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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 4.160 | 4.160 | 0.000 |
Bonds | 95.750 | 138.410 | 42.660 |
Convertible | 0.080 | 0.080 | 0.000 |
Name | Net % | Category Average |
---|---|---|
Corporate | 65.109 | 57.024 |
Government | 9.240 | 45.215 |
Securitized | 20.992 | 21.554 |
Cash | 4.164 | 24.840 |
Derivative | 0.028 | 36.840 |
Municipal | 0.265 | 0.412 |
Number of long holdings: 876
Number of short holdings: 18
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
2 Year Treasury Note Future Dec 24 | - | 9.96 | - | - | |
United States Treasury Notes 3.75% | - | 5.68 | - | - | |
United States Treasury Notes 0.38% | - | 1.73 | - | - | |
Federal National Mortgage Association 5% | - | 1.43 | - | - | |
Federal National Mortgage Association 5% | - | 1.40 | - | - | |
Federal National Mortgage Association 5.5% | - | 1.35 | - | - | |
Federal National Mortgage Association 5.5% | - | 0.81 | - | - | |
Federal Home Loan Mortgage Corp. 5.5% | - | 0.73 | - | - | |
Ford Credit Auto Owner Trust 3.19% | - | 0.64 | - | - | |
United States Treasury Notes 0.25% | - | 0.54 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
IE00BJ7BP033 | 5.51B | 3.66 | -0.16 | 0.40 |
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