Asset Allocation

As of June 30, 2026.
Type % Net
Cash 0.90%
Stock 0.00%
Bond 99.49%
Convertible 0.00%
Preferred 0.00%
Other -0.39%
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Bond Sector Exposure

As of June 30, 2026
Type % Net
Government 24.71%
Corporate 26.99%
Securitized 45.81%
Municipal 0.00%
Other 2.49%
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Region Exposure

% Developed Markets: 87.29%    % Emerging Markets: 5.92%    % Unidentified Markets: 6.79%

Americas 85.52%
80.57%
Canada 1.20%
United States 79.37%
4.95%
Argentina 0.05%
Brazil 0.57%
Chile 0.46%
Colombia 0.35%
Mexico 0.85%
Peru 0.55%
As of June 30, 2026. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 5.64%
United Kingdom 0.95%
3.03%
Belgium 0.07%
Denmark 0.01%
France 0.53%
Germany 0.13%
Greece 0.02%
Ireland 0.44%
Italy 0.11%
Netherlands 0.56%
Portugal 0.15%
Spain 0.38%
Switzerland 0.07%
0.88%
Czech Republic 0.19%
Poland 0.24%
0.77%
Israel 0.00%
Nigeria 0.02%
Saudi Arabia 0.02%
South Africa 0.60%
United Arab Emirates 0.04%
Greater Asia 2.05%
Japan 0.39%
0.08%
Australia 0.04%
0.54%
Singapore 0.34%
South Korea 0.20%
1.04%
India 0.30%
Indonesia 0.34%
Malaysia 0.21%
Philippines 0.06%
Thailand 0.14%
Unidentified Region 6.79%

Bond Credit Quality Exposure

AAA 8.05%
AA 24.09%
A 7.75%
BBB 19.78%
BB 6.08%
B 2.58%
Below B 3.26%
    CCC 2.14%
    CC 0.74%
    C 0.37%
    DDD 0.00%
    DD 0.00%
    D 0.01%
Not Rated 2.29%
Not Available 26.13%
Short Term 0.00%
As of June 30, 2026
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Bond Maturity Exposure

Short Term
1.58%
Less than 1 Year
1.58%
Intermediate
43.28%
1 to 3 Years
6.45%
3 to 5 Years
17.95%
5 to 10 Years
18.87%
Long Term
54.76%
10 to 20 Years
18.73%
20 to 30 Years
29.98%
Over 30 Years
6.06%
Other
0.38%
As of June 30, 2026
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