Asset Allocation

As of May 31, 2022.
Type % Net % Long % Short
Cash 5.92% Upgrade Upgrade
Stock 39.10% Upgrade Upgrade
Bond 52.91% Upgrade Upgrade
Convertible 3.02% Upgrade Upgrade
Preferred 0.00% Upgrade Upgrade
Other -0.96% Upgrade Upgrade

Region Exposure

% Developed Markets: 99.83% % Emerging Markets: 0.17%

Americas 99.58%
Upgrade
Canada Upgrade
United States Upgrade
Upgrade
Chile Upgrade
Peru Upgrade
As of May 31, 2022. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 0.24%
United Kingdom Upgrade
Upgrade
Germany Upgrade
Ireland Upgrade
Netherlands Upgrade
Sweden Upgrade
Switzerland Upgrade
Upgrade
Upgrade
Israel Upgrade
Greater Asia 0.02%
Japan Upgrade
Upgrade
Upgrade
Singapore Upgrade
Upgrade
China Upgrade
India Upgrade

Market Capitalization

As of May 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 May 31, 2022

Stock Sector Exposure

Cyclical
40.56%
Basic Materials Upgrade
Consumer Cyclical Upgrade
Financial Services Upgrade
Real Estate Upgrade
Sensitive
42.47%
Communication Services Upgrade
Energy Upgrade
Industrials Upgrade
Technology Upgrade
Defensive
16.97%
Consumer Defensive Upgrade
Healthcare Upgrade
Utilities Upgrade
As of May 31, 2022

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
32.70%
1-7 Days Upgrade
8-30 Days Upgrade
31-90 Days Upgrade
91 to 182 Days Upgrade
183 to 364 Days Upgrade
Intermediate
50.64%
1 to 3 Years Upgrade
3 to 5 Years Upgrade
5 to 7 Years Upgrade
7 to 10 Years Upgrade
Long Term
16.66%
10 to 15 Years Upgrade
15 to 20 Years Upgrade
20 to 30 Years Upgrade
Over 30 Years Upgrade
As of May 31, 2022