Asset allocation
Distribution
| Type | % Net assets | % Short | % Long |
|---|---|---|---|
| US stock | 57.65% | 0.00% | 57.65% |
| US bond | 21.80% | 0.53% | 22.33% |
| Non-US bond | 1.49% | 0.00% | 1.49% |
| Non-US stock | 0.59% | 0.00% | 0.59% |
| Cash | -2.17% | 2.63% | 0.47% |
| Other | 20.64% | 0.00% | 20.64% |
As of Sep 30 2020
Weightings
Sectors
- Sectors
- Regions
| Sector | % Net assets | Category average |
|---|---|---|
| Real Estate | 20.04% | 1.68% |
| Energy | 17.24% | 1.53% |
| Utilities | 6.93% | 2.03% |
| Financial Services | 4.06% | 8.33% |
| Consumer Defensive | 2.88% | 4.15% |
| Industrials | 1.69% | 5.53% |
| Healthcare | 1.60% | 8.43% |
| Other | 1.55% | 54.71% |
| Basic Materials | 1.14% | 2.07% |
| Technology | 1.11% | 11.54% |
As of Sep 30 2020. Sectors weighting is calculated using only long position holdings of the portfolio.
Top 10 holdings
| Top 10 holdings as a per cent of portfolio | |||
|---|---|---|---|
| 19.48% | 31.65% | 0.00% | 31.65% |
| Category average | % Net assets | % Short | % Long |
| Company | 1 year change | Portfolio weight | Long allocation |
|---|---|---|---|
| First Trust Tactical High Yield ETF HYLS:NMQ:USD | -2.18% | 20.72% | |
| Geo Group Inc GEO:NYQ | -42.43% | 1.70% | |
| Annaly Capital Management Inc NLY:NYQ | -20.52% | 1.62% | |
| DCP Midstream LP DCP:NYQ | -45.96% | 1.31% | |
| EnLink Midstream LLC ENLC:NYQ | -57.66% | 1.15% | |
| Medical Properties Trust Inc MPW:NYQ | -13.37% | 1.15% | |
| Getty Realty Corp GTY:NYQ | -21.93% | 1.01% | |
| Western Midstream Partners LP WES:NYQ | -63.40% | 1.00% | |
| Citigroup Inc 6.3% Fixed Series S | -- | 1.00% | |
| Citigroup Capital XIII C PR N:NYQ | +0.29% | 0.99% | |
| Per cent of portfolio in top 10 holdings: 31.65% |
