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Portfolio Composition & Compliance – Maturity Distribution
Maturity Distribution - General / M&O
6/30/2026
$100.0 $120.0
Maturity Market Distribution Value ($M) 0 - 1 Yr $48.5 1 - 2 Yrs $48.6 2 - 3 Yrs $95.5 3 - 4 Yrs $115.2 4 - 5 Yrs $59.4 5 + Yrs $38.9 Total $406.0
$0.0 $20.0 $40.0 $60.0 $80.0
0 - 1 Yr
1 - 2 Yrs 2 - 3 Yrs 3 - 4 Yrs 4 - 5 Yrs 5 + Yrs
Total Return reserve accounts align durations with benchmark indices. o Dispersion of maturities reduces yield curve concentration risk & benchmark tracking error.
o General Account: Staggered maturities, 1-month to 5-years. o M&O Account: Staggered maturities, 1-month to 15-years.
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