Asset Allocation

As of September 16, 2020.
Type % Net % Long % Short
Cash -140.7% Upgrade Upgrade
Stock 88.48% Upgrade Upgrade
Bond 152.2% Upgrade Upgrade
Convertible 0.00% Upgrade Upgrade
Preferred 0.02% Upgrade Upgrade
Other 0.00% Upgrade Upgrade

Region Exposure

% Developed Markets: 80.10% % Emerging Markets: 19.90%

Americas 66.61%
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Canada Upgrade
United States Upgrade
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Argentina Upgrade
Brazil Upgrade
Chile Upgrade
Colombia Upgrade
Mexico Upgrade
Peru Upgrade
As of September 16, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 8.64%
United Kingdom Upgrade
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Austria Upgrade
Belgium Upgrade
Denmark Upgrade
Finland Upgrade
France Upgrade
Germany Upgrade
Greece Upgrade
Ireland Upgrade
Italy Upgrade
Netherlands Upgrade
Norway Upgrade
Portugal Upgrade
Spain Upgrade
Sweden Upgrade
Switzerland Upgrade
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Czech Republic Upgrade
Poland Upgrade
Russia Upgrade
Turkey Upgrade
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Egypt Upgrade
Israel Upgrade
Qatar Upgrade
Saudi Arabia Upgrade
South Africa Upgrade
United Arab Emirates Upgrade
Greater Asia 24.75%
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
India Upgrade
Indonesia Upgrade
Malaysia Upgrade
Pakistan Upgrade
Philippines Upgrade
Thailand Upgrade

Market Capitalization

As of September 16, 2020
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 September 16, 2020

Stock Sector Exposure

Cyclical
38.21%
Basic Materials Upgrade
Consumer Cyclical Upgrade
Financial Services Upgrade
Real Estate Upgrade
Sensitive
43.74%
Communication Services Upgrade
Energy Upgrade
Industrials Upgrade
Technology Upgrade
Defensive
18.05%
Consumer Defensive Upgrade
Healthcare Upgrade
Utilities Upgrade
As of September 16, 2020

Bond Sector Exposure

As of September 16, 2020
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
77.26%
1-7 Days Upgrade
8-30 Days Upgrade
31-90 Days Upgrade
91 to 182 Days Upgrade
183 to 364 Days Upgrade
Intermediate
22.74%
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 September 16, 2020