Asset Allocation

As of May 31, 2022.
Type % Net % Long % Short
Cash 32.79% Upgrade Upgrade
Stock 44.68% Upgrade Upgrade
Bond 20.04% Upgrade Upgrade
Convertible 1.63% Upgrade Upgrade
Preferred 0.00% Upgrade Upgrade
Other 0.87% Upgrade Upgrade

Region Exposure

% Developed Markets: 98.26% % Emerging Markets: 1.74%

Americas 92.57%
Upgrade
Canada Upgrade
United States Upgrade
Upgrade
Argentina Upgrade
Brazil Upgrade
Chile Upgrade
Colombia Upgrade
Mexico Upgrade
Peru Upgrade
As of May 31, 2022. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 4.43%
United Kingdom Upgrade
Upgrade
Belgium Upgrade
Denmark Upgrade
Finland Upgrade
France Upgrade
Germany Upgrade
Greece Upgrade
Ireland Upgrade
Italy Upgrade
Netherlands Upgrade
Norway Upgrade
Spain Upgrade
Sweden Upgrade
Switzerland Upgrade
Upgrade
Czech Republic Upgrade
Poland Upgrade
Russia Upgrade
Turkey Upgrade
Upgrade
Egypt Upgrade
Israel Upgrade
Qatar Upgrade
Saudi Arabia Upgrade
South Africa Upgrade
United Arab Emirates Upgrade
Greater Asia 2.98%
Japan Upgrade
Upgrade
Australia Upgrade
Upgrade
Hong Kong Upgrade
Singapore Upgrade
South Korea Upgrade
Taiwan Upgrade
Upgrade
China Upgrade
India Upgrade
Indonesia Upgrade
Kazakhstan Upgrade
Malaysia Upgrade
Philippines Upgrade
Thailand 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
30.52%
Basic Materials Upgrade
Consumer Cyclical Upgrade
Financial Services Upgrade
Real Estate Upgrade
Sensitive
45.97%
Communication Services Upgrade
Energy Upgrade
Industrials Upgrade
Technology Upgrade
Defensive
23.52%
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 March 31, 2022

Bond Maturity Exposure

Short Term
25.05%
1-7 Days Upgrade
8-30 Days Upgrade
31-90 Days Upgrade
91 to 182 Days Upgrade
183 to 364 Days Upgrade
Intermediate
50.60%
1 to 3 Years Upgrade
3 to 5 Years Upgrade
5 to 7 Years Upgrade
7 to 10 Years Upgrade
Long Term
24.35%
10 to 15 Years Upgrade
15 to 20 Years Upgrade
20 to 30 Years Upgrade
Over 30 Years Upgrade
As of May 31, 2022