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Name | Net % | Long % | Short % |
---|---|---|---|
Bonds | 100.750 | 119.050 | 18.300 |
Convertible | 2.440 | 2.440 | 0.000 |
Name | Net % | Category Average |
---|---|---|
Derivative | -0.374 | 54.071 |
Corporate | 82.987 | 73.874 |
Government | 12.036 | 13.819 |
Securitized | 8.048 | 5.151 |
Cash | -4.280 | 12.318 |
Number of long holdings: 778
Number of short holdings: 382
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
US Treasury Bond Future Sept 24 | - | 7.95 | - | - | |
2 Year Treasury Note Future Sept 24 | - | 5.90 | - | - | |
Robeco Transition Emerg Credits Z $ Cap | LU1071420613 | 3.94 | - | - | |
Ultra 10 Year US Treasury Note Future Sept 24 | - | 3.05 | - | - | |
Ultra US Treasury Bond Future Sept 24 | - | 2.56 | - | - | |
Euro Schatz Future June 24 | DE000C75XMW4 | 1.98 | - | - | |
10 Year Government of Canada Bond Future Sept 24 | - | 1.28 | - | - | |
United States Treasury Bills 0% | - | 1.06 | - | - | |
Citibank, N.A. 5.803% | - | 1.01 | - | - | |
Goldman Sachs Group, Inc. 6.484% | - | 1.00 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
LU1025004406 | 2.27B | 7.77 | 2.36 | 4.54 |
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