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Name | Net % | Long % | Short % |
---|---|---|---|
Bonds | 111.650 | 123.780 | 12.130 |
Convertible | 0.660 | 0.660 | 0.000 |
Preferred | 0.500 | 0.500 | 0.000 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | - | 13.879 |
Price to Book | 0.419 | 1.848 |
Price to Sales | 0.085 | 2.328 |
Price to Cash Flow | - | 225.146 |
Dividend Yield | - | 8.105 |
5 Years Earnings Growth | - | 13.806 |
Name | Net % | Category Average |
---|---|---|
Corporate | 92.532 | 57.742 |
Derivative | -2.827 | 37.841 |
Government | 22.314 | 48.065 |
Cash | -12.638 | 27.615 |
Securitized | 0.154 | 22.409 |
Number of long holdings: 827
Number of short holdings: 199
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
2 Year Treasury Note Future Mar 25 | - | 18.35 | - | - | |
10 Year Government of Canada Bond Future Mar 25 | - | 1.56 | - | - | |
10 Year Treasury Note Future Mar 25 | - | 1.36 | - | - | |
Bank of America Corp. 2.972% | - | 1.29 | - | - | |
JPMorgan Chase & Co. 2.963% | - | 1.28 | - | - | |
Wells Fargo & Co. 5.499% | - | 0.93 | - | - | |
Long Gilt Future Mar 25 | - | 0.85 | - | - | |
Citibank, N.A. 5.57% | - | 0.81 | - | - | |
Bank of America Corp. 1.898% | - | 0.80 | - | - | |
UBS Group AG 4.194% | - | 0.80 | - | - |
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