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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 16.480 | 27.880 | 11.400 |
Bonds | 81.370 | 112.240 | 30.870 |
Convertible | 0.110 | 0.110 | 0.000 |
Preferred | 2.000 | 2.000 | 0.000 |
Other | 0.030 | 4.030 | 4.000 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | - | 21.288 |
Price to Book | - | 1.915 |
Price to Sales | 0.067 | 2.299 |
Price to Cash Flow | 0.470 | 236.073 |
Dividend Yield | - | 8.031 |
5 Years Earnings Growth | - | 14.142 |
Name | Net % | Category Average |
---|---|---|
Securitized | 61.777 | 21.554 |
Government | 2.147 | 45.215 |
Corporate | 30.637 | 57.024 |
Derivative | -0.096 | 36.840 |
Cash | 4.657 | 24.840 |
Municipal | 0.699 | 0.412 |
Number of long holdings: 1,237
Number of short holdings: 110
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
United States Treasury Bills | - | 6.58 | - | - | |
Federal National Mortgage Association | - | 4.44 | - | - | |
F/C Us 10yr Note (Cbt)mar24 | - | 3.56 | - | - | |
F/C Us 5yr Note (Cbt) Mar24 | - | 3.14 | - | - | |
United States Treasury Bills | - | 2.68 | - | - | |
Trs Iboxhy Index /Long/ | - | 2.11 | - | - | |
Federal National Mortgage Association | - | 2.07 | - | - | |
Federal National Mortgage Association | - | 1.91 | - | - | |
Trs Iboxig Index /Long/ | - | 1.90 | - | - | |
Federal National Mortgage Association | - | 1.65 | - | - |
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