Benchmark Morningstar Category
Allocation--30% to 50% Equity

Asset Allocation

 

GSBFX


Asset Distribution
 
  Type %
Net
%
Short
%
Long
Bench-
mark
Cat
Avg
As of 03/31/2016
Cash 4.09 0.17 4.26 3.95 12.72
US Stock 28.66 0.00 28.66 27.69 24.28
Non US Stock 6.65 0.00 6.65 10.32 7.46
Bond 51.19 0.00 51.19 55.23 52.81
Other 9.40 0.00 9.40 2.81 2.72
 

Style Details

 

GSBFX

Avg Market Cap USD
83,905 Mil
 
Benchmark Market Cap USD
28,393 Mil
 
Category Avg Market Cap USD
44,734 Mil
Market Capitalization
Size % of Portfolio Benchmark Category Avg
Giant 65.32 38.93 50.14
Large 21.03 27.75 25.32
Medium 12.76 24.60 18.84
Small 0.89 8.37 4.53
Micro 0.00 0.34 1.17
Value & Growth Measures
Stock Portfolio Benchmark Category Avg
As of 03/31/2016
*Forward-looking based on historical data
Style and Market Cap Breakdown and Value and Growth Measures are calculated only using the long position holdings of the portfolio.
Price/Prospective Earnings* 16.35 16.41 16.97
Price/Book* 1.82 1.88 2.09
Price/Sales* 1.50 1.30 1.52
Price/Cash Flow* 7.72 7.07 7.81
Dividend Yield %* 3.56 2.75 2.85
Long-Term Earnings % 7.99 9.03 17.33
Historical Earnings % -3.29 -38.21 -41.66
Sales Growth % -5.27 -45.27 -3.81
Cash-Flow Growth % -6.34 -42.27 2.05
Book-Value Growth % -0.60 -12.46 1.90
 
Ownership Zone
Weighted Average of holdings

75% of fund's stock holdings
 
Holdings Style
Portfolio Weight%
> 50% 25–50% 10–25% 0–10%
Investment Style History
Year Style % Equity
*As of 03/31/2016
Style Box Detail calculations do not include the fund's short positions (if any).
2016* 35.31
2015 38.27
2014 43.96
2013 47.57
2012 42.95
Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of 03/31/2016
2016 51.19
2015 51.61
2014 47.60
2013 44.92
2012 49.60
 
Bond Statistics
Detail Value
As of 03/31/2016, *As of 03/31/2016
Average Effective Duration (Years)* 1.84
Average Effective Maturity (Years)*
Average Credit Quality BB
Average Weighted Coupon* 5.32
Average Weighted Price* 102.22
Credit Quality
Type % Bonds Benchmark Category Avg Bond Weight Benchmark Weight Category Avg Weight
AAA 9.04 58.07 40.59
AA 0.59 15.10 7.40
A 3.22 15.61 12.53
BBB 11.33 11.06 13.73
BB 26.60 0.14 8.04
B 12.66 0.00 7.47
Below B 1.62 0.03 3.00
Not Rated 34.95 0.00 7.26
As of 03/31/2016
Credit Quality is calculated only using the long position holdings of the portfolio.

Sector Weightings

 

GSBFX

% Stocks Benchmark Category Avg   Fund Weight Benchmark Weight Category Avg Weight
Cyclical
Basic Materials 1.45 4.96 4.39
Consumer Cyclical 5.30 11.43 11.01
Financial Services 18.31 16.43 15.22
Real Estate 3.17 4.59 5.92
Sensitive
Communication Services 7.64 4.09 4.25
Energy 9.91 7.13 8.02
Industrials 8.97 12.22 11.45
Technology 10.33 13.44 14.50
Defensive
Consumer Defensive 8.91 9.86 8.72
Healthcare 15.76 11.59 12.33
Utilities 10.24 4.28 4.17
As of 03/31/2016
Sector data is calculated only using the long position holdings of the portfolio.
Fixed-Income Sectors
Type % Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
Government 7.31 54.72 28.78
Government 7.31 53.45 18.75
Government-Related 0.00 1.26 10.03
       
Corporate 84.60 19.14 27.40
       
Securitized 0.75 19.41 18.67
Agency Mortgage-Backed 0.00 19.30 10.09
Non-Agency Residential MBS 0.06 0.03 1.57
Commercial MBS 0.68 0.08 3.59
Asset-Backed 0.01 0.00 3.40
Covered Bond 0.00 0.00 0.02
       
Municipal 0.00 0.05 2.53
       
Cash & Equivalents 7.35 6.67 18.21
       
Other 0.00 0.00 4.42
As of 03/31/2016
Sector data is calculated only using the rescaled long position holdings of the portfolio.
Coupon Range
Type % Bonds Benchmark Category Avg   Fund Weight Benchmark Weight Category Avg Weight
0% 0.22 0.13 6.10
0% to 4% 14.38 81.83 64.85
4% to 6% 53.18 14.51 17.44
6% to 8% 29.00 2.71 7.55
8% to 10% 2.51 0.80 2.63
10% to 12% 0.71 0.02 1.37
More than 12% 0.00 0.00 0.05
As of 03/31/2016
Sector data is calculated only using the long position holdings of the portfolio.

Top 10 Country Breakdown

 

GSBFX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
United States 78.37 74.70 86.84
France 3.36 2.53 0.66
United Kingdom 3.02 3.37 1.60
Canada 2.84 1.19 1.17
Italy 2.71 1.87 0.44
Luxembourg 2.40 0.19 0.62
Switzerland 1.78 0.36 0.32
Cayman Islands 1.43 0.26 0.99
Japan 1.27 6.86 0.84
Germany 0.90 1.55 0.51
As of 03/31/2016
Country breakdown data is calculated only using the long position holdings of the portfolio.

Bond Maturity Breakdown

 

GSBFX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
1 to 3 Years 2.62 43.16 13.14
3 to 5 Years 21.15 19.03 20.42
5 to 7 Years 24.22 5.30 14.95
7 to 10 Years 29.08 13.46 14.94
10 to 15 Years 1.79 4.72 5.13
15 to 20 Years 0.84 2.86 4.53
20 to 30 Years 9.95 10.52 19.78
Over 30 Years 10.35 0.96 7.10
As of 03/31/2016
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World Regions

 

GSBFX

% Stocks Benchmark Category Avg
As of 03/31/2016
Region breakdown data is calculated by using the long position holdings of the portfolio equity part only.
Americas 81.16 75.42 78.76
North America 81.16 74.65 78.32
Latin America 0.00 0.77 0.44
Greater Europe 17.88 13.51 13.97
United Kingdom 6.78 3.79 5.14
Europe Developed 11.11 8.72 8.24
Europe Emerging 0.00 0.38 0.17
Africa/Middle East 0.00 0.63 0.43
Greater Asia 0.96 11.06 7.27
Japan 0.00 4.98 3.28
Australasia 0.96 1.36 0.96
Asia Developed 0.00 2.47 1.54
Asia Emerging 0.00 2.25 1.49
Market Classification
% Developed Markets 100.00 96.23 97.75
% Emerging Markets 0.00 3.77 2.24
 
Greater Asia Americas Greater Europe

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