Asset Allocation

As of September 30, 2020.
Type % Net % Long % Short
Cash 2.32% Upgrade Upgrade
Stock 0.00% Upgrade Upgrade
Bond 95.92% Upgrade Upgrade
Convertible 1.76% Upgrade Upgrade
Preferred 0.00% Upgrade Upgrade
Other 0.00% Upgrade Upgrade

Region Exposure

% Developed Markets: 75.76% % Emerging Markets: 24.24%

Americas 26.44%
North America Upgrade
Latin America Upgrade
As of September 30, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 41.87%
United Kingdom Upgrade
Europe Developed Upgrade
Europe Emerging Upgrade
Africa/Middle East Upgrade
Greater Asia 30.18%
Japan Upgrade
Australasia Upgrade
Asia Developed Upgrade
Asia Emerging Upgrade

Bond Sector Exposure

As of September 30, 2020
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 September 30, 2020

Bond Maturity Exposure

Short Term
13.47%
1-7 Days Upgrade
8-30 Days Upgrade
31-90 Days Upgrade
91 to 182 Days Upgrade
183 to 364 Days Upgrade
Intermediate
53.59%
1 to 3 Years Upgrade
3 to 5 Years Upgrade
5 to 7 Years Upgrade
7 to 10 Years Upgrade
Long Term
32.94%
10 to 15 Years Upgrade
15 to 20 Years Upgrade
20 to 30 Years Upgrade
Over 30 Years Upgrade
As of September 30, 2020