Asset Allocation

As of June 30, 2021.
Type % Net % Long % Short
Cash 99.06% Upgrade Upgrade
Stock -11.88% Upgrade Upgrade
Bond 0.00% Upgrade Upgrade
Convertible 12.82% Upgrade Upgrade
Preferred 0.00% Upgrade Upgrade
Other 0.00% Upgrade Upgrade

Region Exposure

% Developed Markets: 99.96% % Emerging Markets: 0.04%

Americas 78.17%
North America Upgrade
Latin America Upgrade
As of June 30, 2021. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 21.53%
United Kingdom Upgrade
Europe Developed Upgrade
Europe Emerging Upgrade
Africa/Middle East Upgrade
Greater Asia 0.30%
Japan Upgrade
Australasia Upgrade
Asia Developed Upgrade
Asia Emerging Upgrade

Market Capitalization

As of June 30, 2021
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, 2021

Stock Sector Exposure

Cyclical
30.46%
Basic Materials Upgrade
Consumer Cyclical Upgrade
Financial Services Upgrade
Real Estate Upgrade
Sensitive
48.41%
Communication Services Upgrade
Energy Upgrade
Industrials Upgrade
Technology Upgrade
Defensive
21.13%
Consumer Defensive Upgrade
Healthcare Upgrade
Utilities Upgrade
As of June 30, 2021

Bond Sector Exposure

As of June 30, 2021
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 February 28, 2019

Bond Maturity Exposure

Short Term
0.22%
1-7 Days Upgrade
8-30 Days Upgrade
31-90 Days Upgrade
91 to 182 Days Upgrade
183 to 364 Days Upgrade
Intermediate
98.98%
1 to 3 Years Upgrade
3 to 5 Years Upgrade
5 to 7 Years Upgrade
7 to 10 Years Upgrade
Long Term
0.79%
10 to 15 Years Upgrade
15 to 20 Years Upgrade
20 to 30 Years Upgrade
Over 30 Years Upgrade
As of December 31, 2019