Asset Allocation

As of May 31, 2022.
Type % Net % Long % Short
Cash -9.34% Upgrade Upgrade
Stock 0.00% Upgrade Upgrade
Bond 107.6% Upgrade Upgrade
Convertible 1.76% Upgrade Upgrade
Preferred 0.00% Upgrade Upgrade
Other 0.00% Upgrade Upgrade

Region Exposure

% Developed Markets: 98.91% % Emerging Markets: 1.09%

Americas 90.28%
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Canada Upgrade
United States Upgrade
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Argentina Upgrade
Mexico Upgrade
As of May 31, 2022. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 7.31%
United Kingdom Upgrade
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Belgium Upgrade
France Upgrade
Germany Upgrade
Ireland Upgrade
Italy Upgrade
Netherlands Upgrade
Switzerland Upgrade
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Israel Upgrade
South Africa Upgrade
Greater Asia 2.41%
Japan Upgrade
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Australia Upgrade
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China Upgrade
India Upgrade
Indonesia Upgrade
Kazakhstan Upgrade
Thailand Upgrade

Bond Sector Exposure

As of May 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 May 31, 2022

Bond Maturity Exposure

Short Term
17.40%
1-7 Days Upgrade
8-30 Days Upgrade
31-90 Days Upgrade
91 to 182 Days Upgrade
183 to 364 Days Upgrade
Intermediate
41.76%
1 to 3 Years Upgrade
3 to 5 Years Upgrade
5 to 7 Years Upgrade
7 to 10 Years Upgrade
Long Term
40.84%
10 to 15 Years Upgrade
15 to 20 Years Upgrade
20 to 30 Years Upgrade
Over 30 Years Upgrade
As of May 31, 2022