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| Name | Net % | Long % | Short % |
|---|---|---|---|
| Cash | 2.690 | 2.690 | 0.000 |
| Bonds | 97.310 | 107.430 | 10.120 |
| Ratios | Value | Category Average |
|---|---|---|
| P/E Ratio | 13.319 | 15.822 |
| Price to Book | 1.454 | 2.660 |
| Price to Sales | 2.340 | 1.632 |
| Price to Cash Flow | 10.223 | 7.307 |
| Dividend Yield | 1.775 | 3.741 |
| 5 Years Earnings Growth | 14.172 | 10.137 |
| Name | Net % | Category Average |
|---|---|---|
| Corporate | 48.178 | 40.273 |
| Government | 25.225 | 23.570 |
| Securitized | 23.906 | 32.862 |
| Cash | 2.691 | 11.713 |
Number of long holdings: 264
Number of short holdings: 2
| Name | ISIN | Weight % | Last | Change % | |
|---|---|---|---|---|---|
| 2 Year Treasury Note Future June 24 | - | 28.61 | - | - | |
| United States Treasury Notes 5% | - | 5.68 | - | - | |
| Credit Suisse AG New York Branch 7.95% | - | 1.18 | - | - | |
| Energy Transfer LP 2.9% | - | 0.98 | - | - | |
| Credit Agricole S.A. London Branch 5.134% | - | 0.95 | - | - | |
| GA Global Funding Trust 1.625% | - | 0.92 | - | - | |
| General Motors Financial Company Inc 5.4% | - | 0.91 | - | - | |
| Ford Motor Credit Company LLC 6.95% | - | 0.88 | - | - | |
| Aercap Ireland Capital DAC 6.45% | - | 0.88 | - | - | |
| NBN Co Ltd. 1.45% | - | 0.88 | - | - |
| Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
|---|---|---|---|---|---|---|
| Morgan Stanley Instl Ultr-Shrt IncS | 10.06B | 3.81 | 5.25 | - | ||
| Morgan Stanley Instl Ultr-Shrt IncA | 4.98B | 3.68 | 5.12 | - | ||
| Consulting Group Core Fixed Income | 1.8B | 6.86 | 5.73 | 1.87 | ||
| Morgan Stanley Instl Ultr-Shrt Inc | 838.29M | 3.77 | 5.20 | - | ||
| Morgan Stanley Mortgage Securitiesi | 751.95M | 8.31 | 8.69 | 4.01 |
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