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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 359.450 | 1,064.070 | 704.620 |
Stocks | 0.080 | 0.090 | 0.010 |
Convertible | 0.350 | 0.350 | 0.000 |
Preferred | 0.190 | 0.190 | 0.000 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | - | 16.456 |
Price to Book | - | 1.777 |
Price to Sales | 0.164 | 0.840 |
Price to Cash Flow | 0.955 | 5.584 |
Dividend Yield | 6.924 | 4.833 |
5 Years Earnings Growth | - | 9.801 |
Name | Net % | Category Average |
---|---|---|
Cash | 661.460 | 46.374 |
Government | -316.349 | 66.311 |
Securitized | 31.324 | 20.418 |
Corporate | 25.707 | 50.162 |
Derivative | -303.820 | 84.896 |
Number of long holdings: 1,413
Number of short holdings: 934
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Future on 10 Year Treasury Note | - | 11.21 | - | - | |
Euro OAT Future Mar 25 | DE000F01NAJ6 | 7.68 | - | - | |
Federal National Mortgage Association 6% | - | 4.73 | - | - | |
United Kingdom of Great Britain and Northern Ireland 4.75% | GB00BPJJKP77 | 4.41 | - | - | |
Future on Ultra 10 Year US Treasury Note | - | 3.97 | - | - | |
Future on 2 Year Treasury Note | - | 3.87 | - | - | |
Future on Long Gilt | - | 3.64 | - | - | |
Federal National Mortgage Association 5% | - | 3.44 | - | - | |
Future on 2 Year Government of Canada Bond | - | 3.42 | - | - | |
United States Treasury Bonds 3.125% | - | 2.93 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
IE00BPBG5281 | 2.37B | 10.96 | 5.14 | - | ||
IE00BYNFXN35 | 1.13B | 1.90 | 1.10 | - | ||
IE00BD8BVJ12 | 1.13B | 5.52 | 2.22 | - | ||
IE00BYQMTM22 | 1.13B | 5.53 | 2.22 | - | ||
IE00BD03DS89 | 953.47M | 8.27 | 7.24 | - |
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