Asset Allocation

As of June 30, 2026.
Type % Net
Cash -26.51%
Stock 0.00%
Bond 118.3%
Convertible 0.00%
Preferred 0.00%
Other 8.19%
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Bond Sector Exposure

As of June 30, 2026
Type % Net
Government 59.39%
Corporate 16.45%
Securitized 22.63%
Municipal 0.40%
Other 1.14%
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Region Exposure

% Developed Markets: 125.3%    % Emerging Markets: 7.78%    % Unidentified Markets: -33.09%

Americas 119.2%
112.7%
Canada 1.16%
United States 111.5%
6.53%
Brazil 3.41%
Chile 0.03%
Colombia 0.02%
Mexico 0.08%
Peru 1.42%
As of June 30, 2026. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 11.62%
United Kingdom 0.92%
7.08%
France 0.47%
Ireland 3.36%
Italy 1.53%
Netherlands 0.24%
Norway 0.12%
Spain 0.18%
Switzerland 0.36%
0.33%
3.30%
Israel 0.15%
Qatar 0.14%
South Africa 1.85%
United Arab Emirates 0.47%
Greater Asia 2.27%
Japan 1.81%
0.18%
Australia 0.18%
0.24%
Singapore 0.24%
0.04%
Indonesia 0.04%
Unidentified Region -33.09%

Bond Credit Quality Exposure

AAA 8.49%
AA 58.06%
A 6.31%
BBB 9.50%
BB 5.55%
B 0.28%
Below B 0.84%
    CCC 0.59%
    CC 0.00%
    C 0.22%
    DDD 0.00%
    DD 0.00%
    D 0.03%
Not Rated 0.46%
Not Available 10.51%
Short Term 0.00%
As of June 30, 2026
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Bond Maturity Exposure

Short Term
2.99%
Less than 1 Year
2.99%
Intermediate
49.61%
1 to 3 Years
13.40%
3 to 5 Years
17.54%
5 to 10 Years
18.67%
Long Term
47.12%
10 to 20 Years
15.36%
20 to 30 Years
21.72%
Over 30 Years
10.04%
Other
0.28%
As of June 30, 2026
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