Asset Allocation

As of June 30, 2026.
Type % Net
Cash -1.14%
Stock 0.01%
Bond 99.81%
Convertible 0.00%
Preferred 0.00%
Other 1.32%
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Bond Sector Exposure

As of June 30, 2026
Type % Net
Government 6.60%
Corporate 50.14%
Securitized 40.68%
Municipal 0.03%
Other 2.55%
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Region Exposure

% Developed Markets: 88.62%    % Emerging Markets: 3.61%    % Unidentified Markets: 7.77%

Americas 85.25%
81.80%
Canada 0.81%
United States 80.99%
3.45%
Argentina 0.13%
Brazil 0.35%
Chile 0.23%
Colombia 0.42%
Mexico 0.67%
Peru 0.08%
As of June 30, 2026. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 6.13%
United Kingdom 1.13%
3.76%
Austria 0.00%
Denmark 0.15%
Finland 0.00%
France 0.59%
Germany 0.11%
Greece 0.04%
Ireland 0.83%
Italy 0.01%
Netherlands 0.72%
Norway 0.00%
Spain 0.31%
Switzerland 0.29%
0.42%
Poland 0.05%
Turkey 0.20%
0.83%
Egypt 0.04%
Israel 0.11%
Nigeria 0.03%
Qatar 0.08%
Saudi Arabia 0.17%
South Africa 0.04%
United Arab Emirates 0.10%
Greater Asia 0.85%
Japan 0.18%
0.16%
Australia 0.16%
0.19%
Hong Kong 0.01%
Singapore 0.01%
0.32%
China 0.02%
Indonesia 0.16%
Kazakhstan 0.01%
Malaysia 0.02%
Pakistan 0.01%
Philippines 0.07%
Unidentified Region 7.77%

Bond Credit Quality Exposure

AAA 10.75%
AA 8.42%
A 14.96%
BBB 21.01%
BB 10.17%
B 7.45%
Below B 2.14%
    CCC 2.09%
    CC 0.05%
    C 0.00%
    DDD 0.00%
    DD 0.00%
    D 0.00%
Not Rated 0.48%
Not Available 24.62%
Short Term 0.00%
As of June 30, 2026
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Bond Maturity Exposure

Short Term
1.75%
Less than 1 Year
1.75%
Intermediate
44.22%
1 to 3 Years
9.04%
3 to 5 Years
12.25%
5 to 10 Years
22.92%
Long Term
53.52%
10 to 20 Years
14.08%
20 to 30 Years
36.55%
Over 30 Years
2.89%
Other
0.51%
As of June 30, 2026
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