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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 3.980 | 40.230 | 36.250 |
Bonds | 94.140 | 108.970 | 14.830 |
Convertible | 1.230 | 1.230 | 0.000 |
Other | 0.660 | 1.820 | 1.160 |
Name | Net % | Category Average |
---|---|---|
Corporate | 87.512 | 73.874 |
Cash | 20.339 | 12.318 |
Government | 0.178 | 13.819 |
Derivative | -13.242 | 54.071 |
Securitized | 2.086 | 5.151 |
Municipal | 0.143 | 0.281 |
Number of long holdings: 1,339
Number of short holdings: 400
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Future on 2 Year Treasury Note | - | 2.46 | - | - | |
Future on Ultra US Treasury Bond | - | 1.83 | - | - | |
Future on US Treasury Bond | - | 1.42 | - | - | |
Future on 10 Year Treasury Note | - | 1.28 | - | - | |
Euro Schatz Future Dec 24 | DE000F0Q7BW2 | 1.26 | - | - | |
BCS11D4S CDS USD R V 03MEVENT DCS11D4S_PRO CCPCDX | - | 1.08 | - | - | |
DBI0CH4S TRS USD R E | - | 1.03 | - | - | |
iShares $ Corp Bond USD | IE0032895942 | 0.85 | 103.30 | +0.04% | |
United States Treasury Bonds 4.625% | - | 0.66 | - | - | |
United States Treasury Notes 3.75% | - | 0.56 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
IE00BD72HG44 | 1.83B | 2.36 | -3.10 | - | ||
IE00BG5J0D64 | 1.61B | 10.56 | 1.97 | - | ||
IE00BMVT2V41 | 1.61B | 10.49 | 1.88 | - | ||
IE00BDCJPF54 | 1.33B | 7.32 | 3.04 | - | ||
IE00BF0GK354 | 1.33B | 6.59 | 1.96 | - |
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