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Name | Net % | Long % | Short % |
---|---|---|---|
Bonds | 306.92 | 306.92 | 0.00 |
Name | Net % | Category Average |
---|---|---|
Government | 280.21 | 94.32 |
Cash | -210.57 | 61.25 |
Derivative | 30.40 | 11.63 |
Number of long holdings: 14
Number of short holdings: 3
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Ultra 10 Year US Treasury Note Future Dec 24 | - | 71.66 | - | - | |
5 Year Treasury Note Future Dec 24 | - | 65.27 | - | - | |
2 Year Treasury Note Future Dec 24 | - | 38.14 | - | - | |
Us Long Bond(Cbt) Dec24 | - | 34.08 | - | - | |
10 Year Treasury Note Future Dec 24 | - | 29.37 | - | - | |
Ultra US Treasury Bond Future Dec 24 | - | 21.85 | - | - | |
United States Treasury Notes 5.23% | - | 15.66 | - | - | |
Japan (Government Of) 0% | JP1742371Q61 | 4.19 | - | - | |
United States Treasury Notes 5.53% | - | 0.00 | - | - | |
Japan (Government Of) 0% | JP1742181Q38 | 0.00 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
GMO Emerging Country Debt IV | 1.24B | 3.12 | 5.96 | 5.39 | ||
GMO Emerging Country Debt III | 923.19M | 3.16 | 5.91 | 5.34 | ||
GMO US Treasury | 233.05M | 0.54 | 4.06 | 1.92 | ||
GMO Opportunistic Income VI | 205.33M | 6.11 | 3.62 | 3.80 | ||
GMO Asset Allocation Bond III | 19.35K | 0.88 | -3.82 | 0.70 |
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