Asset Allocation

As of March 31, 2026.
Type % Net
Cash -11.76%
Stock 0.00%
Bond 80.83%
Convertible 0.00%
Preferred 0.00%
Other 30.94%
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Bond Sector Exposure

As of March 31, 2026
Type % Net
Government 12.50%
Corporate 36.78%
Securitized 49.79%
Municipal 0.00%
Other 0.92%
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Region Exposure

% Developed Markets: 77.53%    % Emerging Markets: 1.92%    % Unidentified Markets: 20.55%

Americas 74.54%
70.42%
Canada 0.93%
United States 69.50%
4.12%
Brazil 0.13%
Chile 0.25%
Colombia 0.18%
Mexico 0.33%
Peru 0.60%
As of March 31, 2026. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 3.99%
United Kingdom 0.92%
2.93%
Denmark 0.12%
France 0.26%
Germany 1.19%
Ireland 0.28%
Netherlands 0.22%
Norway 0.19%
Spain 0.10%
Sweden 0.03%
Switzerland 0.03%
0.00%
0.13%
Israel 0.02%
South Africa 0.05%
Greater Asia 0.91%
Japan 0.61%
0.16%
Australia 0.13%
0.14%
Singapore 0.08%
South Korea 0.07%
0.00%
Unidentified Region 20.55%

Bond Credit Quality Exposure

AAA 10.56%
AA 33.65%
A 13.93%
BBB 16.82%
BB 3.56%
B 1.66%
Below B 0.13%
    CCC 0.10%
    CC 0.02%
    C 0.00%
    DDD 0.00%
    DD 0.00%
    D 0.00%
Not Rated 1.49%
Not Available 18.20%
Short Term 0.00%
As of March 31, 2026
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Bond Maturity Exposure

Short Term
1.51%
Less than 1 Year
1.51%
Intermediate
35.06%
1 to 3 Years
7.92%
3 to 5 Years
9.18%
5 to 10 Years
17.96%
Long Term
63.11%
10 to 20 Years
24.12%
20 to 30 Years
33.67%
Over 30 Years
5.32%
Other
0.32%
As of March 31, 2026
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