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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 281.740 | 593.270 | 311.530 |
Stocks | 0.100 | 0.110 | 0.010 |
Convertible | 0.320 | 0.320 | 0.000 |
Preferred | 0.170 | 0.170 | 0.000 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | - | 13.729 |
Price to Book | - | 1.868 |
Price to Sales | 0.164 | 2.378 |
Price to Cash Flow | 0.955 | 227.198 |
Dividend Yield | 6.924 | 8.117 |
5 Years Earnings Growth | - | 13.646 |
Name | Net % | Category Average |
---|---|---|
Cash | 568.727 | 24.925 |
Government | -233.678 | 46.963 |
Securitized | 27.602 | 21.585 |
Corporate | 24.164 | 57.723 |
Derivative | -288.274 | 37.242 |
Number of long holdings: 1,236
Number of short holdings: 734
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Future on 2 Year Treasury Note | - | 20.11 | - | - | |
Euro OAT Future Mar 25 | DE000F01NAJ6 | 7.09 | - | - | |
Federal National Mortgage Association 6% | - | 4.05 | - | - | |
United Kingdom of Great Britain and Northern Ireland 4.75% | GB00BPJJKP77 | 3.98 | - | - | |
Federal National Mortgage Association 5% | - | 3.05 | - | - | |
Future on 2 Year Government of Canada Bond | - | 3.04 | - | - | |
Federal National Mortgage Association 5.5% | - | 2.72 | - | - | |
United States Treasury Bonds 3.125% | - | 2.64 | - | - | |
Treasury Corporation of Victoria 1.25% | AU0000085631 | 2.36 | - | - | |
European Union 3.375 04-Oct-2039 | EU000A3LZ0X9 | 2.34 | 100.270 | -0.43% |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
IE00BKT1DH10 | 26.49B | 8.93 | 2.87 | - |
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