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Name | Net % | Long % | Short % |
---|---|---|---|
Stocks | 3.120 | 3.840 | 0.720 |
Bonds | 109.800 | 175.920 | 66.120 |
Convertible | 1.530 | 1.530 | 0.000 |
Preferred | 0.460 | 0.460 | 0.000 |
Other | 11.930 | 17.530 | 5.600 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 14.864 | 14.838 |
Price to Book | 1.805 | 1.834 |
Price to Sales | 0.919 | 0.807 |
Price to Cash Flow | 6.271 | 5.529 |
Dividend Yield | 1.590 | 5.341 |
5 Years Earnings Growth | 14.837 | 10.108 |
Name | Net % | Category Average |
---|---|---|
Derivative | -7.901 | 84.941 |
Government | 28.644 | 71.429 |
Securitized | 48.820 | 20.895 |
Corporate | 42.524 | 49.236 |
Cash | -29.853 | 54.739 |
Municipal | 1.018 | 0.191 |
Number of long holdings: 8,068
Number of short holdings: 1,714
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Three-Month Sofr Future Dec 25 | - | 16.79 | - | - | |
Federal National Mortgage Association | - | 16.65 | - | - | |
Us 5Yr Note Mar 25 | - | 13.79 | - | - | |
Federal National Mortgage Association | - | 6.94 | - | - | |
Us 2Yr Note Mar 25 | - | 6.13 | - | - | |
Federal National Mortgage Association | - | 4.61 | - | - | |
2Y Rtp 3.418000 16-Sep-2025 2 | - | 4.35 | - | - | |
2Y Rtp 3.441000 23-Sep-2025 2 | - | 2.19 | - | - | |
Euro Bobl Future Dec 24 | DE000F0Q7BV4 | 2.19 | - | - | |
Three-Month Sofr Future Jun 25 | - | 1.60 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
LU2267099674 | 1.01B | 5.97 | 1.07 | 3.75 | ||
LU1005243412 | 45.35M | 3.48 | 0.31 | 0.87 | ||
LU1811365292 | 2.29B | 8.03 | 0.24 | - | ||
LU1373035580 | 2.29B | 6.10 | -2.52 | - | ||
LU1373035663 | 2.29B | 6.36 | -2.27 | - |
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