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Name | Net % | Long % | Short % |
---|---|---|---|
Bonds | 125.470 | 135.160 | 9.690 |
Convertible | 0.590 | 0.590 | 0.000 |
Preferred | 0.420 | 0.420 | 0.000 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 5.763 | 12.783 |
Price to Book | 0.772 | 1.690 |
Price to Sales | 2.441 | 1.010 |
Price to Cash Flow | 1.639 | 5.016 |
Dividend Yield | 4.348 | 4.400 |
5 Years Earnings Growth | 3.800 | 10.207 |
Name | Net % | Category Average |
---|---|---|
Derivative | -1.321 | 89.114 |
Government | 80.534 | 82.400 |
Corporate | 45.349 | 49.770 |
Cash | -25.147 | 45.202 |
Number of long holdings: 191
Number of short holdings: 42
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
5 Year Treasury Note Future Mar 25 | - | 28.78 | - | - | |
United States Treasury Notes 4.25% | - | 8.83 | - | - | |
Germany 2.6 15-Aug-2034 | DE000BU2Z031 | 7.87 | 100.580 | -0.45% | |
Long Gilt Future Mar 27 25 | GB00M2557897 | 7.82 | - | - | |
United Kingdom of Great Britain and Northern Ireland 0.5% | GB00BMBL1D50 | 4.50 | - | - | |
United Kingdom of Great Britain and Northern Ireland 4.25% | GB00BQC82C90 | 4.39 | - | - | |
United States Treasury Notes 3.875% | - | 4.24 | - | - | |
U.K. 20Y | GB0004893086 | 4.21 | 5.089 | -0.78% | |
Ultra 10 Year US Treasury Note Future Mar 25 | - | 3.91 | - | - | |
United States Treasury Notes 3.125% | - | 3.84 | - | - |
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