Fund profile
Fund manager
Total assets
$10.59 mm
Liabilities
$317.62 k
Net assets
$10.27 mm
Number of holdings
195.00
195 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
SHORT TERM INV FUND | 8.38 mm | 8.38 mm shares | 81.60 | Short-term investment vehicle | Long | USA |
GOVERNMENT FUTURES | 1.91 mm | 16.00 contracts | 18.65 | Interest rate derivative | N/A | USA |
CURRENCY FORWARDS
JP MORGANCHASE BANK
|
1.56 mm | 1.00 contracts | 15.23 | DFE | N/A | USA |
EQUITY INDEX FUTURE | 1.43 mm | 7.00 contracts | 13.91 | Equity derivative | N/A | USA |
Total Return Swap
JP MORGANCHASE BANK
|
1.37 mm | 158.00 contracts | 13.35 | Equity derivative | N/A | USA |
GOVERNMENT FUTURES | 1.08 mm | 1.00 contracts | 10.49 | Interest rate derivative | N/A | Japan |
CURRENCY FORWARDS
JP MORGANCHASE BANK
|
830.85 k | 1.00 contracts | 8.09 | DFE | N/A | USA |
Total Return Swap
BANK OF AMERICA N.A.
|
585.08 k | 43.00 contracts | 5.70 | Equity derivative | N/A | USA |
Total Return Swap
BANK OF AMERICA N.A.
|
580.06 k | 2.03 k contracts | 5.65 | Equity derivative | N/A | USA |
EQUITY INDEX FUTURE | 494.95 k | 5.00 contracts | 4.82 | Equity derivative | N/A | USA |
GOVERNMENT FUTURES | 467.38 k | 5.00 contracts | 4.55 | Interest rate derivative | N/A | Canada |
GOVERNMENT FUTURES | 439.80 k | 3.00 contracts | 4.28 | Interest rate derivative | N/A | Germany |
GOVERNMENT FUTURES | 426.28 k | 3.00 contracts | 4.15 | Interest rate derivative | N/A | Germany |
Total Return Swap
CITIBANK N.A.
|
381.83 k | 44.00 contracts | 3.72 | Equity derivative | N/A | USA |
GOVERNMENT FUTURES | 379.62 k | 3.00 contracts | 3.70 | Interest rate derivative | N/A | UK |
GOVERNMENT FUTURES | 372.43 k | 3.00 contracts | 3.63 | Interest rate derivative | N/A | Germany |
U.S. T BILLS | 299.65 k | 300.00 k principal | 2.92 | Debt | Long | USA |
CURRENCY FORWARDS
CITIBANK N.A.
|
289.71 k | 1.00 contracts | 2.82 | DFE | N/A | USA |
CURRENCY FORWARDS
CITIBANK N.A.
|
276.92 k | 1.00 contracts | 2.70 | DFE | N/A | USA |
SHORT TERM INV FUND | 140.00 k | 140.00 k shares | 1.36 | Short-term investment vehicle | Long | USA |
U.S. T BILLS | 99.95 k | 100.00 k principal | 0.97 | Debt | Long | USA |
U.S. T BILLS | 99.79 k | 100.00 k principal | 0.97 | Debt | Long | USA |
LEVERAGED COMMODITY LINKED NOTES | 87.20 k | 96.00 k shares | 0.85 | Commodity | Long | USA |
CURRENCY FORWARDS
UBS AG
|
86.58 k | 1.00 contracts | 0.84 | DFE | N/A | USA |
CURRENCY FORWARDS
JP MORGANCHASE BANK
|
59.65 k | 1.00 contracts | 0.58 | DFE | N/A | USA |
CURRENCY FORWARDS
UBS AG
|
58.19 k | 1.00 contracts | 0.57 | DFE | N/A | USA |
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
|
55.30 k | 1.00 contracts | 0.54 | DFE | N/A | USA |
CURRENCY FORWARDS
WESTPAC BANKING CORPORATION
|
52.53 k | 1.00 contracts | 0.51 | DFE | N/A | USA |
CURRENCY FORWARDS
WESTPAC BANKING CORPORATION
|
52.53 k | 1.00 contracts | 0.51 | DFE | N/A | USA |
CURRENCY FORWARDS
HSBC BANK USA
|
49.09 k | 1.00 contracts | 0.48 | DFE | N/A | USA |
CURRENCY FORWARDS
WESTPAC BANKING CORPORATION
|
37.18 k | 1.00 contracts | 0.36 | DFE | N/A | USA |
CURRENCY FORWARDS
NATWEST MARKETS PLC
|
36.11 k | 1.00 contracts | 0.35 | DFE | N/A | UK |
CURRENCY FORWARDS
BARCLAYS BANK PLC WHOLESALE, LONDON
|
34.60 k | 1.00 contracts | 0.34 | DFE | N/A | UK |
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
|
31.07 k | 1.00 contracts | 0.30 | DFE | N/A | USA |
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
|
31.07 k | 1.00 contracts | 0.30 | DFE | N/A | USA |
CURRENCY FORWARDS
GOLDMAN SACHS INTL FX
|
31.07 k | 1.00 contracts | 0.30 | DFE | N/A | USA |
CURRENCY FORWARDS
GOLDMAN SACHS INTL FX
|
31.07 k | 1.00 contracts | 0.30 | DFE | N/A | USA |
CURRENCY FORWARDS
STATE STREET B AND T CO
|
29.35 k | 1.00 contracts | 0.29 | DFE | N/A | USA |
CURRENCY FORWARDS
HSBC BANK USA
|
28.48 k | 1.00 contracts | 0.28 | DFE | N/A | USA |
CURRENCY FORWARDS
HSBC BANK USA
|
27.82 k | 1.00 contracts | 0.27 | DFE | N/A | USA |
ORDINARY SHARES
|
26.65 k | 82.00 shares | 0.26 | Common equity | Long | Switzerland |
CURRENCY FORWARDS
BANK OF AMERICA N.A.
|
26.17 k | 1.00 contracts | 0.25 | DFE | N/A | USA |
ORDINARY SHARES
|
25.79 k | 206.00 shares | 0.25 | Common equity | Long | Denmark |
CURRENCY FORWARDS
STATE STREET B AND T CO
|
25.57 k | 1.00 contracts | 0.25 | DFE | N/A | USA |
ORDINARY SHARES
|
24.52 k | 275.00 shares | 0.24 | Common equity | Long | Switzerland |
ORDINARY SHARES
|
24.19 k | 827.00 shares | 0.24 | Common equity | Long | UK |
CURRENCY FORWARDS
NATWEST MARKETS PLC
|
23.68 k | 1.00 contracts | 0.23 | DFE | N/A | UK |
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
|
22.43 k | 1.00 contracts | 0.22 | DFE | N/A | USA |
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
|
22.43 k | 1.00 contracts | 0.22 | DFE | N/A | USA |
CURRENCY FORWARDS
STATE STREET B AND T CO
|
19.72 k | 1.00 contracts | 0.19 | DFE | N/A | USA |
CURRENCY FORWARDS
GOLDMAN SACHS INTL FX
|
19.29 k | 1.00 contracts | 0.19 | DFE | N/A | USA |
ORDINARY SHARES
|
19.19 k | 3.21 k shares | 0.19 | Common equity | Long | UK |
ORDINARY SHARES
|
17.02 k | 45.00 shares | 0.17 | Common equity | Long | France |
ORDINARY SHARES
|
16.44 k | 10.00 shares | 0.16 | Common equity | Long | France |
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
|
16.26 k | 1.00 contracts | 0.16 | DFE | N/A | USA |
CURRENCY FORWARDS
TORONTO-DOMINION BANK/THE
|
16.26 k | 1.00 contracts | 0.16 | DFE | N/A | Canada |
CURRENCY FORWARDS
STATE STREET B AND T CO
|
15.18 k | 1.00 contracts | 0.15 | DFE | N/A | USA |
ORDINARY SHARES
|
14.64 k | 123.00 shares | 0.14 | Common equity | Long | Switzerland |
ORDINARY SHARES
|
14.56 k | 2.45 k shares | 0.14 | Common equity | Long | Spain |
ORDINARY SHARES
|
14.47 k | 773.00 shares | 0.14 | Common equity | Long | Sweden |
ORDINARY SHARES
|
14.32 k | 916.00 shares | 0.14 | Common equity | Long | Netherlands |
ORDINARY SHARES
|
14.31 k | 2.12 k shares | 0.14 | Common equity | Long | Switzerland |
ORDINARY SHARES
|
13.87 k | 641.00 shares | 0.14 | Common equity | Long | Australia |
ORDINARY SHARES
|
13.61 k | 1.20 k shares | 0.13 | Common equity | Long | Japan |
ORDINARY SHARES
|
13.58 k | 100.00 shares | 0.13 | Common equity | Long | Japan |
ORDINARY SHARES
|
13.41 k | 23.29 k shares | 0.13 | Common equity | Long | UK |
ORDINARY SHARES
|
13.27 k | 200.00 shares | 0.13 | Common equity | Long | Japan |
ORDINARY SHARES
|
13.14 k | 4.35 k shares | 0.13 | Common equity | Long | Spain |
ORDINARY SHARES
|
13.01 k | 13.00 shares | 0.13 | Common equity | Long | Switzerland |
ORDINARY SHARES
|
13.00 k | 500.00 shares | 0.13 | Common equity | Long | Singapore |
PREFERRED | 12.96 k | 89.00 shares | 0.13 | Preferred equity | Long | Germany |
ORDINARY SHARES
|
12.95 k | 100.00 shares | 0.13 | Common equity | Long | Japan |
ORDINARY SHARES
|
12.91 k | 277.00 shares | 0.13 | Common equity | Long | France |
ORDINARY SHARES
|
12.75 k | 331.00 shares | 0.12 | Common equity | Long | Norway |
ORDINARY SHARES
|
12.58 k | 325.00 shares | 0.12 | Common equity | Long | Switzerland |
ORDINARY SHARES
|
12.56 k | 1.32 k shares | 0.12 | Common equity | Long | Germany |
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
|
12.55 k | 1.00 contracts | 0.12 | DFE | N/A | USA |
ORDINARY SHARES
|
12.54 k | 286.00 shares | 0.12 | Common equity | Long | Germany |
ORDINARY SHARES
|
12.54 k | 488.00 shares | 0.12 | Common equity | Long | UK |
ORDINARY SHARES
|
12.39 k | 298.00 shares | 0.12 | Common equity | Long | UK |
ORDINARY SHARES
|
12.39 k | 600.00 shares | 0.12 | Common equity | Long | Japan |
CURRENCY FORWARDS
HSBC BANK USA
|
12.33 k | 1.00 contracts | 0.12 | DFE | N/A | USA |
ORDINARY SHARES
|
12.19 k | 1.23 k shares | 0.12 | Common equity | Long | UK |
ORDINARY SHARES
|
12.18 k | 420.00 shares | 0.12 | Common equity | Long | Netherlands |
ORDINARY SHARES
|
11.97 k | 400.00 shares | 0.12 | Common equity | Long | Japan |
ORDINARY SHARES
|
11.78 k | 65.00 shares | 0.11 | Common equity | Long | Germany |
ORDINARY SHARES
|
11.73 k | 1.50 k shares | 0.11 | Common equity | Long | Japan |
ORDINARY SHARES
|
11.46 k | 474.00 shares | 0.11 | Common equity | Long | Australia |
ORDINARY SHARES
|
11.33 k | 137.00 shares | 0.11 | Common equity | Long | France |
CURRENCY FORWARDS
CITIBANK N.A.
|
11.31 k | 1.00 contracts | 0.11 | DFE | N/A | USA |
ORDINARY SHARES
|
11.08 k | 400.00 shares | 0.11 | Common equity | Long | Japan |
CURRENCY FORWARDS
UBS AG
|
11.02 k | 1.00 contracts | 0.11 | DFE | N/A | USA |
ORDINARY SHARES
|
10.92 k | 421.00 shares | 0.11 | Common equity | Long | Spain |
ORDINARY SHARES
|
10.70 k | 3.96 k shares | 0.10 | Common equity | Long | Australia |
ORDINARY SHARES
|
10.66 k | 807.00 shares | 0.10 | Common equity | Long | Australia |
ORDINARY SHARES
|
10.57 k | 268.00 shares | 0.10 | Common equity | Long | Germany |
ORDINARY SHARES
|
10.35 k | 100.00 shares | 0.10 | Common equity | Long | Japan |
ORDINARY SHARES
|
10.27 k | 400.00 shares | 0.10 | Common equity | Long | Japan |
ORDINARY SHARES
|
10.07 k | 13.00 shares | 0.10 | Common equity | Long | France |
CURRENCY FORWARDS
STATE STREET B AND T CO
|
9.99 k | 1.00 contracts | 0.10 | DFE | N/A | USA |
ORDINARY SHARES
|
9.98 k | 88.00 shares | 0.10 | Common equity | Long | UK |
ORDINARY SHARES
|
9.97 k | 1.08 k shares | 0.10 | Common equity | Long | Israel |
ORDINARY SHARES
|
9.71 k | 209.00 shares | 0.09 | Common equity | Long | UK |
ORDINARY SHARES
|
9.69 k | 585.00 shares | 0.09 | Common equity | Long | UK |
ORDINARY SHARES
|
9.44 k | 139.00 shares | 0.09 | Common equity | Long | UK |
ORDINARY SHARES
|
9.44 k | 230.00 shares | 0.09 | Common equity | Long | UK |
ORDINARY SHARES
|
9.29 k | 73.00 shares | 0.09 | Common equity | Long | France |
ORDINARY SHARES
|
9.26 k | 1.13 k shares | 0.09 | Common equity | Long | Australia |
ORDINARY SHARES
|
8.83 k | 168.00 shares | 0.09 | Common equity | Long | Italy |
ORDINARY SHARES
|
8.27 k | 400.00 shares | 0.08 | Common equity | Long | Japan |
ORDINARY SHARES
|
7.98 k | 200.00 shares | 0.08 | Common equity | Long | Japan |
ORDINARY SHARES
|
7.72 k | 348.00 shares | 0.08 | Common equity | Long | Australia |
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
|
7.38 k | 1.00 contracts | 0.07 | DFE | N/A | USA |
ORDINARY SHARES
|
7.30 k | 96.00 shares | 0.07 | Common equity | Long | Denmark |
ORDINARY SHARES
|
7.10 k | 614.00 shares | 0.07 | Common equity | Long | Australia |
ORDINARY SHARES
|
7.07 k | 587.00 shares | 0.07 | Common equity | Long | Australia |
ORDINARY SHARES
|
7.05 k | 379.00 shares | 0.07 | Common equity | Long | Switzerland |
ORDINARY SHARES
|
7.02 k | 1.30 k shares | 0.07 | Common equity | Long | UK |
ORDINARY SHARES
|
6.81 k | 1.13 k shares | 0.07 | Common equity | Long | Hong Kong |
ORDINARY SHARES
|
6.79 k | 2.21 k shares | 0.07 | Common equity | Long | Netherlands |
ORDINARY SHARES
|
6.66 k | 300.00 shares | 0.06 | Common equity | Long | Japan |
ORDINARY SHARES
|
6.66 k | 26.00 shares | 0.06 | Common equity | Long | Switzerland |
ORDINARY SHARES
|
6.55 k | 3.00 shares | 0.06 | Common equity | Long | Denmark |
ORDINARY SHARES
|
6.38 k | 200.00 shares | 0.06 | Common equity | Long | Japan |
ORDINARY SHARES
|
6.38 k | 100.00 shares | 0.06 | Common equity | Long | Japan |
ORDINARY SHARES
|
6.33 k | 100.00 shares | 0.06 | Common equity | Long | Japan |
ORDINARY SHARES
|
6.17 k | 200.00 shares | 0.06 | Common equity | Long | Japan |
ORDINARY SHARES
|
6.06 k | 61.00 shares | 0.06 | Common equity | Long | France |
ORDINARY SHARES
|
5.91 k | 3.77 k shares | 0.06 | Common equity | Long | UK |
ORDINARY SHARES
|
5.86 k | 1.00 k shares | 0.06 | Common equity | Long | Hong Kong |
ORDINARY SHARES
|
5.53 k | 300.00 shares | 0.05 | Common equity | Long | Japan |
ORDINARY SHARES
|
5.51 k | 348.00 shares | 0.05 | Common equity | Long | Finland |
ORDINARY SHARES
|
5.47 k | 9.00 shares | 0.05 | Common equity | Long | Netherlands |
ORDINARY SHARES
|
5.41 k | 134.00 shares | 0.05 | Common equity | Long | Germany |
ORDINARY SHARES
|
5.33 k | 11.00 shares | 0.05 | Common equity | Long | Switzerland |
ORDINARY SHARES
|
5.27 k | 100.00 shares | 0.05 | Common equity | Long | Japan |
ORDINARY SHARES
|
5.10 k | 28.00 shares | 0.05 | Common equity | Long | France |
ORDINARY SHARES
|
4.92 k | 123.00 shares | 0.05 | Common equity | Long | Ireland |
ORDINARY SHARES
|
4.84 k | 114.00 shares | 0.05 | Common equity | Long | Netherlands |
ORDINARY SHARES
|
4.74 k | 491.00 shares | 0.05 | Common equity | Long | UK |
ORDINARY SHARES
|
4.68 k | 300.00 shares | 0.05 | Common equity | Long | Japan |
ORDINARY SHARES
|
4.64 k | 300.00 shares | 0.05 | Common equity | Long | Japan |
ORDINARY SHARES
|
4.55 k | 835.00 shares | 0.04 | Common equity | Long | Italy |
ORDINARY SHARES
|
4.48 k | 100.00 shares | 0.04 | Common equity | Long | Japan |
ORDINARY SHARES
|
4.47 k | 33.00 shares | 0.04 | Common equity | Long | UK |
CURRENCY FORWARDS
CITIBANK N.A.
|
4.46 k | 1.00 contracts | 0.04 | DFE | N/A | USA |
ORDINARY SHARES
|
4.32 k | 176.00 shares | 0.04 | Common equity | Long | Italy |
ORDINARY SHARES
|
4.15 k | 118.00 shares | 0.04 | Common equity | Long | Italy |
ORDINARY SHARES
|
4.13 k | 100.00 shares | 0.04 | Common equity | Long | Japan |
ORDINARY SHARES
|
4.05 k | 2.91 k shares | 0.04 | Common equity | Long | Australia |
ORDINARY SHARES
|
3.99 k | 665.00 shares | 0.04 | Common equity | Long | Israel |
ORDINARY SHARES
|
3.70 k | 100.00 shares | 0.04 | Common equity | Long | Japan |
ORDINARY SHARES
|
3.65 k | 38.00 shares | 0.04 | Common equity | Long | France |
ORDINARY SHARES
|
3.55 k | 6.00 k shares | 0.03 | Common equity | Long | Hong Kong |
ORDINARY SHARES
|
3.24 k | 514.00 shares | 0.03 | Common equity | Long | Sweden |
ORDINARY SHARES
|
3.23 k | 200.00 shares | 0.03 | Common equity | Long | Japan |
ORDINARY SHARES
|
3.15 k | 100.00 shares | 0.03 | Common equity | Long | Japan |
ORDINARY SHARES
|
2.98 k | 80.00 shares | 0.03 | Common equity | Long | Israel |
ORDINARY SHARES
|
2.92 k | 100.00 shares | 0.03 | Common equity | Long | Japan |
ORDINARY SHARES
|
2.86 k | 124.00 shares | 0.03 | Common equity | Long | Sweden |
ORDINARY SHARES
|
2.86 k | 100.00 shares | 0.03 | Common equity | Long | Japan |
ORDINARY SHARES
|
2.68 k | 400.00 shares | 0.03 | Common equity | Long | Singapore |
ORDINARY SHARES
|
2.66 k | 961.00 shares | 0.03 | Common equity | Long | Australia |
ORDINARY SHARES
|
2.63 k | 122.00 shares | 0.03 | Common equity | Long | Finland |
ORDINARY SHARES
|
2.43 k | 100.00 shares | 0.02 | Common equity | Long | Japan |
ORDINARY SHARES
|
2.42 k | 27.00 shares | 0.02 | Common equity | Long | France |
ORDINARY SHARES
|
2.38 k | 128.00 shares | 0.02 | Common equity | Long | Sweden |
ORDINARY SHARES
|
2.35 k | 21.00 shares | 0.02 | Common equity | Long | France |
PREFERRED | 2.25 k | 37.00 shares | 0.02 | Preferred equity | Long | Germany |
ORDINARY SHARES
|
2.23 k | 14.00 shares | 0.02 | Common equity | Long | France |
ORDINARY SHARES
|
2.12 k | 1.20 k shares | 0.02 | Common equity | Long | Hong Kong |
ORDINARY SHARES
|
2.12 k | 35.00 shares | 0.02 | Common equity | Long | Australia |
ORDINARY SHARES
|
2.10 k | 52.00 shares | 0.02 | Common equity | Long | France |
ORDINARY SHARES
|
2.08 k | 80.00 shares | 0.02 | Common equity | Long | Sweden |
ORDINARY SHARES
|
2.07 k | 15.00 shares | 0.02 | Common equity | Long | UK |
ORDINARY SHARES
|
2.03 k | 100.00 shares | 0.02 | Common equity | Long | Japan |
ORDINARY SHARES
|
1.98 k | 39.00 shares | 0.02 | Common equity | Long | Finland |
PREFERRED | 1.86 k | 5.00 shares | 0.02 | Preferred equity | Long | Germany |
ORDINARY SHARES
|
1.77 k | 16.00 shares | 0.02 | Common equity | Long | Netherlands |
ORDINARY SHARES
|
1.76 k | 35.00 shares | 0.02 | Common equity | Long | UK |
ORDINARY SHARES
|
1.67 k | 52.00 shares | 0.02 | Common equity | Long | Australia |
ORDINARY SHARES
|
1.55 k | 322.00 shares | 0.02 | Common equity | Long | UK |
ORDINARY SHARES
|
1.47 k | 100.00 shares | 0.01 | Common equity | Long | Japan |
ORDINARY SHARES
|
1.32 k | 35.00 shares | 0.01 | Common equity | Long | Sweden |
ORDINARY SHARES
|
1.32 k | 68.00 shares | 0.01 | Common equity | Long | Norway |
ORDINARY SHARES
|
1.29 k | 30.00 shares | 0.01 | Common equity | Long | Netherlands |
ORDINARY SHARES
|
1.27 k | 20.00 shares | 0.01 | Common equity | Long | France |
ORDINARY SHARES
|
1.05 k | 527.00 shares | 0.01 | Common equity | Long | Australia |
ORDINARY SHARES
|
1.02 k | 52.00 shares | 0.01 | Common equity | Long | Norway |
ORDINARY SHARES
|
821.74 | 4.00 shares | 0.01 | Common equity | Long | Australia |
CURRENCY FORWARDS
JP MORGANCHASE BANK
|
588.33 | 1.00 contracts | 0.01 | DFE | N/A | USA |
ORDINARY SHARES
|
561.39 | 2.00 shares | 0.01 | Common equity | Long | Netherlands |
ORDINARY SHARES
|
504.48 | 24.00 shares | 0.00 | Common equity | Long | Israel |
ORDINARY SHARES
|
305.45 | 3.00 shares | 0.00 | Common equity | Long | France |
ORDINARY SHARES
|
0.11 | 400.00 shares | 0.00 | Common equity | Long | Thailand |