Asset Allocation

As of June 30, 2024.
Type % Net
Cash 14.71%
Stock 0.00%
Bond 101.2%
Convertible 0.00%
Preferred 8.09%
Other -23.97%
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Bond Sector Exposure

As of June 30, 2024
Type % Net
Government -2.04%
Corporate 72.88%
Securitized 0.00%
Municipal 0.00%
Other 29.16%
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Region Exposure

% Developed Markets: 112.3%    % Emerging Markets: 0.00%    % Unidentified Markets: -12.33%

Americas 109.2%
108.7%
Canada 90.21%
United States 18.54%
0.42%
As of June 30, 2024. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 3.17%
United Kingdom 2.28%
0.89%
France -1.49%
Ireland 1.52%
Netherlands 1.29%
Switzerland 0.76%
0.00%
0.00%
Greater Asia 0.00%
Japan 0.00%
0.00%
0.00%
0.00%
Unidentified Region -12.33%

Bond Credit Quality Exposure

AAA -2.04%
AA 0.00%
A 0.58%
BBB 29.14%
BB 36.82%
B 14.09%
Below B -0.32%
    CCC -0.32%
    CC 0.00%
    C 0.00%
    DDD 0.00%
    DD 0.00%
    D 0.00%
Not Rated 0.32%
Not Available 21.42%
Short Term 0.00%
As of June 30, 2024
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Bond Maturity Exposure

Short Term
1.64%
Less than 1 Year
1.64%
Intermediate
43.93%
1 to 3 Years
19.16%
3 to 5 Years
22.03%
5 to 10 Years
2.74%
Long Term
44.69%
10 to 20 Years
0.22%
20 to 30 Years
8.26%
Over 30 Years
36.20%
Other
9.75%
As of June 30, 2024
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