Asset allocation
Distribution
| Type | % Net assets | % Short | % Long |
|---|---|---|---|
| US bond | 71.38% | 0.52% | 71.90% |
| Cash | 8.58% | 10.22% | 18.80% |
| Non-US bond | 15.79% | 0.02% | 15.81% |
| US stock | 2.22% | 5.01% | 7.23% |
| Non-US stock | 0.19% | 0.23% | 0.42% |
| Other | 1.84% | 0.19% | 2.03% |
As of Jun 30 2024
Weightings
Sectors
- Sectors
- Regions
| Sector | % Net assets | Category average |
|---|---|---|
| Technology | 1.47% | 15.22% |
| Financial Services | 1.05% | 7.40% |
| Industrials | 0.87% | 5.28% |
| Healthcare | 0.85% | 6.50% |
| Consumer Cyclical | 0.73% | 5.07% |
| Other | 0.44% | 48.46% |
| Communication Services | 0.39% | 4.39% |
| Consumer Defensive | 0.38% | 3.10% |
| Energy | 0.35% | 3.22% |
| Real Estate | 0.30% | 1.36% |
As of Jun 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 | |||
|---|---|---|---|
| 24.78% | 79.66% | 0.00% | 79.66% |
| Category average | % Net assets | % Short | % Long |
| Company | 1 year change | Portfolio weight | Long allocation |
|---|---|---|---|
| Vanguard High-Yield Corporate Fund Admiral Shares VWEAX | +7.60% | 15.47% | |
| Stone Ridge Diversified Alternatives Fund Class I SRDAX | -7.23% | 10.10% | |
| SPDR® Portfolio Short Term Treasury ETF SPTS:PCQ:USD | +2.40% | 7.95% | |
| Vanguard Short-Term Treasury Index Fund ETF Shares VGSH:NMQ:USD | +2.59% | 7.95% | |
| iShares Broad USD High Yield Corporate Bond ETF USHY:BTQ:USD | +8.61% | 7.93% | |
| Xtrackers USD High Yield Corporate Bond ETF HYLB:PCQ:USD | +8.91% | 7.93% | |
| SPDR® Bloomberg High Yield Bond ETF JNK:PCQ:USD | +8.14% | 6.87% | |
| Schwab U.S. TIPS ETF™ SCHP:PCQ:USD | +6.11% | 6.33% | |
| Vanguard Emerging Markets Government Bond Index Fund ETF Shares VWOB:NMQ:USD | +11.46% | 4.88% | |
| JPMorgan Income Fund Class I JMSIX | +6.32% | 4.25% | |
| Per cent of portfolio in top 10 holdings: 79.66% |
