Asset Allocation

As of May 31, 2022.
Type % Net % Long % Short
Cash 96.94% Upgrade Upgrade
Stock 0.00% Upgrade Upgrade
Bond -6.75% Upgrade Upgrade
Convertible 4.86% Upgrade Upgrade
Preferred 0.00% Upgrade Upgrade
Other 4.96% Upgrade Upgrade

Region Exposure

% Developed Markets: 95.70% % Emerging Markets: 4.30%

Americas 68.40%
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Canada Upgrade
United States Upgrade
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Brazil Upgrade
Colombia Upgrade
Mexico Upgrade
Peru Upgrade
As of May 31, 2022. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 22.32%
United Kingdom Upgrade
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Belgium Upgrade
France Upgrade
Germany Upgrade
Netherlands Upgrade
Spain Upgrade
Switzerland Upgrade
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Greater Asia 9.28%
Japan Upgrade
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Australia Upgrade
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China Upgrade

Bond Sector Exposure

As of May 31, 2022
Government Upgrade
Corporate Upgrade
Securitized Upgrade
Municipal Upgrade
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Derivative Upgrade

Bond Credit Quality Exposure

AAA --
AA --
A --
BBB --
BB --
B --
Below B --
Not Rated --
No Data Available

Bond Maturity Exposure

Short Term
0.00%
1-7 Days Upgrade
8-30 Days Upgrade
31-90 Days Upgrade
91 to 182 Days Upgrade
183 to 364 Days Upgrade
Intermediate
24.81%
1 to 3 Years Upgrade
3 to 5 Years Upgrade
5 to 7 Years Upgrade
7 to 10 Years Upgrade
Long Term
75.19%
10 to 15 Years Upgrade
15 to 20 Years Upgrade
20 to 30 Years Upgrade
Over 30 Years Upgrade
As of May 31, 2022