Fund profile
Tickers
LLOAX, LLOBX
Fund manager
Total assets
$11.43 mm
Liabilities
$12.90 k
Net assets
$11.42 mm
Number of holdings
16.00
16 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
3 MONTH SOFR FUT MAR25 FINANCIAL COMMODITY FUTURE. | 1.91 mm | 8.00 contracts | 16.76 | DO | N/A | USA |
MSCI EAFE DEC23 PHYSICAL INDEX FUTURE. | 1.53 mm | 15.00 contracts | 13.41 | Equity derivative | N/A | USA |
NASDAQ 100 E-MINI DEC23 PHYSICAL INDEX FUTURE. | 594.66 k | 2.00 contracts | 5.21 | Equity derivative | N/A | USA |
S&P MID 400 EMINI DEC23 PHYSICAL INDEX FUTURE. | 504.08 k | 2.00 contracts | 4.41 | Equity derivative | N/A | USA |
E-MINI RUSS 2000 DEC23 PHYSICAL INDEX FUTURE. | 359.72 k | 4.00 contracts | 3.15 | Equity derivative | N/A | USA |
MSCI EMGMKT DEC23 PHYSICAL INDEX FUTURE. | 95.55 k | 2.00 contracts | 0.84 | Equity derivative | N/A | USA |
BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY) | 0.01 | 5.24 mm principal | 0.00 | Short-term investment vehicle | Long | USA |
BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY) | 0.01 | 15.32 mm principal | 0.00 | Short-term investment vehicle | Long | USA |
C$ CURRENCY FUT DEC23 CURRENCY FUTURE. | -221.51 k | -3.00 contracts | -1.94 | DFE | N/A | USA |
AUDUSD CRNCY FUT DEC23 CURRENCY FUTURE. | -258.20 k | -4.00 contracts | -2.26 | DFE | N/A | USA |
S&P500 EMINI FUT DEC23 PHYSICAL INDEX FUTURE. | -432.55 k | -2.00 contracts | -3.79 | Equity derivative | N/A | USA |
DOLLAR INDEX DEC23 CURRENCY FUTURE. | -740.71 k | -7.00 contracts | -6.49 | DFE | N/A | USA |
EURO FX CURR FUT DEC23 CURRENCY FUTURE. | -928.59 k | -7.00 contracts | -8.13 | DFE | N/A | USA |
US 10YR NOTE (CBT)DEC23 FINANCIAL COMMODITY FUTURE. | -2.05 mm | -19.00 contracts | -17.98 | Interest rate derivative | N/A | USA |
JPN YEN CURR FUT DEC23 CURRENCY FUTURE. | -2.54 mm | -30.00 contracts | -22.25 | DFE | N/A | USA |
US LONG BOND(CBT) DEC23 FINANCIAL COMMODITY FUTURE. | -2.84 mm | -25.00 contracts | -24.91 | Interest rate derivative | N/A | USA |