Benchmark Morningstar Category
Allocation--70% to 85% Equity

Asset Allocation

 

TY

 
  Type %
Long
%
Short
%
Net
Bench-
mark
Cat
Avg
As of 05/31/2016
Cash 0.54 0.54 0.00 5.40
US Stock 67.15 67.15 50.82 57.65
Non US Stock 1.07 1.07 28.74 17.98
Bond 15.31 15.31 19.89 16.01
Other 15.93 15.93 0.55 2.96
 
 

Style Details

 

TY

Market Capitalization
Size % of Portfolio Benchmark Category Avg
Giant 47.80 38.46 46.10
Large 31.37 27.59 26.53
Medium 18.32 24.16 19.11
Small 0.99 9.38 6.45
Micro 1.51 0.41 1.80
Size of Holdings
Fund Benchmark Category Avg
Average Market Cap (mil) 56,213.30 24,432.21 38,485.45
Total Equity Portfolio Market Value (mil) 33.22 24.23 25.55
Value & Growth Measures
Stock Portfolio Benchmark Category Avg
As of 05/31/2016
*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* 16.40 15.98 17.59
Price/Book* 2.25 1.76 2.06
Price/Sales* 1.24 1.21 1.45
Price/Cash Flow* 7.19 6.56 7.87
Long-Term Earnings % 8.08 9.13 9.11
Historical Earnings % 5.70 -38.99 -40.25
Sales Growth % 0.45 -47.92 -2.18
Cash-Flow Growth % 5.86 -46.84 1.22
Book-Value Growth % 2.07 -14.28 1.99
 
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 05/31/2016
Style Box Detail calculations do not include the fund's short positions (if any).
2016* 68.23
2015 70.78
2014 69.74
2013 68.68
2012 69.35
Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of 05/31/2016
2016 15
2015 13
2014 14
2013 12
2012 13
 
Bond Statistics
Detail Value
As of date not available
Weighted Average Credit Rating
Average Weighted Coupon 6
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 05/31/2016
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 2.95 5.28 4.06
Consumer Cyclical 7.42 11.33 11.69
Financial Services 15.08 16.99 16.13
Real Estate 4.40 6.06 3.54
Sensitive
Communication Services 4.44 3.99 4.13
Energy 7.33 6.50 7.40
Industrials 11.40 11.78 11.24
Technology 16.85 13.70 15.03
Defensive
Consumer Defensive 9.92 9.48 9.44
Healthcare 14.24 10.84 13.66
Utilities 5.96 4.07 3.67
As of 05/31/2016
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 62.01 27.76
Government 0.00 60.57 20.38
Government-Related 0.00 1.43 7.38
       
Corporate 97.93 35.54 34.07
       
Securitized 0.77 2.40 12.94
Agency Mortgage-Backed 0.00 2.06 7.74
Non-Agency Residential MBS 0.00 0.03 1.20
Commercial MBS 0.77 0.28 1.75
Asset-Backed 0.00 0.03 2.24
Covered Bond 0.00 0.00 0.00
       
Municipal 0.00 0.04 0.47
       
Cash & Equivalents 1.30 0.02 24.20
       
Other 0.00 0.00 0.56
As of 05/31/2016
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% 3.68 0.00 3.03
0% to 4% 27.06 83.45 66.50
4% to 6% 28.80 12.48 17.24
6% to 8% 25.42 3.27 9.46
8% to 10% 8.31 0.74 3.08
10% to 12% 6.74 0.05 0.61
More than 12% 0.00 0.00 0.08
As of 05/31/2016
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 77.46 88.34 86.70
Ireland 8.18 0.29 0.35
Puerto Rico 3.70 0.00 0.00
Cayman Islands 3.67 0.47 0.66
Canada 3.56 0.86 1.20
Luxembourg 3.42 0.27 0.70
As of 05/31/2016
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 20.98 8.17 19.03
3 to 5 Years 21.76 37.16 22.15
5 to 7 Years 18.87 39.15 11.06
7 to 10 Years 20.59 6.78 18.46
10 to 15 Years 6.19 1.24 3.55
15 to 20 Years 4.53 0.75 3.28
20 to 30 Years 4.84 6.60 16.20
Over 30 Years 2.24 0.16 6.28
As of date not available
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World Regions

 

TY

% Stocks Benchmark Category Avg
As of 05/31/2016
Region breakdown data is calculated by using the long position holdings of the portfolio equity part only.
Americas 98.85 67.42 77.59
North America 98.85 65.89 77.14
Latin America 0.00 1.53 0.45
Greater Europe 1.15 15.98 14.72
United Kingdom 0.79 4.27 4.91
Europe Developed 0.36 9.77 9.21
Europe Emerging 0.00 0.78 0.25
Africa/Middle East 0.00 1.15 0.36
Greater Asia 0.00 16.60 7.66
Japan 0.00 5.70 3.34
Australasia 0.00 1.53 0.80
Asia Developed 0.00 4.45 1.79
Asia Emerging 0.00 4.92 1.73
Market Classification
% Developed Markets 100.00 92.01 97.39
% Emerging Markets 0.00 7.99 2.61
 
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
2016
2017
2018
2019
2020
5 Year +
Non-Callable
As of date not available

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