Asset allocation
Distribution
| Type | % Net assets | % Short | % Long |
|---|---|---|---|
| US bond | 92.15% | 11.66% | 103.81% |
| Non-US bond | 4.81% | 0.00% | 4.81% |
| Cash | 3.04% | 1.57% | 4.61% |
| US stock | 0.00% | 0.00% | 0.00% |
| Non-US stock | 0.00% | 0.00% | 0.00% |
| Other | 0.00% | 0.00% | 0.00% |
As of Jan 31 2026
Weightings
Sectors
- Sectors
- Regions
| Sector | % Net assets | Category average |
|---|---|---|
| Government | 39.03% | 29.10% |
| Government Related | 34.34% | 6.13% |
| Agency Mortgage-Backed | 17.89% | 30.95% |
| Corporate Bond | 17.79% | 24.37% |
| Cash & Equivalents | 3.10% | 6.11% |
| Commercial Mortgage-Backed | 0.46% | 0.47% |
| Asset-Backed | 0.30% | 7.02% |
| Municipal Taxable | 0.30% | 1.92% |
| Non-Agency Residential Mortgage-Backed | 0.00% | 0.20% |
| Other | 0.00% | -6.27% |
As of Jan 31 2026. Sectors weighting is calculated using only long position holdings of the portfolio.
Top 10 holdings
| Top 10 holdings as a per cent of portfolio | |||
|---|---|---|---|
| 37.08% | 99.19% | 11.49% | 110.68% |
| Category average | % Net assets | % Short | % Long |
| Company | 1 year change | Portfolio weight | Short allocation | Long allocation |
|---|---|---|---|---|
| iShares Core U.S. Aggregate Bond ETF AGG:PCQ:USD | +3.38% | 72.41% | ||
| 10 Year Treasury Note Future Mar 26 | -- | 24.19% | ||
| Recv Irs3.896sof121527121 | -- | 9.02% | ||
| Payb Irs3.896sof121527121 | -- | -8.88% | ||
| United States Treasury Notes 2.125% | -- | 3.56% | ||
| US Treasury Bond Future Mar 26 | -- | -2.22% | ||
| United States Treasury Bills 0.11538% | -- | 0.60% | ||
| United States Treasury Bills 0.15385% | -- | 0.47% | ||
| United States Treasury Bills 0.11538% | -- | 0.43% | ||
| Cdx Ig Cdsi 45 5y | -- | -0.39% | ||
| Per cent of portfolio in top 10 holdings: 99.19% |
