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| Name | Net % | Long % | Short % |
|---|---|---|---|
| Cash | 26.780 | 26.870 | 0.090 |
| Shares | 46.300 | 84.370 | 38.070 |
| Bonds | 10.840 | 18.580 | 7.740 |
| Convertible | 2.590 | 2.590 | 0.000 |
| Preferred | 0.070 | 0.070 | 0.000 |
| Other | 13.440 | 14.370 | 0.930 |
| Ratios | Value | Category Average |
|---|---|---|
| P/E Ratio | 16.737 | 16.297 |
| Price to Book | 2.584 | 2.243 |
| Price to Sales | 1.908 | 1.507 |
| Price to Cash Flow | 11.277 | 9.585 |
| Dividend Yield | 2.017 | 1.956 |
| 5 Years Earnings Growth | 11.773 | 12.055 |
| Name | Net % | Category Average |
|---|---|---|
| Financial Services | 21.940 | 18.960 |
| Technology | 18.670 | 16.914 |
| Industrials | 14.320 | 13.327 |
| Consumer Cyclical | 11.550 | 5.580 |
| Healthcare | 10.160 | 17.662 |
| Communication Services | 6.530 | 8.522 |
| Energy | 4.820 | 1.847 |
| Consumer Defensive | 3.700 | 6.589 |
| Basic Materials | 3.160 | 3.203 |
| Real Estate | 2.910 | 0.653 |
| Utilities | 2.240 | 7.877 |
Number of long holdings: 1,202
Number of short holdings: 79
| Name | ISIN | Weight % | Last | Change % | |
|---|---|---|---|---|---|
| '99s241gr6 | - | 12.08 | - | - | |
| iShares Core MSCI Emerging Markets ETF | - | 9.28 | - | - | |
| Vanguard Short-Term Infl-Prot Secs ETF | - | 5.96 | - | - | |
| 'usd | - | 4.86 | - | - | |
| '99s24hxl5 | - | 4.02 | - | - | |
| '99s256ux5 | - | 3.93 | - | - | |
| '99s253692 | - | 3.57 | - | - | |
| SPDR Blackstone/GSO Senior Loan | US78467V6083 | 3.42 | 41.39 | +0.15% | |
| United States Treasury Bills 0% | - | 3.36 | - | - | |
| Financial Select Sector SPDR | US81369Y6059 | 3.00 | 53.11 | +1.08% |
| Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
|---|---|---|---|---|---|---|
| Goldman Sachs Absolute Ret Trckr In | 2.95B | 7.82 | 9.95 | 4.99 | ||
| Goldman Sachs Absolute Return Traci | 1.15B | 7.74 | 9.85 | 4.87 | ||
| Goldman Sachs MLP Energy Infras Ins | 196.81M | 35.54 | 27.85 | 2.82 | ||
| Goldman Sachs High Yield Fl Rate In | 115.12M | 7.60 | 6.00 | 4.19 | ||
| Goldman Sachs MLP Energy Infras A | 67.13M | 4.11 | 17.34 | 4.66 |
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