Asset Allocation

As of June 30, 2026.
Type % Net
Cash 2.85%
Stock 0.22%
Bond 96.78%
Convertible 0.00%
Preferred 0.05%
Other 0.10%
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Bond Sector Exposure

As of June 30, 2026
Type % Net
Government 45.80%
Corporate 14.16%
Securitized 38.17%
Municipal 0.00%
Other 1.88%
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Region Exposure

% Developed Markets: 128.2%    % Emerging Markets: 13.76%    % Unidentified Markets: -41.92%

Americas 131.5%
119.3%
Canada 0.39%
United States 118.9%
12.19%
Argentina 0.74%
Brazil 4.11%
Chile 0.08%
Colombia 2.46%
Mexico 1.08%
Peru 1.44%
Venezuela 0.33%
As of June 30, 2026. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 9.99%
United Kingdom 3.09%
2.87%
France 0.76%
Ireland 0.72%
Netherlands 0.21%
Spain 0.15%
Switzerland 0.42%
1.32%
Czech Republic 0.00%
Russia 0.23%
Turkey 0.38%
2.70%
Egypt 0.23%
Qatar 0.27%
Saudi Arabia 0.22%
South Africa 1.39%
United Arab Emirates 0.35%
Greater Asia 0.48%
Japan 0.39%
0.08%
Australia 0.07%
0.00%
0.00%
China 0.00%
Unidentified Region -41.92%

Bond Credit Quality Exposure

AAA 7.89%
AA 48.07%
A 3.00%
BBB 6.48%
BB 7.28%
B 1.83%
Below B 7.08%
    CCC 5.25%
    CC 0.84%
    C 0.37%
    DDD 0.00%
    DD 0.00%
    D 0.63%
Not Rated 2.28%
Not Available 16.08%
Short Term 0.00%
As of June 30, 2026
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Bond Maturity Exposure

Short Term
14.12%
Less than 1 Year
14.12%
Intermediate
27.01%
1 to 3 Years
5.81%
3 to 5 Years
6.48%
5 to 10 Years
14.72%
Long Term
57.98%
10 to 20 Years
10.35%
20 to 30 Years
19.90%
Over 30 Years
27.72%
Other
0.90%
As of June 30, 2026
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