Asset Allocation

As of March 31, 2022.
Type % Net % Long % Short
Cash 32.27% Upgrade Upgrade
Stock 76.66% Upgrade Upgrade
Bond 6.09% Upgrade Upgrade
Convertible 0.00% Upgrade Upgrade
Preferred 0.00% Upgrade Upgrade
Other -15.02% Upgrade Upgrade

Region Exposure

% Developed Markets: 95.14% % Emerging Markets: 4.86%

Americas 71.38%
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United States Upgrade
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Brazil Upgrade
Mexico Upgrade
As of March 31, 2022. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 20.11%
United Kingdom Upgrade
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Belgium Upgrade
Finland Upgrade
France Upgrade
Germany Upgrade
Ireland Upgrade
Italy Upgrade
Netherlands Upgrade
Spain Upgrade
Switzerland Upgrade
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Nigeria Upgrade
Greater Asia 8.51%
Japan Upgrade
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Australia Upgrade
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Singapore Upgrade
Taiwan Upgrade
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China Upgrade

Market Capitalization

As of March 31, 2022
Giant Upgrade
Large Upgrade
Mid Upgrade
Small Upgrade
Micro Upgrade

Stock Style Exposure

Large Cap Value Upgrade
Large Cap Blend Upgrade
Large Cap Growth Upgrade
Mid Cap Value Upgrade
Mid Cap Blend Upgrade
Mid Cap Growth Upgrade
Small Cap Value Upgrade
Small Cap Blend Upgrade
Small Cap Growth Upgrade
As of March 31, 2022

Stock Sector Exposure

Cyclical
42.84%
Basic Materials Upgrade
Consumer Cyclical Upgrade
Financial Services Upgrade
Real Estate Upgrade
Sensitive
49.46%
Communication Services Upgrade
Energy Upgrade
Industrials Upgrade
Technology Upgrade
Defensive
7.69%
Consumer Defensive Upgrade
Healthcare Upgrade
Utilities Upgrade
As of March 31, 2022

Bond Sector Exposure

As of March 31, 2022
Government Upgrade
Corporate Upgrade
Securitized Upgrade
Municipal Upgrade
Cash Upgrade
Derivative Upgrade

Bond Credit Quality Exposure

AAA --
AA --
A --
BBB --
BB --
B --
Below B --
Not Rated --
No Data Available

Bond Maturity Exposure

Short Term
100.0%
1-7 Days Upgrade
8-30 Days Upgrade
31-90 Days Upgrade
91 to 182 Days Upgrade
183 to 364 Days Upgrade
Intermediate
0.00%
1 to 3 Years Upgrade
3 to 5 Years Upgrade
5 to 7 Years Upgrade
7 to 10 Years Upgrade
Long Term
0.00%
10 to 15 Years Upgrade
15 to 20 Years Upgrade
20 to 30 Years Upgrade
Over 30 Years Upgrade
As of March 31, 2022