Asset Allocation

As of May 31, 2022.
Type % Net % Long % Short
Cash 7.46% Upgrade Upgrade
Stock 68.46% Upgrade Upgrade
Bond 23.03% Upgrade Upgrade
Convertible 0.91% Upgrade Upgrade
Preferred 0.14% Upgrade Upgrade
Other 0.00% Upgrade Upgrade

Region Exposure

% Developed Markets: 98.73% % Emerging Markets: 1.27%

Americas 72.17%
Upgrade
Canada Upgrade
United States Upgrade
Upgrade
As of May 31, 2022. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 25.69%
United Kingdom Upgrade
Upgrade
France Upgrade
Germany Upgrade
Netherlands Upgrade
Spain Upgrade
Switzerland Upgrade
Upgrade
Upgrade
Israel Upgrade
Greater Asia 2.14%
Japan Upgrade
Upgrade
Upgrade
Singapore Upgrade
Upgrade
China 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
48.32%
Basic Materials Upgrade
Consumer Cyclical Upgrade
Financial Services Upgrade
Real Estate Upgrade
Sensitive
36.06%
Communication Services Upgrade
Energy Upgrade
Industrials Upgrade
Technology Upgrade
Defensive
15.62%
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 --
AA --
A --
BBB --
BB --
B --
Below B --
Not Rated --
No Data Available

Bond Maturity Exposure

Short Term
0.66%
1-7 Days Upgrade
8-30 Days Upgrade
31-90 Days Upgrade
91 to 182 Days Upgrade
183 to 364 Days Upgrade
Intermediate
99.34%
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 May 31, 2022