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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 | - | 15.84 |
| Price to Book | 0.67 | 2.66 |
| Price to Sales | 0.16 | 1.63 |
| Price to Cash Flow | - | 7.32 |
| Dividend Yield | - | 3.74 |
| 5 Years Earnings Growth | - | 10.10 |
| Name | Net % | Category Average |
|---|---|---|
| Corporate | 60.32 | 39.97 |
| Securitized | 31.53 | 31.74 |
| Government | 6.98 | 23.60 |
| Cash | -0.08 | 11.98 |
| Derivative | 0.23 | 6.74 |
| Municipal | 0.03 | 0.42 |
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 | 2.62B | 2.25 | 7.16 | 4.07 | ||
| Goldman Sachs Short-Term Cnsrv Inc | 954.34M | 4.09 | 5.46 | 2.58 | ||
| Goldman Sachs Strategic Income Inst | 794.91M | 7.98 | 9.28 | 3.46 | ||
| Goldman Sachs High Yield Municipal | 777.59M | 2.20 | 7.10 | 4.02 | ||
| Goldman Sachs Core Fixed Income Ins | 583.89M | 7.08 | 6.16 | 2.17 |
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