Asset Allocation

As of March 31, 2026.
Type % Net
Cash 2.75%
Stock 0.44%
Bond 97.58%
Convertible 0.00%
Preferred 0.05%
Other -0.81%
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Bond Sector Exposure

As of March 31, 2026
Type % Net
Government 42.20%
Corporate 12.87%
Securitized 42.41%
Municipal 0.00%
Other 2.52%
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Region Exposure

% Developed Markets: 128.4%    % Emerging Markets: 12.40%    % Unidentified Markets: -40.83%

Americas 131.4%
120.8%
Canada 0.55%
United States 120.2%
10.68%
Argentina 0.67%
Brazil 3.88%
Chile 0.08%
Colombia 1.95%
Mexico 1.13%
Peru 1.12%
Venezuela 0.31%
As of March 31, 2026. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 8.99%
United Kingdom 3.18%
2.87%
France 0.68%
Ireland 0.77%
Netherlands 0.22%
Spain 0.15%
Switzerland 0.42%
1.40%
Czech Republic 0.00%
Russia 0.23%
Turkey 0.44%
1.54%
Egypt 0.20%
Saudi Arabia 0.28%
South Africa 1.06%
Greater Asia 0.40%
Japan 0.35%
0.05%
Australia 0.05%
0.00%
0.00%
China 0.00%
Unidentified Region -40.83%

Bond Credit Quality Exposure

AAA 8.95%
AA 48.26%
A 3.18%
BBB 5.52%
BB 6.31%
B 1.25%
Below B 7.86%
    CCC 5.77%
    CC 0.85%
    C 0.62%
    DDD 0.00%
    DD 0.00%
    D 0.62%
Not Rated 1.73%
Not Available 16.95%
Short Term 0.00%
As of March 31, 2026
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Bond Maturity Exposure

Short Term
12.16%
Less than 1 Year
12.16%
Intermediate
28.23%
1 to 3 Years
6.94%
3 to 5 Years
7.32%
5 to 10 Years
13.96%
Long Term
57.26%
10 to 20 Years
9.28%
20 to 30 Years
17.45%
Over 30 Years
30.53%
Other
2.35%
As of March 31, 2026
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