Asset Allocation

As of February 28, 2026.
Type % Net
Cash 0.77%
Stock 0.00%
Bond 98.38%
Convertible 0.00%
Preferred 0.00%
Other 0.85%
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Bond Sector Exposure

As of February 28, 2026
Type % Net
Government 86.90%
Corporate 5.65%
Securitized 1.82%
Municipal 0.00%
Other 5.63%
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Region Exposure

% Developed Markets: 91.39%    % Emerging Markets: 5.79%    % Unidentified Markets: 2.83%

Americas 89.65%
84.83%
Canada 0.27%
United States 84.56%
4.82%
Argentina 0.25%
Brazil 2.19%
Chile 0.04%
Colombia 1.85%
Mexico 0.37%
As of February 28, 2026. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 4.17%
United Kingdom 1.41%
1.68%
Austria 0.07%
Denmark 0.03%
France 0.35%
Greece 0.17%
Ireland 0.21%
Italy 0.19%
Netherlands 0.08%
Spain 0.43%
1.04%
Turkey 0.30%
0.05%
Greater Asia 3.35%
Japan 2.61%
0.74%
Australia -0.02%
0.01%
South Korea 0.01%
0.00%
Unidentified Region 2.83%

Bond Credit Quality Exposure

AAA 2.26%
AA 77.84%
A 3.57%
BBB 5.81%
BB 6.16%
B 1.27%
Below B 0.38%
    CCC 0.38%
    CC 0.00%
    C 0.00%
    DDD 0.00%
    DD 0.00%
    D 0.00%
Not Rated 0.05%
Not Available 2.66%
Short Term 0.00%
As of February 28, 2026
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Bond Maturity Exposure

Short Term
0.47%
Less than 1 Year
0.47%
Intermediate
91.43%
1 to 3 Years
21.23%
3 to 5 Years
25.67%
5 to 10 Years
44.53%
Long Term
7.20%
10 to 20 Years
3.31%
20 to 30 Years
2.41%
Over 30 Years
1.48%
Other
0.90%
As of February 28, 2026
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