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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 5.890 | 7.910 | 2.020 |
Stocks | 0.090 | 0.510 | 0.420 |
Bonds | 93.490 | 425.990 | 332.500 |
Convertible | 0.350 | 0.350 | 0.000 |
Preferred | 0.180 | 0.180 | 0.000 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 11.200 | 14.529 |
Price to Book | 1.433 | 10.528 |
Price to Sales | 2.844 | 1.950 |
Price to Cash Flow | 5.458 | 11.203 |
Dividend Yield | 4.073 | 4.840 |
5 Years Earnings Growth | 21.891 | 8.662 |
Name | Net % | Category Average |
---|---|---|
Government | 41.862 | 67.272 |
Securitized | 27.367 | 18.067 |
Corporate | 22.298 | 31.535 |
Derivative | 0.841 | 76.496 |
Cash | 3.758 | 39.957 |
Municipal | 0.030 | 0.291 |
Number of long holdings: 929
Number of short holdings: 193
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Us Ultra Bond Cbt Dec24 Xcbt 20241219 | - | 2.65 | - | - | |
10 Year Treasury Note Future Dec 24 | - | 2.24 | - | - | |
Us 5yr Note (Cbt) Dec24 Xcbt 20241231 | - | 1.84 | - | - | |
Us Long Bond(Cbt) Dec24 Xcbt 20241219 | - | 1.82 | - | - | |
Jpn 10y Bond(Ose) Dec24 Xose 20241213 | - | 1.76 | - | - | |
Euro Bobl Future Dec 24 | - | 1.61 | - | - | |
France (Republic Of) 0.01% | FR0128537174 | 1.31 | - | - | |
Federal National Mortgage Association 6% | - | 1.19 | - | - | |
10 Year Australian Treasury Bond Future Dec 24 | - | 1.18 | - | - | |
Euro OAT Future Dec 24 | - | 1.18 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
GS GlblCreditPrtflio Hdgd P Inc USD | 2.3B | 5.13 | -0.68 | 3.06 | ||
GS GlblCreditPrtflio Hdgd I Acc USD | 2.3B | 5.23 | -0.54 | 3.22 | ||
GS GlblCreditPrtflioHdgd P Acc USD | 2.3B | 5.11 | -0.69 | 3.06 | ||
GS GlblCreditPrtflioHdgd R Inc USD | 2.3B | 5.21 | -0.63 | 3.14 | ||
GS GlblCreditPrtflioHdgd R Acc USD | 2.3B | 5.16 | -0.63 | 3.14 |
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