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| Name | Net % | Long % | Short % |
|---|---|---|---|
| Cash | 6.82 | 98.29 | 91.47 |
| Bonds | 93.19 | 123.57 | 30.38 |
| Ratios | Value | Category Average |
|---|---|---|
| P/E Ratio | 11.05 | 11.99 |
| Price to Book | 1.83 | 2.13 |
| Price to Sales | 3.28 | 3.14 |
| Price to Cash Flow | 13.23 | 13.26 |
| Dividend Yield | 4.27 | 3.89 |
| 5 Years Earnings Growth | 3.37 | 4.09 |
| Name | Net % | Category Average |
|---|---|---|
| Government | 88.17 | 77.19 |
| Derivative | 0.51 | 103.20 |
| Cash | 6.31 | 15.16 |
| Corporate | 3.79 | 4.69 |
| Securitized | 1.21 | 4.49 |
Number of long holdings: 149
Number of short holdings: 37
| Name | ISIN | Weight % | Last | Change % | |
|---|---|---|---|---|---|
| Ultra 10 Year US Treasury Note Future Sept 25 | - | 6.69 | - | - | |
| United States Treasury Notes 1.125% | - | 4.72 | - | - | |
| United States Treasury Bonds 2.375% | - | 4.62 | - | - | |
| United States Treasury Notes 2.125% | - | 4.24 | - | - | |
| United States Treasury Notes 0.75% | - | 3.71 | - | - | |
| United States Treasury Notes 0.125% | - | 3.39 | - | - | |
| United States Treasury Notes 0.5% | - | 3.26 | - | - | |
| United States Treasury Notes 0.875% | - | 2.40 | - | - | |
| United States Treasury Notes 0.125% | - | 2.38 | - | - | |
| Oatei Tf 0.7% Lg30 Eur | FR0011982776 | 2.32 | 100.00 | +0.38% |
| Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
|---|---|---|---|---|---|---|
| SL Emerging Market Local Currency d | 554.16M | 5.59 | 4.82 | 4.37 | ||
| Global Index Linked Bond Inst S Acc | 314.8M | 2.60 | -0.70 | 1.37 | ||
| Global Index Linked Bond Inst S Inc | 314.8M | 2.63 | -0.70 | 1.47 | ||
| SL Global Inflation Linked Bond GBP | 330.21M | 4.36 | 1.97 | 1.33 |
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