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%
Canada Upgrade
United States Upgrade
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
Belgium Upgrade
France Upgrade
Germany Upgrade
Ireland Upgrade
Netherlands Upgrade
Norway Upgrade
Spain Upgrade
Sweden Upgrade
Switzerland Upgrade
Poland Upgrade
Qatar Upgrade
Saudi Arabia Upgrade
United Arab Emirates Upgrade
Greater Asia 1.61%
Japan Upgrade
Australia Upgrade
South Korea Upgrade
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
1-7 Days Upgrade
8-30 Days Upgrade
31-90 Days Upgrade
91 to 182 Days Upgrade
183 to 364 Days Upgrade
1 to 3 Years Upgrade
3 to 5 Years Upgrade
5 to 7 Years Upgrade
7 to 10 Years Upgrade
Long Term
10 to 15 Years Upgrade
15 to 20 Years Upgrade
20 to 30 Years Upgrade
Over 30 Years Upgrade
As of March 20, 2023