Asset Allocation

As of March 31, 2026.
Type % Net
Cash -35.98%
Stock 0.00%
Bond 136.8%
Convertible 0.00%
Preferred 0.00%
Other -0.85%
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Bond Sector Exposure

As of March 31, 2026
Type % Net
Government 1.28%
Corporate 2.60%
Securitized 95.67%
Municipal 0.02%
Other 0.43%
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Region Exposure

% Developed Markets: 148.2%    % Emerging Markets: 0.00%    % Unidentified Markets: -48.23%

Americas 146.8%
144.0%
Canada 0.26%
United States 143.7%
2.83%
Mexico 0.00%
As of March 31, 2026. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 1.35%
United Kingdom 0.94%
0.41%
Denmark 0.00%
Finland 0.00%
France 0.01%
Germany 0.01%
Ireland 0.17%
Netherlands 0.19%
Norway 0.00%
Sweden 0.02%
Switzerland 0.00%
0.00%
0.00%
Greater Asia 0.08%
Japan 0.05%
0.02%
Australia 0.02%
0.01%
South Korea 0.01%
Taiwan 0.00%
0.00%
Philippines 0.00%
Unidentified Region -48.23%

Bond Credit Quality Exposure

AAA 13.81%
AA 27.61%
A 1.67%
BBB 0.58%
BB 0.43%
B 0.21%
Below B 3.29%
    CCC 2.33%
    CC 0.65%
    C 0.12%
    DDD 0.00%
    DD 0.00%
    D 0.19%
Not Rated 5.37%
Not Available 47.04%
Short Term 0.00%
As of March 31, 2026
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Bond Maturity Exposure

Short Term
0.90%
Less than 1 Year
0.90%
Intermediate
12.96%
1 to 3 Years
1.67%
3 to 5 Years
1.68%
5 to 10 Years
9.61%
Long Term
84.49%
10 to 20 Years
11.12%
20 to 30 Years
43.50%
Over 30 Years
29.88%
Other
1.65%
As of March 31, 2026
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