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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 404.950 | 983.290 | 578.340 |
Convertible | 0.310 | 0.310 | 0.000 |
Preferred | 0.180 | 0.180 | 0.000 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 10.272 | 7.481 |
Price to Book | - | 1.653 |
Price to Sales | 1.315 | 1.044 |
Price to Cash Flow | 6.490 | 23.155 |
Dividend Yield | 0.321 | 4.061 |
5 Years Earnings Growth | - | 14.476 |
Name | Net % | Category Average |
---|---|---|
Cash | 637.992 | 54.365 |
Government | -358.063 | 75.553 |
Securitized | 28.049 | 10.256 |
Corporate | 25.008 | 50.503 |
Derivative | -234.454 | 72.338 |
Number of long holdings: 1,422
Number of short holdings: 893
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Future on 2 Year Treasury Note | - | 14.16 | - | - | |
Future on US Treasury Bond | - | 6.85 | - | - | |
Euro OAT Future Dec 24 | DE000F0Q7BZ5 | 6.15 | - | - | |
Future on Ultra 10 Year US Treasury Note | - | 4.32 | - | - | |
United Kingdom of Great Britain and Northern Ireland 4.75% | GB00BPJJKP77 | 4.15 | - | - | |
Federal National Mortgage Association 6% | - | 3.94 | - | - | |
Federal National Mortgage Association 5% | - | 3.24 | - | - | |
Federal National Mortgage Association 5.5% | - | 2.66 | - | - | |
Federal National Mortgage Association 5% | - | 2.33 | - | - | |
New South Wales Treasury Corporation 3% | AU3SG0001696 | 2.31 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
IE00BJVL8S84 | 11.12B | 7.39 | 2.40 | - | ||
IE00BJ5JRX61 | 11.12B | 7.47 | 2.49 | - | ||
IE00BJ5JRY78 | 11.12B | 7.44 | 2.46 | - | ||
IE00BJ5JRZ85 | 11.12B | 7.43 | 2.44 | - | ||
IE00BJ5JS000 | 11.12B | 7.40 | 2.41 | - |
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