Asset Allocation

As of March 31, 2026.
Type % Net
Cash 1.41%
Stock 0.00%
Bond 91.70%
Convertible 0.00%
Preferred 0.00%
Other 6.89%
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Bond Sector Exposure

As of March 31, 2026
Type % Net
Government 30.97%
Corporate 18.27%
Securitized 49.91%
Municipal 0.00%
Other 0.85%
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Region Exposure

% Developed Markets: 104.3%    % Emerging Markets: 0.33%    % Unidentified Markets: -4.61%

Americas 99.10%
96.17%
United States 96.17%
2.93%
Mexico 0.03%
As of March 31, 2026. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 4.70%
United Kingdom 2.08%
2.14%
Belgium 0.05%
France 0.30%
Germany 0.17%
Ireland 0.75%
Italy 0.05%
Netherlands 0.28%
Spain 0.14%
0.00%
0.49%
Qatar 0.04%
Saudi Arabia 0.20%
United Arab Emirates 0.13%
Greater Asia 0.81%
Japan 0.00%
0.81%
Australia 0.81%
0.00%
0.00%
Unidentified Region -4.61%

Bond Credit Quality Exposure

AAA 12.93%
AA 54.29%
A 5.10%
BBB 11.84%
BB 1.08%
B 1.13%
Below B 0.06%
    CCC 0.06%
    CC 0.00%
    C 0.00%
    DDD 0.00%
    DD 0.00%
    D 0.00%
Not Rated 0.25%
Not Available 13.32%
Short Term 0.00%
As of March 31, 2026
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Bond Maturity Exposure

Short Term
0.24%
Less than 1 Year
0.24%
Intermediate
40.01%
1 to 3 Years
8.42%
3 to 5 Years
4.12%
5 to 10 Years
27.48%
Long Term
58.93%
10 to 20 Years
13.03%
20 to 30 Years
38.40%
Over 30 Years
7.49%
Other
0.82%
As of March 31, 2026
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