Benchmark Morningstar Category
Aggressive Allocation

Asset Allocation

 

TY

 
  Type %
Long
%
Short
%
Net
Bench-
mark
Cat
Avg
As of 06/30/2015
Cash 0.44 0.44 0.00 4.87
US Stock 66.57 66.57 59.67 55.07
Non US Stock 0.84 0.84 33.32 22.39
Bond 13.22 13.22 5.09 15.18
Other 18.93 18.93 1.91 2.50
 
 

Style Details

 

TY

Market Capitalization
Size % of Portfolio Benchmark Category Avg
Giant 45.46 37.32 44.17
Large 34.58 26.36 26.12
Medium 18.43 23.84 19.67
Small 1.32 11.95 8.11
Micro 0.22 0.53 1.93
Size of Holdings
Fund Benchmark Category Avg
Average Market Cap (mil) 54,946.13 23,593.50 32,941.12
Total Equity Portfolio Market Value (mil) 34.03 23.68 24.14
Value & Growth Measures
Stock Portfolio Benchmark Category Avg
As of 06/30/2015
*Forward-looking based on historical data
Style and Market Cap Breakdown and Value and Growth Measures are calculated only using the long position holdings of the portfolio.
Price/Prospective Earnings* 16.54 17.55 17.39
Price/Book* 2.35 2.02 2.09
Price/Sales* 1.26 1.31 1.38
Price/Cash Flow* 8.62 7.23 8.46
Long-Term Earnings % 9.66 10.14 9.87
Historical Earnings % 3.06 -28.19 -16.98
Sales Growth % -7.15 -7.90 -1.65
Cash-Flow Growth % 6.69 1.11 1.82
Book-Value Growth % -12.64 -9.39 -1.49
 
Ownership Zone
Weighted Average of holdings

75% of fund's stock holdings
 
Holdings Style
Portfolio Weight%
> 50% 25–50% 10–25% 0–10%
Investment Style History
Year Style % Equity
*As of 06/30/2015
Style Box Detail calculations do not include the fund's short positions (if any).
2015* 67.41
2014 69.74
2013 68.68
2012 69.35
2011 70.89
Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of 06/30/2015
2015 13
2014 14
2013 12
2012 13
2011 12
 
Bond Statistics
Detail Value
As of date not available
Weighted Average Credit Rating
Average Weighted Coupon 5
Average Weighted Price
Credit Quality
Type % Bonds Benchmark Category Avg Bond Weight Benchmark Weight Category Avg Weight
AAA
AA
A
BBB
BB
B
Below B
Not Rated
As of 06/30/2015
Credit Quality is calculated only using the long position holdings of the portfolio.

Sector Weightings

 

TY

% Stocks Benchmark Category Avg   Fund Weight Benchmark Weight Category Avg Weight
Cyclical
Basic Materials 1.85 5.28 4.71
Consumer Cyclical 10.30 12.18 13.14
Financial Services 14.33 18.39 17.12
Real Estate 2.61 4.86 3.20
Sensitive
Communication Services 4.70 3.79 4.09
Energy 8.19 6.33 6.82
Industrials 12.10 11.80 11.36
Technology 16.62 13.32 14.16
Defensive
Consumer Defensive 10.07 8.53 8.02
Healthcare 14.39 11.79 14.38
Utilities 4.82 3.73 3.02
As of 06/30/2015
Sector data is calculated only using the long position holdings of the portfolio.
Fixed-Income Sectors
Type % Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
Government 0.00 72.56 22.94
Government 0.00 71.47 16.50
Government-Related 0.00 1.09 6.44
       
Corporate 99.16 27.21 31.54
       
Securitized 0.84 0.15 12.67
Agency Mortgage-Backed 0.00 0.00 8.36
Non-Agency Residential MBS 0.00 0.07 0.62
Commercial MBS 0.84 0.08 2.03
Asset-Backed 0.00 0.00 1.65
Covered Bond 0.00 0.00 0.00
       
Municipal 0.00 0.00 0.28
       
Cash & Equivalents 0.00 0.08 28.57
       
Other 0.00 0.00 4.00
As of 06/30/2015
Sector data is calculated only using the rescaled long position holdings of the portfolio.
Coupon Range
Type % Bonds Benchmark Category Avg   Fund Weight Benchmark Weight Category Avg Weight
0% 0.00 0.07 3.06
0% to 4% 34.61 79.12 60.89
4% to 6% 30.59 17.12 19.13
6% to 8% 29.62 2.38 12.85
8% to 10% 3.37 1.25 3.41
10% to 12% 1.81 0.06 0.47
More than 12% 0.00 0.00 0.19
As of 06/30/2015
Sector data is calculated only using the long position holdings of the portfolio.

Top 10 Country Breakdown

 

TY

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
United States 82.91 70.83 84.52
Cayman Islands 4.19 0.47 1.05
Luxembourg 4.08 0.16 0.81
Puerto Rico 3.99 0.00 0.00
Netherlands 3.77 1.74 1.16
Ireland 1.07 0.21 0.26
As of 06/30/2015
Country breakdown data is calculated only using the long position holdings of the portfolio.

Bond Maturity Breakdown

 

TY

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
1 to 3 Years 10.00 4.05 17.90
3 to 5 Years 28.73 39.90 24.95
5 to 7 Years 23.15 45.76 14.06
7 to 10 Years 24.10 3.50 14.17
10 to 15 Years 5.82 2.10 3.79
15 to 20 Years 4.66 1.85 2.36
20 to 30 Years 1.23 2.11 16.90
Over 30 Years 2.31 0.73 5.88
As of date not available
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World Regions

 

TY

% Stocks Benchmark Category Avg
As of 06/30/2015
Region breakdown data is calculated by using the long position holdings of the portfolio equity part only.
Americas 98.77 67.65 74.18
North America 98.77 66.33 73.58
Latin America 0.00 1.31 0.60
Greater Europe 1.23 16.99 17.23
United Kingdom 1.23 4.72 5.62
Europe Developed 0.00 10.62 10.76
Europe Emerging 0.00 0.60 0.24
Africa/Middle East 0.00 1.05 0.61
Greater Asia 0.00 15.37 8.59
Japan 0.00 6.03 3.96
Australasia 0.00 1.56 0.99
Asia Developed 0.00 3.73 1.91
Asia Emerging 0.00 4.04 1.72
Market Classification
% Developed Markets 100.00 93.36 97.33
% Emerging Markets 0.00 6.64 2.66
 
Greater Asia Americas Greater Europe

Bond Duration

 

TY

Unadjusted for Leverage Leverage Adjusted
Average Weighted Duration
Effective Duration
Modified Duration
As of date not available
 
Detail Value
Average Weighted Maturity
Effective Maturity

Bond Call Profile

 

TY

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
2015
2016
2017
2018
2019
5 Year +
Non-Callable
As of date not available

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