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Name | Net % | Long % | Short % |
---|---|---|---|
Bonds | 136.440 | 136.440 | 0.000 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 11.932 | 14.491 |
Price to Book | 1.071 | 1.888 |
Price to Sales | 0.402 | 2.309 |
Price to Cash Flow | 5.229 | 223.259 |
Dividend Yield | 4.483 | 7.661 |
5 Years Earnings Growth | 4.382 | 14.322 |
Name | Net % | Category Average |
---|---|---|
Securitized | 76.710 | 21.637 |
Government | 59.594 | 47.463 |
Derivative | -0.609 | 39.327 |
Corporate | 0.203 | 58.113 |
Municipal | 0.080 | 0.372 |
Cash | -35.977 | 27.724 |
Number of long holdings: 651
Number of short holdings: 3
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
5 Year Treasury Note Future June 25 | - | 12.86 | - | - | |
2 Year Treasury Note Future June 25 | - | 11.22 | - | - | |
10 Year Treasury Note Future June 25 | - | 6.05 | - | - | |
Ultra 10 Year US Treasury Note Future June 25 | - | 3.94 | - | - | |
United States Treasury Notes 2.88% | - | 2.90 | - | - | |
United States Treasury Notes 3.25% | - | 2.61 | - | - | |
United States Treasury Notes 2.63% | - | 2.37 | - | - | |
United States Treasury Bonds 2.5% | - | 2.31 | - | - | |
United States Treasury Notes 1.63% | - | 2.26 | - | - | |
United States Treasury Notes 2.38% | - | 1.95 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
LU0583240782 | 2.83B | 1.49 | 1.48 | 1.11 | ||
LU0583240519 | 2.83B | 1.34 | 0.63 | 0.39 | ||
LU1914598575 | 600.22M | 0.09 | 1.96 | - | ||
LU1914597502 | 600.22M | 0.00 | 1.40 | - | ||
LU1340703070 | 598.58M | 0.42 | -0.92 | - |
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