Benchmark Morningstar Category

Asset Allocation

 

ZCM

 
  Type % Net % Short % Long Benchmark Cat Avg
As of 31/07/2017
Cash 0.51 0.51 0.00 2.35
Canadian Equity 0.00 0.00 0.00 0.08
U.S. Equity 0.00 0.00 0.00 0.04
International Equity 0.00 0.00 0.00 0.01
Fixed Income 98.51 98.51 0.00 95.07
Other 0.98 0.98 0.00 2.44
 

Style Details

Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of 31/07/2017
2017 98.51
2016 99.32
2015 99.28
2014 99.48
2013 99.16
 
Bond Statistics
Detail Value
As of 31/07/2017, *As of 31/07/2017
Average Effective Duration
Average Effective Maturity (Years)*
Average Credit Quality A
Average Weighted Coupon* 3.46
Average Weighted Price* 102.10
Credit Quality
Type % Bonds Benchmark Category Avg Bond Weight Benchmark Weight Category Avg Weight
AAA 0.51 31.85
AA 18.18 29.44
A 32.49 28.67
BBB 48.82 9.93
BB 0.00 0.00
B 0.00 0.00
Below B 0.00 0.00
Not Rated 0.00 0.10
As of 31/07/2017
Credit Quality is calculated only using the long position holdings of the portfolio.

Sector Weight

Fixed-Income Sectors
Type % Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
Government 8.15 51.37
       
Corporate 90.84 43.83
       
Securitized 0.51 0.58
       
Municipal 0.00 0.08
       
Cash & Equivalents 0.51 2.19
       
Other 0.00 -0.12
As of 31/07/2017
Sector data is calculated only using the rescaled long position holdings of the portfolio.
Coupon Range
Type % Bonds Benchmark Category Avg   Fund Weight Benchmark Weight Category Avg Weight
0% 0.00 0.24
0% to 4% 81.64 78.53
4% to 6% 17.73 13.39
6% to 8% 0.53 7.16
8% to 10% 0.11 0.53
10% to 12% 0.00 0.15
More than 12% 0.00 0.00
As of 31/07/2017
Sector data is calculated only using the long position holdings of the portfolio.

Top 10 Country Breakdown

 
% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
Canada 98.32 92.33
Bermuda 0.99 0.17
United States 0.70 5.99
As of 31/07/2017
Country breakdown data is calculated only using the long rescaled holdings of the portfolio.

Bond Maturity Breakdown

 
% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
1 to 3 Years 0.00 6.75
3 to 5 Years 0.00 26.17
5 to 7 Years 49.74 16.49
7 to 10 Years 44.13 20.66
10 to 15 Years 4.27 9.40
15 to 20 Years 0.00 2.98
20 to 30 Years 0.00 7.42
Over 30 Years 1.86 7.34
As of 31/07/2017

World Regions – Country Breakdown

 
% Stocks Benchmark Category Avg
As of not available
Region breakdown data is calculated by using the long position holdings of the portfolio equity part only.
  Americas 87.91
North America 87.87
  United States 32.07
  Canada 55.81
Latin America 0.04
  Peru 0.04
  Greater Europe 12.06
United Kingdom 0.04
  United Kingdom 0.04
Europe Developed 12.00
  Italy 11.91
  Spain 0.03
  Netherlands 0.05
  Switzerland 0.01
Africa/Middle East 0.01
  Israel 0.01
  Greater Asia 0.03
Asia Emerging 0.03
  China 0.03
Market Classification
% Developed Markets 99.93
% Emerging Markets 0.08
 
Greater Asia Americas Greater Europe
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