Asset allocation
Distribution
| Type | % Net assets | % Short | % Long |
|---|---|---|---|
| US bond | 56.61% | 0.00% | 56.61% |
| Non-US bond | 33.27% | 0.91% | 34.18% |
| Cash | 9.25% | 0.00% | 9.25% |
| US stock | 0.22% | 0.00% | 0.22% |
| Non-US stock | 0.13% | 0.00% | 0.13% |
| Other | 0.53% | 6.53% | 7.06% |
As of Apr 30 2024
Weightings
Sectors
- Sectors
- Regions
| Sector | % Net assets | Category average |
|---|---|---|
| Bank Loan | 82.42% | 56.66% |
| Cash & Equivalents | 9.25% | 19.27% |
| Corporate Bond | 6.00% | 7.57% |
| Asset-Backed | 1.59% | 2.52% |
| Swap | 0.66% | 0.00% |
| Convertible | 0.14% | 0.04% |
| Other | 0.00% | 13.75% |
| Agency Mortgage-Backed | 0.00% | 0.19% |
As of Apr 30 2024. Sectors weighting is calculated using only long position holdings of the portfolio.
Top 10 holdings
| Top 10 holdings as a per cent of portfolio | |||
|---|---|---|---|
| 51.38% | 6.48% | 6.53% | 13.01% |
| Category average | % Net assets | % Short | % Long |
| Company | 1 year change | Portfolio weight | Short allocation | Long allocation |
|---|---|---|---|---|
| Ddz01amn3 Trs Usd R F .00000 Ddz01amn3 Trs Ibox | -- | 3.26% | ||
| Ddz01amn3 Trs Usd P V 03msofr Ddz01amn3 Trs Ibox | -- | -3.23% | ||
| SPDR Blackstone Senior Loan ETF SRLN:PCQ:USD | +2.41% | 2.65% | ||
| Ddz017fl2 Trs Usd R F .00000 Ddz017fl2 Trs Ibox Fix | -- | 1.86% | ||
| Ddz017fl2 Trs Usd P V 03msofr Ddz017fl2 Trs Ibox Flo | -- | -1.78% | ||
| Ddz017go5 Trs Usd R F .00000 Ddz017go5 Trs Ibox Fix | -- | 1.60% | ||
| Ddz017go5 Trs Usd P V 03msofr Ddz017go5 Trs Ibox Flo | -- | -1.52% | ||
| ACRISURE, LLC 2020 TERM LOAN B | -- | 1.39% | ||
| PERATON CORP TERM LOAN B | -- | 1.13% | ||
| HUB INTERNATIONAL LIMITED 2024 TERM LOAN B | -- | 1.12% | ||
| Per cent of portfolio in top 10 holdings: 6.48% |
