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Name | Net % | Long % | Short % |
---|---|---|---|
Stocks | 23.260 | 24.920 | 1.660 |
Bonds | 313.690 | 1,201.920 | 888.230 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 15.081 | 16.348 |
Price to Book | 2.082 | 2.504 |
Price to Sales | 2.245 | 1.920 |
Price to Cash Flow | 8.585 | 9.312 |
Dividend Yield | 3.419 | 2.689 |
5 Years Earnings Growth | 6.146 | 10.270 |
Name | Net % | Category Average |
---|---|---|
Government | 219.536 | 143.264 |
Cash | -238.124 | 160.785 |
Derivative | 7.650 | 79.918 |
Corporate | 61.530 | 6.781 |
Securitized | 26.125 | 15.961 |
Number of long holdings: 868
Number of short holdings: 691
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
PIMCO US Dollar Short Maturity Source UCITS | IE00B67B7N93 | 9.97 | 100.40 | 0.00% | |
Government National Mortgage Association 6% | - | 9.06 | - | - | |
Greenleaves Capital DAC 0% | XS2662399471 | 8.00 | - | - | |
Aries Capital Designated Activity Co. 0% | XS2662399638 | 8.00 | - | - | |
3 Year Australian Treasury Bond Future Dec 24 | - | 7.96 | - | - | |
Federal National Mortgage Association 6.5% | - | 4.74 | - | - | |
Short-Term Euro BTP Future Dec 24 | DE000F0Q7BT8 | 4.13 | - | - | |
Federal National Mortgage Association 5% | - | 3.83 | - | - | |
10 Year Australian Treasury Bond Future Dec 24 | - | 3.76 | - | - | |
Federal National Mortgage Association 6% | - | 2.97 | - | - |
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