Asset Allocation

As of December 31, 2021.
Type % Net % Long % Short
Cash -103.2% Upgrade Upgrade
Stock 100.1% Upgrade Upgrade
Bond 101.5% Upgrade Upgrade
Convertible 0.20% Upgrade Upgrade
Preferred 0.00% Upgrade Upgrade
Other 1.48% Upgrade Upgrade

Region Exposure

% Developed Markets: 99.88% % Emerging Markets: 0.12%

Americas 78.21%
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Canada Upgrade
United States Upgrade
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Argentina Upgrade
Brazil Upgrade
Mexico Upgrade
Peru Upgrade
As of December 31, 2021. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 20.16%
United Kingdom Upgrade
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Denmark Upgrade
France Upgrade
Germany Upgrade
Ireland Upgrade
Italy Upgrade
Netherlands Upgrade
Spain Upgrade
Switzerland Upgrade
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Qatar Upgrade
Saudi Arabia Upgrade
Greater Asia 1.63%
Japan Upgrade
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Australia Upgrade
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Market Capitalization

As of December 31, 2021
Giant --
Large --
Mid --
Small --
Micro --

Stock Style Exposure

Large Cap Value --
Large Cap Blend --
Large Cap Growth --
Mid Cap Value --
Mid Cap Blend --
Mid Cap Growth --
Small Cap Value --
Small Cap Blend --
Small Cap Growth --
No Data Available
As of December 31, 2021

Stock Sector Exposure

Cyclical
0.00%
Basic Materials Upgrade
Consumer Cyclical Upgrade
Financial Services Upgrade
Real Estate Upgrade
Sensitive
0.00%
Communication Services Upgrade
Energy Upgrade
Industrials Upgrade
Technology Upgrade
Defensive
0.00%
Consumer Defensive Upgrade
Healthcare Upgrade
Utilities Upgrade
As of December 31, 2021

Bond Sector Exposure

As of December 31, 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 December 31, 2021

Bond Maturity Exposure

Short Term
13.15%
1-7 Days Upgrade
8-30 Days Upgrade
31-90 Days Upgrade
91 to 182 Days Upgrade
183 to 364 Days Upgrade
Intermediate
77.37%
1 to 3 Years Upgrade
3 to 5 Years Upgrade
5 to 7 Years Upgrade
7 to 10 Years Upgrade
Long Term
9.49%
10 to 15 Years Upgrade
15 to 20 Years Upgrade
20 to 30 Years Upgrade
Over 30 Years Upgrade
As of December 31, 2021