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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 6.97 | 6.99 | 0.02 |
Bonds | 92.89 | 148.11 | 55.22 |
Convertible | 0.13 | 0.13 | 0.00 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 19.44 | 13.00 |
Price to Book | 2.80 | 2.00 |
Price to Sales | 3.95 | 1.57 |
Price to Cash Flow | 17.57 | 22.95 |
Dividend Yield | 1.41 | 3.00 |
5 Years Earnings Growth | 9.60 | 13.99 |
Name | Net % | Category Average |
---|---|---|
Government | 23.47 | 22.95 |
Securitized | 44.43 | 40.93 |
Corporate | 20.74 | 29.83 |
Cash | 6.98 | 10.65 |
Municipal | 3.61 | 0.85 |
Derivative | 0.02 | 5.80 |
Number of long holdings: 405
Number of short holdings: 31
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
10 Year Australian Treasury Bond Future June 25 | - | 3.66 | - | - | |
Federal National Mortgage Association 6% | - | 2.74 | - | - | |
Federal National Mortgage Association 0.875% | - | 2.59 | - | - | |
Kreditanstalt Fuer Wiederaufbau 4.375% | - | 2.31 | - | - | |
Federal National Mortgage Association 0% | - | 1.92 | - | - | |
Federal Farm Credit Banks 4.5% | - | 1.92 | - | - | |
Federal Home Loan Banks 0.01% | - | 1.90 | - | - | |
Federal Home Loan Banks 3.25% | - | 1.87 | - | - | |
Federal National Mortgage Association 0.75% | - | 1.77 | - | - | |
Fnma Pass-Thru I 2.5% | - | 1.52 | - | - |
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