Asset Allocation

As of March 31, 2026.
Type % Net
Cash 1.34%
Stock 0.02%
Bond 97.72%
Convertible 0.00%
Preferred 0.00%
Other 0.92%
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Bond Sector Exposure

As of March 31, 2026
Type % Net
Government 24.28%
Corporate 31.08%
Securitized 43.67%
Municipal 0.00%
Other 0.96%
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Region Exposure

% Developed Markets: 106.1%    % Emerging Markets: 0.74%    % Unidentified Markets: -6.84%

Americas 99.22%
95.44%
Canada 0.33%
United States 95.12%
3.78%
As of March 31, 2026. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 7.19%
United Kingdom 3.31%
2.95%
Denmark 0.08%
France 0.14%
Germany 0.31%
Ireland 1.12%
Italy 0.19%
Netherlands 0.44%
Spain 0.32%
0.00%
0.93%
Qatar 0.28%
Saudi Arabia 0.30%
Greater Asia 0.44%
Japan 0.00%
0.44%
Australia 0.44%
0.00%
0.00%
Unidentified Region -6.84%

Bond Credit Quality Exposure

AAA 14.55%
AA 37.51%
A 12.70%
BBB 18.91%
BB 2.75%
B 1.86%
Below B 2.06%
    CCC 1.41%
    CC 0.22%
    C 0.00%
    DDD 0.00%
    DD 0.00%
    D 0.42%
Not Rated 1.06%
Not Available 8.61%
Short Term 0.00%
As of March 31, 2026
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Bond Maturity Exposure

Short Term
2.21%
Less than 1 Year
2.21%
Intermediate
62.97%
1 to 3 Years
38.83%
3 to 5 Years
7.86%
5 to 10 Years
16.27%
Long Term
33.84%
10 to 20 Years
13.79%
20 to 30 Years
17.64%
Over 30 Years
2.41%
Other
0.98%
As of March 31, 2026
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