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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 10.12 | 12.00 | 1.88 |
Bonds | 89.65 | 94.15 | 4.50 |
Convertible | 0.23 | 0.23 | 0.00 |
Name | Net % | Category Average |
---|---|---|
Corporate | 41.85 | 40.81 |
Government | 29.32 | 24.85 |
Securitized | 21.35 | 33.34 |
Cash | 7.55 | 11.43 |
Derivative | -0.44 | 5.42 |
Municipal | 0.14 | 0.45 |
Number of long holdings: 633
Number of short holdings: 13
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
2 Year Treasury Note Future Mar 25 | - | 16.84 | - | - | |
United States Treasury Notes 4.375% | - | 2.36 | - | - | |
United States Treasury Notes 3.375% | - | 1.86 | - | - | |
United States Treasury Notes 3.5% | - | 1.59 | - | - | |
United States Treasury Bills 4.6561% | - | 1.48 | - | - | |
5 Year Treasury Note Future Mar 25 | - | 1.45 | - | - | |
United States Treasury Bills 4.3297% | - | 1.02 | - | - | |
United States Treasury Notes 4.5% | - | 1.00 | - | - | |
Federal Home Loan Mortgage Corp. 5% | - | 0.85 | - | - | |
Ultra 10 Year US Treasury Note Future Mar 25 | - | 0.74 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
Russell Tax Exempt High Yield Bond | 1.58B | 4.78 | -0.66 | - | ||
Russell Strategic Bond S | 1.39B | 0.84 | -3.35 | 1.21 | ||
Russell Investment Grade Bond S | 613.96M | 1.42 | -3.23 | 1.17 | ||
Russell Global Opportunistic CredS | 354.18M | 7.27 | 1.79 | 3.63 | ||
Russell Strategic Bond Y | 270.91M | 2.84 | -2.57 | 1.57 |
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