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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 0.01 | 2.54 | 2.53 |
Bonds | 97.97 | 114.69 | 16.72 |
Convertible | 0.25 | 0.25 | 0.00 |
Preferred | 1.76 | 1.76 | 0.00 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | - | 14.84 |
Price to Book | 0.67 | 2.44 |
Price to Sales | 0.16 | 1.48 |
Price to Cash Flow | - | 7.33 |
Dividend Yield | - | 3.92 |
5 Years Earnings Growth | - | 10.88 |
Name | Net % | Category Average |
---|---|---|
Corporate | 60.32 | 40.58 |
Securitized | 31.53 | 33.17 |
Government | 6.98 | 24.89 |
Cash | -0.08 | 11.18 |
Derivative | 0.23 | 5.39 |
Municipal | 0.03 | 0.44 |
Number of long holdings: 565
Number of short holdings: 186
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Government National Mortgage Association 6% | - | 3.87 | - | - | |
Federal National Mortgage Association 6.5% | - | 1.96 | - | - | |
Government National Mortgage Association 6% | - | 1.93 | - | - | |
Bank of America Corp. 3.95% | - | 1.92 | - | - | |
United States Treasury Notes 0.5% | - | 1.91 | - | - | |
Federal National Mortgage Association 6% | - | 1.78 | - | - | |
JPMorgan Chase & Co. 2.005% | - | 1.74 | - | - | |
Morgan Stanley 2.188% | - | 1.60 | - | - | |
United States Treasury Notes 1.25% | - | 1.54 | - | - | |
United States Treasury Notes 1.25% | - | 1.53 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
Goldman Sachs High Yield Muni Instl | 2.46B | 5.70 | -0.53 | 4.12 | ||
Goldman Sachs High Yield Municipal | 786.84M | 5.64 | -0.59 | 4.08 | ||
Goldman Sachs Short-Term Cnsrv Inc | 721.33M | 5.62 | 4.20 | 2.21 | ||
Goldman Sachs Core Fixed Income Ins | 568.28M | 1.49 | -2.50 | 1.58 | ||
Goldman Sachs Core Fixed Income IR | 446.23M | 1.39 | -2.56 | 1.50 |
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