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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 404.950 | 983.290 | 578.340 |
Convertible | 0.310 | 0.310 | 0.000 |
Preferred | 0.180 | 0.180 | 0.000 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 10.272 | 10.278 |
Price to Book | - | 1.771 |
Price to Sales | 1.315 | 0.916 |
Price to Cash Flow | 6.490 | 5.508 |
Dividend Yield | 0.321 | 6.232 |
5 Years Earnings Growth | - | 11.275 |
Name | Net % | Category Average |
---|---|---|
Cash | 637.992 | 42.796 |
Government | -358.063 | 63.516 |
Securitized | 28.049 | 20.391 |
Corporate | 25.008 | 44.011 |
Derivative | -234.454 | 78.464 |
Number of long holdings: 1,422
Number of short holdings: 893
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Future on 2 Year Treasury Note | - | 14.16 | - | - | |
Future on US Treasury Bond | - | 6.85 | - | - | |
Euro OAT Future Dec 24 | DE000F0Q7BZ5 | 6.15 | - | - | |
Future on Ultra 10 Year US Treasury Note | - | 4.32 | - | - | |
United Kingdom of Great Britain and Northern Ireland 4.75% | GB00BPJJKP77 | 4.15 | - | - | |
Federal National Mortgage Association 6% | - | 3.94 | - | - | |
Federal National Mortgage Association 5% | - | 3.24 | - | - | |
Federal National Mortgage Association 5.5% | - | 2.66 | - | - | |
Federal National Mortgage Association 5% | - | 2.33 | - | - | |
New South Wales Treasury Corporation 3% | AU3SG0001696 | 2.31 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
IE00BPBG5281 | 1.88B | 9.13 | 4.74 | - | ||
IE00BD8BVJ12 | 1.22B | 4.76 | 1.98 | - | ||
IE00BYQMTM22 | 1.22B | 4.77 | 1.99 | - | ||
IE00BD72HH50 | 1.22B | 4.26 | 1.40 | - | ||
IE00BD03DS89 | 686.5M | 5.90 | 6.46 | - |
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