Asset Allocation

As of March 31, 2026.
Type % Net
Cash 1.88%
Stock 0.00%
Bond 70.03%
Convertible 0.00%
Preferred 0.52%
Other 27.57%
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Bond Sector Exposure

As of March 31, 2026
Type % Net
Government 17.78%
Corporate 51.88%
Securitized 26.39%
Municipal 0.66%
Other 3.30%
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Region Exposure

% Developed Markets: 65.67%    % Emerging Markets: 1.45%    % Unidentified Markets: 32.88%

Americas 58.39%
56.93%
Canada 0.88%
United States 56.05%
1.45%
Brazil 0.10%
Chile 0.05%
Colombia 0.03%
Mexico 0.17%
Peru 0.06%
As of March 31, 2026. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 7.32%
United Kingdom 2.68%
3.77%
Austria 0.33%
Belgium 0.10%
Denmark 0.06%
France 0.57%
Germany 0.36%
Ireland 0.16%
Italy 0.09%
Netherlands 0.62%
Norway 0.01%
Portugal 0.02%
Spain 0.20%
Sweden 0.20%
Switzerland 0.00%
0.15%
Czech Republic 0.04%
Poland 0.02%
Turkey 0.01%
0.72%
Israel 0.04%
Nigeria 0.01%
Qatar 0.04%
Saudi Arabia 0.13%
South Africa 0.28%
United Arab Emirates 0.05%
Greater Asia 1.41%
Japan 0.33%
0.91%
Australia 0.07%
0.06%
Hong Kong 0.02%
Singapore 0.03%
0.11%
India 0.04%
Indonesia 0.03%
Kazakhstan 0.03%
Thailand 0.00%
Unidentified Region 32.88%

Bond Credit Quality Exposure

AAA 5.89%
AA 23.91%
A 18.67%
BBB 22.22%
BB 9.51%
B 4.69%
Below B 0.91%
    CCC 0.86%
    CC 0.01%
    C 0.00%
    DDD 0.00%
    DD 0.00%
    D 0.04%
Not Rated 0.52%
Not Available 13.68%
Short Term 0.00%
As of March 31, 2026
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Bond Maturity Exposure

Short Term
3.96%
Less than 1 Year
3.96%
Intermediate
54.29%
1 to 3 Years
17.13%
3 to 5 Years
16.25%
5 to 10 Years
20.90%
Long Term
39.99%
10 to 20 Years
15.71%
20 to 30 Years
19.98%
Over 30 Years
4.30%
Other
1.76%
As of March 31, 2026
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