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| Name | Net % | Long % | Short % |
|---|---|---|---|
| Bonds | 81.11 | 81.11 | 0.00 |
| Other | 109.26 | 114.50 | 5.24 |
| Ratios | Value | Category Average |
|---|---|---|
| P/E Ratio | 10.58 | 11.60 |
| Price to Book | 0.73 | 2.89 |
| Price to Sales | 0.43 | 12.67 |
| Price to Cash Flow | 6.29 | 6.22 |
| Dividend Yield | 6.26 | 2.67 |
| 5 Years Earnings Growth | 4.38 | 7.39 |
| Name | Net % | Category Average |
|---|---|---|
| Corporate | 37.20 | 12.18 |
| Government | 26.74 | 58.53 |
| Cash | -90.37 | 37.70 |
| Securitized | 16.96 | 13.37 |
| Municipal | 0.21 | 0.10 |
Number of long holdings: 396
Number of short holdings: 6
| Name | ISIN | Weight % | Last | Change % | |
|---|---|---|---|---|---|
| MLCILPRT Total Return Swap | - | 14.06 | - | - | |
| BCOM F0 Pre-Roll Total Return SWAP | - | 13.26 | - | - | |
| United States Treasury Notes 4.5% | - | 6.31 | - | - | |
| BBG Commodity F6 TR Swaps | - | 5.81 | - | - | |
| BBG Commodity TR Swap | - | 5.58 | - | - | |
| Blomberg Commodity F3 Equity Total Return Swap Total Return Swaps Equity | - | 5.06 | - | - | |
| Blomberg Commodity F3 Equity Total Return Swap Total Return Swaps Equity | - | 5.06 | - | - | |
| Blomberg Commodity F3 Equity Total Return Swap Total Return Swaps Equity | - | 4.95 | - | - | |
| BBG Commodity F6 TR Total Return Swap | - | 4.62 | - | - | |
| BBG Commodity F6 TR Total Return Swap | - | 4.62 | - | - |
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