Asset Allocation

As of June 30, 2026.
Type % Net
Cash -115.1%
Stock 0.00%
Bond 209.8%
Convertible 0.00%
Preferred 0.00%
Other 5.27%
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Bond Sector Exposure

As of June 30, 2026
Type % Net
Government 93.28%
Corporate 0.26%
Securitized 6.45%
Municipal 0.00%
Other 0.00%
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Region Exposure

% Developed Markets: 220.1%    % Emerging Markets: 2.68%    % Unidentified Markets: -122.8%

Americas 215.0%
213.5%
Canada 0.13%
United States 213.4%
1.56%
Peru 1.18%
As of June 30, 2026. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 6.67%
United Kingdom 0.40%
4.63%
Ireland 3.58%
Italy 1.05%
0.00%
1.63%
Qatar 0.13%
South Africa 1.51%
Greater Asia 1.07%
Japan 1.07%
0.00%
0.00%
0.00%
Unidentified Region -122.8%

Bond Credit Quality Exposure

AAA 31.48%
AA 39.11%
A 0.81%
BBB 0.99%
BB 0.77%
B 0.15%
Below B 0.32%
    CCC 0.32%
    CC 0.00%
    C 0.00%
    DDD 0.00%
    DD 0.00%
    D 0.00%
Not Rated 19.56%
Not Available 6.81%
Short Term 0.00%
As of June 30, 2026
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Bond Maturity Exposure

Short Term
0.01%
Less than 1 Year
0.01%
Intermediate
16.42%
1 to 3 Years
0.10%
3 to 5 Years
0.16%
5 to 10 Years
16.16%
Long Term
83.57%
10 to 20 Years
15.44%
20 to 30 Years
64.50%
Over 30 Years
3.62%
Other
0.00%
As of June 30, 2026
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