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Fund profile

Tickers
PABAX, PABBX, AABCX, PAARX, PABYX
Total assets
$3.11B
Liabilities
$293.42M
Net assets
$2.81B
Number of holdings
2.07K

Top 200 of 2065 Holdings

As of Jun 2021
Security $Holding Balance % of Fund Category Position Country
EQUITY INDEX FUTURE 410.63M 1.92K contracts 14.60 Equity derivative N/A USA
GOVERNMENT FUTURES 225.26M 1.83K contracts 8.01 Interest rate derivative N/A USA
GOVERNMENT FUTURES 139.9M 635 contracts 4.97 Interest rate derivative N/A USA
EQUITY INDEX FUTURE 131.54M 1.14K contracts 4.68 Equity derivative N/A USA
GOVERNMENT FUTURES 116.02M 940 contracts 4.12 Interest rate derivative N/A USA
Total Return Swap
GOLDMAN SACHS INTERNATIONAL
109.71M 735.91K contracts 3.90 Equity derivative N/A USA
Total Return Swap
GOLDMAN SACHS INTERNATIONAL
107.72M 725.44K contracts 3.83 Equity derivative N/A USA
GOVERNMENT FUTURES 100.47M 456 contracts 3.57 Interest rate derivative N/A USA
SHORT TERM INV FUND 99.54M 99.54M shares 3.54 Short-term investment vehicle Long USA
GOVERNMENT FUTURES 85.53M 581 contracts 3.04 Interest rate derivative N/A USA
AAPL Apple Inc 84.37M 616.05K shares 3.00 Common equity Long USA
MSFT Microsoft Corporation 78.89M 291.22K shares 2.80 Common equity Long USA
AMZN Amazon.com Inc. 67.58M 19.64K shares 2.40 Common equity Long USA
CURRENCY FORWARDS
STATE STREET B AND T CO
66.59M 1 contracts 2.37 DFE N/A USA
Total Return Swap
JP MORGANCHASE BANK
64.76M 29.89K contracts 2.30 Equity derivative N/A USA
GOVERNMENT FUTURES 64.16M 333 contracts 2.28 Interest rate derivative N/A USA
CURRENCY FORWARDS
GOLDMAN SACHS INTL FX
61.96M 1 contracts 2.20 DFE N/A USA
CURRENCY FORWARDS
STATE STREET B AND T CO
56.47M 1 contracts 2.01 DFE N/A USA
FNMA TBA 51.71M 50M principal 1.84 ABS-mortgage backed security Long USA
GOVERNMENT FUTURES 51.54M 389 contracts 1.83 Interest rate derivative N/A USA
CURRENCY FORWARDS
GOLDMAN SACHS INTL FX
48.67M 1 contracts 1.73 DFE N/A USA
CURRENCY FORWARDS
UBS AG
47.64M 1 contracts 1.69 DFE N/A USA
CURRENCY FORWARDS
GOLDMAN SACHS INTL FX
46.75M 1 contracts 1.66 DFE N/A USA
GOOG Alphabet Inc 46.43M 19.01K shares 1.65 Common equity Long USA
CURRENCY FORWARDS
GOLDMAN SACHS INTL FX
43.89M 1 contracts 1.56 DFE N/A USA
LEVERAGED COMMODITY LINKED NOTES 41.88M 27.32M shares 1.49 Commodity Long USA
CURRENCY FORWARDS
STATE STREET B AND T CO
40.42M 1 contracts 1.44 DFE N/A USA
EQUITY INDEX FUTURE 40.06M 587 contracts 1.42 Equity derivative N/A USA
CURRENCY FORWARDS
STATE STREET B AND T CO
39.23M 1 contracts 1.39 DFE N/A USA
FNMA TBA 38.94M 37M principal 1.38 ABS-mortgage backed security Long USA
FNMA TBA 38.58M 37M principal 1.37 ABS-mortgage backed security Long USA
NVDA NVIDIA Corp 37.4M 46.74K shares 1.33 Common equity Long USA
Total Return Swap
GOLDMAN SACHS INTERNATIONAL
36.59M 304.37K contracts 1.30 Equity derivative N/A USA
JPM JPMorgan Chase & Co. 34.86M 224.14K shares 1.24 Common equity Long USA
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
34.05M 1 contracts 1.21 DFE N/A USA
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
33.78M 1 contracts 1.20 DFE N/A USA
CURRENCY FORWARDS
BANK OF AMERICA N.A.
33.55M 1 contracts 1.19 DFE N/A USA
GOVERNMENT FUTURES 31.35M 195 contracts 1.11 Interest rate derivative N/A USA
CURRENCY FORWARDS
JP MORGANCHASE BANK
30.84M 1 contracts 1.10 DFE N/A USA
FNMA TBA 28.29M 28M principal 1.01 ABS-mortgage backed security Short USA
FNMA TBA 27.93M 27M principal 0.99 ABS-mortgage backed security Short USA
CURRENCY FORWARDS
UBS AG
27.54M 1 contracts 0.98 DFE N/A USA
MSCI MSCI Inc 27.33M 46.66K shares 0.97 Common equity Long USA
EQUITY INDEX FUTURE 26.19M 90 contracts 0.93 Equity derivative N/A USA
C Citigroup Inc 25.58M 361.51K shares 0.91 Common equity Long USA
QCOM Qualcomm, Inc. 23.63M 165.35K shares 0.84 Common equity Long USA
CURRENCY FORWARDS
GOLDMAN SACHS INTL FX
22.83M 1 contracts 0.81 DFE N/A USA
CURRENCY FORWARDS
GOLDMAN SACHS INTL FX
22.74M 1 contracts 0.81 DFE N/A USA
CURRENCY FORWARDS
STATE STREET B AND T CO
22.06M 1 contracts 0.78 DFE N/A USA
CURRENCY FORWARDS
GOLDMAN SACHS INTL FX
21.82M 1 contracts 0.78 DFE N/A USA
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
21.6M 1 contracts 0.77 DFE N/A USA
GII30 20.83M 19.94M principal 0.74 ABS-mortgage backed security Long USA
GOOG Alphabet Inc 20.59M 8.22K shares 0.73 Common equity Long USA
PG Procter & Gamble Co. 20.04M 148.52K shares 0.71 Common equity Long USA
CURRENCY FORWARDS
STATE STREET B AND T CO
20.01M 1 contracts 0.71 DFE N/A USA
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
19.68M 1 contracts 0.70 DFE N/A USA
CURRENCY FORWARDS
HSBC BANK USA
19.49M 1 contracts 0.69 DFE N/A USA
MRK Merck & Co Inc 19.35M 248.79K shares 0.69 Common equity Long USA
SHORT TERM INV FUND 19.08M 19.08M shares 0.68 Short-term investment vehicle Long USA
FB Facebook Inc 19.07M 54.83K shares 0.68 Common equity Long USA
PYPL PayPal Holdings Inc 18.82M 64.55K shares 0.67 Common equity Long USA
CURRENCY FORWARDS
NATWEST MARKETS PLC
17.6M 1 contracts 0.63 DFE N/A UK
WMT Walmart Inc 17.22M 122.13K shares 0.61 Common equity Long USA
INTU Intuit Inc 17.2M 35.1K shares 0.61 Common equity Long USA
BMY Bristol-Myers Squibb Co. 16.94M 253.5K shares 0.60 Common equity Long USA
CURRENCY FORWARDS
NATWEST MARKETS PLC
16.68M 1 contracts 0.59 DFE N/A UK
GS Goldman Sachs Group, Inc. 16.38M 43.17K shares 0.58 Common equity Long USA
PINS Pinterest Inc 15.96M 202.2K shares 0.57 Common equity Long USA
GII30 15.82M 15.21M principal 0.56 ABS-mortgage backed security Long USA
TJX TJX Companies, Inc. 15.68M 232.58K shares 0.56 Common equity Long USA
FR30 15.14M 14.44M principal 0.54 ABS-mortgage backed security Long USA
CURRENCY FORWARDS
UBS AG
14.8M 1 contracts 0.53 DFE N/A USA
EQUITY INDEX FUTURE 14.75M 128 contracts 0.52 Equity derivative N/A USA
GNMA TBA 14.61M 14M principal 0.52 ABS-mortgage backed security Long USA
ACN Accenture plc 14.56M 49.4K shares 0.52 Common equity Long Ireland
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
14.49M 1 contracts 0.52 DFE N/A USA
VZ Verizon Communications Inc 14.29M 255.11K shares 0.51 Common equity Long USA
EQUITY INDEX FUTURE 14.29M 124 contracts 0.51 Equity derivative N/A USA
FN30 14.2M 13.72M principal 0.50 ABS-mortgage backed security Long USA
UNP Union Pacific Corp. 13.96M 63.47K shares 0.50 Common equity Long USA
CURRENCY FORWARDS
UBS AG
13.88M 1 contracts 0.49 DFE N/A USA
ORLY O`Reilly Automotive, Inc. 13.83M 24.42K shares 0.49 Common equity Long USA
CMCSA Comcast Corp 13.38M 234.67K shares 0.48 Common equity Long USA
CURRENCY FORWARDS
TORONTO-DOMINION BANK/THE
13.03M 1 contracts 0.46 DFE N/A Canada
BAC Bank Of America Corp. 12.82M 310.95K shares 0.46 Common equity Long USA
CURRENCY FORWARDS
BARCLAYS BANK PLC WHOLESALE, LONDON
12.64M 1 contracts 0.45 DFE N/A UK
PEP PepsiCo Inc 12.53M 84.56K shares 0.45 Common equity Long USA
LMT Lockheed Martin Corp. 12.49M 33K shares 0.44 Common equity Long USA
U.S. T BILLS 12.4M 12.4M principal 0.44 Debt Long USA
FNMA TBA 12.35M 11M principal 0.44 ABS-mortgage backed security Long USA
JNJ Johnson & Johnson 12.25M 74.34K shares 0.44 Common equity Long USA
HON Honeywell International Inc 11.93M 54.38K shares 0.42 Common equity Long USA
CURRENCY FORWARDS
JP MORGANCHASE BANK
11.88M 1 contracts 0.42 DFE N/A USA
LLY Lilly(Eli) & Co 11.85M 51.63K shares 0.42 Common equity Long USA
CURRENCY FORWARDS
JP MORGANCHASE BANK
11.62M 1 contracts 0.41 DFE N/A USA
FIS Fidelity National Information Services, Inc. 11.51M 81.22K shares 0.41 Common equity Long USA
GII30 11.32M 10.85M principal 0.40 ABS-mortgage backed security Long USA
CURRENCY FORWARDS
STATE STREET B AND T CO
11.31M 1 contracts 0.40 DFE N/A USA
CURRENCY FORWARDS
NATWEST MARKETS PLC
11.18M 1 contracts 0.40 DFE N/A UK
V Visa Inc 11.04M 47.23K shares 0.39 Common equity Long USA
CURRENCY FORWARDS
UBS AG
10.96M 1 contracts 0.39 DFE N/A USA
CURRENCY FORWARDS
GOLDMAN SACHS INTL FX
10.94M 1 contracts 0.39 DFE N/A USA
MA Mastercard Incorporated 10.39M 28.46K shares 0.37 Common equity Long USA
DE Deere & Co. 10.38M 29.43K shares 0.37 Common equity Long USA
ROKU Roku Inc 10.29M 22.4K shares 0.37 Common equity Long USA
ABBV Abbvie Inc 10.21M 90.61K shares 0.36 Common equity Long USA
DD DuPont de Nemours Inc 10.09M 130.37K shares 0.36 Common equity Long USA
CHTR Charter Communications Inc. 9.91M 13.73K shares 0.35 Common equity Long USA
CSCO Cisco Systems, Inc. 9.81M 185.1K shares 0.35 Common equity Long USA
CURRENCY FORWARDS
HSBC BANK USA
9.73M 1 contracts 0.35 DFE N/A USA
EXC Exelon Corp. 9.65M 217.83K shares 0.34 Common equity Long USA
CDNS Cadence Design Systems, Inc. 9.48M 69.32K shares 0.34 Common equity Long USA
MET Metlife Inc 9.41M 157.2K shares 0.33 Common equity Long USA
AMAT Applied Materials Inc. 9.4M 66.02K shares 0.33 Common equity Long USA
CURRENCY FORWARDS
JP MORGANCHASE BANK
9.31M 1 contracts 0.33 DFE N/A USA
F Ford Motor Co. 9.23M 621.1K shares 0.33 Common equity Long USA
ALGN Align Technology, Inc. 9.17M 15K shares 0.33 Common equity Long USA
CURRENCY FORWARDS
STATE STREET B AND T CO
9.13M 1 contracts 0.32 DFE N/A USA
CURRENCY FORWARDS
TORONTO-DOMINION BANK/THE
9.11M 1 contracts 0.32 DFE N/A Canada
CURRENCY FORWARDS
JP MORGANCHASE BANK
9.1M 1 contracts 0.32 DFE N/A USA
ADSK Autodesk Inc. 8.7M 29.8K shares 0.31 Common equity Long USA
DHR Danaher Corp. 8.64M 32.19K shares 0.31 Common equity Long USA
NRG NRG Energy Inc. 8.59M 213.23K shares 0.31 Common equity Long USA
CURRENCY FORWARDS
WESTPAC BANKING CORPORATION
8.52M 1 contracts 0.30 DFE N/A USA
CURRENCY FORWARDS
WESTPAC BANKING CORPORATION
8.51M 1 contracts 0.30 DFE N/A USA
CURRENCY FORWARDS
TORONTO-DOMINION BANK/THE
8.39M 1 contracts 0.30 DFE N/A Canada
JCI Johnson Controls International plc - Registered Shares 8.2M 119.47K shares 0.29 Common equity Long USA
AMT American Tower Corp. 8.17M 30.26K shares 0.29 Common equity Long USA
FTNT Fortinet Inc 8.17M 34.3K shares 0.29 Common equity Long USA
AEP American Electric Power Company Inc. 8.15M 96.32K shares 0.29 Common equity Long USA
CURRENCY FORWARDS
BARCLAYS BANK PLC WHOLESALE, LONDON
8.13M 1 contracts 0.29 DFE N/A UK
VRTX Vertex Pharmaceuticals, Inc. 8.07M 40K shares 0.29 Common equity Long USA
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
8.03M 1 contracts 0.29 DFE N/A USA
ORDINARY SHARES
7.95M 157.81K shares 0.28 Common equity Long Ireland
MCD McDonald`s Corp 7.85M 34K shares 0.28 Common equity Long USA
CURRENCY FORWARDS
NATWEST MARKETS PLC
7.8M 1 contracts 0.28 DFE N/A UK
CURRENCY FORWARDS
STATE STREET B AND T CO
7.75M 1 contracts 0.28 DFE N/A USA
GM General Motors Company 7.66M 129.38K shares 0.27 Common equity Long USA
HLT Hilton Worldwide Holdings Inc 7.63M 63.24K shares 0.27 Common equity Long USA
CSX CSX Corp. 7.55M 235.2K shares 0.27 Common equity Long USA
EW Edwards Lifesciences Corp 7.48M 72.2K shares 0.27 Common equity Long USA
CURRENCY FORWARDS
UBS AG
7.47M 1 contracts 0.27 DFE N/A USA
ABT Abbott Laboratories 7.44M 64.2K shares 0.26 Common equity Long USA
FN30 7.43M 6.99M principal 0.26 ABS-mortgage backed security Long USA
CURRENCY FORWARDS
HSBC BANK USA
7.41M 1 contracts 0.26 DFE N/A USA
FN30 7.4M 7.15M principal 0.26 ABS-mortgage backed security Long USA
U.S. T BILLS 7.3M 7.3M principal 0.26 Debt Long USA
CURRENCY FORWARDS
WESTPAC BANKING CORPORATION
7.3M 1 contracts 0.26 DFE N/A USA
HAL Halliburton Co. 7.28M 315.07K shares 0.26 Common equity Long USA
CURRENCY FORWARDS
JP MORGANCHASE BANK
7.22M 1 contracts 0.26 DFE N/A USA
ATVI Activision Blizzard Inc 7.21M 75.53K shares 0.26 Common equity Long USA
CURRENCY FORWARDS
JP MORGANCHASE BANK
7.1M 1 contracts 0.25 DFE N/A USA
DOCU DocuSign Inc 6.97M 24.91K shares 0.25 Common equity Long USA
MDT Medtronic Plc 6.96M 56.1K shares 0.25 Common equity Long Ireland
REGN Regeneron Pharmaceuticals, Inc. 6.83M 12.24K shares 0.24 Common equity Long USA
FN30 6.8M 6.39M principal 0.24 ABS-mortgage backed security Long USA
MAR Marriott International, Inc. 6.74M 49.4K shares 0.24 Common equity Long USA
ORDINARY SHARES
6.69M 9.44K shares 0.24 Common equity Long Switzerland
TMUS T-Mobile US Inc 6.66M 45.95K shares 0.24 Common equity Long USA
CURRENCY FORWARDS
GOLDMAN SACHS INTL FX
6.6M 1 contracts 0.23 DFE N/A USA
CURRENCY FORWARDS
HSBC BANK USA
6.59M 1 contracts 0.23 DFE N/A USA
CURRENCY FORWARDS
TORONTO-DOMINION BANK/THE
6.59M 1 contracts 0.23 DFE N/A Canada
CURRENCY FORWARDS
CITIBANK N.A.
6.59M 1 contracts 0.23 DFE N/A USA
MO Altria Group Inc. 6.57M 137.8K shares 0.23 Common equity Long USA
CURRENCY FORWARDS
NATWEST MARKETS PLC
6.56M 1 contracts 0.23 DFE N/A UK
EQUITY INDEX FUTURE 6.43M 30 contracts 0.23 Equity derivative N/A USA
CURRENCY FORWARDS
CREDIT SUISSE INTERNATIONAL (FX)
6.42M 1 contracts 0.23 DFE N/A USA
FCX Freeport-McMoRan Inc 6.41M 172.73K shares 0.23 Common equity Long USA
CURRENCY FORWARDS
BARCLAYS BANK PLC WHOLESALE, LONDON
6.41M 1 contracts 0.23 DFE N/A UK
FNMA TBA 6.39M 6M principal 0.23 ABS-mortgage backed security Long USA
FN30 6.39M 6.17M principal 0.23 ABS-mortgage backed security Long USA
U.S. T BILLS 6.3M 6.3M principal 0.22 Debt Long USA
TSLA Tesla Inc 6.26M 9.21K shares 0.22 Common equity Long USA
SO Southern Company 6.25M 103.3K shares 0.22 Common equity Long USA
LUV Southwest Airlines Co 6.24M 117.61K shares 0.22 Common equity Long USA
NOC Northrop Grumman Corp. 6.21M 17.09K shares 0.22 Common equity Long USA
CURRENCY FORWARDS
JP MORGANCHASE BANK
6.2M 1 contracts 0.22 DFE N/A USA
ANTM Anthem Inc 6.18M 16.18K shares 0.22 Common equity Long USA
NKE Nike, Inc. 6.16M 39.87K shares 0.22 Common equity Long USA
GLPI Gaming and Leisure Properties Inc 6.1M 131.75K shares 0.22 Common equity Long USA
SYF Synchrony Financial 6.01M 123.9K shares 0.21 Common equity Long USA
U.S. T BILLS 6M 6M principal 0.21 Debt Long USA
UNH Unitedhealth Group Inc 5.93M 14.8K shares 0.21 Common equity Long USA
U.S. T BILLS 5.9M 5.9M principal 0.21 Debt Long USA
DOW Dow Inc 5.89M 93.02K shares 0.21 Common equity Long USA
CURRENCY FORWARDS
UBS AG
5.88M 1 contracts 0.21 DFE N/A USA
PH Parker-Hannifin Corp. 5.87M 19.1K shares 0.21 Common equity Long USA
WY Weyerhaeuser Co. 5.86M 170.2K shares 0.21 Common equity Long USA
TGT Target Corp 5.85M 24.21K shares 0.21 Common equity Long USA
CMI Cummins Inc. 5.85M 24K shares 0.21 Common equity Long USA
BBY Best Buy Co. Inc. 5.82M 50.6K shares 0.21 Common equity Long USA
CURRENCY FORWARDS
STATE STREET B AND T CO
5.78M 1 contracts 0.21 DFE N/A USA
NOW ServiceNow Inc 5.77M 10.5K shares 0.21 Common equity Long USA
COP Conoco Phillips 5.7M 93.58K shares 0.20 Common equity Long USA
ORDINARY SHARES
5.56M 57.1K shares 0.20 Common equity Long Japan
CURRENCY FORWARDS
HSBC BANK USA
5.51M 1 contracts 0.20 DFE N/A USA
ODFL Old Dominion Freight Line, Inc. 5.48M 21.6K shares 0.19 Common equity Long USA
IDXX Idexx Laboratories, Inc. 5.46M 8.65K shares 0.19 Common equity Long USA
PNC PNC Financial Services Group 5.46M 28.64K shares 0.19 Common equity Long USA
HUM Humana Inc. 5.45M 12.3K shares 0.19 Common equity Long USA