Asset allocation
Distribution
| Type | % Net assets | % Short | % Long |
|---|---|---|---|
| US bond | 85.41% | 0.00% | 85.41% |
| Non-US bond | 8.92% | 0.00% | 8.92% |
| Cash | 4.62% | 0.03% | 4.65% |
| US stock | 0.00% | 0.00% | 0.00% |
| Non-US stock | 0.00% | 0.00% | 0.00% |
| Other | 1.05% | 0.00% | 1.05% |
As of Mar 31 2024
Weightings
Sectors
- Sectors
- Regions
| Sector | % Net assets | Category average |
|---|---|---|
| Corporate Bond | 93.10% | 87.30% |
| Cash & Equivalents | 4.65% | 4.60% |
| Bank Loan | 1.24% | 1.36% |
| Preferred Stock | 1.04% | 0.38% |
| Other | 0.00% | 3.70% |
| Asset-Backed | 0.00% | 1.06% |
| Swap | 0.00% | 0.91% |
| Convertible | 0.00% | 0.40% |
| Commercial Mortgage-Backed | 0.00% | 0.21% |
| Agency Mortgage-Backed | 0.00% | 0.08% |
As of Mar 31 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 | |||
|---|---|---|---|
| 67.69% | 14.63% | 0.00% | 14.63% |
| Category average | % Net assets | % Short | % Long |
| Company | 1 year change | Portfolio weight | Long allocation |
|---|---|---|---|
| iShares iBoxx $ High Yield Corporate Bond ETF HYG:PCQ:USD | +1.54% | 2.14% | |
| iShares Broad USD High Yield Corporate Bond ETF USHY:BTQ:USD | +1.59% | 2.07% | |
| CCO Holdings, LLC/ CCO Holdings Capital Corp. 4.25% | -- | 1.59% | |
| Enlink Midstream LLC 6.5% | -- | 1.46% | |
| SPDR® Portfolio High Yield Bond ETF SPHY:PCQ:USD | +0.66% | 1.46% | |
| Iron Mountain Inc. 4.875% | -- | 1.30% | |
| SPDR® Bloomberg Short Term High Yield Bond ETF SJNK:PCQ:USD | +0.61% | 1.20% | |
| Surgery Center Holdings, Inc. 10% | -- | 1.18% | |
| ZF North America Capital, Inc. 7.125% | -- | 1.12% | |
| Light & Wonder International Inc. 7.25% | -- | 1.11% | |
| Per cent of portfolio in top 10 holdings: 14.63% |
