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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 2.240 | 2.280 | 0.040 |
Bonds | 96.300 | 168.960 | 72.660 |
Convertible | 0.790 | 0.790 | 0.000 |
Preferred | 0.670 | 0.670 | 0.000 |
Name | Net % | Category Average |
---|---|---|
Corporate | 92.069 | 73.874 |
Derivative | 0.736 | 54.071 |
Government | 0.571 | 13.819 |
Cash | 2.232 | 12.318 |
Securitized | 1.064 | 5.151 |
Municipal | 0.110 | 0.281 |
Number of long holdings: 686
Number of short holdings: 37
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Us Long Bond(Cbt) Dec24 Xcbt 20241219 | - | 8.91 | - | - | |
2 Year Treasury Note Future Dec 24 | - | 3.97 | - | - | |
Us Ultra Bond Cbt Dec24 Xcbt 20241219 | - | 3.95 | - | - | |
iShares $ Corp Bond USD | IE0032895942 | 3.02 | 103.44 | +0.58% | |
Euro-Schatz Fut Dec24 Xeur 20241206 | - | 2.77 | - | - | |
10 Year Government of Canada Bond Future Dec 24 | - | 2.17 | - | - | |
Bank of America Corp. 5.819% | - | 1.08 | - | - | |
JPMorgan Chase & Co. 4.323% | - | 0.69 | - | - | |
Long Gilt Future Dec 24 | - | 0.65 | - | - | |
The J M Smucker Company 6.2% | - | 0.61 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
GS GlblCreditPrtflioHdgd IO Acc USD | 2.3B | 3.97 | -0.53 | 3.52 | ||
GS GlblCreditPrtflioHdgdBase AccUSD | 2.3B | 3.04 | -1.59 | 2.41 | ||
GS GlblCreditPrtflioHdgdBase IncUSD | 2.3B | 3.06 | -1.53 | 2.43 | ||
GS GlblCreditPrtflioHdgd P Acc USD | 2.3B | 3.50 | -1.09 | 2.95 | ||
GS GlblCreditPrtflioHdgd R Inc USD | 2.3B | 3.57 | -1.01 | 3.02 |
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