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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 0.980 | 21.840 | 20.860 |
Bonds | 97.050 | 115.380 | 18.330 |
Convertible | 1.350 | 1.350 | 0.000 |
Other | 0.610 | 1.160 | 0.550 |
Name | Net % | Category Average |
---|---|---|
Corporate | 86.232 | 70.702 |
Government | 6.313 | 15.111 |
Cash | 20.620 | 17.108 |
Derivative | -17.154 | 51.609 |
Securitized | 2.138 | 4.110 |
Municipal | 0.151 | 0.237 |
Number of long holdings: 1,258
Number of short holdings: 272
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Future on US Treasury Bond | - | 6.90 | - | - | |
Future on 2 Year Treasury Note | - | 5.22 | - | - | |
Euro Schatz Future Dec 24 | DE000F0Q7BW2 | 3.19 | - | - | |
Future on 5 Year Treasury Note | - | 1.87 | - | - | |
US ULTRA BOND CBT MAR25 XCBT 20250320 | - | 1.23 | - | - | |
DBI0CH4S TRS USD R E | - | 1.07 | - | - | |
ILF USD Liquidity 2 | IE00B04TWD92 | 1.01 | - | - | |
Bund Tf 0,5% Fb25 Eur | DE0001102374 | 0.86 | 99.97 | +0.01% | |
United States Treasury Bonds 4.625% | - | 0.69 | - | - | |
United States Treasury Notes 3.75% | - | 0.60 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
Mercer Medium Term Infl Lnkd M4 | 1.93B | -0.19 | -7.64 | -0.55 | ||
Mercer Medium Term Infl Lnkd M1 | 1.93B | -0.17 | -7.44 | -0.34 | ||
Mercer Medium Term Infl Lnkd M3 | 1.93B | -0.18 | -7.54 | -0.45 | ||
Mercer Medium Term Infl Lnkd M6 | 1.93B | -0.20 | -7.81 | -0.74 | ||
IE00BMW4TD96 | 1.63B | 4.79 | -0.72 | - |
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