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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 6.02 | 6.44 | 0.42 |
Bonds | 93.53 | 97.91 | 4.38 |
Convertible | 0.45 | 0.45 | 0.00 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | - | 13.11 |
Price to Book | 1.94 | 1.95 |
Price to Sales | 2.64 | 1.49 |
Price to Cash Flow | 4.15 | 7.60 |
Dividend Yield | 0.04 | 3.61 |
5 Years Earnings Growth | - | 12.92 |
Name | Net % | Category Average |
---|---|---|
Government | 34.62 | 20.70 |
Securitized | 32.62 | 29.43 |
Corporate | 26.98 | 42.56 |
Cash | 3.16 | 12.80 |
Number of long holdings: 432
Number of short holdings: 6
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Us 5yr Note (Cbt) Dec24 Xcbt 20241231 | - | 13.70 | - | - | |
Euro Bund Future Dec 24 | - | 2.57 | - | - | |
10 Year Treasury Note Future Dec 24 | - | 2.17 | - | - | |
10 Year Government of Canada Bond Future Dec 24 | - | 2.09 | - | - | |
Euro Bobl Future Dec 24 | - | 2.05 | - | - | |
United States Treasury Bills 0.01% | - | 1.72 | - | - | |
Eaton Vance Floating-Rate ETF | - | 1.72 | - | - | |
United States Treasury Bills 0.01% | - | 1.69 | - | - | |
United States Treasury Bills 0.01% | - | 1.15 | - | - | |
Ultra 10 Year US Treasury Note Future Dec 24 | - | 1.06 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
Morgan Stanley Instl Ultr-Shrt IncS | 6.53B | 0.41 | 4.40 | - | ||
Morgan Stanley Instl Ultr-Shrt IncA | 5.21B | 0.40 | 4.28 | - | ||
Consulting Group Core Fixed Income | 1.87B | 0.68 | -2.18 | 1.18 | ||
Morgan Stanley Instl Ultr-Shrt Inc | 1.08B | 0.40 | 4.35 | - | ||
Morgan Stanley Mortgage Securitiesi | 458.94M | 0.79 | 2.67 | 3.40 |
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