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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 8.580 | 8.910 | 0.330 |
Bonds | 90.780 | 92.960 | 2.180 |
Convertible | 0.640 | 0.640 | 0.000 |
Name | Net % | Category Average |
---|---|---|
Securitized | 42.270 | 41.667 |
Government | 27.391 | 24.508 |
Corporate | 20.991 | 29.750 |
Cash | 8.911 | 10.730 |
Municipal | 0.792 | 0.816 |
Derivative | -0.356 | 5.465 |
Number of long holdings: 389
Number of short holdings: 5
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
United States Treasury Bills 0.01% | - | 7.22 | - | - | |
Us Long Bond(Cbt) Sep23 Xcbt 20230920 | - | 5.03 | - | - | |
Us 5yr Note (Cbt) Sep23 Xcbt 20230929 | - | 4.71 | - | - | |
Federal National Mortgage Association 5.5% | - | 4.49 | - | - | |
Us Ultra Bond Cbt Sep23 Xcbt 20230920 | - | 4.20 | - | - | |
Federal National Mortgage Association 4.5% | - | 3.58 | - | - | |
Federal National Mortgage Association 3.5% | - | 2.27 | - | - | |
Future on 10 Year Treasury Note | - | 1.88 | - | - | |
Federal National Mortgage Association 5% | - | 1.64 | - | - | |
Future on 2 Year Treasury Note | - | 1.43 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
Morgan Stanley Instl Ultr-Shrt IncS | 6.39B | 5.47 | 4.25 | - | ||
Morgan Stanley Instl Ultr-Shrt IncA | 4.94B | 5.36 | 4.14 | - | ||
Consulting Group Core Fixed Income | 1.85B | 0.61 | -3.15 | 1.32 | ||
Morgan Stanley Instl Ultr-Shrt Inc | 1.04B | 5.45 | 4.21 | - | ||
Morgan Stanley Global Fixed Inc Opp | 421.19M | 6.76 | 2.49 | 3.43 |
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