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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 8.680 | 106.170 | 97.490 |
Bonds | 88.110 | 113.320 | 25.210 |
Convertible | 3.210 | 3.210 | 0.000 |
Name | Net % | Category Average |
---|---|---|
Cash | 54.677 | 69.750 |
Corporate | 85.500 | 28.700 |
Government | 0.455 | 88.179 |
Securitized | 2.153 | 21.220 |
Derivative | -45.997 | 86.943 |
Number of long holdings: 419
Number of short holdings: 96
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Future on 2 Year Treasury Note | - | 20.95 | - | - | |
Future on 10 Year Japanese Government Bond | - | 1.73 | - | - | |
New York Life Global Funding 4.95% | XS2730682528 | 1.33 | - | - | |
Future on 2 Year Government of Canada Bond | - | 1.15 | - | - | |
Goldman Sachs Group, Inc. 5.798% | - | 1.01 | - | - | |
Novartis Capital Corporation 3.8% | - | 0.94 | - | - | |
PPG Industries, Inc. 1.2% | - | 0.93 | - | - | |
Electricite de France SA 5.65% | - | 0.91 | - | - | |
LG Energy Solution Ltd. 5.625% | - | 0.90 | - | - | |
Roche Holdings, Inc. 5.338% | - | 0.90 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
IE00BG5J0D64 | 1.65B | 2.57 | 4.00 | - | ||
IE00BMVT2V41 | 1.65B | 2.57 | 3.91 | - | ||
IE00BD72HG44 | 1.45B | 1.01 | -3.32 | - | ||
IE00BDD15W71 | 1.45B | 3.38 | -1.63 | - | ||
IE00BF0GK354 | 1.45B | 6.42 | 1.66 | - |
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