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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 1.610 | 21.360 | 19.750 |
Stocks | 0.430 | 0.430 | 0.000 |
Bonds | 97.570 | 98.150 | 0.580 |
Convertible | 0.040 | 0.040 | 0.000 |
Preferred | 0.350 | 0.350 | 0.000 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 16.061 | 11.412 |
Price to Book | 0.779 | 1.462 |
Price to Sales | 1.754 | 1.591 |
Price to Cash Flow | 8.023 | 8.189 |
Dividend Yield | - | 4.434 |
5 Years Earnings Growth | 2.049 | 11.777 |
Name | Net % | Category Average |
---|---|---|
Corporate | 88.482 | 84.056 |
Cash | 10.057 | 16.696 |
Government | 7.146 | 8.869 |
Securitized | 2.401 | 1.149 |
Derivative | -9.009 | 43.265 |
Number of long holdings: 1,373
Number of short holdings: 157
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
United States Treasury Notes 4.375% | - | 1.74 | - | - | |
Euro Schatz Future Dec 24 | DE000F0Q7BW2 | 1.57 | - | - | |
Euro Bobl Future Dec 24 | DE000F0Q7BV4 | 1.26 | - | - | |
US 5 Year Note (CBT) Dec14 | - | 0.95 | - | - | |
Future on 10 Year Treasury Note | - | 0.75 | - | - | |
United States Treasury Bills 0% | - | 0.57 | - | - | |
B96SC1NX4 CDS USD R V 03MEVENT 1 CCPCDX | - | 0.46 | - | - | |
Virgin Media Secured Finance PLC 4.125% | XS2010031214 | 0.45 | - | - | |
Venture Global LNG Inc. 9.5% | - | 0.45 | - | - | |
Zegona Finance PLC 6.75% | XS2859406139 | 0.44 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
Mercer Global Buy Maint Cred Cl M | 1.43B | 3.06 | -3.68 | 0.49 | ||
IE00B92WLS13 | 1.43B | 1.67 | -4.17 | - | ||
IE00BMVFV598 | 1.43B | 2.02 | -3.78 | - | ||
IE00BF12WD64 | 1.43B | 1.80 | -4.07 | - | ||
IE00BRK97X76 | 1.43B | 1.60 | -4.25 | 0.25 |
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