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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 11.73 | 11.73 | 0.00 |
Bonds | 87.79 | 95.27 | 7.48 |
Convertible | 0.06 | 0.06 | 0.00 |
Preferred | 0.41 | 0.41 | 0.00 |
Name | Net % | Category Average |
---|---|---|
Government | 44.65 | 25.26 |
Corporate | 22.14 | 27.88 |
Securitized | 21.41 | 41.56 |
Cash | 11.73 | 8.08 |
Derivative | -0.09 | 6.48 |
Municipal | 0.10 | 2.59 |
Number of long holdings: 1,350
Number of short holdings: 3
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Us 5yr Note (Cbt) Dec24 Xcbt 20241231 | - | 17.33 | - | - | |
United States Treasury Notes 0.75% | - | 4.09 | - | - | |
Ultra 10 Year US Treasury Note Future Dec 24 | - | 3.93 | - | - | |
Federal National Mortgage Association 2.5% | - | 3.44 | - | - | |
Federal National Mortgage Association 2% | - | 2.65 | - | - | |
United States Treasury Notes 4.25% | - | 2.35 | - | - | |
United States Treasury Notes 3.875% | - | 2.22 | - | - | |
United States Treasury Notes 4.625% | - | 1.81 | - | - | |
United States Treasury Notes 3.5% | - | 1.51 | - | - | |
United States Treasury Notes 4% | - | 1.50 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
Elfun Income | 137.63M | -2.09 | -3.31 | 1.49 |
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