Asset Allocation

As of August 31, 2022.
Type % Net % Long % Short
Cash 2.07% Upgrade Upgrade
Stock -0.04% Upgrade Upgrade
Bond 95.71% Upgrade Upgrade
Convertible 2.05% Upgrade Upgrade
Preferred 0.10% Upgrade Upgrade
Other 0.11% Upgrade Upgrade

Region Exposure

% Developed Markets: 94.72% % Emerging Markets: 5.28%

Americas 91.29%
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Canada Upgrade
United States Upgrade
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Brazil Upgrade
Chile Upgrade
Colombia Upgrade
Mexico Upgrade
As of August 31, 2022. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 6.90%
United Kingdom Upgrade
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Belgium Upgrade
Denmark Upgrade
Finland Upgrade
France Upgrade
Germany Upgrade
Ireland Upgrade
Netherlands Upgrade
Norway Upgrade
Sweden Upgrade
Switzerland Upgrade
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Czech Republic Upgrade
Russia Upgrade
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Egypt Upgrade
Israel Upgrade
Nigeria Upgrade
Saudi Arabia Upgrade
United Arab Emirates Upgrade
Greater Asia 1.81%
Japan Upgrade
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Australia Upgrade
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India Upgrade
Indonesia Upgrade
Philippines Upgrade

Bond Sector Exposure

As of July 31, 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 June 30, 2022

Bond Maturity Exposure

Short Term
4.85%
1-7 Days Upgrade
8-30 Days Upgrade
31-90 Days Upgrade
91 to 182 Days Upgrade
183 to 364 Days Upgrade
Intermediate
29.64%
1 to 3 Years Upgrade
3 to 5 Years Upgrade
5 to 7 Years Upgrade
7 to 10 Years Upgrade
Long Term
65.51%
10 to 15 Years Upgrade
15 to 20 Years Upgrade
20 to 30 Years Upgrade
Over 30 Years Upgrade
As of August 31, 2022