Fund profile
Tickers
LOTAX, LOTCX, LOTIX
Fund manager
Total assets
$414.77 mm
Liabilities
$11.90 mm
Net assets
$402.87 mm
Number of holdings
248.00
Top 200 of 248 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
United States Treasury Bill | 37.17 mm | 37.26 mm principal | 9.23 | Debt | Long | USA |
United States Treasury Bill | 37.15 mm | 37.39 mm principal | 9.22 | Debt | Long | USA |
United States Treasury Bill | 37.14 mm | 37.72 mm principal | 9.22 | Debt | Long | USA |
United States Treasury Bill | 37.14 mm | 37.53 mm principal | 9.22 | Debt | Long | USA |
United States Treasury Bill | 30.24 mm | 30.81 mm principal | 7.51 | Debt | Long | USA |
US BANK MMDA - USBGFS 9 | 17.34 mm | 17.34 mm shares | 4.30 | Short-term investment vehicle | Long | USA |
United States Treasury Note/Bond | 13.23 mm | 14.05 mm principal | 3.28 | Debt | Long | USA |
United States Treasury Note/Bond | 8.11 mm | 8.78 mm principal | 2.01 | Debt | Long | USA |
United States Treasury Note/Bond | 7.23 mm | 7.24 mm principal | 1.79 | Debt | Long | USA |
Federal Home Loan Banks | 7.16 mm | 7.07 mm principal | 1.78 | Debt | Long | USA |
United States Treasury Note/Bond | 6.69 mm | 6.76 mm principal | 1.66 | Debt | Long | USA |
United States Treasury Note/Bond | 6.22 mm | 6.28 mm principal | 1.54 | Debt | Long | USA |
Freddie Mac Pool | 3.04 mm | 2.99 mm principal | 0.75 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 2.53 mm | 2.57 mm principal | 0.63 | Debt | Long | USA |
Federal National Mortgage Association | 2.12 mm | 2.34 mm principal | 0.53 | Debt | Long | USA |
Federal Home Loan Banks | 2.09 mm | 2.37 mm principal | 0.52 | Debt | Long | USA |
Federal Home Loan Banks | 2.06 mm | 2.15 mm principal | 0.51 | Debt | Long | USA |
Federal Farm Credit Banks Funding Corp | 2.03 mm | 2.02 mm principal | 0.50 | Debt | Long | USA |
Federal Home Loan Banks | 1.91 mm | 1.98 mm principal | 0.47 | Debt | Long | USA |
Carvana Auto Receivables Trust 2022-P3 | 1.90 mm | 1.93 mm principal | 0.47 | ABS-other | Long | USA |
United States Treasury Note/Bond | 1.86 mm | 2.00 mm principal | 0.46 | Debt | Long | USA |
NASDAQ 100 E-MINI Mar24 | 1.82 mm | 138.00 contracts | 0.45 | Equity derivative | N/A | USA |
Federal Home Loan Banks | 1.81 mm | 1.95 mm principal | 0.45 | Debt | Long | USA |
Federal Home Loan Banks | 1.61 mm | 1.70 mm principal | 0.40 | Debt | Long | USA |
CarMax Auto Owner Trust 2021-3 | 1.49 mm | 1.54 mm principal | 0.37 | ABS-other | Long | USA |
S&P500 EMINI FUT Mar24 | 1.48 mm | 231.00 contracts | 0.37 | Equity derivative | N/A | USA |
MTN Commercial Mortgage Trust 2022-LPFL | 1.46 mm | 1.50 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
GM Financial Consumer Automobile Receivables Trust 2023-4 | 1.41 mm | 1.38 mm principal | 0.35 | ABS-other | Long | USA |
GS Goldman Sachs Group, Inc. | 1.23 mm | 1.26 mm principal | 0.31 | Debt | Long | USA |
SREIT Trust 2021-MFP2 | 1.23 mm | 1.25 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
BAMLL Commercial Mortgage Securities Trust 2022-DKLX | 1.22 mm | 1.25 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
ELP Commercial Mortgage Trust 2021-ELP | 1.22 mm | 1.24 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
Bank of America Corp | 1.20 mm | 1.27 mm principal | 0.30 | Debt | Long | USA |
Connecticut Avenue Securities Trust 2023-R02 | 1.19 mm | 1.14 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
PFS Financing Corp | 1.18 mm | 1.20 mm principal | 0.29 | ABS-other | Long | USA |
Bank of America NA | 1.13 mm | 1.11 mm principal | 0.28 | Debt | Long | USA |
GM Financial Consumer Automobile Receivables Trust 2020-4 | 1.12 mm | 1.15 mm principal | 0.28 | ABS-other | Long | USA |
Goldman Sachs Group Inc/The | 1.11 mm | 1.10 mm principal | 0.27 | Debt | Long | USA |
SMR 2022-IND Mortgage Trust | 1.10 mm | 1.16 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
JPMorgan Chase & Co | 1.02 mm | 1.01 mm principal | 0.25 | Debt | Long | USA |
United States Treasury Note/Bond | 1.01 mm | 1.08 mm principal | 0.25 | Debt | Long | USA |
Warnermedia Holdings Inc | 1.00 mm | 1.05 mm principal | 0.25 | Debt | Long | USA |
Federal National Mortgage Association | 983.32 k | 1.00 mm principal | 0.24 | Debt | Long | USA |
BX Commercial Mortgage Trust 2021-CIP | 978.98 k | 1.00 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
GS Mortgage Securities Trust 2015-GC28 | 977.11 k | 1.00 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
WFRBS Commercial Mortgage Trust 2014-C24 | 976.59 k | 1.00 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
Wells Fargo Commercial Mortgage Trust 2015-NXS2 | 973.67 k | 1.00 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
Morgan Stanley Bank NA | 935.85 k | 910.00 k principal | 0.23 | Debt | Long | USA |
ELP Commercial Mortgage Trust 2021-ELP | 929.84 k | 948.90 k principal | 0.23 | ABS-mortgage backed security | Long | USA |
PKHL Commercial Mortgage Trust 2021-MF | 922.67 k | 1.00 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
GS Mortgage Securities Corp Trust 2021-ARDN | 922.39 k | 950.00 k principal | 0.23 | ABS-mortgage backed security | Long | USA |
Connecticut Avenue Securities Trust 2022-R03 | 914.83 k | 904.25 k principal | 0.23 | ABS-mortgage backed security | Long | USA |
Carvana Auto Receivables Trust 2021-P4 | 911.91 k | 940.87 k principal | 0.23 | ABS-other | Long | USA |
BAX Baxter International Inc. | 910.03 k | 945.00 k principal | 0.23 | Debt | Long | USA |
Taco Bell Funding LLC | 902.90 k | 1.01 mm principal | 0.22 | ABS-other | Long | USA |
RVTY Revvity Inc. | 892.91 k | 925.00 k principal | 0.22 | Debt | Long | USA |
BX Trust 2022-PSB | 888.11 k | 885.77 k principal | 0.22 | ABS-mortgage backed security | Long | USA |
MXN/USD FWD 20240322 | 886.41 k | 1.00 contracts | 0.22 | DFE | N/A | USA |
Santander Drive Auto Receivables Trust 2022-6 | 858.18 k | 862.93 k principal | 0.21 | ABS-other | Long | USA |
Natixis Commercial Mortgage Securities Trust 2018-285M | 840.99 k | 1.00 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
Connecticut Avenue Securities Trust 2022-R04 | 831.41 k | 825.19 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2021-DNA6 | 812.83 k | 820.00 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC | 795.84 k | 803.16 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
Santander Drive Auto Receivables Trust 2022-5 | 760.14 k | 763.74 k principal | 0.19 | ABS-other | Long | USA |
Freddie Mac STACR REMIC Trust 2022-DNA6 | 757.38 k | 720.00 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
C Citigroup Inc | 750.47 k | 755.00 k principal | 0.19 | Debt | Long | USA |
SITE Centers Corp | 743.41 k | 755.00 k principal | 0.18 | Debt | Long | USA |
T-Mobile USA Inc | 739.08 k | 780.00 k principal | 0.18 | Debt | Long | USA |
Freddie Mac STACR REMIC Trust 2022-DNA5 | 732.18 k | 680.00 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
Planet Fitness Master Issuer LLC | 729.23 k | 786.00 k principal | 0.18 | ABS-other | Long | USA |
Freddie Mac STACR REMIC Trust 2021-DNA7 | 719.12 k | 723.17 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
NIKKEI 225 (OSE) Mar24 | 692.79 k | 146.00 contracts | 0.17 | Equity derivative | N/A | Japan |
Fannie Mae Pool | 689.72 k | 679.98 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
AMGN AMGEN Inc. | 685.45 k | 670.00 k principal | 0.17 | Debt | Long | USA |
State of Hawaii | 680.63 k | 720.00 k principal | 0.17 | Debt | Long | USA |
Pfizer Investment Enterprises Pte Ltd | 660.33 k | 660.00 k principal | 0.16 | Debt | Long | Singapore |
JPMBB Commercial Mortgage Securities Trust 2014-C22 | 642.14 k | 685.00 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 638.64 k | 625.00 k principal | 0.16 | Debt | Long | Ireland |
Invitation Homes 2018-SFR4 Trust | 638.03 k | 638.50 k principal | 0.16 | ABS-other | Long | USA |
Citibank NA | 637.70 k | 610.00 k principal | 0.16 | Debt | Long | USA |
Bank of America Corp | 625.80 k | 640.00 k principal | 0.16 | Debt | Long | USA |
Volkswagen Auto Loan Enhanced Trust 2021-1 | 614.17 k | 630.94 k principal | 0.15 | ABS-other | Long | USA |
Protective Life Global Funding | 605.13 k | 620.00 k principal | 0.15 | Debt | Long | USA |
Freddie Mac Structured Agency Credit Risk Debt Notes | 604.60 k | 598.98 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
DB Master Finance LLC | 579.07 k | 637.00 k principal | 0.14 | ABS-other | Long | USA |
Haleon US Capital LLC | 577.66 k | 600.00 k principal | 0.14 | Debt | Long | USA |
AmeriCredit Automobile Receivables Trust 2021-3 | 564.98 k | 578.42 k principal | 0.14 | ABS-other | Long | USA |
GCT Commercial Mortgage Trust 2021-GCT | 559.96 k | 750.00 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
Charter Communications Operating LLC / Charter Communications Operating Capital | 554.77 k | 560.00 k principal | 0.14 | Debt | Long | USA |
Alen 2021-ACEN Mortgage Trust | 538.95 k | 600.00 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
GM Financial Consumer Automobile Receivables Trust 2021-3 | 533.90 k | 549.63 k principal | 0.13 | ABS-other | Long | USA |
ET Energy Transfer LP | 529.28 k | 515.00 k principal | 0.13 | Debt | Long | USA |
CHF/USD FWD 20240322 | 526.52 k | 1.00 contracts | 0.13 | DFE | N/A | USA |
Fannie Mae Connecticut Avenue Securities | 524.23 k | 512.16 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
Wells Fargo & Co | 521.27 k | 510.00 k principal | 0.13 | Debt | Long | USA |
PFS Financing Corp | 497.07 k | 500.00 k principal | 0.12 | ABS-other | Long | USA |
CVS CVS Health Corp | 496.79 k | 520.00 k principal | 0.12 | Debt | Long | USA |
NSARP Nstar Electric Co | 496.30 k | 515.00 k principal | 0.12 | Debt | Long | USA |
PEP PepsiCo Inc | 495.44 k | 485.00 k principal | 0.12 | Debt | Long | USA |
MVW Owner Trust 2019-1 | 495.42 k | 514.17 k principal | 0.12 | ABS-other | Long | USA |
WMB Williams Cos Inc | 490.08 k | 485.00 k principal | 0.12 | Debt | Long | USA |
Connecticut Avenue Securities Trust 2021-R03 | 480.85 k | 482.44 k principal | 0.12 | ABS-mortgage backed security | Long | USA |
CORN FUTURE Mar24 | 479.89 k | -660.00 contracts | 0.12 | Commodity derivative | N/A | USA |
Toyota Auto Loan Extended Note Trust 2020-1 | 474.61 k | 500.00 k principal | 0.12 | ABS-other | Long | USA |
BA Boeing Co. | 460.44 k | 485.00 k principal | 0.11 | Debt | Long | USA |
General Motors Financial Co Inc | 452.51 k | 440.00 k principal | 0.11 | Debt | Long | USA |
FRESB 2019-SB67 Mortgage Trust | 448.38 k | 458.31 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
ING ING Groep N.V. | 442.50 k | 445.00 k principal | 0.11 | Debt | Long | Netherlands |
Connecticut Avenue Securities Trust 2023-R01 | 438.21 k | 415.00 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
Toronto-Dominion Bank/The | 429.58 k | 470.00 k principal | 0.11 | Debt | Long | Canada |
HSBC HSBC Holdings plc | 423.70 k | 445.00 k principal | 0.11 | Debt | Long | UK |
Air Lease Corp | 415.80 k | 405.00 k principal | 0.10 | Debt | Long | USA |
VZ Verizon Communications Inc | 411.96 k | 455.00 k principal | 0.10 | Debt | Long | USA |
BCS Barclays plc | 406.37 k | 390.00 k principal | 0.10 | Debt | Long | UK |
T AT&T, Inc. | 399.49 k | 430.00 k principal | 0.10 | Debt | Long | USA |
Florida Power & Light Co | 393.86 k | 385.00 k principal | 0.10 | Debt | Long | USA |
T-Mobile USA Inc | 388.49 k | 385.00 k principal | 0.10 | Debt | Long | USA |
CarMax Auto Owner Trust 2021-4 | 388.18 k | 402.93 k principal | 0.10 | ABS-other | Long | USA |
United States Treasury Note/Bond | 387.90 k | 395.00 k principal | 0.10 | Debt | Long | USA |
COF Capital One Financial Corp. | 377.15 k | 380.00 k principal | 0.09 | Debt | Long | USA |
LHX L3Harris Technologies Inc | 372.77 k | 365.00 k principal | 0.09 | Debt | Long | USA |
Wells Fargo Bank NA | 371.29 k | 365.00 k principal | 0.09 | Debt | Long | USA |
Angel Oak Mortgage Trust 2020-1 | 367.58 k | 418.00 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
Equitable Financial Life Global Funding | 364.29 k | 385.00 k principal | 0.09 | Debt | Long | USA |
Principal Life Global Funding II | 362.76 k | 395.00 k principal | 0.09 | Debt | Long | USA |
American Homes 4 Rent 2014-SFR2 Trust | 361.53 k | 367.49 k principal | 0.09 | ABS-other | Long | USA |
Toronto-Dominion Bank/The | 354.24 k | 360.00 k principal | 0.09 | Debt | Long | Canada |
ING ING Groep N.V. | 347.97 k | 355.00 k principal | 0.09 | Debt | Long | Netherlands |
HCA Inc | 346.19 k | 365.00 k principal | 0.09 | Debt | Long | USA |
Canadian Imperial Bank of Commerce | 345.89 k | 360.00 k principal | 0.09 | Debt | Long | Canada |
TOPIX INDX FUTR Mar24 | 335.28 k | 231.00 contracts | 0.08 | Equity derivative | N/A | Japan |
JPMorgan Chase Bank NA | 328.08 k | 325.00 k principal | 0.08 | Debt | Long | USA |
Florida Power & Light Co | 315.77 k | 315.00 k principal | 0.08 | Debt | Long | USA |
Toyota Motor Credit Corp | 310.00 k | 305.00 k principal | 0.08 | Debt | Long | USA |
PM Philip Morris International Inc | 308.54 k | 305.00 k principal | 0.08 | Debt | Long | USA |
DJIA MINI e-CBOT Mar24 | 301.38 k | 178.00 contracts | 0.07 | Equity derivative | N/A | USA |
BSREP Commercial Mortgage Trust 2021-DC | 298.35 k | 317.48 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
NatWest Markets PLC | 296.00 k | 305.00 k principal | 0.07 | Debt | Long | UK |
Federation des Caisses Desjardins du Quebec | 293.08 k | 285.00 k principal | 0.07 | Debt | Long | Canada |
SYY Sysco Corp. | 291.81 k | 305.00 k principal | 0.07 | Debt | Long | USA |
CLX Clorox Co. | 288.92 k | 305.00 k principal | 0.07 | Debt | Long | USA |
Brixmor Operating Partnership LP | 285.78 k | 295.00 k principal | 0.07 | Debt | Long | USA |
SITE Centers Corp | 281.80 k | 290.00 k principal | 0.07 | Debt | Long | USA |
Fannie Mae-Aces | 280.46 k | 285.49 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
Volkswagen Group of America Finance LLC | 278.59 k | 300.00 k principal | 0.07 | Debt | Long | USA |
Connecticut Avenue Securities Trust 2023-R01 | 275.41 k | 270.23 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
Credit Suisse AG/New York NY | 275.22 k | 275.00 k principal | 0.07 | Debt | Long | Switzerland |
SOYBEAN OIL FUTR Mar24 | 265.67 k | -142.00 contracts | 0.07 | Commodity derivative | N/A | USA |
ORCL Oracle Corp. | 264.38 k | 290.00 k principal | 0.07 | Debt | Long | USA |
Freddie Mac STACR REMIC Trust 2022-DNA2 | 263.85 k | 263.85 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
Carvana Auto Receivables Trust 2021-P2 | 263.79 k | 268.02 k principal | 0.07 | ABS-other | Long | USA |
RTX Corp | 259.04 k | 265.00 k principal | 0.06 | Debt | Long | USA |
Freddie Mac STACR REMIC Trust 2022-DNA3 | 256.73 k | 254.30 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
Avis Budget Rental Car Funding AESOP LLC | 255.84 k | 264.00 k principal | 0.06 | ABS-other | Long | USA |
UBS Group AG | 246.24 k | 250.00 k principal | 0.06 | Debt | Long | Switzerland |
Banco Santander SA | 244.73 k | 250.00 k principal | 0.06 | Debt | Long | Spain |
COCOA FUTURE - IC Mar24 | 243.32 k | 113.00 contracts | 0.06 | Commodity derivative | N/A | UK |
Morgan Stanley | 239.66 k | 235.00 k principal | 0.06 | Debt | Long | USA |
FRESB 2017-SB32 Mortgage Trust | 230.94 k | 232.73 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
Deutsche Bank AG/New York NY | 230.80 k | 235.00 k principal | 0.06 | Debt | Long | Germany |
Forsyth County School District | 229.25 k | 230.00 k principal | 0.06 | Debt | Long | USA |
CARR Carrier Global Corp | 228.00 k | 225.00 k principal | 0.06 | Debt | Long | USA |
ENB Enbridge Inc | 227.87 k | 235.00 k principal | 0.06 | Debt | Long | Canada |
EUR/USD FWD 20240322 | 227.69 k | 1.00 contracts | 0.06 | DFE | N/A | USA |
AmeriCredit Automobile Receivables Trust 2021-2 | 224.34 k | 226.70 k principal | 0.06 | ABS-other | Long | USA |
Hilton Grand Vacations Trust 2019-A | 221.67 k | 232.91 k principal | 0.06 | ABS-other | Long | USA |
NZD/USD FWD 20240322 | 217.87 k | 1.00 contracts | 0.05 | DFE | N/A | USA |
Georgia Power Co | 216.58 k | 215.00 k principal | 0.05 | Debt | Long | USA |
Credit Suisse Group AG | 206.24 k | 200.00 k principal | 0.05 | Debt | Long | Switzerland |
Avis Budget Rental Car Funding AESOP LLC | 200.30 k | 200.00 k principal | 0.05 | ABS-other | Long | USA |
PXD Pioneer Natural Resources Co. | 196.49 k | 195.00 k principal | 0.05 | Debt | Long | USA |
Private Export Funding Corp | 196.13 k | 200.00 k principal | 0.05 | Debt | Long | USA |
John Deere Capital Corp | 194.97 k | 190.00 k principal | 0.05 | Debt | Long | USA |
ORLY O`Reilly Automotive, Inc. | 194.64 k | 190.00 k principal | 0.05 | Debt | Long | USA |
Trane Technologies Financing Ltd | 194.45 k | 200.00 k principal | 0.05 | Debt | Long | Ireland |
ENB Enbridge Inc | 194.40 k | 185.00 k principal | 0.05 | Debt | Long | Canada |
NTR Nutrien Ltd | 181.74 k | 180.00 k principal | 0.05 | Debt | Long | Canada |
Verus Securitization Trust 2020-1 | 179.00 k | 188.12 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
AUD/USD FWD 20240322 | 178.76 k | 1.00 contracts | 0.04 | DFE | N/A | USA |
Banco Santander SA | 173.69 k | 180.00 k principal | 0.04 | Debt | Long | Spain |
BX Commercial Mortgage Trust 2019-XL | 172.59 k | 173.03 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
Metropolitan Life Global Funding I | 161.72 k | 160.00 k principal | 0.04 | Debt | Long | USA |
GM Financial Consumer Automobile Receivables Trust 2021-1 | 152.31 k | 154.37 k principal | 0.04 | ABS-other | Long | USA |
SOYBEAN FUTURE Mar24 | 150.49 k | -122.00 contracts | 0.04 | Commodity derivative | N/A | USA |
COFFEE 'C' FUTURE Mar24 | 148.73 k | 142.00 contracts | 0.04 | Commodity derivative | N/A | USA |
Morgan Stanley | 146.65 k | 150.00 k principal | 0.04 | Debt | Long | USA |
LME ZINC FUTURE Mar24 | 142.37 k | 57.00 contracts | 0.04 | Commodity derivative | N/A | UK |
ACRE Commercial Mortgage 2021-FL4 Ltd | 141.31 k | 141.20 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
LME PRI ALUM FUTR Mar24 | 136.74 k | 39.00 contracts | 0.03 | Commodity derivative | N/A | UK |
VSE 2018-A VOI Mortgage LLC | 136.50 k | 139.24 k principal | 0.03 | ABS-other | Long | USA |
Hilton Grand Vacations Trust 2023-1 | 133.59 k | 131.42 k principal | 0.03 | ABS-other | Long | USA |
WTI CRUDE FUTURE Feb24 | 127.11 k | 77.00 contracts | 0.03 | Commodity derivative | N/A | USA |
Hyundai Auto Receivables Trust 2020-C | 118.73 k | 119.48 k principal | 0.03 | ABS-other | Long | USA |
GOLD 100 OZ FUTR Feb24 | 114.29 k | 65.00 contracts | 0.03 | Commodity derivative | N/A | USA |
Southern California Edison Co | 107.11 k | 115.00 k principal | 0.03 | Debt | Long | USA |
LME COPPER FUTURE Mar24 | 85.33 k | 91.00 contracts | 0.02 | Commodity derivative | N/A | UK |
CAD/USD FWD 20240322 | 80.97 k | 1.00 contracts | 0.02 | DFE | N/A | USA |
GBP/USD FWD 20240322 | 66.81 k | 1.00 contracts | 0.02 | DFE | N/A | USA |
Verus Securitization Trust 2020-1 | 62.76 k | 65.73 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
JPY/USD FWD 20240322 | 58.51 k | 1.00 contracts | 0.01 | DFE | N/A | USA |