Asset Allocation

As of March 31, 2026.
Type % Net
Cash -67.56%
Stock 0.00%
Bond 148.7%
Convertible 0.00%
Preferred 0.12%
Other 18.71%
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Bond Sector Exposure

As of March 31, 2026
Type % Net
Government 55.46%
Corporate 31.96%
Securitized 9.84%
Municipal 0.99%
Other 1.75%
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Region Exposure

% Developed Markets: 162.7%    % Emerging Markets: 4.89%    % Unidentified Markets: -67.59%

Americas 150.2%
146.1%
Canada 1.22%
United States 144.9%
4.02%
Brazil 0.18%
Chile 0.14%
Colombia 0.05%
Mexico 0.29%
Peru 1.38%
As of March 31, 2026. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 14.15%
United Kingdom 2.18%
8.49%
Denmark 0.28%
France 1.00%
Ireland 2.62%
Italy 0.74%
Netherlands 0.90%
Norway 0.23%
Spain 0.82%
Sweden 0.17%
Switzerland 0.85%
0.23%
3.24%
Israel 0.56%
Saudi Arabia 0.16%
South Africa 1.87%
United Arab Emirates 0.15%
Greater Asia 3.28%
Japan 1.88%
0.80%
Australia 0.80%
0.57%
Singapore 0.23%
0.03%
Indonesia 0.03%
Unidentified Region -67.59%

Bond Credit Quality Exposure

AAA 4.98%
AA 55.57%
A 12.36%
BBB 16.09%
BB 2.80%
B 0.27%
Below B 1.86%
    CCC 1.51%
    CC 0.35%
    C 0.00%
    DDD 0.00%
    DD 0.00%
    D 0.00%
Not Rated 3.43%
Not Available 2.65%
Short Term 0.00%
As of March 31, 2026
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Bond Maturity Exposure

Short Term
1.34%
Less than 1 Year
1.34%
Intermediate
28.34%
1 to 3 Years
2.92%
3 to 5 Years
5.55%
5 to 10 Years
19.87%
Long Term
69.22%
10 to 20 Years
30.94%
20 to 30 Years
25.25%
Over 30 Years
13.04%
Other
1.10%
As of March 31, 2026
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