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Name | Net % | Long % | Short % |
---|---|---|---|
Bonds | 99.530 | 118.670 | 19.140 |
Convertible | 0.680 | 0.680 | 0.000 |
Preferred | 0.520 | 0.520 | 0.000 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | - | 30.196 |
Price to Book | 0.419 | 1.893 |
Price to Sales | 0.085 | 2.313 |
Price to Cash Flow | - | 223.279 |
Dividend Yield | - | 7.644 |
5 Years Earnings Growth | - | 14.316 |
Name | Net % | Category Average |
---|---|---|
Corporate | 93.094 | 58.361 |
Derivative | -2.329 | 39.153 |
Government | 9.673 | 47.321 |
Cash | -1.155 | 27.693 |
Securitized | 0.163 | 21.737 |
Number of long holdings: 830
Number of short holdings: 215
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
2 Year Treasury Note Future June 25 | - | 11.17 | - | - | |
10 Year Government of Canada Bond Future June 25 | - | 2.28 | - | - | |
JPMorgan Chase & Co. 2.963% | - | 1.36 | - | - | |
Ultra US Treasury Bond Future June 25 | - | 1.34 | - | - | |
Bank of America Corp. 2.972% | - | 1.33 | - | - | |
Wells Fargo & Co. 5.499% | - | 0.98 | - | - | |
US Treasury Bond Future June 25 | - | 0.96 | - | - | |
Germany 2.5 11-Oct-2029 | DE000BU25034 | 0.86 | 102.610 | +0.78% | |
Citibank, N.A. 5.57% | - | 0.86 | - | - | |
Bank of America Corp. 1.898% | - | 0.85 | - | - |
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