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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 | - | 27.95 |
Price to Book | 0.67 | 2.29 |
Price to Sales | 0.16 | 1.52 |
Price to Cash Flow | - | 7.44 |
Dividend Yield | - | 3.87 |
5 Years Earnings Growth | - | 10.73 |
Name | Net % | Category Average |
---|---|---|
Corporate | 60.32 | 40.27 |
Securitized | 31.53 | 33.11 |
Government | 6.98 | 25.08 |
Cash | -0.08 | 11.17 |
Derivative | 0.23 | 5.66 |
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 | 2.55B | 1.90 | 1.33 | 4.21 | ||
Goldman Sachs High Yield Municipal | 797.97M | 1.89 | 1.28 | 4.15 | ||
Goldman Sachs Short-Term Cnsrv Inc | 788.05M | 0.87 | 4.52 | 2.29 | ||
Goldman Sachs Core Fixed Income Ins | 578.1M | 2.91 | -0.37 | 1.77 | ||
Goldman Sachs Strategic Income Inst | 470.26M | 2.36 | 6.02 | 2.84 |
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