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Name | Net % | Long % | Short % |
---|---|---|---|
Stocks | 0.010 | 0.010 | 0.000 |
Bonds | 397.920 | 571.350 | 173.430 |
Convertible | 0.470 | 0.470 | 0.000 |
Preferred | 0.300 | 0.300 | 0.000 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 10.204 | 12.790 |
Price to Book | 1.257 | 8.484 |
Price to Sales | 0.276 | 1.583 |
Price to Cash Flow | 1.489 | 9.533 |
Dividend Yield | 18.600 | 7.583 |
5 Years Earnings Growth | 15.798 | 9.838 |
Name | Net % | Category Average |
---|---|---|
Government | 318.806 | 85.517 |
Derivative | -5.774 | 84.077 |
Cash | -302.316 | 70.809 |
Securitized | 55.225 | 23.023 |
Corporate | 34.026 | 29.009 |
Municipal | 0.051 | 0.360 |
Number of long holdings: 2,013
Number of short holdings: 840
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
CBOT/CBT 5-YR TNOTE 3/2025 | - | 5.90 | - | - | |
2 Year Treasury Note Future Mar 25 | - | 3.70 | - | - | |
Euro Bobl Future Mar 25 | DE000F01NAE7 | 3.59 | - | - | |
Ultra US Treasury Bond Future Mar 25 | - | 3.42 | - | - | |
OSKA/10 YR JGB 3/2025 | - | 2.74 | - | - | |
Federal National Mortgage Association 5% | - | 2.47 | - | - | |
Federal National Mortgage Association 6% | - | 2.19 | - | - | |
Euro OAT Future Mar 25 | DE000F01NAJ6 | 1.88 | - | - | |
10 Year Australian Treasury Bond Future Mar 25 | - | 1.81 | - | - | |
US Treasury Bond Future Mar 25 | - | 1.66 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
GS GlblCreditPrtflioHdgd P Acc USD | 2.5B | 0.80 | 0.09 | 2.80 | ||
GS GlblCreditPrtflioHdgd R Inc USD | 2.5B | 0.77 | 0.15 | 2.88 | ||
GS GlblCreditPrtflioHdgd R Acc USD | 2.5B | 0.76 | 0.14 | 2.87 | ||
GS GlblCreditPrtflio Hdgd P Inc USD | 2.5B | 0.77 | 0.08 | 2.79 | ||
GS GlblCreditPrtflio Hdgd I Acc USD | 2.5B | 0.76 | 0.21 | 2.96 |
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