Fund profile
Tickers
LFMAX, LFMCX, LFMIX
Fund manager
Total assets
$1.51 bn
Liabilities
$5.44 mm
Net assets
$1.50 bn
Number of holdings
482.00
Top 200 of 482 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
United States Treasury Bill | 203.33 mm | 205.46 mm principal | 13.54 | Debt | Long | USA |
United States Treasury Bill | 181.41 mm | 182.61 mm principal | 12.08 | Debt | Long | USA |
United States Treasury Bill | 181.38 mm | 184.23 mm principal | 12.08 | Debt | Long | USA |
United States Treasury Bill | 83.32 mm | 85.19 mm principal | 5.55 | Debt | Long | USA |
United States Treasury Bill | 61.47 mm | 61.62 mm principal | 4.09 | Debt | Long | USA |
United States Treasury Bill | 50.40 mm | 51.34 mm principal | 3.36 | Debt | Long | USA |
US BANK MMDA - USBGFS 9 | 50.00 mm | 50.00 mm shares | 3.33 | Short-term investment vehicle | Long | USA |
United States Treasury Note/Bond | 39.88 mm | 43.19 mm principal | 2.66 | Debt | Long | USA |
United States Treasury Note/Bond | 36.16 mm | 36.21 mm principal | 2.41 | Debt | Long | USA |
United States Treasury Note/Bond | 34.88 mm | 35.20 mm principal | 2.32 | Debt | Long | USA |
United States Treasury Note/Bond | 23.35 mm | 23.59 mm principal | 1.55 | Debt | Long | USA |
United States Treasury Note/Bond | 15.72 mm | 15.57 mm principal | 1.05 | Debt | Long | USA |
Federal Farm Credit Banks Funding Corp | 14.24 mm | 14.17 mm principal | 0.95 | Debt | Long | USA |
Federal Farm Credit Banks Funding Corp | 12.00 mm | 11.90 mm principal | 0.80 | Debt | Long | USA |
United States Treasury Note/Bond | 11.74 mm | 12.52 mm principal | 0.78 | Debt | Long | USA |
Freddie Mac Pool | 11.06 mm | 10.90 mm principal | 0.74 | ABS-mortgage backed security | Long | USA |
Federal Farm Credit Banks Funding Corp | 9.96 mm | 10.00 mm principal | 0.66 | Debt | Long | USA |
Federal Home Loan Banks | 9.88 mm | 11.16 mm principal | 0.66 | Debt | Long | USA |
Federal Home Loan Bank Discount Notes | 9.18 mm | 9.25 mm principal | 0.61 | Debt | Long | USA |
Federal National Mortgage Association | 9.14 mm | 10.11 mm principal | 0.61 | Debt | Long | USA |
Federal Home Loan Banks | 8.88 mm | 9.35 mm principal | 0.59 | Debt | Long | USA |
United States Treasury Note/Bond | 6.30 mm | 6.75 mm principal | 0.42 | Debt | Long | USA |
BX Commercial Mortgage Trust 2021-CIP | 5.92 mm | 6.05 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
Federal National Mortgage Association | 5.75 mm | 6.05 mm principal | 0.38 | Debt | Long | USA |
United States Treasury Note/Bond | 5.44 mm | 5.52 mm principal | 0.36 | Debt | Long | USA |
Carvana Auto Receivables Trust 2021-P4 | 5.39 mm | 5.56 mm principal | 0.36 | ABS-other | Long | USA |
PKHL Commercial Mortgage Trust 2021-MF | 5.31 mm | 5.75 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
ELP Commercial Mortgage Trust 2021-ELP | 5.29 mm | 5.39 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
GS Mortgage Securities Corp Trust 2021-ARDN | 5.24 mm | 5.40 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
Taco Bell Funding LLC | 5.17 mm | 5.77 mm principal | 0.34 | ABS-other | Long | USA |
Citigroup Commercial Mortgage Trust 2021-PRM2 | 5.16 mm | 5.25 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
SREIT Trust 2021-MFP2 | 4.93 mm | 5.00 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
Connecticut Avenue Securities Trust 2023-R02 | 4.92 mm | 4.70 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
Federal National Mortgage Association | 4.92 mm | 5.00 mm principal | 0.33 | Debt | Long | USA |
GS Goldman Sachs Group, Inc. | 4.76 mm | 4.84 mm principal | 0.32 | Debt | Long | USA |
Carvana Auto Receivables Trust 2022-P3 | 4.75 mm | 4.80 mm principal | 0.32 | ABS-other | Long | USA |
United States Treasury Note/Bond | 4.62 mm | 4.73 mm principal | 0.31 | Debt | Long | USA |
Bank of America Corp | 4.61 mm | 4.90 mm principal | 0.31 | Debt | Long | USA |
Bank of America NA | 4.33 mm | 4.25 mm principal | 0.29 | Debt | Long | USA |
Goldman Sachs Group Inc/The | 4.27 mm | 4.23 mm principal | 0.28 | Debt | Long | USA |
BX Commercial Mortgage Trust 2021-XL2 | 4.21 mm | 4.30 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2021-DNA6 | 4.21 mm | 4.25 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
State of Hawaii | 3.99 mm | 4.22 mm principal | 0.27 | Debt | Long | USA |
JPMorgan Chase & Co | 3.94 mm | 3.88 mm principal | 0.26 | Debt | Long | USA |
FRESB 2019-SB69 Mortgage Trust | 3.93 mm | 4.03 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
Warnermedia Holdings Inc | 3.86 mm | 4.03 mm principal | 0.26 | Debt | Long | USA |
BSREP Commercial Mortgage Trust 2021-DC | 3.86 mm | 4.10 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
DB Master Finance LLC | 3.65 mm | 4.02 mm principal | 0.24 | ABS-other | Long | USA |
Morgan Stanley Bank NA | 3.61 mm | 3.51 mm principal | 0.24 | Debt | Long | USA |
Volkswagen Auto Loan Enhanced Trust 2021-1 | 3.60 mm | 3.70 mm principal | 0.24 | ABS-other | Long | USA |
Connecticut Avenue Securities Trust 2023-R01 | 3.54 mm | 3.35 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
BAX Baxter International Inc. | 3.51 mm | 3.65 mm principal | 0.23 | Debt | Long | USA |
Credit Suisse Mortgage Capital Certificates 2019-ICE4 | 3.49 mm | 3.49 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
Connecticut Avenue Securities Trust 2022-R03 | 3.45 mm | 3.41 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
RVTY Revvity Inc. | 3.44 mm | 3.57 mm principal | 0.23 | Debt | Long | USA |
PFS Financing Corp | 3.44 mm | 3.55 mm principal | 0.23 | ABS-other | Long | USA |
John Deere Owner Trust 2022-C | 3.42 mm | 3.42 mm principal | 0.23 | ABS-other | Long | USA |
Santander Drive Auto Receivables Trust 2022-6 | 3.36 mm | 3.38 mm principal | 0.22 | ABS-other | Long | USA |
Toyota Auto Receivables 2022-C Owner Trust | 2.95 mm | 3.00 mm principal | 0.20 | ABS-other | Long | USA |
C Citigroup Inc | 2.93 mm | 2.95 mm principal | 0.19 | Debt | Long | USA |
GCT Commercial Mortgage Trust 2021-GCT | 2.87 mm | 3.85 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
GM Financial Consumer Automobile Receivables Trust 2021-3 | 2.87 mm | 2.95 mm principal | 0.19 | ABS-other | Long | USA |
T-Mobile USA Inc | 2.86 mm | 3.02 mm principal | 0.19 | Debt | Long | USA |
Alen 2021-ACEN Mortgage Trust | 2.83 mm | 3.15 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2022-DNA6 | 2.81 mm | 2.67 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
Connecticut Avenue Securities Trust 2021-R03 | 2.75 mm | 2.76 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
SITE Centers Corp | 2.73 mm | 2.78 mm principal | 0.18 | Debt | Long | USA |
Freddie Mac STACR REMIC Trust 2022-DNA5 | 2.71 mm | 2.52 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
AMGN AMGEN Inc. | 2.65 mm | 2.59 mm principal | 0.18 | Debt | Long | USA |
Pfizer Investment Enterprises Pte Ltd | 2.55 mm | 2.55 mm principal | 0.17 | Debt | Long | Singapore |
Fannie Mae Pool | 2.50 mm | 2.47 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
CarMax Auto Owner Trust 2021-4 | 2.48 mm | 2.58 mm principal | 0.17 | ABS-other | Long | USA |
Citibank NA | 2.47 mm | 2.36 mm principal | 0.16 | Debt | Long | USA |
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 2.46 mm | 2.41 mm principal | 0.16 | Debt | Long | Ireland |
Comm 2014-UBS2 Mortgage Trust | 2.43 mm | 2.45 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
Bank of America Corp | 2.41 mm | 2.47 mm principal | 0.16 | Debt | Long | USA |
Planet Fitness Master Issuer LLC | 2.33 mm | 2.52 mm principal | 0.16 | ABS-other | Long | USA |
Protective Life Global Funding | 2.29 mm | 2.35 mm principal | 0.15 | Debt | Long | USA |
PFS Financing Corp | 2.27 mm | 2.29 mm principal | 0.15 | ABS-other | Long | USA |
Haleon US Capital LLC | 2.22 mm | 2.31 mm principal | 0.15 | Debt | Long | USA |
Freddie Mac Structured Agency Credit Risk Debt Notes | 2.19 mm | 2.17 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
Charter Communications Operating LLC / Charter Communications Operating Capital | 2.13 mm | 2.16 mm principal | 0.14 | Debt | Long | USA |
Connecticut Avenue Securities Trust 2023-R01 | 2.13 mm | 2.09 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
NASDAQ 100 E-MINI Mar24 | 2.13 mm | 163.00 contracts | 0.14 | Equity derivative | N/A | USA |
JPY/USD FWD 20240117 | 2.11 mm | 1.00 contracts | 0.14 | DFE | N/A | USA |
BA Credit Card Trust | 2.09 mm | 2.12 mm principal | 0.14 | ABS-other | Long | USA |
ET Energy Transfer LP | 2.05 mm | 1.99 mm principal | 0.14 | Debt | Long | USA |
Wells Fargo & Co | 2.00 mm | 1.96 mm principal | 0.13 | Debt | Long | USA |
NSARP Nstar Electric Co | 1.92 mm | 2.00 mm principal | 0.13 | Debt | Long | USA |
CVS CVS Health Corp | 1.92 mm | 2.01 mm principal | 0.13 | Debt | Long | USA |
PEP PepsiCo Inc | 1.91 mm | 1.87 mm principal | 0.13 | Debt | Long | USA |
WMB Williams Cos Inc | 1.89 mm | 1.87 mm principal | 0.13 | Debt | Long | USA |
Toyota Auto Loan Extended Note Trust 2020-1 | 1.85 mm | 1.95 mm principal | 0.12 | ABS-other | Long | USA |
Carvana Auto Receivables Trust 2021-P2 | 1.79 mm | 1.82 mm principal | 0.12 | ABS-other | Long | USA |
JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC | 1.78 mm | 1.80 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
BA Boeing Co. | 1.77 mm | 1.87 mm principal | 0.12 | Debt | Long | USA |
General Motors Financial Co Inc | 1.75 mm | 1.70 mm principal | 0.12 | Debt | Long | USA |
S&P500 EMINI FUT Mar24 | 1.72 mm | 281.00 contracts | 0.11 | Equity derivative | N/A | USA |
ING ING Groep N.V. | 1.72 mm | 1.73 mm principal | 0.11 | Debt | Long | Netherlands |
Nebraska Public Power District | 1.70 mm | 1.70 mm principal | 0.11 | Debt | Long | USA |
Angel Oak Mortgage Trust 2020-1 | 1.68 mm | 1.92 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
HSBC HSBC Holdings plc | 1.62 mm | 1.70 mm principal | 0.11 | Debt | Long | UK |
Air Lease Corp | 1.60 mm | 1.56 mm principal | 0.11 | Debt | Long | USA |
Toronto-Dominion Bank/The | 1.60 mm | 1.75 mm principal | 0.11 | Debt | Long | Canada |
VZ Verizon Communications Inc | 1.59 mm | 1.76 mm principal | 0.11 | Debt | Long | USA |
BCS Barclays plc | 1.57 mm | 1.51 mm principal | 0.10 | Debt | Long | UK |
United States Treasury Note/Bond | 1.55 mm | 1.50 mm principal | 0.10 | Debt | Long | USA |
T AT&T, Inc. | 1.54 mm | 1.66 mm principal | 0.10 | Debt | Long | USA |
Florida Power & Light Co | 1.51 mm | 1.48 mm principal | 0.10 | Debt | Long | USA |
T-Mobile USA Inc | 1.50 mm | 1.49 mm principal | 0.10 | Debt | Long | USA |
NOK/USD FWD 20240117 | 1.48 mm | 1.00 contracts | 0.10 | DFE | N/A | USA |
COMM 2014-CCRE21 Mortgage Trust | 1.47 mm | 1.50 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
COF Capital One Financial Corp. | 1.46 mm | 1.48 mm principal | 0.10 | Debt | Long | USA |
Navient Private Education Refi Loan Trust 2021-A | 1.46 mm | 1.65 mm principal | 0.10 | ABS-other | Long | USA |
LHX L3Harris Technologies Inc | 1.46 mm | 1.43 mm principal | 0.10 | Debt | Long | USA |
GSCG Trust 2019-600C | 1.45 mm | 2.07 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
Wells Fargo Bank NA | 1.43 mm | 1.41 mm principal | 0.10 | Debt | Long | USA |
Connecticut Avenue Securities Trust 2022-R04 | 1.42 mm | 1.41 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
CHF/USD FWD 20240117 | 1.41 mm | 1.00 contracts | 0.09 | DFE | N/A | USA |
Toronto-Dominion Bank/The | 1.41 mm | 1.43 mm principal | 0.09 | Debt | Long | Canada |
Equitable Financial Life Global Funding | 1.41 mm | 1.49 mm principal | 0.09 | Debt | Long | USA |
Ladder Capital Commercial Mortgage 2013-GCP Mortgage Trust | 1.40 mm | 1.51 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
Principal Life Global Funding II | 1.40 mm | 1.53 mm principal | 0.09 | Debt | Long | USA |
United States Treasury Note/Bond | 1.35 mm | 1.39 mm principal | 0.09 | Debt | Long | USA |
OMERS Finance Trust | 1.34 mm | 1.36 mm principal | 0.09 | Debt | Long | Canada |
Canadian Imperial Bank of Commerce | 1.34 mm | 1.39 mm principal | 0.09 | Debt | Long | Canada |
HCA Inc | 1.33 mm | 1.41 mm principal | 0.09 | Debt | Long | USA |
Forsyth County School District | 1.33 mm | 1.33 mm principal | 0.09 | Debt | Long | USA |
ING ING Groep N.V. | 1.31 mm | 1.34 mm principal | 0.09 | Debt | Long | Netherlands |
JPMorgan Chase Bank NA | 1.27 mm | 1.26 mm principal | 0.08 | Debt | Long | USA |
FRESB 2019-SB67 Mortgage Trust | 1.26 mm | 1.29 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
Elara HGV Timeshare Issuer 2021-A LLC | 1.25 mm | 1.36 mm principal | 0.08 | ABS-other | Long | USA |
Private Export Funding Corp | 1.23 mm | 1.26 mm principal | 0.08 | Debt | Long | USA |
SoFi Professional Loan Program 2021-B Trust | 1.23 mm | 1.46 mm principal | 0.08 | ABS-other | Long | USA |
MVW 2021-1W LLC | 1.22 mm | 1.33 mm principal | 0.08 | ABS-other | Long | USA |
Florida Power & Light Co | 1.21 mm | 1.21 mm principal | 0.08 | Debt | Long | USA |
AmeriCredit Automobile Receivables Trust 2021-2 | 1.21 mm | 1.22 mm principal | 0.08 | ABS-other | Long | USA |
PM Philip Morris International Inc | 1.20 mm | 1.19 mm principal | 0.08 | Debt | Long | USA |
Toyota Motor Credit Corp | 1.19 mm | 1.18 mm principal | 0.08 | Debt | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 1.16 mm | 1.19 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
Brixmor Operating Partnership LP | 1.15 mm | 1.19 mm principal | 0.08 | Debt | Long | USA |
NatWest Markets PLC | 1.15 mm | 1.18 mm principal | 0.08 | Debt | Long | UK |
Freddie Mac STACR REMIC Trust 2022-DNA2 | 1.14 mm | 1.14 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
SYY Sysco Corp. | 1.14 mm | 1.19 mm principal | 0.08 | Debt | Long | USA |
Federation des Caisses Desjardins du Quebec | 1.13 mm | 1.10 mm principal | 0.08 | Debt | Long | Canada |
Credit Suisse AG/New York NY | 1.09 mm | 1.09 mm principal | 0.07 | Debt | Long | Switzerland |
Volkswagen Group of America Finance LLC | 1.09 mm | 1.17 mm principal | 0.07 | Debt | Long | USA |
CLX Clorox Co. | 1.08 mm | 1.15 mm principal | 0.07 | Debt | Long | USA |
SITE Centers Corp | 1.08 mm | 1.12 mm principal | 0.07 | Debt | Long | USA |
GS Mortgage-Backed Securities Corp Trust 2021-NQM1 | 1.05 mm | 1.23 mm principal | 0.07 | ABS-mortgage backed security | Long | USA |
MXN/USD FWD 20240322 | 1.05 mm | 1.00 contracts | 0.07 | DFE | N/A | USA |
ORCL Oracle Corp. | 1.02 mm | 1.12 mm principal | 0.07 | Debt | Long | USA |
Fannie Mae Connecticut Avenue Securities | 1.01 mm | 988.42 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
EUR/USD FWD 20240117 | 1.01 mm | 1.00 contracts | 0.07 | DFE | N/A | USA |
BX Commercial Mortgage Trust 2019-XL | 1.01 mm | 1.01 mm principal | 0.07 | ABS-mortgage backed security | Long | USA |
FRESB 2016-SB23 Mortgage Trust | 989.59 k | 1.04 mm principal | 0.07 | ABS-mortgage backed security | Long | USA |
GS Mortgage Securities Trust 2015-GC28 | 977.11 k | 1.00 mm principal | 0.07 | ABS-mortgage backed security | Long | USA |
WFRBS Commercial Mortgage Trust 2014-C24 | 976.59 k | 1.00 mm principal | 0.07 | ABS-mortgage backed security | Long | USA |
BX Trust 2022-PSB | 973.99 k | 974.35 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
RTX Corp | 957.94 k | 980.00 k principal | 0.06 | Debt | Long | USA |
Banco Santander SA | 954.43 k | 975.00 k principal | 0.06 | Debt | Long | Spain |
Morgan Stanley | 938.25 k | 920.00 k principal | 0.06 | Debt | Long | USA |
JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3 | 928.14 k | 1.00 mm principal | 0.06 | ABS-mortgage backed security | Long | USA |
Deutsche Bank AG/New York NY | 893.73 k | 910.00 k principal | 0.06 | Debt | Long | Germany |
CARR Carrier Global Corp | 891.75 k | 880.00 k principal | 0.06 | Debt | Long | USA |
ENB Enbridge Inc | 887.25 k | 915.00 k principal | 0.06 | Debt | Long | Canada |
UBS Group AG | 886.45 k | 900.00 k principal | 0.06 | Debt | Long | Switzerland |
New Residential Mortgage Loan Trust 2017-2 | 858.51 k | 906.91 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
Invitation Homes 2018-SFR4 Trust | 850.70 k | 851.33 k principal | 0.06 | ABS-other | Long | USA |
Verus Securitization Trust 2020-1 | 850.26 k | 893.57 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
Natixis Commercial Mortgage Securities Trust 2018-285M | 840.99 k | 1.00 mm principal | 0.06 | ABS-mortgage backed security | Long | USA |
Georgia Power Co | 831.07 k | 825.00 k principal | 0.06 | Debt | Long | USA |
NIKKEI 225 (OSE) Mar24 | 820.65 k | 172.00 contracts | 0.05 | Equity derivative | N/A | Japan |
Credit Suisse Group AG | 794.01 k | 770.00 k principal | 0.05 | Debt | Long | Switzerland |
PXD Pioneer Natural Resources Co. | 790.99 k | 785.00 k principal | 0.05 | Debt | Long | USA |
MXN/USD FWD 20240117 | 784.75 k | 1.00 contracts | 0.05 | DFE | N/A | USA |
Hilton Grand Vacations Trust 2019-A | 775.83 k | 815.20 k principal | 0.05 | ABS-other | Long | USA |
ENB Enbridge Inc | 761.85 k | 725.00 k principal | 0.05 | Debt | Long | Canada |
Trane Technologies Financing Ltd | 758.37 k | 780.00 k principal | 0.05 | Debt | Long | Ireland |
Connecticut Avenue Securities Trust 2022-R07 | 757.96 k | 700.00 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
John Deere Capital Corp | 749.09 k | 730.00 k principal | 0.05 | Debt | Long | USA |
GM Financial Consumer Automobile Receivables Trust 2021-1 | 739.23 k | 749.23 k principal | 0.05 | ABS-other | Long | USA |
Diamond Resorts Owner Trust 2021-1 | 733.56 k | 787.23 k principal | 0.05 | ABS-other | Long | USA |
ORLY O`Reilly Automotive, Inc. | 732.45 k | 715.00 k principal | 0.05 | Debt | Long | USA |
COMM 2014-LC17 Mortgage Trust | 711.80 k | 724.00 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
NTR Nutrien Ltd | 696.67 k | 690.00 k principal | 0.05 | Debt | Long | Canada |
ACRE Commercial Mortgage 2021-FL4 Ltd | 692.42 k | 691.87 k principal | 0.05 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FRESB 2017-SB32 Mortgage Trust | 689.33 k | 694.67 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
American Homes 4 Rent 2014-SFR2 Trust | 686.09 k | 697.39 k principal | 0.05 | ABS-other | Long | USA |
Banco Santander SA | 665.82 k | 690.00 k principal | 0.04 | Debt | Long | Spain |
Metropolitan Life Global Funding I | 621.60 k | 615.00 k principal | 0.04 | Debt | Long | USA |
CHF/USD FWD 20240322 | 614.98 k | 1.00 contracts | 0.04 | DFE | N/A | USA |
CORN FUTURE Mar24 | 610.78 k | -867.00 contracts | 0.04 | Commodity derivative | N/A | USA |
NZD/USD FWD 20240117 | 598.20 k | 1.00 contracts | 0.04 | DFE | N/A | USA |
Morgan Stanley | 586.59 k | 600.00 k principal | 0.04 | Debt | Long | USA |
Hyundai Auto Receivables Trust 2020-C | 569.89 k | 573.53 k principal | 0.04 | ABS-other | Long | USA |
New Residential Mortgage Loan Trust 2016-1 | 560.24 k | 597.43 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
GBP/USD FWD 20240117 | 555.10 k | 1.00 contracts | 0.04 | DFE | N/A | USA |
BBCMS Trust 2015-VFM | 543.87 k | 571.50 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
MVW 2019-2 LLC | 506.90 k | 533.81 k principal | 0.03 | ABS-other | Long | USA |