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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 59.640 | 322.370 | 262.730 |
Bonds | 36.390 | 177.750 | 141.360 |
Convertible | 0.080 | 0.080 | 0.000 |
Other | 3.900 | 6.130 | 2.230 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 13.401 | 9.058 |
Price to Book | 1.730 | 1.046 |
Price to Sales | 2.154 | 1.180 |
Price to Cash Flow | 15.760 | 7.711 |
Dividend Yield | - | 4.337 |
5 Years Earnings Growth | - | 17.195 |
Name | Net % | Category Average |
---|---|---|
Derivative | 1.780 | 90.070 |
Government | -19.984 | 78.927 |
Cash | 56.466 | 32.901 |
Securitized | 29.335 | 13.104 |
Corporate | 27.834 | 28.162 |
Municipal | 0.335 | 0.210 |
Number of long holdings: 2,861
Number of short holdings: 462
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Us 5Yr Note Dec 24 | - | 10.19 | - | - | |
10 Year Treasury Note Future Dec 24 | - | 10.05 | - | - | |
Us Long Bond Dec 24 | - | 5.21 | - | - | |
Jpn 10Yr Bond (Ose) Dec 24 | - | 4.15 | - | - | |
2Y Rtr 3.700000 24-Oct-2024 2 | - | 2.91 | - | - | |
Germany 1.3 15-Oct-2027 | DE0001030740 | 2.29 | 98.340 | +0.02% | |
China (People's Republic Of) | CND10004R999 | 1.45 | - | - | |
Federal National Mortgage Association | - | 1.34 | - | - | |
Euro Bobl Future Dec 24 | DE000F0Q7BV4 | 1.33 | - | - | |
10Y Rtr 3.450000 23-Oct-2024 10 | - | 1.22 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
iShares EM GovBnd IndEx LU I2 GBP H | 2.09B | 7.65 | -0.83 | - | ||
BlackRockEuro CorpBond D2 GBPHdgd | 1.95B | 6.19 | 0.58 | - | ||
BlackRockEuro CorpBond A2 GBPHdgd | 1.95B | 5.62 | 0.15 | - | ||
BlackRockEuro CorpBond I2 GBPHdgd | 1.95B | 6.21 | 0.72 | - | ||
BlackRockEMLocalCurrBond I2 GBP | 1.61B | -3.12 | 1.46 | 0.40 |
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