Asset Allocation

As of December 31, 2022.
Type % Net % Long % Short
Cash -4.75% Upgrade Upgrade
Stock -0.08% Upgrade Upgrade
Bond 104.2% Upgrade Upgrade
Convertible 0.06% Upgrade Upgrade
Preferred 0.31% Upgrade Upgrade
Other 0.27% Upgrade Upgrade

Region Exposure

% Developed Markets: 89.35% % Emerging Markets: 10.65%

Americas 87.92%
Canada Upgrade
United States Upgrade
Argentina Upgrade
Brazil Upgrade
Chile Upgrade
Colombia Upgrade
Mexico Upgrade
Peru Upgrade
As of December 31, 2022. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 8.07%
United Kingdom Upgrade
Belgium Upgrade
Denmark Upgrade
France Upgrade
Germany Upgrade
Ireland Upgrade
Italy Upgrade
Netherlands Upgrade
Spain Upgrade
Sweden Upgrade
Switzerland Upgrade
Czech Republic Upgrade
Poland Upgrade
Russia Upgrade
Turkey Upgrade
Egypt Upgrade
Israel Upgrade
Nigeria Upgrade
Qatar Upgrade
South Africa Upgrade
United Arab Emirates Upgrade
Greater Asia 4.00%
Japan Upgrade
Australia Upgrade
China Upgrade
India Upgrade
Indonesia Upgrade
Kazakhstan Upgrade
Malaysia Upgrade
Philippines Upgrade
Thailand Upgrade

Bond Sector Exposure

As of December 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 December 31, 2022

Bond Maturity Exposure

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