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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 33.320 | 58.060 | 24.740 |
Bonds | 65.390 | 150.930 | 85.540 |
Convertible | 1.300 | 1.300 | 0.000 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 11.081 | 10.036 |
Price to Book | 0.837 | 2.561 |
Price to Sales | 0.416 | 1.034 |
Price to Cash Flow | 5.817 | 9.390 |
Dividend Yield | 5.547 | 5.406 |
5 Years Earnings Growth | 4.382 | 16.367 |
Name | Net % | Category Average |
---|---|---|
Corporate | 92.423 | 65.746 |
Government | 14.026 | 18.253 |
Derivative | 11.922 | 41.294 |
Cash | -20.047 | 18.945 |
Securitized | 0.376 | 6.255 |
Number of long holdings: 277
Number of short holdings: 21
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
10 Year Treasury Note Future Mar 25 | - | 8.73 | - | - | |
Euro Schatz Future Mar 25 | DE000F01NAF4 | 5.96 | - | - | |
US Treasury Bond Future Mar 25 | - | 3.68 | - | - | |
United States Treasury Bills 4.21% | - | 3.17 | - | - | |
5 Year Treasury Note Future Mar 25 | - | 2.91 | - | - | |
10 Year Government of Canada Bond Future Mar 25 | - | 1.76 | - | - | |
Ford Motor Credit Company LLC 5.85% | - | 1.27 | - | - | |
Avolon Holdings Funding Ltd. 5.75% | - | 1.05 | - | - | |
Citadel Finance LLC 3.375% | - | 1.05 | - | - | |
F&G Annuities & Life Inc. 7.4% | - | 1.05 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
BlueBay Inv Grade EuroGovBond R GBP | 4.31B | 3.68 | -1.97 | 1.78 |
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