Asset Allocation

As of March 31, 2026.
Type % Net
Cash -0.12%
Stock 0.18%
Bond 98.16%
Convertible 0.00%
Preferred 0.00%
Other 1.78%
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Bond Sector Exposure

As of March 31, 2026
Type % Net
Government 17.18%
Corporate 44.79%
Securitized 34.49%
Municipal 0.32%
Other 3.22%
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Region Exposure

% Developed Markets: 76.96%    % Emerging Markets: 8.62%    % Unidentified Markets: 14.42%

Americas 72.53%
65.90%
Canada 0.24%
United States 65.66%
6.63%
Argentina 0.77%
Brazil 0.04%
Chile 0.39%
Colombia 0.49%
Mexico 1.16%
Peru 0.26%
As of March 31, 2026. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 11.01%
United Kingdom 2.55%
4.22%
Austria 0.34%
France 0.86%
Greece 0.10%
Ireland 0.71%
Italy 0.19%
Netherlands 1.14%
Spain 0.32%
Switzerland 0.17%
1.45%
Poland 0.13%
Turkey 0.99%
2.79%
Egypt 0.18%
Israel 0.22%
Nigeria 0.39%
Saudi Arabia 0.14%
United Arab Emirates 0.65%
Greater Asia 2.04%
Japan 0.42%
0.28%
Australia 0.28%
0.25%
Hong Kong 0.12%
1.09%
India 0.05%
Indonesia 0.34%
Kazakhstan 0.29%
Unidentified Region 14.42%

Bond Credit Quality Exposure

AAA 7.48%
AA 16.17%
A 7.08%
BBB 16.67%
BB 22.50%
B 12.13%
Below B 2.05%
    CCC 1.47%
    CC 0.37%
    C 0.07%
    DDD 0.00%
    DD 0.00%
    D 0.14%
Not Rated 4.28%
Not Available 11.64%
Short Term 0.00%
As of March 31, 2026
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Bond Maturity Exposure

Short Term
1.04%
Less than 1 Year
1.04%
Intermediate
55.61%
1 to 3 Years
6.47%
3 to 5 Years
12.94%
5 to 10 Years
36.20%
Long Term
41.86%
10 to 20 Years
17.45%
20 to 30 Years
18.69%
Over 30 Years
5.72%
Other
1.50%
As of March 31, 2026
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