Mercer Opportunistic Fixed Income Fund

Mercer Funds · 4 share classes

Actively managed global bond fund
One fund, 4 share classes:MOFAXMOFTXMOFYXMOFIX
$2.04B NAV
2,348 positions · as of 2026-06-30 · filed 2026-08-21

Fund classification

Classified from what the fund holds · as of 2026 Q2

Mercer Opportunistic Fixed Income Fund is an actively managed global bond fund.

Asset class
Bonds
Region
Global
Management
Actively managed
Fund type
Open-end fund
Credit quality
High yield
Rate sensitivity
Intermediate duration

Fund profile

As filed in the prospectus · 2025 Q3

The investment objective of the Fund is to provide long-term total return, which includes capital appreciation and income.

Strategy · summarised

The fund invests in a broad range of fixed income securities globally across all quality levels, geographies, issuer types, and currencies, including government bonds, corporate debt, emerging market issues, high-yield bonds, bank loans, and asset-backed securities, and may use derivatives for hedging, risk management, or return enhancement. Because the fund's selection depends on manager discretion across an unrestricted opportunity set, performance will diverge from any benchmark.

Expenses
0.51% 1.01%across 4 share classes
Share classGrossNet
MOFAX1.43%1.01%
MOFTX1.18%0.76%
MOFYX1.08%0.66%
MOFIX0.93%0.51%

Net is what a holder pays after the adviser's contractual waiver; gross is before it. A waiver can expire.

Portfolio turnover 77.00% · as of 2025 Q3

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q2

106.76%
of net assets
Bonds61.64%
Securitized20.25%
Loans18.28%
Cash & short-term5.20%
2 smaller1.39%

Look-through blends 1 underlying fund; 0.0% of NAV was not looked through and stays direct-classified.

Sector allocation

The same holdings as Allocation above, grouped by market sector instead of asset type · as of 2026 Q2

100%
of net assets
Other30.4%
Government23.0%
Securitized18.9%
International13.6%
12 smaller14.2%

Government, Securitized and Cash are non-corporate buckets; International is foreign holdings we don’t sector-classify, and Other is the residual (held funds, unresolved names).

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 594 new482 exited

Largest new: UMBS, TBA ×5, BNP Paribas SA, United States Treasury ×2

Largest exited: UMBS, TBA ×4, Deutsche Bank Securities, Inc., BofA Securities, Inc., Invesco Senior Loan ETF, United States Treasury

Return profile

Chart:

Total return as filed — price change plus distributions reinvested · trailing figures to Apr 2026

Share class1-year3-year5-yearVolWorst fall
+8.58%3.37%
+8.67%+21.73%+13.10%3.34%-4.75%

These classes hold the same portfolio, so the 0.09pp spread over 1 year is the cost difference between them — roughly 0.09pp a year — not a difference in what they own.

Cumulative return· Jul 2023 – Apr 2026

May 2026 and Jun 2026 have been filed since the trailing figures were struck, so they are not in the table above or the curve — every figure here shares one cut-off, which is what makes them comparable with other funds.

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-06-30

Avg coupon
6.32%
Avg maturity
9.89 yr
Coupon type

Share of the fund's debt by how its coupon behaves — the fact that decides whether a rate move reaches this portfolio at all.

27%
floating
Fixed rate67.3%
Floating rate26.7%
Zero-coupon or unclassified6.0%
Maturity ladder

Share of the fund's debt value in each maturity band, shortest first.

<1y10y+
<1y1.3%
1-3y11.1%
3-5y22.6%
5-10y37.2%
10y+27.8%
Flagged holdings
Defaulted: 0.56% · $11.50M · 21 positions
In arrears: 0.10% · $1.95M · 2 positions
Paid in kind: 0.36% · $7.37M · 13 positions

These three overlap — one holding can be in arrears and paying in kind at once — so they are shown separately and never summed.

Risk profile

Interest-rate and credit-spread sensitivity, both in years · as of 2026Q2

More of this fund’s sensitivity sits in credit spreads than in interest rates — a rate rally that comes with a credit selloff works against it.

Interest-rate duration
3.39 yr
approx. move per 100bp
Credit-spread duration
3.40 yr
approx. move per 100bp
If rates and spreads both rise 100bp

Where the loss would come from. The two shocks are the same size, so this is the balance of the fund's two sensitivities rather than a bet on one moving more.

≈ -7.0%
of value
Credit spreads50%
Interest rates50%

Filers report the impact of a 0.01% move only, so the total is our own scaling of that one number and overstates the loss on most bonds — read it as approximate, never as precise. The two sensitivities overlap rather than add up: they measure the same positions against different shocks, which is why the durations above are shown side by side and never summed.

Credit risk by quality

Share of the fund's spread duration carried by each credit tier.

+3.40
yrs total
High yield+2.63 yr
Investment grade+0.77 yr
Where the risk sits on the curve

Share of duration at each point, shortest first. A positive figure loses value when spreads widen; a negative one offsets — a credit hedge.

Interest rate3.39 yr total
3 mo30 yr
3 mo0.03 yr1%
1 yr0.45 yr13%
5 yr1.34 yr39%
10 yr1.23 yr36%
30 yr0.34 yr10%
Credit spread3.40 yr total
3 mo30 yr
3 mo0.02 yr1%
1 yr0.56 yr17%
5 yr1.78 yr53%
10 yr0.82 yr24%
30 yr0.21 yr6%

The two bands measure the same positions against different shocks and do not add — a Treasury carries rate duration and no spread duration, a floating-rate credit the reverse. Rate tenors are also summed across every currency the fund discloses.

Show the numbers
TenorRate yrsIG yrsHY yrsIG $/bpHY $/bp
3 mo+0.03+0.00+0.02$653$3.5k
1 yr+0.45+0.09+0.48$17.6k$97.2k
5 yr+1.34+0.27+1.51$55.2k$308.8k
10 yr+1.23+0.31+0.50$64.2k$102.2k
30 yr+0.34+0.09+0.12$18.5k$25.0k

Dollar change per 1bp of spread movement, as filed and sign-anchored. A blank cell was not filed; a zero was.

Rate exposure by currency

Duration contribution in years, summing to the fund's 3.39 yr.

USD+3.10 yr
ZAR+0.09 yr
AUD+0.08 yr
COP+0.07 yr
BRL+0.04 yr
EUR+0.02 yr

This is where the fund's rate exposure sits, not its currency risk — most international bond funds hedge the currency back to dollars, and the size of those hedges is not in the filing. Tenors are also summed across curves, so a 5-year JPY point and a 5-year USD point are added together.

Holdings

By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page

Issuer%NAVValue
State Street Global Advisors3.44%$70.31M
UMBS, TBA5.50% · due 2056-07-011.21%$24.68M
BNP Paribas SA1.15%$23.40M
UMBS, TBA5.50% · due 2056-08-011.05%$21.42M
United States Treasury4.63% · due 2035-02-150.89%$18.15M
United States Treasury4.75% · due 2045-02-150.87%$17.77M
United States Treasury6.25% · due 2030-05-150.86%$17.50M
UMBS, TBA4.50% · due 2056-08-010.75%$15.27M
UMBS, TBA6.00% · due 2056-08-010.74%$15.11M
United States Treasury3.63% · due 2030-08-310.63%$12.75M
Showing 10 of 2,348Sign in to see more

Top 10 positions are 11.58% of net assets, top 25 17.09%, across 1.4K issuers.

See more of this fund's book

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