| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
|
Factor Enhanced U.S. Large Cap Equity Portfolio
|
93.43 mm | 93.43 mm other units | 28.18 | Common equity | Long | USA |
|
Bloomberg Barclays U.S. Aggregate ex-Corporate Portfolio
|
77.19 mm | 77.19 mm other units | 23.28 | Common equity | Long | USA |
|
Factor Enhanced International Equity Portfolio
|
53.32 mm | 53.32 mm other units | 16.08 | Common equity | Long | USA |
|
Investment Grade Corporate Bond Portfolio
|
40.38 mm | 40.38 mm other units | 12.18 | Common equity | Long | USA |
|
Factor Enhanced U.S. Small Cap Equity Portfolio
|
23.29 mm | 23.29 mm other units | 7.02 | Common equity | Long | USA |
|
Factor Enhanced Emerging Markets Equity Portfolio
|
16.09 mm | 16.09 mm other units | 4.85 | Common equity | Long | USA |
|
Strategic Retirement Bond Portfolio
|
6.76 mm | 6.76 mm other units | 2.04 | Common equity | Long | USA |
|
High Yield Corporate Bond Portfolio
|
6.58 mm | 6.58 mm other units | 1.99 | Common equity | Long | USA |
|
Emerging Markets Bond Portfolio
|
6.54 mm | 6.54 mm other units | 1.97 | Common equity | Long | USA |
|
U.S. REIT Portfolio
|
4.03 mm | 4.03 mm other units | 1.21 | Common equity | Long | USA |
|
Factor Enhanced U.S. Low Volatility Equity Portfolio
|
3.95 mm | 3.95 mm other units | 1.19 | Common equity | Long | USA |
