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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 12.37 | 12.37 | 0.00 |
Bonds | 87.40 | 97.45 | 10.05 |
Convertible | 0.23 | 0.23 | 0.00 |
Name | Net % | Category Average |
---|---|---|
Securitized | 49.36 | 42.80 |
Corporate | 46.88 | 37.18 |
Cash | 7.34 | 22.51 |
Government | -3.81 | 15.34 |
Number of long holdings: 298
Number of short holdings: 6
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
United States Treasury Bills | - | 3.26 | - | - | |
Federal National Mortgage Association 5.5% | - | 2.72 | - | - | |
United States Treasury Notes 2.125% | - | 2.52 | - | - | |
Citigroup Inc. | - | 1.67 | - | - | |
Reynolds American Inc. 4.45% | - | 1.21 | - | - | |
BMW US Capital, LLC | - | 1.19 | - | - | |
Danske Bank A/S | - | 1.19 | - | - | |
Trillium Credit Card Trust Ii | - | 1.15 | - | - | |
Trillium Credit Card Trust Ii | - | 1.15 | - | - | |
VERIZON MASTER TRUST | - | 1.15 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
Morgan Stanley Instl Ultr-Shrt IncS | 6.13B | 4.61 | 3.98 | - | ||
Morgan Stanley Instl Ultr-Shrt IncA | 4.84B | 4.53 | 3.87 | - | ||
Consulting Group Core Fixed Income | 1.85B | 1.23 | -2.97 | 1.42 | ||
Morgan Stanley Instl Ultr-Shrt Inc | 1.02B | 4.60 | 3.94 | - | ||
Morgan Stanley Global Fixed Inc Opp | 459.14M | 5.63 | 2.17 | 3.28 |
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