Asset Allocation

As of June 30, 2026.
Type % Net
Cash 1.52%
Stock 0.01%
Bond 96.50%
Convertible 0.00%
Preferred 0.00%
Other 1.97%
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Bond Sector Exposure

As of June 30, 2026
Type % Net
Government 71.19%
Corporate 28.33%
Securitized 0.00%
Municipal 0.26%
Other 0.22%
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Region Exposure

% Developed Markets: 16.10%    % Emerging Markets: 81.70%    % Unidentified Markets: 2.20%

Americas 47.05%
7.06%
Canada 0.46%
United States 6.60%
39.99%
Argentina 4.46%
Brazil 1.90%
Chile 2.05%
Colombia 3.27%
Mexico 7.27%
Peru 4.86%
Venezuela 1.54%
As of June 30, 2026. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 37.82%
United Kingdom 1.45%
3.72%
Netherlands 1.66%
11.86%
Poland 1.10%
Turkey 4.55%
20.79%
Egypt 2.45%
Nigeria 2.38%
Saudi Arabia 4.31%
South Africa 3.83%
Greater Asia 12.93%
Japan 0.00%
0.00%
0.41%
Singapore 0.41%
12.51%
India 3.25%
Indonesia 3.29%
Kazakhstan 1.93%
Malaysia 0.71%
Philippines 2.15%
Unidentified Region 2.20%

Bond Credit Quality Exposure

AAA 3.22%
AA 2.56%
A 8.07%
BBB 36.51%
BB 27.44%
B 17.70%
Below B 1.55%
    CCC 1.23%
    CC 0.00%
    C 0.09%
    DDD 0.00%
    DD 0.00%
    D 0.23%
Not Rated 1.60%
Not Available 1.35%
Short Term 0.00%
As of June 30, 2026
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Bond Maturity Exposure

Short Term
6.72%
Less than 1 Year
6.72%
Intermediate
50.47%
1 to 3 Years
7.06%
3 to 5 Years
9.46%
5 to 10 Years
33.95%
Long Term
42.22%
10 to 20 Years
19.73%
20 to 30 Years
21.28%
Over 30 Years
1.21%
Other
0.58%
As of June 30, 2026
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