Asset Allocation

As of March 20, 2023.
Type % Net % Long % Short
Cash 12.02% Upgrade Upgrade
Stock 0.00% Upgrade Upgrade
Bond 87.91% Upgrade Upgrade
Convertible 0.07% Upgrade Upgrade
Preferred 0.00% Upgrade Upgrade
Other 0.00% Upgrade Upgrade

Region Exposure

% Developed Markets: 97.68% % Emerging Markets: 2.32%

Americas 95.04%
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Canada Upgrade
United States Upgrade
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Brazil Upgrade
Chile Upgrade
Colombia Upgrade
Mexico Upgrade
Peru Upgrade
As of March 20, 2023. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 3.35%
United Kingdom Upgrade
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Belgium Upgrade
France Upgrade
Germany Upgrade
Ireland Upgrade
Netherlands Upgrade
Norway Upgrade
Spain Upgrade
Sweden Upgrade
Switzerland Upgrade
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Poland Upgrade
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Qatar Upgrade
Saudi Arabia Upgrade
United Arab Emirates Upgrade
Greater Asia 1.61%
Japan Upgrade
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Australia Upgrade
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South Korea Upgrade
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China Upgrade
Indonesia Upgrade
Malaysia Upgrade
Philippines Upgrade

Bond Sector Exposure

As of March 20, 2023
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 February 28, 2023

Bond Maturity Exposure

Short Term
0.04%
1-7 Days Upgrade
8-30 Days Upgrade
31-90 Days Upgrade
91 to 182 Days Upgrade
183 to 364 Days Upgrade
Intermediate
47.47%
1 to 3 Years Upgrade
3 to 5 Years Upgrade
5 to 7 Years Upgrade
7 to 10 Years Upgrade
Long Term
52.50%
10 to 15 Years Upgrade
15 to 20 Years Upgrade
20 to 30 Years Upgrade
Over 30 Years Upgrade
As of March 20, 2023