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| Name | Net % | Long % | Short % |
|---|---|---|---|
| Cash | 2.52 | 168.30 | 165.78 |
| Bonds | 97.48 | 97.48 | 0.00 |
| Ratios | Value | Category Average |
|---|---|---|
| P/E Ratio | 1.11 | 14.17 |
| Price to Book | 1.68 | 3.09 |
| Price to Sales | 1.28 | 1.78 |
| Price to Cash Flow | - | 9.20 |
| Dividend Yield | 5.48 | 3.84 |
| 5 Years Earnings Growth | - | 24.10 |
| Name | Net % | Category Average |
|---|---|---|
| Derivative | -0.44 | 93.11 |
| Government | 80.87 | 66.20 |
| Securitized | 15.14 | 20.01 |
| Corporate | 3.18 | 26.69 |
| Cash | 1.25 | 31.13 |
Number of long holdings: 59
Number of short holdings: 25
| Name | ISIN | Weight % | Last | Change % | |
|---|---|---|---|---|---|
| United States Treasury Bonds 4.75% | - | 12.27 | - | - | |
| United States Treasury Notes 4.05846% | - | 10.20 | - | - | |
| United States Treasury Notes 4.05746% | - | 10.20 | - | - | |
| United Kingdom of Great Britain and Northern Ireland 4.25% | GB00BQC82C90 | 10.15 | - | - | |
| United States Treasury Bonds 4.75% | - | 9.60 | - | - | |
| Mexico (United Mexican States) 8% | MX0MGO0001E4 | 6.04 | - | - | |
| United Kingdom of Great Britain and Northern Ireland 4.375% | GB00BPSNBB36 | 5.64 | - | - | |
| Secretaria Do Tesouro Nacional 10% | BRSTNCNTF238 | 5.06 | - | - | |
| United Kingdom of Great Britain and Northern Ireland 1.25% | GB00BLH38158 | 4.42 | - | - | |
| France 3.25-May-2055 | FR001400OHF4 | 2.68 | 82.720 | -0.91% |
| Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
|---|---|---|---|---|---|---|
| Western Asset Core Plus Bond I | 2.13B | 6.83 | 5.32 | 2.06 | ||
| Western Asset Core Plus Bond IS | 1.08B | 6.72 | 5.35 | 2.07 | ||
| Western Asset Core Bond I | 966.6M | 6.72 | 5.14 | 1.96 | ||
| Legg Mason BW Global Opportunitie | 628.24M | 13.37 | 5.82 | 1.97 | ||
| Western Asset Core Plus Bond A | 637.71M | 6.55 | 4.94 | 1.68 |
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