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Name | Net % | Long % | Short % |
---|---|---|---|
Bonds | 128.010 | 476.220 | 348.210 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 13.385 | 30.430 |
Price to Book | 1.492 | 1.867 |
Price to Sales | 2.820 | 2.311 |
Price to Cash Flow | 5.027 | 223.240 |
Dividend Yield | 2.700 | 8.062 |
5 Years Earnings Growth | 20.391 | 14.235 |
Name | Net % | Category Average |
---|---|---|
Government | 179.907 | 47.633 |
Cash | -90.176 | 27.523 |
Derivative | -6.111 | 37.585 |
Securitized | 16.912 | 22.317 |
Number of long holdings: 761
Number of short holdings: 692
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Japan (Government Of) 0% | JP1742471Q86 | 11.12 | - | - | |
Japan (Government Of) 0% | JP1742411Q71 | 10.97 | - | - | |
Japan (Government Of) 0% | JP1741951PB0 | 9.64 | - | - | |
United States Treasury Bills 0% | - | 6.38 | - | - | |
Federal National Mortgage Association 6% | - | 5.71 | - | - | |
Japan (Government Of) 0% | JP1742521Q86 | 5.55 | - | - | |
United States Treasury Bills 0% | - | 4.96 | - | - | |
United States Treasury Bills 0% | - | 4.94 | - | - | |
United States Treasury Bills 0% | - | 2.38 | - | - | |
United States Treasury Bills 0% | - | 2.35 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
GSs IITcticlTiltOverlayPfREUR H Inc | 2.14B | 1.68 | 1.73 | 0.95 | ||
GSs IITcticlTiltOverlayPfREUR H Acc | 2.14B | 1.68 | 1.74 | 0.94 | ||
GS GlblStratMacroBondPfIFlatAccEURH | 135.5M | 1.44 | 2.05 | - | ||
GS GlblStratMacroBondPf R Inc EUR H | 135.5M | 4.04 | 1.87 | 0.66 | ||
GS GlblStratMacroBondPf I Inc EUR H | 135.5M | 4.09 | 2.09 | 0.78 |
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