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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 6.49 | 6.57 | 0.08 |
Shares | 0.95 | 0.95 | 0.00 |
Bonds | 92.19 | 96.55 | 4.36 |
Convertible | 0.12 | 0.12 | 0.00 |
Preferred | 0.26 | 0.26 | 0.00 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 7.08 | 15.83 |
Price to Book | 0.99 | 2.03 |
Price to Sales | 2.31 | 1.60 |
Price to Cash Flow | 9.60 | 9.30 |
Dividend Yield | 9.47 | 3.44 |
5 Years Earnings Growth | 4.37 | 12.10 |
Name | Net % | Category Average |
---|---|---|
Securitized | 89.85 | 29.08 |
Corporate | 7.54 | 40.97 |
Cash | 6.02 | 12.15 |
Government | -4.18 | 20.72 |
Number of long holdings: 1,129
Number of short holdings: 4
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Helios 2024-1 | - | 2.08 | - | - | |
Government National Mortgage Association | - | 1.65 | - | - | |
GS MORTGAGE-BACKED SECURITIES TRUST 2022-LTV1 3% | - | 1.36 | - | - | |
Goldman Sachs Mtg Pass Thru Tr 2022-1 4.24% | - | 1.35 | - | - | |
Saluda Grade Lsalt 2022-Seq2 0% | - | 1.18 | - | - | |
Federal National Mortgage Association | - | 1.17 | - | - | |
Federal National Mortgage Association | - | 0.97 | - | - | |
MARLETTE FUNDING TRUST 2023-2 7.92% | - | 0.81 | - | - | |
DSLA Mortgage Loan Trust 2004-Ar4 4.57% | - | 0.80 | - | - | |
Federal Home Loan Mortgage Corp. 4% | - | 0.75 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
Angel Oak Multi-Strategy Income A | 162.77M | 7.48 | -0.44 | 1.89 |
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