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Fund profile

Fund manager
Total assets
$148.89M
Liabilities
$17.44M
Net assets
$131.44M
Number of holdings
1.56K

Top 200 of 1562 Holdings

As of Jun 2021
Security $Holding Balance % of Fund Category Position Country
EQUITY INDEX FUTURE 18.87M 88 contracts 14.36 Equity derivative N/A USA
SHORT TERM INV FUND 10.96M 10.96M shares 8.33 Short-term investment vehicle Long USA
GOVERNMENT FUTURES 10.37M 84 contracts 7.89 Interest rate derivative N/A USA
GOVERNMENT FUTURES 6.61M 30 contracts 5.03 Interest rate derivative N/A USA
EQUITY INDEX FUTURE 6.12M 53 contracts 4.65 Equity derivative N/A USA
GOVERNMENT FUTURES 5.31M 43 contracts 4.04 Interest rate derivative N/A USA
Total Return Swap
GOLDMAN SACHS INTERNATIONAL
5.12M 34.35K contracts 3.90 Equity derivative N/A USA
Total Return Swap
GOLDMAN SACHS INTERNATIONAL
5.03M 33.86K contracts 3.83 Equity derivative N/A USA
AAPL Apple Inc 4.53M 33.09K shares 3.45 Common equity Long USA
GOVERNMENT FUTURES 3.83M 26 contracts 2.91 Interest rate derivative N/A USA
GOOG Alphabet Inc 3.82M 1.57K shares 2.91 Common equity Long USA
GOVERNMENT FUTURES 3.75M 17 contracts 2.85 Interest rate derivative N/A USA
AMZN Amazon.com Inc. 3.3M 959 shares 2.51 Common equity Long USA
FNMA TBA 3.1M 3M principal 2.36 ABS-mortgage backed security Long USA
GOVERNMENT FUTURES 3.08M 16 contracts 2.35 Interest rate derivative N/A USA
Total Return Swap
JP MORGANCHASE BANK
3.02M 1.4K contracts 2.30 Equity derivative N/A USA
CURRENCY FORWARDS
GOLDMAN SACHS INTL FX
2.82M 1 contracts 2.14 DFE N/A USA
CURRENCY FORWARDS
STATE STREET B AND T CO
2.76M 1 contracts 2.10 DFE N/A USA
CURRENCY FORWARDS
STATE STREET B AND T CO
2.57M 1 contracts 1.95 DFE N/A USA
MSFT Microsoft Corporation 2.53M 9.32K shares 1.92 Common equity Long USA
GOVERNMENT FUTURES 2.39M 18 contracts 1.81 Interest rate derivative N/A USA
CURRENCY FORWARDS
GOLDMAN SACHS INTL FX
2.26M 1 contracts 1.72 DFE N/A USA
CURRENCY FORWARDS
GOLDMAN SACHS INTL FX
2.18M 1 contracts 1.66 DFE N/A USA
NVDA NVIDIA Corp 2.12M 2.65K shares 1.61 Common equity Long USA
FNMA TBA 2.1M 2M principal 1.60 ABS-mortgage backed security Long USA
FNMA TBA 2.09M 2M principal 1.59 ABS-mortgage backed security Long USA
FNMA TBA 2.07M 2M principal 1.57 ABS-mortgage backed security Short USA
CURRENCY FORWARDS
GOLDMAN SACHS INTL FX
1.96M 1 contracts 1.49 DFE N/A USA
LEVERAGED COMMODITY LINKED NOTES 1.95M 1.27M shares 1.48 Commodity Long USA
JPM JPMorgan Chase & Co. 1.89M 12.16K shares 1.44 Common equity Long USA
CURRENCY FORWARDS
STATE STREET B AND T CO
1.88M 1 contracts 1.43 DFE N/A USA
EQUITY INDEX FUTURE 1.84M 27 contracts 1.40 Equity derivative N/A USA
CURRENCY FORWARDS
UBS AG
1.82M 1 contracts 1.38 DFE N/A USA
Total Return Swap
GOLDMAN SACHS INTERNATIONAL
1.73M 14.39K contracts 1.32 Equity derivative N/A USA
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
1.57M 1 contracts 1.20 DFE N/A USA
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
1.53M 1 contracts 1.16 DFE N/A USA
QCOM Qualcomm, Inc. 1.46M 10.25K shares 1.11 Common equity Long USA
MSCI MSCI Inc 1.46M 2.49K shares 1.11 Common equity Long USA
CURRENCY FORWARDS
STATE STREET B AND T CO
1.43M 1 contracts 1.09 DFE N/A USA
CURRENCY FORWARDS
BANK OF AMERICA N.A.
1.42M 1 contracts 1.08 DFE N/A USA
INTU Intuit Inc 1.41M 2.88K shares 1.07 Common equity Long USA
CURRENCY FORWARDS
STATE STREET B AND T CO
1.39M 1 contracts 1.06 DFE N/A USA
BMY Bristol-Myers Squibb Co. 1.38M 20.65K shares 1.05 Common equity Long USA
CURRENCY FORWARDS
JP MORGANCHASE BANK
1.36M 1 contracts 1.03 DFE N/A USA
PINS Pinterest Inc 1.3M 16.52K shares 0.99 Common equity Long USA
GOVERNMENT FUTURES 1.29M 8 contracts 0.98 Interest rate derivative N/A USA
MRK Merck & Co Inc 1.25M 16.04K shares 0.95 Common equity Long USA
PG Procter & Gamble Co. 1.25M 9.24K shares 0.95 Common equity Long USA
C Citigroup Inc 1.24M 17.51K shares 0.94 Common equity Long USA
ACN Accenture plc 1.19M 4.03K shares 0.90 Common equity Long Ireland
VZ Verizon Communications Inc 1.18M 20.98K shares 0.89 Common equity Long USA
EQUITY INDEX FUTURE 1.16M 4 contracts 0.89 Equity derivative N/A USA
FNMA TBA 1.12M 1M principal 0.85 ABS-mortgage backed security Long USA
CURRENCY FORWARDS
GOLDMAN SACHS INTL FX
1.1M 1 contracts 0.84 DFE N/A USA
FNMA TBA 1.08M 1M principal 0.82 ABS-mortgage backed security Long USA
CURRENCY FORWARDS
GOLDMAN SACHS INTL FX
1.06M 1 contracts 0.81 DFE N/A USA
CURRENCY FORWARDS
GOLDMAN SACHS INTL FX
1.05M 1 contracts 0.80 DFE N/A USA
FR30 1.04M 995.51K principal 0.79 ABS-mortgage backed security Long USA
GNMA TBA 1.04M 1M principal 0.79 ABS-mortgage backed security Long USA
FNMA TBA 1.04M 1M principal 0.79 ABS-mortgage backed security Short USA
FN30 1.04M 1M principal 0.79 ABS-mortgage backed security Long USA
CURRENCY FORWARDS
NATWEST MARKETS PLC
1.03M 1 contracts 0.79 DFE N/A UK
LMT Lockheed Martin Corp. 1.02M 2.71K shares 0.78 Common equity Long USA
FNMA TBA 1.01M 1M principal 0.77 ABS-mortgage backed security Short USA
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
996.12K 1 contracts 0.76 DFE N/A USA
CURRENCY FORWARDS
CREDIT SUISSE INTERNATIONAL (FX)
976.22K 1 contracts 0.74 DFE N/A USA
GII30 930.62K 894.7K principal 0.71 ABS-mortgage backed security Long USA
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
927.96K 1 contracts 0.71 DFE N/A USA
CURRENCY FORWARDS
STATE STREET B AND T CO
925.58K 1 contracts 0.70 DFE N/A USA
U.S. T BILLS 899.88K 900K principal 0.68 Debt Long USA
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
896.59K 1 contracts 0.68 DFE N/A USA
TJX TJX Companies, Inc. 858.59K 12.74K shares 0.65 Common equity Long USA
GS Goldman Sachs Group, Inc. 846.35K 2.23K shares 0.64 Common equity Long USA
ROKU Roku Inc 838.13K 1.83K shares 0.64 Common equity Long USA
CURRENCY FORWARDS
NATWEST MARKETS PLC
810.18K 1 contracts 0.62 DFE N/A UK
EQUITY INDEX FUTURE 806.44K 7 contracts 0.61 Equity derivative N/A USA
CSCO Cisco Systems, Inc. 800.3K 15.1K shares 0.61 Common equity Long USA
CURRENCY FORWARDS
UBS AG
790.67K 1 contracts 0.60 DFE N/A USA
CURRENCY FORWARDS
BANK OF AMERICA N.A.
766.06K 1 contracts 0.58 DFE N/A USA
HON Honeywell International Inc 761.58K 3.47K shares 0.58 Common equity Long USA
MET Metlife Inc 757.4K 12.66K shares 0.58 Common equity Long USA
F Ford Motor Co. 756.03K 50.88K shares 0.58 Common equity Long USA
ALGN Align Technology, Inc. 744.81K 1.22K shares 0.57 Common equity Long USA
GII30 744.03K 712K principal 0.57 ABS-mortgage backed security Long USA
PEP PepsiCo Inc 725.59K 4.9K shares 0.55 Common equity Long USA
DD DuPont de Nemours Inc 724.71K 9.36K shares 0.55 Common equity Long USA
ADSK Autodesk Inc. 714.57K 2.45K shares 0.54 Common equity Long USA
CURRENCY FORWARDS
UBS AG
705.41K 1 contracts 0.54 DFE N/A USA
CURRENCY FORWARDS
TORONTO-DOMINION BANK/THE
690.23K 1 contracts 0.53 DFE N/A Canada
CURRENCY FORWARDS
UBS AG
673.64K 1 contracts 0.51 DFE N/A USA
WMT Walmart Inc 663.5K 4.71K shares 0.50 Common equity Long USA
VRTX Vertex Pharmaceuticals, Inc. 658.12K 3.26K shares 0.50 Common equity Long USA
CMCSA Comcast Corp 657.33K 11.53K shares 0.50 Common equity Long USA
FTNT Fortinet Inc 655.5K 2.75K shares 0.50 Common equity Long USA
MCD McDonald`s Corp 639.38K 2.77K shares 0.49 Common equity Long USA
CSX CSX Corp. 616.03K 19.2K shares 0.47 Common equity Long USA
EW Edwards Lifesciences Corp 613.76K 5.93K shares 0.47 Common equity Long USA
ABT Abbott Laboratories 606.66K 5.23K shares 0.46 Common equity Long USA
CURRENCY FORWARDS
GOLDMAN SACHS INTL FX
601.45K 1 contracts 0.46 DFE N/A USA
CURRENCY FORWARDS
TORONTO-DOMINION BANK/THE
600.94K 1 contracts 0.46 DFE N/A Canada
MDT Medtronic Plc 573.98K 4.62K shares 0.44 Common equity Long Ireland
CURRENCY FORWARDS
CITIBANK N.A.
566.58K 1 contracts 0.43 DFE N/A USA
CURRENCY FORWARDS
JP MORGANCHASE BANK
558.27K 1 contracts 0.42 DFE N/A USA
MAR Marriott International, Inc. 549.63K 4.03K shares 0.42 Common equity Long USA
CURRENCY FORWARDS
NATWEST MARKETS PLC
537.45K 1 contracts 0.41 DFE N/A UK
MO Altria Group Inc. 536.69K 11.26K shares 0.41 Common equity Long USA
HAL Halliburton Co. 520.15K 22.5K shares 0.40 Common equity Long USA
CURRENCY FORWARDS
NATWEST MARKETS PLC
514.64K 1 contracts 0.39 DFE N/A UK
SO Southern Company 510.76K 8.44K shares 0.39 Common equity Long USA
U.S. T BILLS 499.95K 500K principal 0.38 Debt Long USA
SYF Synchrony Financial 493.01K 10.16K shares 0.38 Common equity Long USA
CURRENCY FORWARDS
JP MORGANCHASE BANK
491.36K 1 contracts 0.37 DFE N/A USA
CURRENCY FORWARDS
STATE STREET B AND T CO
482.22K 1 contracts 0.37 DFE N/A USA
CMI Cummins Inc. 481.77K 1.98K shares 0.37 Common equity Long USA
FIS Fidelity National Information Services, Inc. 479.69K 3.39K shares 0.36 Common equity Long USA
PH Parker-Hannifin Corp. 478.17K 1.56K shares 0.36 Common equity Long USA
WY Weyerhaeuser Co. 477.92K 13.89K shares 0.36 Common equity Long USA
BBY Best Buy Co. Inc. 475.21K 4.13K shares 0.36 Common equity Long USA
CURRENCY FORWARDS
STATE STREET B AND T CO
465K 1 contracts 0.35 DFE N/A USA
CURRENCY FORWARDS
UBS AG
461.11K 1 contracts 0.35 DFE N/A USA
PYPL PayPal Holdings Inc 459.66K 1.58K shares 0.35 Common equity Long USA
CURRENCY FORWARDS
HSBC BANK USA
454.29K 1 contracts 0.35 DFE N/A USA
JNJ Johnson & Johnson 454.19K 2.76K shares 0.35 Common equity Long USA
ODFL Old Dominion Freight Line, Inc. 448.46K 1.77K shares 0.34 Common equity Long USA
CURRENCY FORWARDS
JP MORGANCHASE BANK
448.11K 1 contracts 0.34 DFE N/A USA
HUM Humana Inc. 444.93K 1.01K shares 0.34 Common equity Long USA
CDNS Cadence Design Systems, Inc. 443.98K 3.25K shares 0.34 Common equity Long USA
CURRENCY FORWARDS
JP MORGANCHASE BANK
432.77K 1 contracts 0.33 DFE N/A USA
CURRENCY FORWARDS
TORONTO-DOMINION BANK/THE
432.23K 1 contracts 0.33 DFE N/A Canada
DE Deere & Co. 431.36K 1.22K shares 0.33 Common equity Long USA
EQUITY INDEX FUTURE 428.86K 2 contracts 0.33 Equity derivative N/A USA
CURRENCY FORWARDS
WESTPAC BANKING CORPORATION
422.67K 1 contracts 0.32 DFE N/A USA
CURRENCY FORWARDS
JP MORGANCHASE BANK
421.59K 1 contracts 0.32 DFE N/A USA
AMP Ameriprise Financial Inc 416.87K 1.68K shares 0.32 Common equity Long USA
ORLY O`Reilly Automotive, Inc. 414.47K 732 shares 0.32 Common equity Long USA
CORP. NOTE 410.8K 400K principal 0.31 Debt Long Switzerland
FB Facebook Inc 410.65K 1.18K shares 0.31 Common equity Long USA
HPQ HP Inc 407.38K 13.49K shares 0.31 Common equity Long USA
FN30 405.19K 386.46K principal 0.31 ABS-mortgage backed security Long USA
CURRENCY FORWARDS
TORONTO-DOMINION BANK/THE
389.75K 1 contracts 0.30 DFE N/A Canada
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
387.16K 1 contracts 0.29 DFE N/A USA
ALLY Ally Financial Inc 384.71K 7.72K shares 0.29 Common equity Long USA
CURRENCY FORWARDS
BARCLAYS BANK PLC WHOLESALE, LONDON
383.34K 1 contracts 0.29 DFE N/A UK
MCK Mckesson Corporation 380.19K 1.99K shares 0.29 Common equity Long USA
CURRENCY FORWARDS
BARCLAYS BANK PLC WHOLESALE, LONDON
378.61K 1 contracts 0.29 DFE N/A UK
EXC Exelon Corp. 378.45K 8.54K shares 0.29 Common equity Long USA
LOW Lowe`s Cos., Inc. 374.75K 1.93K shares 0.29 Common equity Long USA
MDLZ Mondelez International Inc. 364.59K 5.84K shares 0.28 Common equity Long USA
CURRENCY FORWARDS
STATE STREET B AND T CO
362.85K 1 contracts 0.28 DFE N/A USA
CURRENCY FORWARDS
HSBC BANK USA
359.86K 1 contracts 0.27 DFE N/A USA
VAR.RT. CORP. BONDS 352.05K 300K principal 0.27 Debt Long USA
VEEV Veeva Systems Inc 349.51K 1.12K shares 0.27 Common equity Long USA
CVX Chevron Corp. 343.44K 3.28K shares 0.26 Common equity Long USA
AEP American Electric Power Company Inc. 331.76K 3.92K shares 0.25 Common equity Long USA
HLT Hilton Worldwide Holdings Inc 330.62K 2.74K shares 0.25 Common equity Long USA
TXG 10x Genomics Inc 324.08K 1.66K shares 0.25 Common equity Long USA
COST Costco Wholesale Corp 323.26K 817 shares 0.25 Common equity Long USA
IT Gartner, Inc. 314.62K 1.3K shares 0.24 Common equity Long USA
GDDY Godaddy Inc 313.06K 3.6K shares 0.24 Common equity Long USA
ORDINARY SHARES
308.9K 820 shares 0.24 Common equity Long Switzerland
SHORT TERM INV FUND 308.25K 308.25K shares 0.23 Short-term investment vehicle Long USA
ABBV Abbvie Inc 305.03K 2.71K shares 0.23 Common equity Long USA
CURRENCY FORWARDS
GOLDMAN SACHS INTL FX
304.73K 1 contracts 0.23 DFE N/A USA
MS Morgan Stanley 304.14K 3.32K shares 0.23 Common equity Long USA
CURRENCY FORWARDS
JP MORGANCHASE BANK
302.07K 1 contracts 0.23 DFE N/A USA
CBRE CBRE Group Inc 299.97K 3.5K shares 0.23 Common equity Long USA
CURRENCY FORWARDS
BARCLAYS BANK PLC WHOLESALE, LONDON
299.37K 1 contracts 0.23 DFE N/A UK
SNPS Synopsys, Inc. 298.68K 1.08K shares 0.23 Common equity Long USA
CURRENCY FORWARDS
CITIBANK N.A.
298.32K 1 contracts 0.23 DFE N/A USA
ORDINARY SHARES
297.64K 3.27K shares 0.23 Common equity Long Switzerland
CURRENCY FORWARDS
WESTPAC BANKING CORPORATION
295.73K 1 contracts 0.22 DFE N/A USA
CURRENCY FORWARDS
HSBC BANK USA
295.45K 1 contracts 0.22 DFE N/A USA
CURRENCY FORWARDS
HSBC BANK USA
290.36K 1 contracts 0.22 DFE N/A USA
SYY Sysco Corp. 289.31K 3.72K shares 0.22 Common equity Long USA
WM Waste Management, Inc. 286.38K 2.04K shares 0.22 Common equity Long USA
CURRENCY FORWARDS
STATE STREET B AND T CO
282.29K 1 contracts 0.21 DFE N/A USA
ATVI Activision Blizzard Inc 277.25K 2.91K shares 0.21 Common equity Long USA
CTSH Cognizant Technology Solutions Corp. 275.52K 3.98K shares 0.21 Common equity Long USA
MPC Marathon Petroleum Corp 273.88K 4.53K shares 0.21 Common equity Long USA
CORPORATE BONDS 267.36K 195K principal 0.20 Debt Long USA
DOCU DocuSign Inc 261.68K 936 shares 0.20 Common equity Long USA
UNP Union Pacific Corp. 257.1K 1.17K shares 0.20 Common equity Long USA
ORDINARY SHARES
257.03K 2.06K shares 0.20 Common equity Long Switzerland
CURRENCY FORWARDS
UBS AG
256.13K 1 contracts 0.19 DFE N/A USA
BAH Booz Allen Hamilton Holding Corp 255.8K 3K shares 0.19 Common equity Long USA
AFL Aflac Inc. 254.62K 4.75K shares 0.19 Common equity Long USA
ORDINARY SHARES
253.42K 13.1K shares 0.19 Common equity Long Netherlands
CURRENCY FORWARDS
JP MORGANCHASE BANK
245.27K 1 contracts 0.19 DFE N/A USA
LH Laboratory Corp. Of America Holdings 243.85K 884 shares 0.19 Common equity Long USA
CURRENCY FORWARDS
BANK OF AMERICA N.A.
243.62K 1 contracts 0.19 DFE N/A USA
CURRENCY FORWARDS
NATWEST MARKETS PLC
242.66K 1 contracts 0.18 DFE N/A UK
ORDINARY SHARES
242.37K 2.89K shares 0.18 Common equity Long Denmark
CURRENCY FORWARDS
WESTPAC BANKING CORPORATION
242.25K 1 contracts 0.18 DFE N/A USA
CURRENCY FORWARDS
HSBC BANK USA
234.62K 1 contracts 0.18 DFE N/A USA
NRG NRG Energy Inc. 234.59K 5.82K shares 0.18 Common equity Long USA
KML Kinder Morgan Canada Ltd 233.03K 12.78K shares 0.18 Common equity Long USA
CURRENCY FORWARDS
TORONTO-DOMINION BANK/THE
232.81K 1 contracts 0.18 DFE N/A Canada
ALL Allstate Corp (The) 229.05K 1.76K shares 0.17 Common equity Long USA
ORDINARY SHARES
227.26K 510 shares 0.17 Common equity Long France
GOVERNMENT BOND 225.75K 200K principal 0.17 Debt Long Indonesia