Asset Allocation

As of March 31, 2026.
Type % Net
Cash 4.55%
Stock 0.03%
Bond 92.43%
Convertible 0.00%
Preferred 0.00%
Other 2.98%
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Bond Sector Exposure

As of March 31, 2026
Type % Net
Government 45.05%
Corporate 21.10%
Securitized 31.49%
Municipal 0.07%
Other 2.29%
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Region Exposure

% Developed Markets: 95.11%    % Emerging Markets: 12.85%    % Unidentified Markets: -7.96%

Americas 69.03%
61.74%
Canada 4.17%
United States 57.57%
7.29%
Argentina 0.01%
Brazil 1.87%
Chile 0.06%
Colombia 2.13%
Mexico 0.02%
Peru 1.78%
As of March 31, 2026. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 32.48%
United Kingdom 8.53%
16.76%
Belgium 0.60%
Denmark 1.13%
Finland 0.00%
France 4.73%
Germany 0.02%
Ireland 3.28%
Italy 1.62%
Netherlands 0.42%
Norway 0.09%
Spain 3.58%
Sweden 0.04%
Switzerland 0.48%
1.07%
Poland 0.28%
6.11%
Egypt 0.16%
Israel 0.45%
Qatar 0.36%
Saudi Arabia 1.43%
South Africa 3.00%
United Arab Emirates 0.24%
Greater Asia 6.46%
Japan 2.58%
3.11%
Australia 3.10%
0.06%
South Korea 0.02%
Taiwan 0.00%
0.71%
China 0.02%
Kazakhstan 0.10%
Malaysia 0.11%
Philippines 0.01%
Thailand 0.48%
Unidentified Region -7.96%

Bond Credit Quality Exposure

AAA 15.26%
AA 33.83%
A 13.18%
BBB 7.32%
BB 5.85%
B 0.54%
Below B 1.87%
    CCC 1.57%
    CC 0.21%
    C 0.07%
    DDD 0.00%
    DD 0.00%
    D 0.02%
Not Rated 0.29%
Not Available 21.85%
Short Term 0.00%
As of March 31, 2026
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Bond Maturity Exposure

Short Term
7.08%
Less than 1 Year
7.08%
Intermediate
42.19%
1 to 3 Years
12.42%
3 to 5 Years
12.88%
5 to 10 Years
16.89%
Long Term
48.77%
10 to 20 Years
8.07%
20 to 30 Years
17.12%
Over 30 Years
23.57%
Other
1.96%
As of March 31, 2026
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