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| Name | Net % | Long % | Short % |
|---|---|---|---|
| Bonds | 104.87 | 121.72 | 16.85 |
| 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 | 98.13 | 74.94 |
| Derivative | 1.06 | 102.90 |
| Cash | -5.93 | 16.56 |
| Corporate | 5.35 | 4.88 |
| Securitized | 1.38 | 4.52 |
Number of long holdings: 145
Number of short holdings: 52
| Name | ISIN | Weight % | Last | Change % | |
|---|---|---|---|---|---|
| Euro Bobl Future Dec 25 | DE000F1ZLHQ6 | 6.60 | - | - | |
| United States Treasury Notes 2.125% | - | 5.79 | - | - | |
| United States Treasury Notes 0.5% | - | 4.52 | - | - | |
| United States Treasury Notes 0.125% | - | 3.65 | - | - | |
| Long Gilt Future Dec 25 | - | 2.89 | - | - | |
| United States Treasury Notes 0.125% | - | 2.74 | - | - | |
| Spain 1.15 30-Nov-2036 | ES0000012O18 | 2.69 | 96.880 | 0.00% | |
| United States Treasury Bonds 2.5% | - | 2.64 | - | - | |
| Btpi-15st26 3,1% | IT0004735152 | 2.54 | 102.27 | 0.00% | |
| United States Treasury Notes 0.625% | - | 2.50 | - | - |
| Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
|---|---|---|---|---|---|---|
| Global Index Linked Bond Inst Acc | 306.4M | 2.56 | -0.19 | 1.30 | ||
| SL Emerging Market Local Currency d | 544.93M | 10.49 | 6.61 | 4.76 | ||
| Global Index Linked Bond Inst S Inc | 306.4M | 4.72 | 2.19 | 1.70 | ||
| SL Global Inflation Linked Bond GBP | 330.52M | 4.36 | 1.97 | 1.33 |
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