Asset Allocation

As of December 31, 2021.
Type % Net % Long % Short
Cash 61.92% Upgrade Upgrade
Stock 0.93% Upgrade Upgrade
Bond 4.89% Upgrade Upgrade
Convertible 0.00% Upgrade Upgrade
Preferred 0.00% Upgrade Upgrade
Other 32.26% Upgrade Upgrade

Region Exposure

% Developed Markets: 92.90% % Emerging Markets: 7.10%

Americas 74.36%
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Canada Upgrade
United States Upgrade
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Brazil Upgrade
As of December 31, 2021. Region breakdown data is calculated by using the long position holdings of the portfolio.
Greater Europe 12.63%
United Kingdom Upgrade
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Austria Upgrade
Belgium Upgrade
Denmark Upgrade
Finland Upgrade
France Upgrade
Germany Upgrade
Italy Upgrade
Netherlands Upgrade
Norway Upgrade
Portugal Upgrade
Spain Upgrade
Sweden Upgrade
Switzerland Upgrade
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Greater Asia 13.01%
Japan Upgrade
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Australia Upgrade
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Hong Kong Upgrade
Singapore Upgrade
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China Upgrade
Malaysia Upgrade

Market Capitalization

As of December 31, 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 December 31, 2021

Stock Sector Exposure

Cyclical
93.30%
Basic Materials Upgrade
Consumer Cyclical Upgrade
Financial Services Upgrade
Real Estate Upgrade
Sensitive
5.21%
Communication Services Upgrade
Energy Upgrade
Industrials Upgrade
Technology Upgrade
Defensive
1.49%
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 --
AA --
A --
BBB --
BB --
B --
Below B --
Not Rated --
No Data Available

Bond Maturity Exposure

Short Term
98.99%
1-7 Days Upgrade
8-30 Days Upgrade
31-90 Days Upgrade
91 to 182 Days Upgrade
183 to 364 Days Upgrade
Intermediate
1.01%
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 December 31, 2021