Asset Allocation

As of May 31, 2022.
Type % Net % Long % Short
Cash 18.19% Upgrade Upgrade
Stock 45.36% Upgrade Upgrade
Bond 36.44% Upgrade Upgrade
Convertible 0.00% Upgrade Upgrade
Preferred 0.00% Upgrade Upgrade
Other 0.01% Upgrade Upgrade

Region Exposure

% Developed Markets: 65.70% % Emerging Markets: 34.30%

Americas 44.72%
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United States Upgrade
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Argentina Upgrade
Brazil Upgrade
Chile Upgrade
Colombia Upgrade
Mexico Upgrade
As of May 31, 2022. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 20.03%
United Kingdom Upgrade
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France Upgrade
Germany Upgrade
Ireland Upgrade
Netherlands Upgrade
Switzerland Upgrade
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Egypt Upgrade
Greater Asia 34.53%
Japan Upgrade
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Hong Kong Upgrade
Singapore Upgrade
South Korea Upgrade
Taiwan Upgrade
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China Upgrade
India Upgrade
Indonesia Upgrade
Thailand Upgrade

Market Capitalization

As of May 31, 2022
Giant Upgrade
Large Upgrade
Mid Upgrade
Small --
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
30.27%
Basic Materials Upgrade
Consumer Cyclical Upgrade
Financial Services Upgrade
Real Estate Upgrade
Sensitive
51.33%
Communication Services Upgrade
Energy Upgrade
Industrials Upgrade
Technology Upgrade
Defensive
18.40%
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
12.82%
1-7 Days Upgrade
8-30 Days Upgrade
31-90 Days Upgrade
91 to 182 Days Upgrade
183 to 364 Days Upgrade
Intermediate
79.12%
1 to 3 Years Upgrade
3 to 5 Years Upgrade
5 to 7 Years Upgrade
7 to 10 Years Upgrade
Long Term
8.06%
10 to 15 Years Upgrade
15 to 20 Years Upgrade
20 to 30 Years Upgrade
Over 30 Years Upgrade
As of May 31, 2022