Fund profile
Tickers
LFLAX, LFLCX, LFLIX, LFLSX
Fund manager
Total assets
$485.94 mm
Liabilities
$14.33 mm
Net assets
$471.61 mm
Number of holdings
186.00
186 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
United Kingdom Gilt | 36.28 mm | 32.21 mm principal | 7.69 | Debt | Long | UK |
Western Asset Premier Institutional US Treasury Reserves | 24.64 mm | 24.64 mm shares | 5.22 | Short-term investment vehicle | Long | USA |
Colombian TES | 18.78 mm | 84.20 bn principal | 3.98 | Debt | Long | Colombia |
Mexican Bonos | 16.80 mm | 313.50 mm principal | 3.56 | Debt | Long | Mexico |
Spain Government Bond | 13.42 mm | 18.12 mm principal | 2.85 | Debt | Long | Spain |
Petroleos Mexicanos | 11.08 mm | 12.50 mm principal | 2.35 | Debt | Long | Mexico |
Brazil Notas do Tesouro Nacional Serie F | 10.80 mm | 54.39 mm principal | 2.29 | Debt | Long | Brazil |
Mexican Bonos | 9.40 mm | 182.60 mm principal | 1.99 | Debt | Long | Mexico |
Colombian TES | 9.01 mm | 49.39 bn principal | 1.91 | Debt | Long | Colombia |
Egypt Treasury Bills | 7.54 mm | 450.00 mm principal | 1.60 | Debt | Long | Egypt |
Egypt Treasury Bills | 7.33 mm | 412.80 mm principal | 1.55 | Debt | Long | Egypt |
Freddie Mac STACR REMIC Trust 2022-DNA5 | 5.94 mm | 5.23 mm principal | 1.26 | ABS-mortgage backed security | Long | USA |
CITGO Petroleum Corp | 5.74 mm | 5.74 mm principal | 1.22 | Debt | Long | USA |
CPE Callon Petroleum Co. | 5.19 mm | 4.95 mm principal | 1.10 | Debt | Long | USA |
Freddie Mac STACR REMIC Trust 2022-DNA4 | 5.19 mm | 4.75 mm principal | 1.10 | ABS-mortgage backed security | Long | USA |
Panama Government International Bond | 5.03 mm | 7.82 mm principal | 1.07 | Debt | Long | Panama |
Freddie Mac STACR Trust 2018-HQA2 | 4.86 mm | 4.70 mm principal | 1.03 | ABS-mortgage backed security | Long | USA |
Venture Global LNG Inc | 4.86 mm | 4.76 mm principal | 1.03 | Debt | Long | USA |
Panama Government International Bond | 4.82 mm | 8.28 mm principal | 1.02 | Debt | Long | Panama |
TGB Taseko Mines Ltd. | 4.73 mm | 4.71 mm principal | 1.00 | Debt | Long | Canada |
Connecticut Avenue Securities Trust 2023-R07 | 4.60 mm | 4.34 mm principal | 0.98 | ABS-mortgage backed security | Long | USA |
Brazil Notas do Tesouro Nacional Serie F | 4.60 mm | 23.58 mm principal | 0.97 | Debt | Long | Brazil |
KeyBank NA/Cleveland OH | 4.47 mm | 4.47 mm principal | 0.95 | Debt | Long | USA |
Credit Suisse Group AG | 4.37 mm | 4.14 mm principal | 0.93 | Debt | Long | Switzerland |
goeasy Ltd | 4.27 mm | 4.00 mm principal | 0.91 | Debt | Long | Canada |
Energean Israel Finance Ltd | 4.23 mm | 4.62 mm principal | 0.90 | Debt | Long | Israel |
NEW FORTRESS ENERGY INC | 4.02 mm | 4.00 mm principal | 0.85 | Loan | Long | USA |
Teva Pharmaceutical Finance Netherlands III BV | 3.83 mm | 3.81 mm principal | 0.81 | Debt | Long | Netherlands |
BTE Baytex Energy Corp | 3.65 mm | 3.50 mm principal | 0.77 | Debt | Long | Canada |
Mineral Resources Ltd | 3.64 mm | 3.45 mm principal | 0.77 | Debt | Long | Australia |
Grupo Posadas SAB de CV | 3.50 mm | 3.78 mm principal | 0.74 | Debt | Long | Mexico |
Freddie Mac STACR REMIC Trust 2023-DNA1 | 3.40 mm | 2.94 mm principal | 0.72 | ABS-mortgage backed security | Long | USA |
GGAM Finance Ltd | 3.37 mm | 3.30 mm principal | 0.71 | Debt | Long | Cayman Islands |
Leviathan Bond Ltd | 3.36 mm | 3.47 mm principal | 0.71 | Debt | Long | Israel |
BTE Baytex Energy Corp | 3.35 mm | 3.21 mm principal | 0.71 | Debt | Long | Canada |
Blackstone Secured Lending Fund | 3.33 mm | 3.48 mm principal | 0.71 | Debt | Long | USA |
Mohegan Tribal Gaming Authority | 3.31 mm | 3.38 mm principal | 0.70 | Debt | Long | USA |
TRIP TripAdvisor Inc. | 3.30 mm | 3.31 mm principal | 0.70 | Debt | Long | USA |
STACR Trust 2018-HRP2 | 3.12 mm | 2.81 mm principal | 0.66 | ABS-mortgage backed security | Long | USA |
NFE New Fortress Energy Inc - Ordinary Shares | 3.11 mm | 3.23 mm principal | 0.66 | Debt | Long | USA |
Teine Energy Ltd | 3.03 mm | 3.10 mm principal | 0.64 | Debt | Long | Canada |
ARCC Ares Capital Corp | 3.02 mm | 2.93 mm principal | 0.64 | Debt | Long | USA |
Freddie Mac STACR REMIC Trust 2022-DNA5 | 2.97 mm | 2.74 mm principal | 0.63 | ABS-mortgage backed security | Long | USA |
CACC Credit Acceptance Corp. | 2.91 mm | 2.70 mm principal | 0.62 | Debt | Long | USA |
Antares Holdings LP | 2.75 mm | 2.64 mm principal | 0.58 | Debt | Long | USA |
United Airlines 2020-1 Class B Pass Through Trust | 2.74 mm | 2.78 mm principal | 0.58 | Debt | Long | USA |
Connecticut Avenue Securities Trust 2020-R02 | 2.70 mm | 2.67 mm principal | 0.57 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2023-HQA3 | 2.68 mm | 2.56 mm principal | 0.57 | ABS-mortgage backed security | Long | USA |
Air Canada 2015-1 Class A Pass Through Trust | 2.67 mm | 2.81 mm principal | 0.57 | Debt | Long | Canada |
Energean Israel Finance Ltd | 2.63 mm | 2.77 mm principal | 0.56 | Debt | Long | Israel |
YPF SA | 2.61 mm | 2.67 mm principal | 0.55 | Debt | Long | Argentina |
FM First Quantum Minerals Ltd | 2.60 mm | 2.71 mm principal | 0.55 | Debt | Long | Canada |
PRAA PRA Group Inc | 2.56 mm | 3.04 mm principal | 0.54 | Debt | Long | USA |
ALLY Ally Financial Inc | 2.52 mm | 3.17 mm principal | 0.53 | Debt | Long | USA |
Affinity Interactive | 2.50 mm | 2.67 mm principal | 0.53 | Debt | Long | USA |
DISH DISH Network CORP | 2.48 mm | 3.95 mm principal | 0.53 | Debt | Long | USA |
SYF Synchrony Financial | 2.44 mm | 2.46 mm principal | 0.52 | Debt | Long | USA |
MATV Mativ Holdings Inc | 2.44 mm | 2.45 mm principal | 0.52 | Debt | Long | USA |
Connecticut Avenue Securities Trust 2023-R04 | 2.42 mm | 2.20 mm principal | 0.51 | ABS-mortgage backed security | Long | USA |
Braskem Netherlands Finance BV | 2.40 mm | 2.31 mm principal | 0.51 | Debt | Long | Netherlands |
DVN Devon Energy Corp. | 2.39 mm | 2.48 mm principal | 0.51 | Debt | Long | USA |
AerCap Holdings NV | 2.37 mm | 2.39 mm principal | 0.50 | Debt | Long | Netherlands |
Leviathan Bond Ltd | 2.35 mm | 2.38 mm principal | 0.50 | Debt | Long | Israel |
Fannie Mae Connecticut Avenue Securities | 2.33 mm | 2.26 mm principal | 0.50 | ABS-mortgage backed security | Long | USA |
WESTJET LOYALTY LP | 2.30 mm | 2.30 mm principal | 0.49 | Loan | Long | Canada |
VSAT Viasat, Inc. | 2.30 mm | 2.43 mm principal | 0.49 | Debt | Long | USA |
Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp | 2.27 mm | 2.31 mm principal | 0.48 | Debt | Long | USA |
TSLX Sixth Street Specialty Lending Inc | 2.25 mm | 2.20 mm principal | 0.48 | Debt | Long | USA |
ALGT Allegiant Travel | 2.25 mm | 2.26 mm principal | 0.48 | Debt | Long | USA |
Freddie Mac STACR REMIC Trust 2021-HQA1 | 2.24 mm | 2.19 mm principal | 0.48 | ABS-mortgage backed security | Long | USA |
ALLY Ally Financial Inc | 2.18 mm | 2.53 mm principal | 0.46 | Debt | Long | USA |
PPC Pilgrim`s Pride Corp. | 2.17 mm | 2.40 mm principal | 0.46 | Debt | Long | USA |
Freedom Mortgage Corp | 2.11 mm | 2.12 mm principal | 0.45 | Debt | Long | USA |
CSN Resources SA | 2.11 mm | 2.05 mm principal | 0.45 | Debt | Long | Luxembourg |
Freddie Mac STACR REMIC Trust 2024-HQA1 | 2.10 mm | 2.10 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2022-DNA6 | 2.10 mm | 1.86 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2022-DNA3 | 2.09 mm | 1.95 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
IRB Holding Corp | 2.08 mm | 2.08 mm principal | 0.44 | Debt | Long | USA |
Freddie Mac STACR REMIC Trust 2022-DNA7 | 2.08 mm | 1.89 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
Connect Finco SARL / Connect US Finco LLC | 2.06 mm | 2.10 mm principal | 0.44 | Debt | Long | N/A |
Freddie Mac STACR REMIC Trust 2021-DNA5 | 2.05 mm | 1.94 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
YPF YPF | 2.01 mm | 1.97 mm principal | 0.43 | Debt | Long | Argentina |
YPF SA | 2.01 mm | 1.99 mm principal | 0.43 | Debt | Long | Argentina |
ERO Ero Copper Corp. | 2.00 mm | 2.10 mm principal | 0.42 | Debt | Long | Canada |
Ambipar Lux Sarl | 1.99 mm | 1.98 mm principal | 0.42 | Debt | Long | Luxembourg |
VGR Vector Group Ltd | 1.95 mm | 2.10 mm principal | 0.41 | Debt | Long | USA |
Air Canada | 1.94 mm | 2.03 mm principal | 0.41 | Debt | Long | Canada |
Freddie Mac STACR REMIC Trust 2022-DNA3 | 1.86 mm | 1.80 mm principal | 0.40 | ABS-mortgage backed security | Long | USA |
WRLD World Acceptance Corp. | 1.86 mm | 2.00 mm principal | 0.39 | Debt | Long | USA |
CIVI Civitas Resources Inc - Ordinary Shares | 1.83 mm | 1.74 mm principal | 0.39 | Debt | Long | USA |
Connecticut Avenue Securities Trust 2023-R02 | 1.81 mm | 1.64 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
UBER Uber Technologies Inc | 1.78 mm | 1.76 mm principal | 0.38 | Debt | Long | USA |
Burford Capital Global Finance LLC | 1.75 mm | 1.80 mm principal | 0.37 | Debt | Long | USA |
Bellemeade Re 2023-1 Ltd | 1.74 mm | 1.68 mm principal | 0.37 | ABS-mortgage backed security | Long | Bermuda |
Allwyn Entertainment Financing UK PLC | 1.70 mm | 1.65 mm principal | 0.36 | Debt | Long | UK |
HTGC Hercules Capital Inc | 1.70 mm | 1.87 mm principal | 0.36 | Debt | Long | USA |
Freddie Mac STACR REMIC Trust 2020-HQA5 | 1.69 mm | 1.50 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
MTZ Mastec Inc. | 1.68 mm | 1.76 mm principal | 0.36 | Debt | Long | USA |
Continental Airlines 2012-2 Class A Pass Through Trust | 1.67 mm | 1.69 mm principal | 0.35 | Debt | Long | USA |
ATSG Air Transport Services Group Inc | 1.66 mm | 2.00 mm principal | 0.35 | Debt | Long | USA |
Freddie Mac STACR REMIC Trust 2022-DNA4 | 1.57 mm | 1.50 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
TPB Turning Point Brands Inc | 1.54 mm | 1.57 mm principal | 0.33 | Debt | Long | USA |
Connecticut Avenue Securities Trust 2020-R01 | 1.50 mm | 1.45 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
ATP Tower Holdings LLC / Andean Tower Partners Colombia SAS / Andean Telecom Par | 1.32 mm | 1.39 mm principal | 0.28 | Debt | Long | N/A |
TSLX Sixth Street Specialty Lending Inc | 1.30 mm | 1.32 mm principal | 0.28 | Debt | Long | USA |
Vmed O2 UK Financing I PLC | 1.29 mm | 1.50 mm principal | 0.27 | Debt | Long | UK |
Sabre GLBL Inc | 1.25 mm | 1.43 mm principal | 0.27 | Loan | Long | USA |
Viking Cruises Ltd | 1.25 mm | 1.25 mm principal | 0.27 | Debt | Long | Bermuda |
Minerva Luxembourg SA | 1.24 mm | 1.18 mm principal | 0.26 | Debt | Long | Luxembourg |
Owl Rock Core Income Corp. | 1.19 mm | 1.30 mm principal | 0.25 | Debt | Long | USA |
Star Parent Inc | 1.19 mm | 1.12 mm principal | 0.25 | Debt | Long | USA |
Corp Nacional del Cobre de Chile | 1.17 mm | 1.17 mm principal | 0.25 | Debt | Long | Chile |
COF Capital One Financial Corp. | 1.17 mm | 1.06 mm principal | 0.25 | Debt | Long | USA |
STAR PARENT INC | 1.14 mm | 1.15 mm principal | 0.24 | Loan | Long | USA |
MAIN Main Street Capital Corporation | 1.13 mm | 1.22 mm principal | 0.24 | Debt | Long | USA |
Freddie Mac STACR REMIC Trust 2022-HQA2 | 1.10 mm | 990.00 k principal | 0.23 | ABS-mortgage backed security | Long | USA |
PDCE PDC Energy Inc | 1.09 mm | 1.09 mm principal | 0.23 | Debt | Long | USA |
Panther Escrow Issuer LLC | 1.07 mm | 1.05 mm principal | 0.23 | Debt | Long | USA |
NFE New Fortress Energy Inc - Ordinary Shares | 1.07 mm | 1.07 mm principal | 0.23 | Debt | Long | USA |
BCSF Bain Capital Specialty Finance Inc | 1.04 mm | 1.11 mm principal | 0.22 | Debt | Long | USA |
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd | 1.00 mm | 997.75 k principal | 0.21 | Debt | Long | USA |
Leviathan Bond Ltd | 999.95 k | 1.08 mm principal | 0.21 | Debt | Long | Israel |
AmeriTex HoldCo Intermediate LLC | 999.66 k | 930.00 k principal | 0.21 | Debt | Long | USA |
TSLX Sixth Street Specialty Lending Inc | 992.71 k | 1.08 mm principal | 0.21 | Debt | Long | USA |
Aethon United BR LP / Aethon United Finance Corp | 971.95 k | 960.00 k principal | 0.21 | Debt | Long | USA |
MAIN Main Street Capital Corporation | 955.61 k | 940.00 k principal | 0.20 | Debt | Long | USA |
Air Canada 2020-2 Class A Pass Through Trust | 937.95 k | 953.02 k principal | 0.20 | Debt | Long | Canada |
Graham Packaging Co Inc | 935.08 k | 1.03 mm principal | 0.20 | Debt | Long | USA |
TCBI Texas Capital Bancshares, Inc. | 932.54 k | 1.08 mm principal | 0.20 | Debt | Long | USA |
Connecticut Avenue Securities Trust 2022-R02 | 916.01 k | 870.00 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
Trust Fibra Uno | 909.46 k | 1.03 mm principal | 0.19 | Debt | Long | Mexico |
Fannie Mae Connecticut Avenue Securities | 890.53 k | 845.00 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
Consolidated Communications Inc | 888.67 k | 1.07 mm principal | 0.19 | Debt | Long | USA |
Seagate HDD Cayman | 886.81 k | 1.00 mm principal | 0.19 | Debt | Long | Cayman Islands |
Braskem Idesa SAPI | 884.14 k | 1.08 mm principal | 0.19 | Debt | Long | Mexico |
RenaissanceRe Holdings Ltd | 867.76 k | 860.00 k principal | 0.18 | Debt | Long | Bermuda |
Blue Owl Finance LLC | 867.20 k | 1.04 mm principal | 0.18 | Debt | Long | USA |
Braskem Idesa SAPI | 851.12 k | 1.10 mm principal | 0.18 | Debt | Long | Mexico |
Corp Nacional del Cobre de Chile | 847.22 k | 820.00 k principal | 0.18 | Debt | Long | Chile |
Blue Owl Technology Finance Corp | 773.89 k | 835.00 k principal | 0.16 | Debt | Long | USA |
AES Panama Generation Holdings SRL | 729.21 k | 839.69 k principal | 0.15 | Debt | Long | Panama |
ARCC Ares Capital Corp | 719.89 k | 745.00 k principal | 0.15 | Debt | Long | USA |
Mineral Resources Ltd | 698.57 k | 690.00 k principal | 0.15 | Debt | Long | Australia |
Blue Owl Technology Finance Corp | 658.95 k | 685.00 k principal | 0.14 | Debt | Long | USA |
Nexstar Media Inc | 647.61 k | 710.00 k principal | 0.14 | Debt | Long | USA |
Freddie Mac STACR REMIC Trust 2020-HQA4 | 634.51 k | 575.12 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
FSK FS KKR Capital Corp | 633.79 k | 725.00 k principal | 0.13 | Debt | Long | USA |
EC Ecopetrol SA | 624.43 k | 590.00 k principal | 0.13 | Debt | Long | Colombia |
Connecticut Avenue Securities Trust 2019-R05 | 618.53 k | 593.46 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
Geopark Ltd | 590.88 k | 650.00 k principal | 0.13 | Debt | Long | Bermuda |
Univision Communications Inc | 587.35 k | 600.00 k principal | 0.12 | Debt | Long | USA |
Antares Holdings LP | 578.21 k | 645.00 k principal | 0.12 | Debt | Long | USA |
Fannie Mae Connecticut Avenue Securities | 565.06 k | 545.03 k principal | 0.12 | ABS-mortgage backed security | Long | USA |
OBDC Blue Owl Capital Corp | 549.22 k | 560.00 k principal | 0.12 | Debt | Long | USA |
Owl Rock Core Income Corp. | 522.79 k | 510.00 k principal | 0.11 | Debt | Long | USA |
CHS/Community Health Systems Inc | 473.41 k | 474.00 k principal | 0.10 | Debt | Long | USA |
VICI Properties LP / VICI Note Co Inc | 453.34 k | 460.00 k principal | 0.10 | Debt | Long | USA |
BXSL Blackstone Secured Lending Fund. | 433.13 k | 480.00 k principal | 0.09 | Debt | Long | USA |
NVRI Enviri Corp | 372.27 k | 395.00 k principal | 0.08 | Debt | Long | USA |
OBDC Blue Owl Capital Corp | 333.57 k | 365.00 k principal | 0.07 | Debt | Long | USA |
RRX Regal Rexnord Corp | 321.82 k | 310.00 k principal | 0.07 | Debt | Long | USA |
RRX Regal Rexnord Corp | 317.60 k | 310.00 k principal | 0.07 | Debt | Long | USA |
Minerva Luxembourg SA | 297.02 k | 355.00 k principal | 0.06 | Debt | Long | Luxembourg |
ARCC Ares Capital Corp | 267.52 k | 300.00 k principal | 0.06 | Debt | Long | USA |
NWG NatWest Group Plc | 265.29 k | 340.00 k principal | 0.06 | Debt | Long | UK |
Air Canada 2017-1 Class AA Pass Through Trust | 260.67 k | 287.36 k principal | 0.06 | Debt | Long | Canada |
BX Commercial Mortgage Trust 2021-VOLT | 257.81 k | 260.00 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
Altice Financing SA | 232.64 k | 290.00 k principal | 0.05 | Debt | Long | Luxembourg |
BXSL Blackstone Secured Lending Fund. | 220.57 k | 250.00 k principal | 0.05 | Debt | Long | USA |
CDS CDX.NA.IG.34 | 160.64 k | 1.00 contracts | 0.03 | Credit derivative | N/A | USA |
Liberty Interactive LLC | 153.35 k | 250.00 k principal | 0.03 | Debt | Long | USA |
EURO-BUXL 30Y BND | 136.88 k | 46.00 contracts | 0.03 | Interest rate derivative | N/A | Germany |
10 YEAR US ULTRA TREASURY BOND | 130.93 k | 266.00 contracts | 0.03 | Interest rate derivative | N/A | USA |
Connecticut Avenue Securities Trust 2019-R07 | 116.32 k | 112.93 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
USD/EUR FORWARD
J.P. MORGAN SECURITIES LLC
|
75.65 k | 1.00 contracts | 0.02 | DFE | N/A | USA |
USD/GBP FORWARD
HSBC SECURITIES (USA) INC.
|
71.53 k | 1.00 contracts | 0.02 | DFE | N/A | USA |
Connecticut Avenue Securities Trust 2019-R01 | 64.45 k | 60.00 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
CDS ITRAXX.EUR.33.V1 | 62.13 k | 1.00 contracts | 0.01 | Credit derivative | N/A | USA |
USD/MXN FORWARD
CITIGROUP GLOBAL MARKETS INC.
|
59.74 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
TSLX Sixth Street Specialty Lending Inc | 57.92 k | 65.00 k principal | 0.01 | Debt | Long | USA |
GBP/USD FORWARD
HSBC SECURITIES (USA) INC.
|
12.05 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
USD/EUR FORWARD
CITIGROUP GLOBAL MARKETS INC.
|
8.17 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
CDS ITRAXX.EU.32.V1 | 2.25 k | 1.00 contracts | 0.00 | Credit derivative | N/A | USA |
USD/GBP FORWARD
CITIGROUP GLOBAL MARKETS INC.
|
-25.20 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
CDS REPUBLIC OF PANAMA | -79.64 k | 1.00 contracts | -0.02 | Credit derivative | N/A | USA |
CDS REPUBLIC OF PANAMA | -81.30 k | 1.00 contracts | -0.02 | Credit derivative | N/A | USA |