Goldman Sachs Global Strategic Income Bond Portfolio R Acc CHF-Hedged

Fixed Income Style30/11/2019
Morningstar Style Box®
Fixed Income Style
SizeRel to Cat
Total Market Value (Mil)USD 1558
Maturity Distribution %
1 to 320.76
3 to 510.53
5 to 722.50
7 to 107.80
10 to 157.97
15 to 201.60
20 to 306.96
Over 304.08
Effective Maturity4.79
Effective Duration2.30
Credit Quality Breakdown %     %
AAA32.94   BB6.43
AA1.19   B13.69
A18.68   Below B6.25
BBB16.33   Not Rated4.48
 
Asset Allocation30/11/2019
Asset Allocation
 % Long% Short% Net Assets
Stock0.000.000.00
Bond468.94392.0676.88
Property0.000.000.00
Cash17.990.8017.19
Other1.250.870.38
Top 10 Holdings30/11/2019
 Portfolio
Total Number of Equity Holdings0
Total Number of Bond Holdings692
Assets in Top 10 Holdings192.46
NameSectorCountry% of Assets
Future on US 10 Year Note (CBT)-46.20
Br213187 Irs Usd R V 03mlibor Us0003m... -22.49
Sx002921 Cds Usd R F 1.00000 2 Ccpcdx-21.46
Sr213476 Irs Cad R F 2.25000 2 Ccpvan... -19.01
Br213373 Irs Usd R V 03mlibor 1 Ccpva... -17.64
Sr213696 Irs Usd R F 1.25883 2 Ccpois-15.44
Sr213219 Irs Krw R F 1.25000 Ccpndf-15.19
Br212644 Irs Mxn R V 01mtiie 1 Ccpvan... -12.12
Br213702 Irs Usd R V 00mfedl 1 Ccpois-11.93
Br213384 Irs Usd R V 03mlibor 1 Ccpva... -10.98
 
 
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In order to provide consistency across the report data provided by different Asset Managers, the calculated data points presented are generated using Morningstar’s proprietary calculation methodology which is set out in more detail at(https://www.morningstar.com/research/signature)

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