Asset Allocation

As of June 30, 2026.
Type % Net
Cash 0.53%
Stock 0.00%
Bond 99.08%
Convertible 0.00%
Preferred 0.00%
Other 0.39%
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Bond Sector Exposure

As of June 30, 2026
Type % Net
Government 43.78%
Corporate 15.72%
Securitized 40.18%
Municipal 0.00%
Other 0.32%
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Region Exposure

% Developed Markets: 105.5%    % Emerging Markets: 1.13%    % Unidentified Markets: -6.66%

Americas 104.4%
103.0%
Canada 0.22%
United States 102.8%
1.46%
Mexico 0.58%
As of June 30, 2026. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 1.84%
United Kingdom 0.59%
0.86%
France 0.23%
Italy 0.11%
Netherlands 0.19%
Norway 0.05%
Spain 0.11%
0.17%
0.22%
Israel 0.22%
Greater Asia 0.39%
Japan 0.11%
0.04%
Australia 0.04%
0.00%
0.23%
Indonesia 0.12%
Philippines 0.11%
Unidentified Region -6.66%

Bond Credit Quality Exposure

AAA 12.83%
AA 55.05%
A 5.90%
BBB 9.93%
BB 0.18%
B 0.00%
Below B 0.00%
    CCC 0.00%
    CC 0.00%
    C 0.00%
    DDD 0.00%
    DD 0.00%
    D 0.00%
Not Rated 0.16%
Not Available 15.96%
Short Term 0.00%
As of June 30, 2026
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Bond Maturity Exposure

Short Term
2.28%
Less than 1 Year
2.28%
Intermediate
34.45%
1 to 3 Years
6.01%
3 to 5 Years
10.54%
5 to 10 Years
17.90%
Long Term
62.91%
10 to 20 Years
18.55%
20 to 30 Years
31.34%
Over 30 Years
13.02%
Other
0.35%
As of June 30, 2026
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