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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 2.980 | 39.220 | 36.240 |
Bonds | 95.090 | 127.250 | 32.160 |
Convertible | 1.940 | 1.940 | 0.000 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 19.566 | 10.036 |
Price to Book | 3.638 | 2.561 |
Price to Sales | 2.451 | 1.034 |
Price to Cash Flow | 13.043 | 9.390 |
Dividend Yield | 1.735 | 5.406 |
5 Years Earnings Growth | 8.190 | 16.367 |
Name | Net % | Category Average |
---|---|---|
Corporate | 86.816 | 74.245 |
Government | 9.942 | 14.713 |
Derivative | -3.891 | 45.412 |
Cash | 2.945 | 14.861 |
Securitized | 1.445 | 6.466 |
Municipal | 0.808 | 0.513 |
Number of long holdings: 511
Number of short holdings: 72
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
US 2 Year Note (CBT) Mar14 | - | 8.52 | - | - | |
Us 5Yr Fvh4 03-24 | - | 7.98 | - | - | |
Us Long Ush4 03-24 | - | 4.26 | - | - | |
Euro Schatz Future Mar 24 | DE000C7X7UM4 | 3.65 | - | - | |
Us Ultra Wnh4 03-24 | - | 1.69 | - | - | |
Penske Truck Leasing Co., L.P. 6.05% | - | 1.08 | - | - | |
AT&T Inc 0.9% | - | 0.97 | - | - | |
Celanese US Holdings Llc 6.165% | - | 0.88 | - | - | |
AbbVie Inc. 3.85% | - | 0.86 | - | - | |
Capital One Financial Corp. 6.377% | - | 0.83 | - | - |
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