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Name | Net % | Long % | Short % |
---|---|---|---|
Bonds | 100.010 | 117.740 | 17.730 |
Convertible | 3.160 | 3.160 | 0.000 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 11.470 | 12.227 |
Price to Book | 0.853 | 1.398 |
Price to Sales | 0.421 | 0.898 |
Price to Cash Flow | 5.713 | 7.832 |
Dividend Yield | 5.661 | 5.264 |
5 Years Earnings Growth | 4.382 | 11.827 |
Name | Net % | Category Average |
---|---|---|
Derivative | 0.691 | 50.108 |
Corporate | 81.231 | 75.090 |
Government | 16.633 | 11.236 |
Securitized | 6.415 | 4.689 |
Cash | -6.435 | 13.106 |
Number of long holdings: 756
Number of short holdings: 352
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
US Treasury Bond Future Dec 24 | - | 8.64 | - | - | |
Euro Schatz Future Dec 24 | DE000F0Q7BW2 | 4.64 | - | - | |
2 Year Treasury Note Future Dec 24 | - | 4.39 | - | - | |
Robeco Transition Emerg Credits Z $ Cap | LU1071420613 | 3.78 | - | - | |
Ultra US Treasury Bond Future Dec 24 | - | 2.78 | - | - | |
Ultra 10 Year US Treasury Note Future Dec 24 | - | 2.76 | - | - | |
Robeco Global Credits Short Matrty Z € | LU2819787305 | 2.00 | - | - | |
United States Treasury Notes 4.5% | - | 1.50 | - | - | |
Long Gilt Future Dec 24 | - | 1.07 | - | - | |
5 Year Government of Canada Bond Future Dec 24 | - | 1.03 | - | - |
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