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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 8.11 | 11.35 | 3.24 |
Bonds | 91.66 | 97.17 | 5.51 |
Convertible | 0.23 | 0.23 | 0.00 |
Name | Net % | Category Average |
---|---|---|
Corporate | 43.28 | 41.26 |
Government | 32.39 | 24.06 |
Securitized | 19.21 | 32.31 |
Cash | 7.36 | 11.27 |
Derivative | -2.51 | 5.48 |
Municipal | 0.03 | 0.44 |
Number of long holdings: 716
Number of short holdings: 20
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
2 Year Treasury Note Future Dec 24 | - | 16.56 | - | - | |
United States Treasury Notes 4.5% | - | 3.05 | - | - | |
United States Treasury Notes 4.375% | - | 1.70 | - | - | |
United States 5 Year Treasury Note Futures | - | 1.70 | - | - | |
United States Treasury Notes 4.875% | - | 1.54 | - | - | |
United States 10 Year Treasury Note Futures | - | 1.34 | - | - | |
Long Gilt Futures | - | 0.93 | - | - | |
United States Treasury Bills 4.5651% | - | 0.80 | - | - | |
United States Treasury Notes 4.875% | - | 0.77 | - | - | |
United States Treasury Notes 4.375% | - | 0.74 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
Russell Tax Exempt High Yield Bond | 1.59B | 6.87 | 0.08 | - | ||
Russell Strategic Bond S | 1.39B | 2.56 | -2.89 | 1.39 | ||
Russell Investment Grade Bond S | 616.23M | 3.19 | -2.78 | 1.36 | ||
Russell Global Opportunistic CredS | 343.57M | 7.71 | 2.24 | 3.40 | ||
Russell Strategic Bond Y | 273.93M | 1.76 | -2.79 | 1.54 |
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