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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 34.660 | 123.900 | 89.240 |
Stocks | 0.630 | 2.610 | 1.980 |
Bonds | 63.710 | 336.230 | 272.520 |
Convertible | 1.620 | 1.620 | 0.000 |
Preferred | 0.440 | 0.440 | 0.000 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 13.952 | 13.844 |
Price to Book | 1.368 | 1.944 |
Price to Sales | 0.811 | 2.410 |
Price to Cash Flow | 5.482 | 237.020 |
Dividend Yield | 2.220 | 7.889 |
5 Years Earnings Growth | 18.636 | 14.137 |
Name | Net % | Category Average |
---|---|---|
Basic Materials | 18.840 | 11.524 |
Consumer Cyclical | 17.190 | 25.422 |
Technology | 13.190 | 30.492 |
Financial Services | 11.310 | 49.489 |
Communication Services | 10.980 | 13.211 |
Energy | 7.380 | 48.995 |
Utilities | 7.250 | 13.242 |
Real Estate | 4.280 | 37.388 |
Consumer Defensive | 3.940 | 15.863 |
Healthcare | 3.040 | 25.612 |
Industrials | 2.610 | 24.701 |
Number of long holdings: 5,628
Number of short holdings: 1,351
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Federal National Mortgage Association 3.5% | - | 19.15 | - | - | |
Euro Bobl Future Dec 24 | DE000F0Q7BV4 | 3.61 | - | - | |
2Y Rtr 4.000000 24-Oct-2024 2 | - | 2.12 | - | - | |
Federal National Mortgage Association 6% | - | 1.43 | - | - | |
Fnma Pass-Thru I 4% | - | 1.07 | - | - | |
Federal National Mortgage Association 4.5% | - | 0.98 | - | - | |
10Y Rtr 3.750000 23-Oct-2024 10 | - | 0.97 | - | - | |
10 Year Australian Treasury Bond Future Dec 24 | - | 0.87 | - | - | |
Spain 3.5 31-May-2029 | ES0000012M51 | 0.72 | 104.410 | +0.14% | |
United States Treasury Bonds 3.25% | - | 0.65 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
BlackRock FixedIncomeGlblOppD2 SGDH | 7.45M | 3.42 | 0.85 | 2.09 | ||
BlackRock FixedIncomeGlblOppA2 SGDH | 107.02M | 2.98 | 0.36 | 1.58 | ||
LU1847653497 | 384.29M | 6.68 | 1.16 | - | ||
BlackRock EM Local Cur Bond A6 Inc | 4.5M | -4.66 | -1.22 | - |
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