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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 15.19 | 15.19 | 0.00 |
Bonds | 84.77 | 84.77 | 0.00 |
Convertible | 0.04 | 0.04 | 0.00 |
Name | Net % | Category Average |
---|---|---|
Corporate | 43.01 | 27.88 |
Government | 42.16 | 25.26 |
Derivative | 8.37 | 6.48 |
Cash | 6.22 | 8.08 |
Securitized | 0.03 | 41.56 |
Number of long holdings: 901
Number of short holdings: 2
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
United States Treasury Notes 4.74271% | - | 1.41 | - | - | |
Federal National Mortgage Association 0.875% | - | 1.34 | - | - | |
United States Treasury Notes 4.76171% | - | 1.24 | - | - | |
United States Treasury Notes 4.83771% | - | 1.20 | - | - | |
United States Treasury Notes 4.79271% | - | 1.20 | - | - | |
United States Treasury Notes 4.76271% | - | 1.20 | - | - | |
United States Treasury Notes 4.71771% | - | 1.20 | - | - | |
United States Treasury Bonds 1.75% | - | 1.04 | - | - | |
Federal Home Loan Mortgage Corp. 6.75% | - | 0.89 | - | - | |
Federal National Mortgage Association 6.25% | - | 0.86 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
DFA Five-Year Global Fixed-Income I | 9.39B | 4.54 | 0.82 | 1.41 | ||
DFA Intermediate Govt Fixed-Income | 6B | 1.31 | -2.61 | 1.11 | ||
DFA Short-Term Extended Quality I | 5.7B | 4.71 | 1.50 | 1.72 | ||
DFA Inflation-Protected Securities | 5.02B | 3.25 | -1.63 | 2.30 | ||
DFA Two-Year Global Fixed-Income I | 4.54B | 4.57 | 2.22 | 1.41 |
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