Asset Allocation

As of June 30, 2022.
Type % Net % Long % Short
Cash 2.56% Upgrade Upgrade
Stock 60.19% Upgrade Upgrade
Bond 36.79% Upgrade Upgrade
Convertible 0.47% Upgrade Upgrade
Preferred 0.00% Upgrade Upgrade
Other 0.00% Upgrade Upgrade

Region Exposure

% Developed Markets: 99.64% % Emerging Markets: 0.36%

Americas 91.36%
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Canada Upgrade
United States Upgrade
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Brazil Upgrade
Chile Upgrade
Mexico Upgrade
Peru Upgrade
As of June 30, 2022. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 6.85%
United Kingdom Upgrade
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Austria Upgrade
Belgium Upgrade
Denmark Upgrade
Finland Upgrade
France Upgrade
Germany Upgrade
Ireland Upgrade
Italy Upgrade
Netherlands Upgrade
Norway Upgrade
Portugal Upgrade
Spain Upgrade
Sweden Upgrade
Switzerland Upgrade
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Poland Upgrade
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Israel Upgrade
Greater Asia 1.68%
Japan Upgrade
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Australia Upgrade
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Hong Kong Upgrade
Singapore Upgrade
South Korea Upgrade
Taiwan Upgrade
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China Upgrade
Indonesia Upgrade
Philippines Upgrade

Market Capitalization

As of June 30, 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 June 30, 2022

Stock Sector Exposure

Cyclical
26.90%
Basic Materials Upgrade
Consumer Cyclical Upgrade
Financial Services Upgrade
Real Estate Upgrade
Sensitive
46.97%
Communication Services Upgrade
Energy Upgrade
Industrials Upgrade
Technology Upgrade
Defensive
26.13%
Consumer Defensive Upgrade
Healthcare Upgrade
Utilities Upgrade
As of June 30, 2022

Bond Sector Exposure

As of June 30, 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, 2018

Bond Maturity Exposure

Short Term
15.36%
1-7 Days Upgrade
8-30 Days Upgrade
31-90 Days Upgrade
91 to 182 Days Upgrade
183 to 364 Days Upgrade
Intermediate
44.06%
1 to 3 Years Upgrade
3 to 5 Years Upgrade
5 to 7 Years Upgrade
7 to 10 Years Upgrade
Long Term
40.58%
10 to 15 Years Upgrade
15 to 20 Years Upgrade
20 to 30 Years Upgrade
Over 30 Years Upgrade
As of June 30, 2022