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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 4.56 | 6.60 | 2.04 |
Shares | 0.46 | 0.46 | 0.00 |
Bonds | 95.40 | 760.63 | 665.23 |
Preferred | 0.15 | 0.15 | 0.00 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | - | 31.00 |
Price to Book | 0.52 | 1.83 |
Price to Sales | 0.19 | 1.77 |
Price to Cash Flow | 3.09 | 13.95 |
Dividend Yield | - | 5.29 |
5 Years Earnings Growth | - | 10.95 |
Name | Net % | Category Average |
---|---|---|
Government | 9.90 | 81.72 |
Securitized | 56.99 | 33.32 |
Corporate | 27.77 | 29.49 |
Derivative | 0.16 | 78.59 |
Cash | 4.45 | 38.80 |
Municipal | 0.99 | 1.07 |
Number of long holdings: 844
Number of short holdings: 197
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Government National Mortgage Association 5% | - | 8.21 | - | - | |
Ibx00080 Trs Usd R V 03Msofr | - | 7.51 | - | - | |
Government National Mortgage Association 5% | - | 6.09 | - | - | |
Federal National Mortgage Association 6% | - | 5.96 | - | - | |
Government National Mortgage Association 4% | - | 5.76 | - | - | |
Government National Mortgage Association 6% | - | 5.68 | - | - | |
Federal National Mortgage Association 4.5% | - | 4.88 | - | - | |
United States Treasury Notes 4.25% | - | 4.43 | - | - | |
Federal National Mortgage Association 5.5% | - | 4.40 | - | - | |
Federal National Mortgage Association 3.5% | - | 3.70 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
Goldman Sachs High Yield Muni Instl | 2.25B | -0.10 | 1.88 | 3.98 | ||
Goldman Sachs High Yield Municipal | 758.37M | -0.11 | 1.82 | 3.93 | ||
Goldman Sachs Short-Term Cnsrv Inc | 766.75M | 1.27 | 4.75 | 2.33 | ||
Goldman Sachs Core Fixed Income Ins | 548.77M | 2.83 | 0.55 | 1.73 | ||
Goldman Sachs Strategic Income Inst | 513.1M | 1.88 | 5.95 | 2.90 |
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