Asset Allocation

As of March 31, 2026.
Type % Net
Cash -17.48%
Stock 0.02%
Bond 89.74%
Convertible 0.00%
Preferred 0.00%
Other 27.72%
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Bond Sector Exposure

As of March 31, 2026
Type % Net
Government 28.76%
Corporate 30.58%
Securitized 40.20%
Municipal 0.00%
Other 0.46%
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Region Exposure

% Developed Markets: 63.30%    % Emerging Markets: 12.91%    % Unidentified Markets: 23.79%

Americas 60.04%
51.91%
Canada 1.25%
United States 50.67%
8.12%
Argentina 0.13%
Brazil 1.39%
Chile 0.31%
Colombia 0.21%
Mexico 0.43%
Peru 1.38%
Venezuela 0.10%
As of March 31, 2026. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 10.50%
United Kingdom 3.13%
3.64%
Denmark 0.04%
France 0.03%
Germany 0.40%
Ireland 0.09%
Italy 0.57%
Netherlands 0.02%
Norway 0.12%
Spain 2.23%
2.56%
Czech Republic 0.23%
Poland 1.74%
Turkey 0.22%
1.18%
Egypt 0.12%
Israel 0.02%
Nigeria 0.12%
Saudi Arabia 0.15%
South Africa 0.14%
United Arab Emirates 0.07%
Greater Asia 5.67%
Japan 0.16%
0.45%
Australia 0.45%
0.20%
Singapore 0.17%
South Korea 0.03%
4.86%
China 2.46%
India 0.02%
Indonesia 0.83%
Kazakhstan 0.02%
Malaysia 0.65%
Pakistan 0.03%
Philippines 0.05%
Thailand 0.75%
Unidentified Region 23.79%

Bond Credit Quality Exposure

AAA 10.01%
AA 32.03%
A 14.86%
BBB 14.88%
BB 6.83%
B 3.25%
Below B 1.13%
    CCC 1.00%
    CC 0.03%
    C 0.05%
    DDD 0.00%
    DD 0.00%
    D 0.04%
Not Rated 2.61%
Not Available 14.40%
Short Term 0.00%
As of March 31, 2026
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Bond Maturity Exposure

Short Term
0.49%
Less than 1 Year
0.49%
Intermediate
48.81%
1 to 3 Years
10.44%
3 to 5 Years
13.17%
5 to 10 Years
25.20%
Long Term
50.26%
10 to 20 Years
23.97%
20 to 30 Years
24.12%
Over 30 Years
2.17%
Other
0.44%
As of March 31, 2026
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