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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 16.980 | 65.030 | 48.050 |
Bonds | 82.480 | 171.300 | 88.820 |
Convertible | 0.540 | 0.540 | 0.000 |
Name | Net % | Category Average |
---|---|---|
Government | 71.567 | 47.208 |
Derivative | 22.980 | 37.984 |
Corporate | 27.102 | 57.599 |
Securitized | 13.481 | 22.309 |
Cash | -35.669 | 25.240 |
Number of long holdings: 642
Number of short holdings: 144
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
2 Year Treasury Note Future Mar 25 | - | 22.28 | - | - | |
United States Treasury Notes 3.125% | - | 8.60 | - | - | |
Mexico (United Mexican States) 5.5% | MX0MGO0001C8 | 4.76 | - | - | |
10 Year Government of Canada Bond Future Mar 25 | - | 4.64 | - | - | |
Euro Schatz Future Mar 25 | DE000F01NAF4 | 3.67 | - | - | |
5 Year Treasury Note Future Mar 25 | - | 3.57 | - | - | |
China (People's Republic Of) 2.62% | CND10005NWW9 | 2.79 | - | - | |
China (People's Republic Of) 3.27% | CND10003VNX4 | 2.69 | - | - | |
United States Treasury Notes 3.875% | - | 2.54 | - | - | |
United States Treasury Notes 3.5% | - | 2.46 | - | - |
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