Co. 5.574%	1.29%	1,200,000
24	n/a	ZCS BRL 13.9255 05/08/25-01/04/27 CME Receive	1.29%	8,100,000
25	n/a	Offset: Cash	1.26%	n/a

As of Jun 30, 2025

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