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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 3.76 | 146.71 | 142.95 |
Bonds | 96.31 | 344.03 | 247.72 |
Name | Net % | Category Average |
---|---|---|
Government | 55.67 | 73.73 |
Derivative | 1.07 | 55.56 |
Securitized | 28.11 | 36.05 |
Cash | 3.89 | 48.25 |
Corporate | 9.08 | 22.77 |
Municipal | 0.13 | 0.34 |
Number of long holdings: 783
Number of short holdings: 368
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
F/C Euro-Btp Future Dec24 | - | 8.13 | - | - | |
Federal National Mortgage Association 6% | - | 6.63 | - | - | |
Federal National Mortgage Association 4.5% | - | 4.61 | - | - | |
Trs Sofrindx/Iboxig Indx 12/20/24 Bps /Long/ | - | 4.29 | - | - | |
Federal National Mortgage Association 6% | - | 3.66 | - | - | |
F/C Euro-Schatz Fut Dec24 | - | 3.41 | - | - | |
F/C Euro-Oat Future Dec24 | - | 3.13 | - | - | |
2 Year Treasury Note Future Mar 25 | - | 3.05 | - | - | |
Trs Sofrindx/Iboxig Indx 03/20/25 Jpm /Long/ | - | 3.04 | - | - | |
F/C Can 5yr Bond Fut Mar25 | - | 2.77 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
Morgan Stanley Instl Ultr-Shrt IncS | 7.02B | 0.77 | 4.56 | - | ||
Morgan Stanley Instl Ultr-Shrt IncA | 5.3B | 0.74 | 4.43 | - | ||
Consulting Group Core Fixed Income | 1.87B | 2.69 | -1.00 | 1.44 | ||
Morgan Stanley Instl Ultr-Shrt Inc | 1B | 0.76 | 4.50 | - | ||
Morgan Stanley Mortgage Securitiesi | 489.82M | 2.69 | 3.46 | 3.59 |
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