LFMIX Holdings Information

LFMIX is a mutual fund with a total of 7291 individual holdings. The top holdings are 3 Month SOFR Future June 27 at 34.42%, Cash Offset at 31.07%, 90 Day Bank Accepted Bills Future Sept 26 at 26.77%, 3 Month Euribor Future Sept26 at 20.56%, and 3 Month Euribor Future Dec26 at 16.54%.

Total Holdings

7291

Top 10 Percentage

180.10%

Asset Class

Fixed Income

Fund Category

Systematic Trend

Assets

1.70B

Forward PE Ratio

15.03

Breakdown by Sector

Top 25 Holdings

No.	Symbol	Name	% Weight	Shares
1	n/a	3 Month SOFR Future June 27	34.42%	2,208
2	n/a	Cash Offset	31.07%	477,808,209
3	n/a	90 Day Bank Accepted Bills Future Sept 26	26.77%	601
4	ER2	3 Month Euribor Future Sept26	20.56%	1,134
5	2R12	3 Month Euribor Future Dec26	16.54%	912
6	ER4	3 Month Euribor Future Mar27	15.01%	829
7	SFI4	Three Month SONIA Index Future Mar 27	9.45%	456
8	OATU6	Euro OAT Future Sept 26	8.93%	1,000
9	RXU6	Euro Bund Future Sept 26	8.93%	941
10	T.4.625 04.30.29	United States Treasury Notes 4.63%	8.41%	127,815,000
11	IKU6	Long-Term Euro BTP Future Sept 26	7.85%	883
12	T.4.25 02.28.29	United States Treasury Notes 4.25%	7.59%	116,425,000
13	T.4 02.28.30	United States Treasury Notes 4%	6.11%	94,525,000
14	T.3.25 06.30.29	United States Treasury Notes 3.25%	5.74%	90,490,000
15	n/a	US Treasury Bond Future Sept 26	5.04%	683
16	n/a	US BANK MMDA - USBGFS 9	5.03%	77,390,798
17	n/a	Long Gilt Future Sept 26	4.36%	567
18	ER19	3 Month Euribor Future Sept28	4.31%	238
19	n/a	10 Year Treasury Note Future Sept 26	4.29%	600
20	T.3.625 09.30.30	United States Treasury Notes 3.63%	4.16%	65,335,000
21	ERZ8	3 Month Euribor Future Dec28	4.06%	224
22	n/a	CHF/USD FWD 20260715 Purchased	4.05%	64,392,136
23	n/a	10 Year Government of Canada Bond Future Sept 26	4.04%	724
24	n/a	GBP/EUR FWD 20260805 Purchased	3.73%	49,912,000
25	n/a	CAD/USD FWD 20260715 Purchased	3.71%	58,543,305

Showing 25 of 7291 holdings

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As of Jun 30, 2026