Asset Allocation

As of February 28, 2026.
Type % Net
Cash 0.94%
Stock 0.00%
Bond 87.05%
Convertible 0.00%
Preferred 0.00%
Other 12.01%
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Bond Sector Exposure

As of February 28, 2026
Type % Net
Government 28.32%
Corporate 18.89%
Securitized 51.60%
Municipal 0.29%
Other 0.90%
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Region Exposure

% Developed Markets: 96.35%    % Emerging Markets: 0.14%    % Unidentified Markets: 3.51%

Americas 92.26%
90.17%
United States 90.17%
2.09%
Mexico 0.03%
As of February 28, 2026. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 3.43%
United Kingdom 1.35%
2.08%
Belgium 0.05%
France 0.31%
Germany 0.13%
Ireland 0.69%
Italy 0.03%
Netherlands 0.40%
Spain 0.10%
0.00%
0.00%
Greater Asia 0.80%
Japan 0.00%
0.80%
Australia 0.80%
0.00%
0.00%
Unidentified Region 3.51%

Bond Credit Quality Exposure

AAA 12.80%
AA 36.11%
A 5.37%
BBB 13.01%
BB 1.12%
B 0.58%
Below B 0.70%
    CCC 0.07%
    CC 0.00%
    C 0.00%
    DDD 0.00%
    DD 0.00%
    D 0.64%
Not Rated 0.27%
Not Available 30.04%
Short Term 0.00%
As of February 28, 2026
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Bond Maturity Exposure

Short Term
0.26%
Less than 1 Year
0.26%
Intermediate
38.40%
1 to 3 Years
6.21%
3 to 5 Years
4.25%
5 to 10 Years
27.95%
Long Term
60.23%
10 to 20 Years
14.12%
20 to 30 Years
29.74%
Over 30 Years
16.38%
Other
1.11%
As of February 28, 2026
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