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| Name | Net % | Long % | Short % |
|---|---|---|---|
| Bonds | 106.08 | 106.30 | 0.22 |
| Convertible | 0.21 | 0.21 | 0.00 |
| Preferred | 0.23 | 0.23 | 0.00 |
| Other | 0.32 | 0.32 | 0.00 |
| Ratios | Value | Category Average |
|---|---|---|
| P/E Ratio | - | 13.84 |
| Price to Book | 1.94 | 2.29 |
| Price to Sales | 2.64 | 1.69 |
| Price to Cash Flow | 4.15 | 11.38 |
| Dividend Yield | 0.04 | 3.36 |
| 5 Years Earnings Growth | - | 11.27 |
| Name | Net % | Category Average |
|---|---|---|
| Securitized | 63.54 | 27.62 |
| Derivative | 0.12 | 12.89 |
| Corporate | 24.52 | 42.10 |
| Government | 16.59 | 21.21 |
| Cash | -6.97 | 12.54 |
Number of long holdings: 368
Number of short holdings: 50
| Name | ISIN | Weight % | Last | Change % | |
|---|---|---|---|---|---|
| Federal National Mortgage Association 5.5% | - | 15.40 | - | - | |
| Government National Mortgage Association 0% | - | 3.21 | - | - | |
| RMF BUYOUT ISSUANCE TRUST 6% | - | 2.35 | - | - | |
| Government National Mortgage Association 0% | - | 1.61 | - | - | |
| Government National Mortgage Association 0% | - | 1.59 | - | - | |
| Government National Mortgage Association 0% | - | 1.54 | - | - | |
| UNITED STATES ZERO 03/26 | - | 1.33 | - | - | |
| Peru (Republic Of) 6.85% | PEP01000C5K6 | 1.33 | - | - | |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 0% | - | 1.25 | - | - | |
| Peru (Republic Of) 6.15% | PEP01000C5E9 | 1.22 | - | - |
| Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
|---|---|---|---|---|---|---|
| Morgan Stanley Instl Ultr-Shrt IncS | 10.37B | 3.81 | 5.25 | - | ||
| Morgan Stanley Instl Ultr-Shrt IncA | 5.05B | 3.68 | 5.12 | - | ||
| Consulting Group Core Fixed Income | 1.81B | 6.86 | 5.73 | 1.87 | ||
| Morgan Stanley Instl Ultr-Shrt Inc | 811.69M | 3.77 | 5.20 | - | ||
| Morgan Stanley Mortgage Securitiesi | 769.13M | 8.31 | 8.69 | 4.01 |
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