Fund profile
Fund manager
Total assets
$108.69 mm
Liabilities
$8.40 mm
Net assets
$100.29 mm
Number of holdings
1.32 k
Top 200 of 1318 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
EQUITY INDEX FUTURE | 13.26 mm | 55.00 contracts | 13.22 | Equity derivative | N/A | USA |
SHORT TERM INV FUND | 7.89 mm | 7.89 mm shares | 7.86 | Short-term investment vehicle | Long | USA |
AAPL Apple Inc | 4.54 mm | 23.59 k shares | 4.53 | Common equity | Long | USA |
GOVERNMENT FUTURES | 4.53 mm | 22.00 contracts | 4.52 | Interest rate derivative | N/A | USA |
GOVERNMENT FUTURES | 4.13 mm | 38.00 contracts | 4.12 | Interest rate derivative | N/A | USA |
Total Return Swap
GOLDMAN SACHS INTERNATIONAL
|
4.08 mm | 27.56 k contracts | 4.06 | Equity derivative | N/A | USA |
Total Return Swap
GOLDMAN SACHS INTERNATIONAL
|
3.79 mm | 27.89 k contracts | 3.78 | Equity derivative | N/A | USA |
EQUITY INDEX FUTURE | 3.17 mm | 31.00 contracts | 3.16 | Equity derivative | N/A | USA |
MSFT Microsoft Corporation | 3.14 mm | 8.35 k shares | 3.13 | Common equity | Long | USA |
Total Return Swap
BARCLAYS BANK PLC
|
3.06 mm | 28.44 k contracts | 3.05 | Equity derivative | N/A | USA |
Total Return Swap
BARCLAYS BANK PLC
|
3.05 mm | 25.31 k contracts | 3.04 | Equity derivative | N/A | USA |
FNMA TBA | 2.56 mm | 3.00 mm principal | 2.55 | ABS-mortgage backed security | Long | USA |
GOOG Alphabet Inc - Ordinary Shares | 2.55 mm | 18.25 k shares | 2.54 | Common equity | Long | USA |
GOVERNMENT FUTURES | 2.26 mm | 20.00 contracts | 2.25 | Interest rate derivative | N/A | USA |
NVDA NVIDIA Corp | 2.19 mm | 4.42 k shares | 2.18 | Common equity | Long | USA |
GOVERNMENT FUTURES | 2.00 mm | 15.00 contracts | 2.00 | Interest rate derivative | N/A | USA |
AMZN Amazon.com Inc. | 1.95 mm | 12.82 k shares | 1.94 | Common equity | Long | USA |
GOVERNMENT FUTURES | 1.50 mm | 12.00 contracts | 1.49 | Interest rate derivative | N/A | USA |
META Meta Platforms Inc - Ordinary Shares | 1.34 mm | 3.78 k shares | 1.33 | Common equity | Long | USA |
LLY Lilly(Eli) & Co | 1.29 mm | 2.22 k shares | 1.29 | Common equity | Long | USA |
MRK Merck & Co Inc | 1.16 mm | 10.63 k shares | 1.16 | Common equity | Long | USA |
ADBE Adobe Inc | 1.08 mm | 1.81 k shares | 1.07 | Common equity | Long | USA |
WMT Walmart Inc | 1.08 mm | 6.84 k shares | 1.07 | Common equity | Long | USA |
JPM JPMorgan Chase & Co. | 1.04 mm | 6.13 k shares | 1.04 | Common equity | Long | USA |
FNMA TBA | 1.02 mm | 1.00 mm principal | 1.02 | ABS-mortgage backed security | Short | USA |
FNMA TBA | 990.00 k | 1.00 mm principal | 0.99 | ABS-mortgage backed security | Long | USA |
QCOM Qualcomm, Inc. | 989.41 k | 6.84 k shares | 0.99 | Common equity | Long | USA |
NFLX Netflix Inc. | 935.30 k | 1.92 k shares | 0.93 | Common equity | Long | USA |
FNMA TBA | 921.95 k | 1.00 mm principal | 0.92 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 917.97 k | 1.00 mm principal | 0.92 | ABS-mortgage backed security | Long | USA |
FN30 | 907.58 k | 913.83 k principal | 0.90 | ABS-mortgage backed security | Long | USA |
GNMA TBA | 905.97 k | 1.00 mm principal | 0.90 | ABS-mortgage backed security | Long | USA |
U.S. T BILLS | 897.23 k | 900.00 k principal | 0.89 | Debt | Long | USA |
KO Coca-Cola Co | 879.24 k | 14.92 k shares | 0.88 | Common equity | Long | USA |
MMM 3M Co. | 867.02 k | 7.93 k shares | 0.86 | Common equity | Long | USA |
ADP Automatic Data Processing Inc. | 852.44 k | 3.66 k shares | 0.85 | Common equity | Long | USA |
ABT Abbott Laboratories | 844.35 k | 7.67 k shares | 0.84 | Common equity | Long | USA |
BKNG Booking Holdings Inc | 830.05 k | 234.00 shares | 0.83 | Common equity | Long | USA |
VRTX Vertex Pharmaceuticals, Inc. | 819.07 k | 2.01 k shares | 0.82 | Common equity | Long | USA |
CDNS Cadence Design Systems, Inc. | 818.20 k | 3.00 k shares | 0.82 | Common equity | Long | USA |
XOM Exxon Mobil Corp. | 781.54 k | 7.82 k shares | 0.78 | Common equity | Long | USA |
C Citigroup Inc | 758.43 k | 14.74 k shares | 0.76 | Common equity | Long | USA |
PYPL PayPal Holdings Inc | 750.74 k | 12.23 k shares | 0.75 | Common equity | Long | USA |
UBER Uber Technologies Inc | 744.87 k | 12.10 k shares | 0.74 | Common equity | Long | USA |
FN30 | 707.56 k | 830.79 k principal | 0.71 | ABS-mortgage backed security | Long | USA |
ORLY O`Reilly Automotive, Inc. | 682.16 k | 718.00 shares | 0.68 | Common equity | Long | USA |
DFS Discover Financial Services | 590.44 k | 5.25 k shares | 0.59 | Common equity | Long | USA |
MRO Marathon Oil Corporation | 583.80 k | 24.16 k shares | 0.58 | Common equity | Long | USA |
EXPE Expedia Group Inc | 556.46 k | 3.67 k shares | 0.55 | Common equity | Long | USA |
AIG American International Group Inc | 545.18 k | 8.05 k shares | 0.54 | Common equity | Long | USA |
FR30 | 537.97 k | 595.43 k principal | 0.54 | ABS-mortgage backed security | Long | USA |
HCA HCA Healthcare Inc | 515.65 k | 1.91 k shares | 0.51 | Common equity | Long | USA |
CSCO Cisco Systems, Inc. | 513.18 k | 10.16 k shares | 0.51 | Common equity | Long | USA |
GII30P | 503.48 k | 494.78 k principal | 0.50 | ABS-mortgage backed security | Long | USA |
WFC Wells Fargo & Co. | 483.44 k | 9.82 k shares | 0.48 | Common equity | Long | USA |
TSLA Tesla Inc | 455.46 k | 1.83 k shares | 0.45 | Common equity | Long | USA |
CAH Cardinal Health, Inc. | 454.41 k | 4.51 k shares | 0.45 | Common equity | Long | USA |
MET Metlife Inc | 433.09 k | 6.55 k shares | 0.43 | Common equity | Long | USA |
GII30 | 428.36 k | 469.66 k principal | 0.43 | ABS-mortgage backed security | Long | USA |
KIOR Kior Inc | 422.07 k | 8.11 k shares | 0.42 | Common equity | Long | USA |
UNP Union Pacific Corp. | 418.05 k | 1.70 k shares | 0.42 | Common equity | Long | USA |
VST Vistra Corp | 409.70 k | 10.64 k shares | 0.41 | Common equity | Long | USA |
PG Procter & Gamble Co. | 385.11 k | 2.63 k shares | 0.38 | Common equity | Long | USA |
LNG Cheniere Energy Inc. | 372.49 k | 2.18 k shares | 0.37 | Common equity | Long | USA |
ABBV Abbvie Inc | 371.62 k | 2.40 k shares | 0.37 | Common equity | Long | USA |
MPC Marathon Petroleum Corp | 369.12 k | 2.49 k shares | 0.37 | Common equity | Long | USA |
T AT&T, Inc. | 365.30 k | 21.77 k shares | 0.36 | Common equity | Long | USA |
VRT Vertiv Holdings Co - Ordinary Shares | 350.57 k | 7.30 k shares | 0.35 | Common equity | Long | USA |
BA Boeing Co. | 344.59 k | 1.32 k shares | 0.34 | Common equity | Long | USA |
GII30 | 328.50 k | 360.17 k principal | 0.33 | ABS-mortgage backed security | Long | USA |
ORDINARY SHARES
|
315.99 k | 3.06 k shares | 0.32 | Common equity | Long | Denmark |
MA Mastercard Incorporated - Ordinary Shares | 314.76 k | 738.00 shares | 0.31 | Common equity | Long | USA |
Broadcom Pte. Ltd. | 311.43 k | 279.00 shares | 0.31 | Common equity | Long | USA |
EIX Edison International | 300.40 k | 4.20 k shares | 0.30 | Common equity | Long | USA |
AMP Ameriprise Financial Inc | 297.03 k | 782.00 shares | 0.30 | Common equity | Long | USA |
ORDINARY SHARES
|
273.31 k | 362.00 shares | 0.27 | Common equity | Long | Netherlands |
EQH Equitable Holdings Inc | 261.07 k | 7.84 k shares | 0.26 | Common equity | Long | USA |
CURRENCY FORWARDS
GOLDMAN SACHS INTL FX
|
255.18 k | 1.00 contracts | 0.25 | DFE | N/A | USA |
CURRENCY FORWARDS
GOLDMAN SACHS INTL FX
|
255.13 k | 1.00 contracts | 0.25 | DFE | N/A | USA |
ELV Elevance Health Inc | 254.17 k | 539.00 shares | 0.25 | Common equity | Long | USA |
BLDR Builders Firstsource Inc | 244.23 k | 1.46 k shares | 0.24 | Common equity | Long | USA |
Leidos Holdings, Inc. | 243.76 k | 2.25 k shares | 0.24 | Common equity | Long | USA |
INCY Incyte Corp. | 238.48 k | 3.80 k shares | 0.24 | Common equity | Long | USA |
ORDINARY SHARES
|
229.50 k | 2.27 k shares | 0.23 | Common equity | Long | Switzerland |
Cigna Holding Co | 228.48 k | 763.00 shares | 0.23 | Common equity | Long | USA |
ROST Ross Stores, Inc. | 224.47 k | 1.62 k shares | 0.22 | Common equity | Long | USA |
ORDINARY SHARES
|
222.30 k | 767.00 shares | 0.22 | Common equity | Long | Switzerland |
CORPORATE BONDS | 207.91 k | 195.00 k principal | 0.21 | Debt | Long | USA |
FN30 | 202.99 k | 224.67 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
SNPS Synopsys, Inc. | 202.36 k | 393.00 shares | 0.20 | Common equity | Long | USA |
CURRENCY FORWARDS
JP MORGANCHASE BANK
|
200.72 k | 1.00 contracts | 0.20 | DFE | N/A | USA |
GOVERNMENT BOND | 199.75 k | 200.00 k principal | 0.20 | Debt | Long | Indonesia |
CURRENCY FORWARDS
CITIBANK N.A.
|
199.48 k | 1.00 contracts | 0.20 | DFE | N/A | USA |
HUM Humana Inc. | 199.15 k | 435.00 shares | 0.20 | Common equity | Long | USA |
U.S. T BILLS | 198.51 k | 200.00 k principal | 0.20 | Debt | Long | USA |
C Citigroup Inc | 194.42 k | 204.00 k principal | 0.19 | Debt | Long | USA |
BAC Bank Of America Corp. | 193.27 k | 5.74 k shares | 0.19 | Common equity | Long | USA |
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
|
191.04 k | 1.00 contracts | 0.19 | DFE | N/A | USA |
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
|
190.68 k | 1.00 contracts | 0.19 | DFE | N/A | USA |
DOCU DocuSign Inc | 189.70 k | 3.19 k shares | 0.19 | Common equity | Long | USA |
RGA Reinsurance Group Of America, Inc. | 182.81 k | 1.13 k shares | 0.18 | Common equity | Long | USA |
VAR.RT. CORP. BONDS | 176.43 k | 185.00 k principal | 0.18 | Debt | Long | USA |
MCD McDonald`s Corp | 173.75 k | 586.00 shares | 0.17 | Common equity | Long | USA |
ORDINARY SHARES
|
172.68 k | 3.57 k shares | 0.17 | Common equity | Long | UK |
SHORT TERM INV FUND | 170.00 k | 170.00 k shares | 0.17 | Short-term investment vehicle | Long | USA |
BRK.A Berkshire Hathaway Inc. - Ordinary Shares | 169.06 k | 474.00 shares | 0.17 | Common equity | Long | USA |
VAR.RT. CORP. BONDS | 167.48 k | 200.00 k principal | 0.17 | Debt | Long | Spain |
ORDINARY SHARES
|
167.14 k | 4.00 k shares | 0.17 | Common equity | Long | Japan |
VAR.RT. CORP. BONDS | 161.58 k | 185.00 k principal | 0.16 | Debt | Long | USA |
EQR Equity Residential Properties Trust | 160.18 k | 2.62 k shares | 0.16 | Common equity | Long | USA |
ORDINARY SHARES
|
159.81 k | 852.00 shares | 0.16 | Common equity | Long | Germany |
ORDINARY SHARES
|
158.50 k | 26.82 k shares | 0.16 | Common equity | Long | UK |
GS Goldman Sachs Group, Inc. | 155.85 k | 404.00 shares | 0.16 | Common equity | Long | USA |
ORDINARY SHARES
|
153.70 k | 3.60 k shares | 0.15 | Common equity | Long | Japan |
TJX TJX Companies, Inc. | 152.91 k | 1.63 k shares | 0.15 | Common equity | Long | USA |
PERPETUAL BONDS | 151.40 k | 157.00 k principal | 0.15 | Debt | Long | USA |
EXEL Exelixis Inc | 148.86 k | 6.21 k shares | 0.15 | Common equity | Long | USA |
LYB LyondellBasell Industries NV - Ordinary Shares | 146.33 k | 1.54 k shares | 0.15 | Common equity | Long | USA |
GDDY Godaddy Inc - Ordinary Shares | 144.17 k | 1.36 k shares | 0.14 | Common equity | Long | USA |
ORDINARY SHARES
|
141.09 k | 2.70 k shares | 0.14 | Common equity | Long | Japan |
ORDINARY SHARES
|
141.05 k | 7.64 k shares | 0.14 | Common equity | Long | UK |
ORDINARY SHARES
|
140.07 k | 66.00 shares | 0.14 | Common equity | Long | France |
ORDINARY SHARES
|
136.81 k | 1.10 k shares | 0.14 | Common equity | Long | Japan |
ORDINARY SHARES
|
134.65 k | 5.74 k shares | 0.13 | Common equity | Long | Netherlands |
ORDINARY SHARES
|
134.52 k | 1.95 k shares | 0.13 | Common equity | Long | Ireland |
ORDINARY SHARES
|
133.42 k | 3.06 k shares | 0.13 | Common equity | Long | Spain |
ORDINARY SHARES
|
132.51 k | 320.00 shares | 0.13 | Common equity | Long | Germany |
VAR.RT. CORP. BONDS | 131.82 k | 150.00 k principal | 0.13 | Debt | Long | USA |
ORDINARY SHARES
|
131.23 k | 7.64 k shares | 0.13 | Common equity | Long | Australia |
ORDINARY SHARES
|
130.53 k | 5.62 k shares | 0.13 | Common equity | Long | Sweden |
ORDINARY SHARES
|
130.25 k | 10.53 k shares | 0.13 | Common equity | Long | Finland |
GOVERNMENT BOND | 129.35 k | 130.00 k principal | 0.13 | Debt | Long | Dominican Republic |
ORDINARY SHARES
|
129.26 k | 1.75 k shares | 0.13 | Common equity | Long | France |
ORDINARY SHARES
|
126.68 k | 3.40 k shares | 0.13 | Common equity | Long | Japan |
ORDINARY SHARES
|
126.26 k | 13.86 k shares | 0.13 | Common equity | Long | Spain |
VAR.RT. CORP. BONDS | 125.58 k | 150.00 k principal | 0.13 | Debt | Long | USA |
ORDINARY SHARES
|
125.47 k | 999.00 shares | 0.13 | Common equity | Long | France |
WY Weyerhaeuser Co. | 123.33 k | 3.55 k shares | 0.12 | Common equity | Long | USA |
ORDINARY SHARES
|
123.27 k | 4.54 k shares | 0.12 | Common equity | Long | Italy |
ORDINARY SHARES
|
123.04 k | 500.00 shares | 0.12 | Common equity | Long | Japan |
ORDINARY SHARES
|
122.67 k | 3.99 k shares | 0.12 | Common equity | Long | UK |
ORDINARY SHARES
|
119.83 k | 241.00 shares | 0.12 | Common equity | Long | France |
ORDINARY SHARES
|
118.48 k | 1.27 k shares | 0.12 | Common equity | Long | France |
ORDINARY SHARES
|
118.10 k | 3.73 k shares | 0.12 | Common equity | Long | Norway |
AMT American Tower Corp. | 117.17 k | 125.00 k principal | 0.12 | Debt | Long | USA |
ORDINARY SHARES
|
114.50 k | 1.02 k shares | 0.11 | Common equity | Long | Switzerland |
ORDINARY SHARES
|
113.81 k | 4.01 k shares | 0.11 | Common equity | Long | Luxembourg |
ORDINARY SHARES
|
113.71 k | 4.10 k shares | 0.11 | Common equity | Long | Australia |
ORDINARY SHARES
|
113.69 k | 4.50 k shares | 0.11 | Common equity | Long | Singapore |
GS Goldman Sachs Group, Inc. | 113.18 k | 117.00 k principal | 0.11 | Debt | Long | USA |
MTG MGIC Investment Corp | 113.12 k | 5.86 k shares | 0.11 | Common equity | Long | USA |
AMAT Applied Materials Inc. | 111.34 k | 687.00 shares | 0.11 | Common equity | Long | USA |
GII30 | 111.22 k | 110.04 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
ORDINARY SHARES
|
111.15 k | 3.87 k shares | 0.11 | Common equity | Long | Netherlands |
ORDINARY SHARES
|
110.60 k | 2.43 k shares | 0.11 | Common equity | Long | Italy |
CURRENCY FORWARDS
JP MORGANCHASE BANK
|
109.24 k | 1.00 contracts | 0.11 | DFE | N/A | USA |
ORDINARY SHARES
|
109.23 k | 1.94 k shares | 0.11 | Common equity | Long | Switzerland |
ORDINARY SHARES
|
108.84 k | 8.11 k shares | 0.11 | Common equity | Long | Germany |
SPG Simon Property Group, Inc. | 108.55 k | 761.00 shares | 0.11 | Common equity | Long | USA |
ORDINARY SHARES
|
107.92 k | 3.15 k shares | 0.11 | Common equity | Long | Australia |
PM Philip Morris International Inc | 106.31 k | 1.13 k shares | 0.11 | Common equity | Long | USA |
ORDINARY SHARES
|
106.26 k | 4.62 k shares | 0.11 | Common equity | Long | UK |
ORDINARY SHARES
|
105.52 k | 121.47 k shares | 0.11 | Common equity | Long | UK |
VAR.RT. CORP. BONDS | 105.36 k | 120.00 k principal | 0.11 | Debt | Long | USA |
CURRENCY FORWARDS
NATWEST MARKETS PLC
|
105.20 k | 1.00 contracts | 0.10 | DFE | N/A | UK |
CORP CMO | 104.69 k | 117.00 k principal | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
ORDINARY SHARES
|
104.61 k | 3.00 k shares | 0.10 | Common equity | Long | Japan |
ORDINARY SHARES
|
104.02 k | 5.70 k shares | 0.10 | Common equity | Long | Japan |
ORDINARY SHARES
|
103.85 k | 6.60 k shares | 0.10 | Common equity | Long | Japan |
ORDINARY SHARES
|
102.78 k | 744.00 shares | 0.10 | Common equity | Long | Denmark |
KLAC KLA Corp. | 102.31 k | 176.00 shares | 0.10 | Common equity | Long | USA |
EQUITY OTC INDEX OPTION | 100.57 k | 657.00 contracts | 0.10 | Equity derivative | N/A | USA |
ORDINARY SHARES
|
98.96 k | 855.00 shares | 0.10 | Common equity | Long | Switzerland |
CORP CMO | 98.69 k | 97.77 k principal | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
ORDINARY SHARES
|
98.56 k | 23.61 k shares | 0.10 | Common equity | Long | Spain |
AXP American Express Co. | 97.98 k | 523.00 shares | 0.10 | Common equity | Long | USA |
BA Boeing Co. | 97.04 k | 90.00 k principal | 0.10 | Debt | Long | USA |
ORDINARY SHARES
|
96.93 k | 1.94 k shares | 0.10 | Common equity | Long | Finland |
ORDINARY SHARES
|
93.99 k | 4.10 k shares | 0.09 | Common equity | Long | Japan |
CORP. NOTE | 93.35 k | 102.00 k principal | 0.09 | Debt | Long | USA |
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
|
93.11 k | 1.00 contracts | 0.09 | DFE | N/A | USA |
ORDINARY SHARES
|
92.87 k | 25.47 k shares | 0.09 | Common equity | Long | Australia |
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
|
91.55 k | 1.00 contracts | 0.09 | DFE | N/A | USA |
ORDINARY SHARES
|
90.72 k | 4.30 k shares | 0.09 | Common equity | Long | Japan |
ORDINARY SHARES
|
89.86 k | 1.50 k shares | 0.09 | Common equity | Long | Japan |
ORDINARY SHARES
|
89.64 k | 10.00 k shares | 0.09 | Common equity | Long | Israel |
ORDINARY SHARES
|
89.59 k | 2.50 k shares | 0.09 | Common equity | Long | Japan |
PEP PepsiCo Inc | 89.34 k | 526.00 shares | 0.09 | Common equity | Long | USA |
ORDINARY SHARES
|
88.52 k | 11.89 k shares | 0.09 | Common equity | Long | Italy |
CORPORATE STEP UP | 87.92 k | 73.00 k principal | 0.09 | Debt | Long | Netherlands |
FN30 | 87.73 k | 91.32 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
GII30 | 86.58 k | 85.41 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
ORDINARY SHARES
|
86.44 k | 560.00 shares | 0.09 | Common equity | Long | France |
CORPORATE BONDS | 86.31 k | 90.00 k principal | 0.09 | Debt | Long | USA |
SMAR Smartsheet Inc - Ordinary Shares | 83.83 k | 1.75 k shares | 0.08 | Common equity | Long | USA |
IRDM Iridium Communications Inc | 83.06 k | 2.02 k shares | 0.08 | Common equity | Long | USA |
CORP CMO | 79.63 k | 75.46 k principal | 0.08 | ABS-collateralized bond/debt obligation | Long | USA |
CORPORATE BONDS | 79.04 k | 90.00 k principal | 0.08 | Debt | Long | USA |
ORDINARY SHARES
|
78.96 k | 13.16 k shares | 0.08 | Common equity | Long | Switzerland |
ORDINARY SHARES
|
77.73 k | 43.45 k shares | 0.08 | Common equity | Long | UK |