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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 1.70 | 2.19 | 0.49 |
Bonds | 105.14 | 105.63 | 0.49 |
Convertible | 1.75 | 1.75 | 0.00 |
Name | Net % | Category Average |
---|---|---|
Securitized | 50.67 | 28.21 |
Corporate | 48.39 | 42.27 |
Government | 7.00 | 22.15 |
Cash | 1.70 | 13.16 |
Municipal | 0.82 | 1.97 |
Number of long holdings: 295
Number of short holdings: 7
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Freddie Mac Mortgage-Backed Securities: 4.00% 06/01/46 — | - | 6.93 | - | - | |
Fannie Mae Mortgage-Backed Securities: 4.50% 02/01/48 — | - | 4.84 | - | - | |
Fannie Mae Mortgage-Backed Securities: 4.00% 01/01/48 — | - | 4.16 | - | - | |
Freddie Mac Mortgage-Backed Securities: 3.50% 09/01/44 — | - | 3.47 | - | - | |
Fannie Mae Mortgage-Backed Securities: 3.50% 02/01/45 — | - | 2.94 | - | - | |
Ginnie Mae Mortgage-Backed Securities: 3.50% 06/15/43 — | - | 2.58 | - | - | |
Santander Drive Auto Receivables Trust: Series2017-2,classb, 2.21% | - | 1.35 | - | - | |
JPMorgan Chase & Co. 3.3% | - | 1.31 | - | - | |
Fannie Mae Mortgage-Backed Securities: 3.00% 08/01/46 — | - | 1.29 | - | - | |
Fannie Mae Mortgage-Backed Securities: 5.00% 08/01/35 — | - | 1.29 | - | - |
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