Asset Allocation

As of March 31, 2026.
Type % Net
Cash 3.37%
Stock 0.00%
Bond 87.87%
Convertible 0.00%
Preferred 0.00%
Other 8.75%
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Bond Sector Exposure

As of March 31, 2026
Type % Net
Government 19.75%
Corporate 46.07%
Securitized 32.68%
Municipal 0.00%
Other 1.50%
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Region Exposure

% Developed Markets: 76.58%    % Emerging Markets: 10.22%    % Unidentified Markets: 13.20%

Americas 73.57%
66.62%
Canada 3.67%
United States 62.95%
6.95%
Argentina 0.30%
Brazil 0.35%
Chile 0.31%
Colombia 0.66%
Mexico 1.27%
Peru 0.83%
As of March 31, 2026. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 11.08%
United Kingdom 2.13%
5.27%
Austria 0.07%
Belgium 0.10%
Denmark 0.04%
France 0.59%
Germany 0.29%
Greece 0.02%
Ireland 0.44%
Italy 0.50%
Netherlands 1.25%
Norway 0.19%
Spain 0.21%
Switzerland 0.18%
1.69%
Czech Republic 0.12%
Poland 0.28%
Turkey 0.30%
1.99%
Egypt 0.31%
Israel 0.02%
Nigeria 0.11%
Saudi Arabia 0.26%
South Africa 0.50%
Greater Asia 2.15%
Japan 0.28%
0.30%
Australia 0.30%
0.36%
Hong Kong 0.05%
Singapore 0.28%
1.22%
India 0.23%
Indonesia 0.47%
Kazakhstan 0.11%
Malaysia 0.12%
Pakistan 0.08%
Philippines 0.04%
Thailand 0.09%
Unidentified Region 13.20%

Bond Credit Quality Exposure

AAA 7.31%
AA 14.81%
A 7.49%
BBB 23.42%
BB 19.34%
B 9.54%
Below B 2.90%
    CCC 2.90%
    CC 0.00%
    C 0.00%
    DDD 0.00%
    DD 0.00%
    D 0.00%
Not Rated 2.11%
Not Available 13.08%
Short Term 0.00%
As of March 31, 2026
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Bond Maturity Exposure

Short Term
7.65%
Less than 1 Year
7.65%
Intermediate
53.32%
1 to 3 Years
6.79%
3 to 5 Years
15.79%
5 to 10 Years
30.74%
Long Term
38.50%
10 to 20 Years
12.56%
20 to 30 Years
13.89%
Over 30 Years
12.05%
Other
0.54%
As of March 31, 2026
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