Benchmark Morningstar Category

Asset Allocation

 

MMMXX

 
  Type %
Net
%
Short
%
Long
Bench-
mark
Cat
Avg
As of 06/30/2014
Cash 92.57 92.57 84.52
US Stock 0.00 0.00 0.00
Non US Stock 0.00 0.00 0.00
Bond 7.12 7.12 15.03
Other 0.31 0.31 0.45
 

Style Details

 

MMMXX

Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of date not available
2014 7.12
2013 6.14
2012 12.18
2011 4.84
2010 9.70
 
Bond Statistics
Detail Value
As of date not available, *As of 06/30/2014
Average Effective Duration (Years)*
Average Effective Maturity (Years)*
Average Credit Quality Not Rated
Average Weighted Coupon*
Average Weighted Price*
Credit Quality
Type % Bonds Benchmark Category Avg Bond Weight Benchmark Weight Category Avg Weight
AAA 78.20
AA 5.63
A 9.83
BBB 0.00
BB 0.00
B 0.00
Below B 0.00
Not Rated 6.34
As of date not available
Credit Quality is calculated only using the long position holdings of the portfolio.

Sector Weightings

 

MMMXX

Fixed-Income Sectors
Type % Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
Government 0.00 6.71
       
Corporate 1.66 2.12
       
Securitized 0.00 1.28
       
Municipal 5.48 4.98
       
Cash & Equivalents 92.86 84.90
       
Other 0.00 0.00
As of 06/30/2014
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% PIK 0.00 1.31
0% to 4% 100.00 97.55
4% to 6% 0.00 0.77
6% to 8% 0.00 0.26
8% to 10% 0.00 0.00
10% to 12% 0.00 0.00
More than 12% 0.00 0.10
As of 06/30/2014
Sector data is calculated only using the long position holdings of the portfolio.

Top 10 Country Breakdown

 

MMMXX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
United States 100.00 97.50
As of 06/30/2014
Country breakdown data is calculated only using the long position holdings of the portfolio.

Bond Maturity Breakdown

 

MMMXX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
1 to 3 Years 0.00 45.63
3 to 5 Years 5.81 9.15
5 to 7 Years 11.27 1.53
7 to 10 Years 0.00 1.95
10 to 15 Years 47.68 4.26
15 to 20 Years 19.05 9.59
20 to 30 Years 2.11 22.65
Over 30 Years 14.08 5.25
As of 06/30/2014

Certain information included herein is derived by Morningstar in part from MSCI’s Index Constituents (the “Index Data”). However, MSCI has not reviewed any information contained herein and does not endorse or express any opinion such information or analysis. Neither MSCI nor any third party involved in or related to the computing or compiling of the Index Data makes any express or implied warranties, representations or guarantees concerning the Index Data or any information or data derived therefrom, and in no event will MSCI or any third party have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) relating to any use of this information. None of the Index Data is intended to constitute investment advice or a recommendation to make (or refrain from making) any kind of investment decision and may not be relied on as such. All Index Data and any information derived therefrom is for your internal use only and may not be further redistributed or used to create any financial instruments or products or indices.