Asset Allocation

As of July 05, 2022.
Type % Net % Long % Short
Cash 42.15% Upgrade Upgrade
Stock 0.00% Upgrade Upgrade
Bond 54.22% Upgrade Upgrade
Convertible 3.63% Upgrade Upgrade
Preferred 0.00% Upgrade Upgrade
Other 0.00% Upgrade Upgrade

Region Exposure

% Developed Markets: 100.00% % Emerging Markets: 0.00%

Americas 86.91%
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Canada Upgrade
United States Upgrade
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As of July 05, 2022. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 10.05%
United Kingdom Upgrade
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Denmark Upgrade
France Upgrade
Germany Upgrade
Netherlands Upgrade
Norway Upgrade
Sweden Upgrade
Switzerland Upgrade
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Greater Asia 3.04%
Japan Upgrade
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Australia Upgrade
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Bond Sector Exposure

As of July 05, 2022
Government Upgrade
Corporate Upgrade
Securitized Upgrade
Municipal Upgrade
Cash Upgrade
Derivative Upgrade

Bond Credit Quality Exposure

AAA Upgrade
AA Upgrade
A Upgrade
BBB Upgrade
BB Upgrade
B Upgrade
Below B Upgrade
Not Rated Upgrade
As of May 31, 2022

Bond Maturity Exposure

Short Term
49.19%
1-7 Days Upgrade
8-30 Days Upgrade
31-90 Days Upgrade
91 to 182 Days Upgrade
183 to 364 Days Upgrade
Intermediate
47.50%
1 to 3 Years Upgrade
3 to 5 Years Upgrade
5 to 7 Years Upgrade
7 to 10 Years Upgrade
Long Term
3.31%
10 to 15 Years Upgrade
15 to 20 Years Upgrade
20 to 30 Years Upgrade
Over 30 Years Upgrade
As of July 05, 2022