Asset Allocation

As of February 28, 2026.
Type % Net
Cash -19.67%
Stock 0.00%
Bond 92.70%
Convertible 0.00%
Preferred 0.00%
Other 26.97%
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Bond Sector Exposure

As of February 28, 2026
Type % Net
Government 11.43%
Corporate 32.13%
Securitized 55.58%
Municipal 0.19%
Other 0.67%
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Region Exposure

% Developed Markets: 59.48%    % Emerging Markets: 8.08%    % Unidentified Markets: 32.44%

Americas 59.02%
51.93%
Canada 0.97%
United States 50.96%
7.09%
Argentina 0.23%
Brazil 0.30%
Chile 0.58%
Colombia 0.36%
Mexico 0.79%
Peru 0.23%
Venezuela 0.16%
As of February 28, 2026. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 6.72%
United Kingdom 1.20%
2.01%
Denmark 0.09%
France 0.34%
Ireland 0.65%
Netherlands 0.16%
Norway 0.23%
Spain 0.14%
Sweden 0.04%
Switzerland 0.13%
1.34%
Poland 0.27%
Turkey 0.39%
2.16%
Egypt 0.22%
Israel 0.04%
Nigeria 0.21%
Saudi Arabia 0.29%
South Africa 0.25%
United Arab Emirates 0.11%
Greater Asia 1.82%
Japan 0.75%
0.18%
Australia 0.13%
0.06%
Singapore 0.06%
0.84%
India 0.04%
Indonesia 0.40%
Kazakhstan 0.04%
Malaysia 0.08%
Pakistan 0.06%
Philippines 0.09%
Thailand 0.03%
Unidentified Region 32.44%

Bond Credit Quality Exposure

AAA 11.14%
AA 26.08%
A 14.04%
BBB 18.69%
BB 5.67%
B 2.47%
Below B 1.42%
    CCC 0.97%
    CC 0.19%
    C 0.15%
    DDD 0.00%
    DD 0.00%
    D 0.10%
Not Rated 4.28%
Not Available 16.21%
Short Term 0.00%
As of February 28, 2026
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Bond Maturity Exposure

Short Term
0.79%
Less than 1 Year
0.79%
Intermediate
36.45%
1 to 3 Years
5.56%
3 to 5 Years
10.89%
5 to 10 Years
20.00%
Long Term
60.38%
10 to 20 Years
31.82%
20 to 30 Years
25.63%
Over 30 Years
2.93%
Other
2.38%
As of February 28, 2026
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