Asset Allocation

As of March 31, 2026.
Type % Net
Cash 3.39%
Stock 0.00%
Bond 96.61%
Convertible 0.00%
Preferred 0.00%
Other 0.00%
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Bond Sector Exposure

As of March 31, 2026
Type % Net
Government 96.90%
Corporate 3.10%
Securitized 0.00%
Municipal 0.00%
Other 0.00%
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Region Exposure

% Developed Markets: 69.37%    % Emerging Markets: 30.06%    % Unidentified Markets: 0.57%

Americas 54.45%
39.21%
Canada 1.36%
United States 37.85%
15.24%
Argentina 1.15%
Brazil 1.00%
Chile 0.87%
Colombia 2.87%
Mexico 4.00%
Peru 1.43%
As of March 31, 2026. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 35.89%
United Kingdom 3.71%
18.00%
Denmark 0.02%
Finland 0.50%
France 4.69%
Germany 4.06%
Italy 4.30%
Norway 0.00%
Spain 3.90%
Sweden 0.03%
4.75%
Poland 0.04%
Turkey 1.25%
9.43%
Egypt 1.33%
Nigeria 0.95%
Saudi Arabia 1.27%
South Africa 1.40%
United Arab Emirates 0.41%
Greater Asia 9.09%
Japan 6.23%
0.08%
Australia 0.07%
0.00%
Singapore 0.00%
2.78%
Kazakhstan 0.75%
Unidentified Region 0.57%

Bond Credit Quality Exposure

AAA 5.55%
AA 40.95%
A 15.69%
BBB 14.60%
BB 10.59%
B 5.69%
Below B 1.98%
    CCC 1.98%
    CC 0.00%
    C 0.00%
    DDD 0.00%
    DD 0.00%
    D 0.00%
Not Rated 0.00%
Not Available 4.96%
Short Term 0.00%
As of March 31, 2026
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Bond Maturity Exposure

Short Term
1.86%
Less than 1 Year
1.86%
Intermediate
68.87%
1 to 3 Years
12.40%
3 to 5 Years
20.75%
5 to 10 Years
35.72%
Long Term
29.27%
10 to 20 Years
15.29%
20 to 30 Years
12.09%
Over 30 Years
1.88%
Other
0.00%
As of March 31, 2026
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