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Name | Net % | Long % | Short % |
---|---|---|---|
Bonds | 136.190 | 177.790 | 41.600 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 6.602 | 21.288 |
Price to Book | 0.732 | 1.915 |
Price to Sales | 0.825 | 2.299 |
Price to Cash Flow | 10.679 | 236.073 |
Dividend Yield | 10.179 | 8.031 |
5 Years Earnings Growth | - | 14.142 |
Name | Net % | Category Average |
---|---|---|
Securitized | 63.549 | 21.554 |
Government | 21.137 | 45.215 |
Corporate | 46.947 | 57.024 |
Derivative | 0.701 | 36.840 |
Cash | -35.590 | 24.840 |
Municipal | 0.628 | 0.412 |
Number of long holdings: 1,525
Number of short holdings: 247
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
5 Year Treasury Note Future Sept 24 | - | 10.21 | - | - | |
Federal National Mortgage Association 5% | - | 9.23 | - | - | |
Federal National Mortgage Association 3% | - | 7.94 | - | - | |
Federal National Mortgage Association 3.5% | - | 4.49 | - | - | |
Federal National Mortgage Association 4% | - | 4.37 | - | - | |
10 Year Treasury Note Future Sept 24 | - | 3.92 | - | - | |
Federal National Mortgage Association 5.5% | - | 3.78 | - | - | |
United States Treasury Bonds 3% | - | 2.62 | - | - | |
Federal National Mortgage Association 4.5% | - | 2.50 | - | - | |
United States Treasury Bonds 1.375% | - | 2.49 | - | - |
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