Asset Allocation

As of May 19, 2022.
Type % Net % Long % Short
Cash 7.88% Upgrade Upgrade
Stock 0.79% Upgrade Upgrade
Bond 73.29% Upgrade Upgrade
Convertible 10.18% Upgrade Upgrade
Preferred 1.59% Upgrade Upgrade
Other 6.28% Upgrade Upgrade

Region Exposure

% Developed Markets: 98.78% % Emerging Markets: 1.22%

Americas 95.16%
Upgrade
Canada Upgrade
United States Upgrade
Upgrade
Argentina Upgrade
Brazil Upgrade
Chile Upgrade
Mexico Upgrade
Peru Upgrade
As of May 19, 2022. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 3.00%
United Kingdom Upgrade
Upgrade
Austria Upgrade
Belgium Upgrade
Denmark Upgrade
Finland Upgrade
France Upgrade
Germany Upgrade
Ireland Upgrade
Italy Upgrade
Netherlands Upgrade
Norway Upgrade
Spain Upgrade
Sweden Upgrade
Switzerland Upgrade
Upgrade
Poland Upgrade
Upgrade
Israel Upgrade
South Africa Upgrade
Greater Asia 1.67%
Japan Upgrade
Upgrade
Australia Upgrade
Upgrade
Hong Kong Upgrade
Singapore Upgrade
South Korea Upgrade
Taiwan Upgrade
Upgrade
China Upgrade
Indonesia Upgrade
Philippines Upgrade

Bond Sector Exposure

As of May 19, 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 March 31, 2022

Bond Maturity Exposure

Short Term
2.89%
1-7 Days Upgrade
8-30 Days Upgrade
31-90 Days Upgrade
91 to 182 Days Upgrade
183 to 364 Days Upgrade
Intermediate
71.86%
1 to 3 Years Upgrade
3 to 5 Years Upgrade
5 to 7 Years Upgrade
7 to 10 Years Upgrade
Long Term
25.25%
10 to 15 Years Upgrade
15 to 20 Years Upgrade
20 to 30 Years Upgrade
Over 30 Years Upgrade
As of May 19, 2022