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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 5.110 | 5.440 | 0.330 |
Stocks | 0.160 | 0.160 | 0.000 |
Bonds | 94.510 | 125.100 | 30.590 |
Convertible | 0.220 | 0.220 | 0.000 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 11.051 | 13.325 |
Price to Book | 1.381 | 1.914 |
Price to Sales | 4.489 | 1.442 |
Price to Cash Flow | - | 7.733 |
Dividend Yield | - | 3.613 |
5 Years Earnings Growth | - | 13.040 |
Name | Net % | Category Average |
---|---|---|
Government | 28.819 | 21.618 |
Corporate | 35.978 | 42.107 |
Securitized | 27.580 | 29.459 |
Derivative | 0.602 | 8.919 |
Cash | 3.059 | 12.755 |
Municipal | 0.312 | 1.996 |
Number of long holdings: 1,059
Number of short holdings: 86
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Us 5yr Note (Cbt) Dec24 Xcbt 20241231 | - | 5.43 | - | - | |
Federal National Mortgage Association 6.5% | - | 3.65 | - | - | |
Federal National Mortgage Association 6% | - | 2.51 | - | - | |
Euro Bobl Future Dec 24 | - | 2.26 | - | - | |
Euro-Schatz Fut Dec24 Xeur 20241206 | - | 1.89 | - | - | |
Federal National Mortgage Association 4% | - | 1.19 | - | - | |
Federal Home Loan Mortgage Corp. 5% | - | 1.17 | - | - | |
United States Treasury Bonds 4% | - | 1.17 | - | - | |
Federal Home Loan Mortgage Corp. 5.5% | - | 1.14 | - | - | |
10 Year Treasury Note Future Dec 24 | - | 1.13 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
Northwestern Mutual Series Fund Ibo | 2.81B | 1.76 | -2.16 | 1.57 | ||
Northwestern Mutual Series Fund Inh | 699.99M | 6.38 | 2.22 | 4.95 | ||
Northwestern Inflation Protection | 412.12M | 1.96 | -2.67 | 1.95 |
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