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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 15.210 | 15.590 | 0.380 |
Bonds | 83.930 | 87.790 | 3.860 |
Other | 0.860 | 0.860 | 0.000 |
Name | Net % | Category Average |
---|---|---|
Securitized | 70.838 | 37.587 |
Cash | 15.217 | 7.704 |
Government | 9.219 | 25.229 |
Corporate | 1.418 | 27.121 |
Number of long holdings: 454
Number of short holdings: 5
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Us 5yr Note (Cbt) Mar19 Xcbt 20190329 | - | 5.10 | - | - | |
Federal National Mortgage Association 4% | - | 4.48 | - | - | |
Us Long Bond(Cbt) Mar19 Xcbt 20190320 | - | 4.41 | - | - | |
Federal National Mortgage Association 4.5% | - | 3.70 | - | - | |
US 10 Year Ultra Future Mar19 | - | 2.86 | - | - | |
Federal National Mortgage Association 3.5% | - | 1.65 | - | - | |
Federal National Mortgage Association 5% | - | 1.18 | - | - | |
NATIONSTAR HECM LOAN TRUST 6% | - | 1.06 | - | - | |
FINANCE OF AMERICA STRUCTURED SECURITIES TRUST 6% | - | 0.95 | - | - | |
Federal Home Loan Mortgage Corporation 4% | - | 0.84 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
Morgan Stanley Instl Ultr-Shrt IncS | 6.73B | 0.41 | 4.40 | - | ||
Morgan Stanley Instl Ultr-Shrt IncA | 5.25B | 0.40 | 4.28 | - | ||
Consulting Group Core Fixed Income | 1.86B | 0.68 | -2.18 | 1.18 | ||
Morgan Stanley Instl Ultr-Shrt Inc | 1.07B | 0.40 | 4.35 | - | ||
Morgan Stanley Mortgage Securitiesi | 466.81M | 0.79 | 2.67 | 3.40 |
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