Asset Allocation

As of February 28, 2026.
Type % Net
Cash 1.08%
Stock 0.00%
Bond 153.0%
Convertible 0.00%
Preferred 0.00%
Other -54.12%
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Bond Sector Exposure

As of February 28, 2026
Type % Net
Government 90.90%
Corporate 4.07%
Securitized 2.46%
Municipal 0.20%
Other 2.38%
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Region Exposure

% Developed Markets: 166.9%    % Emerging Markets: 1.53%    % Unidentified Markets: -68.43%

Americas 81.85%
81.79%
Canada 1.45%
United States 80.34%
0.06%
Peru 0.06%
As of February 28, 2026. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 76.50%
United Kingdom 34.75%
40.28%
Belgium 3.19%
Denmark 0.61%
France 10.64%
Germany 3.32%
Italy 13.13%
Spain 7.04%
Sweden 0.99%
0.92%
0.55%
Saudi Arabia 0.55%
Greater Asia 10.08%
Japan 5.62%
4.46%
Australia 4.00%
0.00%
0.00%
Unidentified Region -68.43%

Bond Credit Quality Exposure

AAA 5.53%
AA 67.91%
A 13.11%
BBB 6.80%
BB 0.08%
B 0.02%
Below B 0.38%
    CCC 0.28%
    CC 0.08%
    C 0.01%
    DDD 0.00%
    DD 0.00%
    D 0.01%
Not Rated 0.68%
Not Available 5.48%
Short Term 0.00%
As of February 28, 2026
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Bond Maturity Exposure

Short Term
5.97%
Less than 1 Year
5.97%
Intermediate
59.64%
1 to 3 Years
15.10%
3 to 5 Years
15.73%
5 to 10 Years
28.81%
Long Term
32.19%
10 to 20 Years
13.99%
20 to 30 Years
7.40%
Over 30 Years
10.79%
Other
2.21%
As of February 28, 2026
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