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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 3.64 | 3.65 | 0.01 |
Bonds | 96.36 | 101.73 | 5.37 |
Name | Net % | Category Average |
---|---|---|
Securitized | 60.37 | 36.12 |
Government | 20.73 | 26.05 |
Municipal | 11.65 | 2.57 |
Cash | 4.19 | 7.46 |
Corporate | 3.06 | 27.17 |
Number of long holdings: 596
Number of short holdings: 3
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Us 5yr Note (Cbt) Sep19 Xcbt 20190930 | - | 7.81 | - | - | |
Israel (State Of) 5.5% | - | 3.79 | - | - | |
United States Treasury Notes 1.75% | - | 3.68 | - | - | |
Tennessee Valley Authority 7.12% | - | 2.73 | - | - | |
Federal National Mortgage Association 3.5% | - | 2.49 | - | - | |
Federal Home Loan Mortgage Corporation 2.37% | - | 2.38 | - | - | |
Tennessee Valley Authority 5.25% | - | 2.16 | - | - | |
MISSOURI ST HWYS & TRANS COMMN ST RD REV 5.44% | - | 1.79 | - | - | |
LOS ANGELES CALIF UNI SCH DIST 5.75% | - | 1.78 | - | - | |
US Ultra Bond (CBT) Sept19 | - | 1.74 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
Morgan Stanley Instl Ultr-Shrt IncS | 8.25B | 1.42 | 4.76 | - | ||
Morgan Stanley Instl Ultr-Shrt IncA | 5.15B | 1.37 | 4.64 | - | ||
Consulting Group Core Fixed Income | 1.62B | 2.69 | 1.34 | 1.44 | ||
Morgan Stanley Instl Ultr-Shrt Inc | 921.25M | 1.50 | 4.74 | - | ||
Morgan Stanley Mortgage Securitiesi | 535.4M | 3.85 | 5.34 | 3.61 |
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