| Benchmark | Morningstar Category |
|---|---|
| Type | % Net |
% Short |
% Long |
Bench- mark |
Cat Avg |
|
|---|---|---|---|---|---|---|
| As of 03/31/2013 | ||||||
| Cash | 1.53 | 0.00 | 1.53 | 0.01 | 4.80 | |
| US Stock | 57.01 | 0.00 | 57.01 | 60.04 | 56.30 | |
| Non US Stock | 19.81 | 0.00 | 19.81 | 31.51 | 22.18 | |
| Bond | 19.49 | 0.00 | 19.49 | 4.83 | 14.60 | |
| Other | 2.16 | 0.00 | 2.16 | 3.62 | 2.12 | |
| Size | % of Portfolio | Benchmark | Category Avg |
|---|---|---|---|
| Giant | 35.89 | 37.23 | 40.08 |
| Large | 32.39 | 26.91 | 32.78 |
| Medium | 26.66 | 24.40 | 20.23 |
| Small | 4.21 | 11.14 | 5.62 |
| Micro | 0.85 | 0.32 | 1.30 |
| Stock Portfolio | Benchmark | Category Avg | |
|---|---|---|---|
| As of 03/31/2013 *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* | 15.40 | 14.22 | 14.53 |
| Price/Book* | 2.17 | 1.75 | 1.83 |
| Price/Sales* | 1.35 | 1.07 | 1.17 |
| Price/Cash Flow* | 6.36 | 6.00 | 6.60 |
| Dividend Yield %* | 1.87 | 2.37 | 2.23 |
| Long-Term Earnings % | 9.79 | 9.30 | 9.75 |
| Historical Earnings % | 2.04 | -2.50 | -1.65 |
| Sales Growth % | 3.92 | -19.84 | -4.69 |
| Cash-Flow Growth % | 10.03 | -9.90 | -6.16 |
| Book-Value Growth % | 3.16 | -31.47 | -24.18 |
| Year | Style | % Equity | |
|---|---|---|---|
| *As of 03/31/2013 Style Box Detail calculations do not include the fund's short positions (if any). |
|||
| 2013* | 76.82 | ||
| 2012 | 77.37 | ||
| 2011 | 78.13 | ||
| 2010 | 77.25 | ||
| 2009 | 76.37 | ||
| Year | Style | % Bonds |
|---|---|---|
| As of 03/31/2013 | ||
| 2013 | 19.49 | |
| 2012 | 19.63 | |
| 2011 | 18.66 | |
| 2010 | 18.77 | |
| 2009 | 21.58 | |
| Detail | Value | |
|---|---|---|
| As of 03/31/2013, *As of 03/31/2013 | ||
| Average Effective Duration (Years)* | 4.84 | |
| Average Effective Maturity (Years)* | 6.50 | |
| Average Credit Quality | BB | |
| Average Weighted Coupon* | 4.34 | |
| Average Weighted Price* | 109.93 | |
| Type | % Bonds | Benchmark | Category Avg | Bond Weight | Benchmark Weight | Category Avg Weight | |
|---|---|---|---|---|---|---|---|
| AAA | 51.67 | — | 24.45 |
|
|||
| AA | 3.05 | — | 5.28 | ||||
| A | 7.95 | — | 15.85 | ||||
| BBB | 8.09 | — | 14.18 | ||||
| BB | 9.95 | — | 14.62 | ||||
| B | 13.42 | — | 18.42 | ||||
| Below B | 5.87 | — | 2.18 | ||||
| Not Rated | 0.00 | — | 5.03 | ||||
| As of 03/31/2013 Credit Quality is calculated only using the long position holdings of the portfolio. |
|||||||
| % Stocks | Benchmark | Category Avg | Fund Weight | Benchmark Weight | Category Avg Weight | |||
|---|---|---|---|---|---|---|---|---|
| Cyclical | ||||||||
|
|
||||||||
| Basic Materials | 5.78 | 6.01 | 4.89 | |||||
| Consumer Cyclical | 13.92 | 11.86 | 12.38 | |||||
| Financial Services | 12.74 | 17.57 | 15.88 | |||||
| Real Estate | 4.10 | 4.29 | 3.21 | |||||
| Sensitive | ||||||||
|
|
||||||||
| Communication Services | 3.78 | 3.98 | 4.36 | |||||
| Energy | 6.98 | 8.95 | 9.85 | |||||
| Industrials | 12.49 | 11.86 | 11.96 | |||||
| Technology | 16.63 | 12.88 | 13.73 | |||||
| Defensive | ||||||||
|
|
||||||||
| Consumer Defensive | 10.31 | 8.73 | 8.83 | |||||
| Healthcare | 11.84 | 9.92 | 11.86 | |||||
| Utilities | 1.42 | 3.95 | 3.04 | |||||
| As of 03/31/2013 Sector data is calculated only using the long position holdings of the portfolio. |
||||||||
| Type | % Bonds | Benchmark | Category Avg | Fund Weight | Benchmark Weight | Category Avg Weight | |||
|---|---|---|---|---|---|---|---|---|---|
| Government | 31.62 | 67.86 | 24.03 | ||||||
|
|
|||||||||
| Government | 31.36 | 64.69 | 18.19 | ||||||
| Government-Related | 0.26 | 3.17 | 5.83 | ||||||
| Corporate | 38.22 | 31.73 | 30.71 | ||||||
| Securitized | 19.70 | 0.29 | 12.59 | ||||||
|
|
|||||||||
| Agency Mortgage-Backed | 15.32 | 0.25 | 10.21 | ||||||
| Non-Agency Residential MBS | 2.21 | 0.02 | 0.87 | ||||||
| Commercial MBS | 2.03 | 0.00 | 0.71 | ||||||
| Asset-Backed | 0.14 | 0.00 | 0.80 | ||||||
| Covered Bond | 0.00 | 0.02 | 0.00 | ||||||
| Municipal | 3.04 | 0.00 | 0.36 | ||||||
| Cash & Equivalents | 7.41 | 0.11 | 28.46 | ||||||
| Other | 0.00 | 0.00 | 3.86 | ||||||
| As of 03/31/2013 Sector data is calculated only using the long position holdings of the portfolio. |
|||||||||
| Type | % Bonds | Benchmark | Category Avg | Fund Weight | Benchmark Weight | Category Avg Weight | |
|---|---|---|---|---|---|---|---|
| 0% PIK | 0.00 | 0.08 | 4.53 |
|
|||
| 0% to 4% | 46.23 | 70.95 | 49.63 | ||||
| 4% to 6% | 25.90 | 17.60 | 20.50 | ||||
| 6% to 8% | 17.29 | 7.86 | 13.66 | ||||
| 8% to 10% | 9.10 | 3.42 | 9.51 | ||||
| 10% to 12% | 1.34 | 0.08 | 1.76 | ||||
| More than 12% | 0.14 | 0.00 | 0.41 | ||||
| As of 03/31/2013 Sector data is calculated only using the long position holdings of the portfolio. |
|||||||
| % Bonds | Benchmark | Category Avg | Fund Weight | Benchmark Weight | Category Avg Weight | ||
|---|---|---|---|---|---|---|---|
|
|
|||||||
| United States | 93.39 | 73.86 | 87.16 | ||||
| Luxembourg | 1.12 | 0.47 | 0.76 | ||||
| United Kingdom | 1.02 | 2.71 | 1.39 | ||||
| Cayman Islands | 0.85 | 0.61 | 0.60 | ||||
| Canada | 0.67 | 1.29 | 1.63 | ||||
| Mexico | 0.37 | 0.17 | 0.86 | ||||
| Netherlands | 0.35 | 1.23 | 0.46 | ||||
| Brazil | 0.28 | 0.12 | 0.42 | ||||
| Ireland | 0.26 | 0.16 | 0.42 | ||||
| Switzerland | 0.25 | 0.37 | 0.12 | ||||
| As of 03/31/2013 Country breakdown data is calculated only using the long position holdings of the portfolio. |
|||||||
| % Bonds | Benchmark | Category Avg | Fund Weight | Benchmark Weight | Category Avg Weight | ||
|---|---|---|---|---|---|---|---|
|
|
|||||||
| 1 to 3 Years | 12.73 | 3.17 | 18.48 | ||||
| 3 to 5 Years | 18.62 | 43.12 | 15.55 | ||||
| 5 to 7 Years | 12.29 | 43.97 | 16.22 | ||||
| 7 to 10 Years | 20.98 | 5.48 | 15.14 | ||||
| 10 to 15 Years | 1.25 | 1.15 | 3.66 | ||||
| 15 to 20 Years | 6.61 | 1.30 | 2.96 | ||||
| 20 to 30 Years | 26.34 | 1.44 | 18.79 | ||||
| Over 30 Years | 1.18 | 0.36 | 4.62 | ||||
| As of 03/31/2013 | |||||||
| % Stocks | Benchmark | Category Avg | |
|---|---|---|---|
| As of 03/31/2013 Region breakdown data is calculated by using the long position holdings of the portfolio equity part only. |
|||
| Americas | 77.44 | 69.58 | 73.95 |
| North America | 75.54 | 68.02 | 73.17 |
| Latin America | 1.90 | 1.56 | 0.78 |
| Greater Europe | 13.31 | 16.52 | 17.97 |
| United Kingdom | 3.25 | 4.94 | 5.89 |
| Europe Developed | 8.37 | 9.88 | 11.30 |
| Europe Emerging | 1.27 | 0.85 | 0.38 |
| Africa/Middle East | 0.42 | 0.84 | 0.40 |
| Greater Asia | 9.24 | 13.90 | 8.08 |
| Japan | 2.83 | 4.86 | 3.50 |
| Australasia | 0.76 | 1.87 | 1.20 |
| Asia Developed | 2.71 | 3.51 | 1.92 |
| Asia Emerging | 2.94 | 3.66 | 1.45 |
| Market Classification | |||
| % Developed Markets | 93.54 | 93.26 | 97.20 |
| % Emerging Markets | 6.46 | 6.74 | 2.80 |