Asset Allocation

As of March 31, 2026.
Type % Net
Cash 1.76%
Stock 0.00%
Bond 99.54%
Convertible 0.00%
Preferred 0.24%
Other -1.53%
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Bond Sector Exposure

As of March 31, 2026
Type % Net
Government 28.17%
Corporate 40.90%
Securitized 27.00%
Municipal 0.88%
Other 3.05%
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Region Exposure

% Developed Markets: 122.4%    % Emerging Markets: 4.28%    % Unidentified Markets: -26.65%

Americas 113.0%
109.8%
Canada 1.74%
United States 108.0%
3.23%
Brazil 0.10%
Mexico 0.31%
Peru 2.05%
As of March 31, 2026. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 13.27%
United Kingdom 2.58%
8.89%
Belgium 0.16%
Denmark 0.01%
Finland 0.28%
France 0.97%
Germany 0.18%
Ireland 2.90%
Italy 0.08%
Netherlands 0.71%
Norway 0.01%
Spain 1.34%
Sweden 0.06%
Switzerland 0.75%
0.00%
1.81%
South Africa 1.81%
Greater Asia 0.37%
Japan 0.21%
0.12%
Australia 0.12%
0.03%
South Korea 0.02%
Taiwan 0.00%
0.01%
Philippines 0.01%
Unidentified Region -26.65%

Bond Credit Quality Exposure

AAA 9.42%
AA 45.16%
A 11.12%
BBB 20.92%
BB 2.44%
B 0.42%
Below B 0.21%
    CCC 0.11%
    CC 0.05%
    C 0.00%
    DDD 0.00%
    DD 0.00%
    D 0.05%
Not Rated 0.21%
Not Available 10.09%
Short Term 0.00%
As of March 31, 2026
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Bond Maturity Exposure

Short Term
1.64%
Less than 1 Year
1.64%
Intermediate
44.05%
1 to 3 Years
7.40%
3 to 5 Years
6.20%
5 to 10 Years
30.44%
Long Term
51.66%
10 to 20 Years
6.46%
20 to 30 Years
17.95%
Over 30 Years
27.25%
Other
2.65%
As of March 31, 2026
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