| Benchmark | Morningstar Category |
|---|---|
| Type | % Net |
% Short |
% Long |
Bench- mark |
Cat Avg |
|
|---|---|---|---|---|---|---|
| As of 04/30/2013 | ||||||
| Cash | 3.59 | 0.00 | 3.59 | 0.01 | 4.80 | |
| US Stock | 62.69 | 0.00 | 62.69 | 58.93 | 56.71 | |
| Non US Stock | 8.87 | 0.00 | 8.87 | 32.58 | 21.81 | |
| Bond | 23.02 | 1.89 | 24.92 | 4.95 | 14.90 | |
| Other | 1.83 | 0.01 | 1.84 | 3.53 | 1.77 | |
| Size | % of Portfolio | Benchmark | Category Avg |
|---|---|---|---|
| Giant | 33.45 | 37.49 | 39.86 |
| Large | 39.07 | 26.80 | 33.16 |
| Medium | 18.61 | 24.40 | 20.23 |
| Small | 7.32 | 11.04 | 5.48 |
| Micro | 1.55 | 0.27 | 1.27 |
| Stock Portfolio | Benchmark | Category Avg | |
|---|---|---|---|
| As of 04/30/2013 *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* | 14.81 | 13.74 | 14.33 |
| Price/Book* | 2.02 | 1.70 | 1.81 |
| Price/Sales* | 1.30 | 1.03 | 1.16 |
| Price/Cash Flow* | 7.29 | 6.02 | 6.57 |
| Dividend Yield %* | 2.04 | 2.44 | 2.24 |
| Long-Term Earnings % | 10.33 | 9.30 | 9.74 |
| Historical Earnings % | 5.82 | -6.34 | -1.69 |
| Sales Growth % | -1.00 | -20.45 | -4.47 |
| Cash-Flow Growth % | 6.83 | -10.59 | -5.75 |
| Book-Value Growth % | -4.51 | -15.14 | -24.01 |
| Year | Style | % Equity | |
|---|---|---|---|
| *As of 04/30/2013 Style Box Detail calculations do not include the fund's short positions (if any). |
|||
| 2013* | 71.56 | ||
| 2012 | 69.64 | ||
| 2011 | 71.00 | ||
| 2010 | 73.45 | ||
| 2009 | 74.45 | ||
| Year | Style | % Bonds |
|---|---|---|
| As of 03/31/2013 | ||
| 2013 | 23.02 | |
| 2012 | 24.79 | |
| 2011 | 20.86 | |
| 2010 | 21.03 | |
| 2009 | 18.11 | |
| Detail | Value | |
|---|---|---|
| As of 03/31/2013, *As of 04/30/2013 | ||
| Average Effective Duration (Years)* | 5.13 | |
| Average Effective Maturity (Years)* | 7.04 | |
| Average Credit Quality | BB | |
| Average Weighted Coupon* | 3.29 | |
| Average Weighted Price* | 104.88 | |
| Type | % Bonds | Benchmark | Category Avg | Bond Weight | Benchmark Weight | Category Avg Weight | |
|---|---|---|---|---|---|---|---|
| AAA | 53.48 | — | 24.45 |
|
|||
| AA | 7.18 | — | 5.28 | ||||
| A | 6.60 | — | 15.85 | ||||
| BBB | 7.85 | — | 14.18 | ||||
| BB | 8.64 | — | 14.62 | ||||
| B | 12.06 | — | 18.42 | ||||
| Below B | 0.99 | — | 2.18 | ||||
| Not Rated | 3.19 | — | 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 | 4.84 | 6.07 | 4.86 | |||||
| Consumer Cyclical | 13.11 | 11.43 | 12.45 | |||||
| Financial Services | 14.12 | 17.02 | 15.61 | |||||
| Real Estate | 3.90 | 4.32 | 3.09 | |||||
| Sensitive | ||||||||
|
|
||||||||
| Communication Services | 2.96 | 4.06 | 4.43 | |||||
| Energy | 9.86 | 9.12 | 9.97 | |||||
| Industrials | 16.33 | 13.11 | 12.12 | |||||
| Technology | 15.32 | 12.00 | 13.81 | |||||
| Defensive | ||||||||
|
|
||||||||
| Consumer Defensive | 6.48 | 8.99 | 8.73 | |||||
| Healthcare | 11.00 | 9.75 | 11.91 | |||||
| Utilities | 2.07 | 4.12 | 3.02 | |||||
| As of 04/30/2013 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 | 28.21 | 70.44 | 24.47 | ||||||
|
|
|||||||||
| Government | 28.21 | 67.16 | 17.70 | ||||||
| Government-Related | 0.00 | 3.28 | 6.76 | ||||||
| Corporate | 28.59 | 28.99 | 29.56 | ||||||
| Securitized | 24.32 | 0.41 | 12.59 | ||||||
|
|
|||||||||
| Agency Mortgage-Backed | 21.87 | 0.26 | 10.36 | ||||||
| Non-Agency Residential MBS | 1.06 | 0.02 | 0.87 | ||||||
| Commercial MBS | 0.43 | 0.00 | 0.59 | ||||||
| Asset-Backed | 0.97 | 0.00 | 0.77 | ||||||
| Covered Bond | 0.00 | 0.13 | 0.00 | ||||||
| Municipal | 0.00 | 0.00 | 0.37 | ||||||
| Cash & Equivalents | 12.49 | 0.16 | 27.73 | ||||||
| Other | 6.39 | 0.00 | 5.30 | ||||||
| As of 04/30/2013 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 | 0.30 | 0.09 | 7.70 |
|
|||
| 0% to 4% | 66.71 | 64.80 | 46.99 | ||||
| 4% to 6% | 19.30 | 23.23 | 21.03 | ||||
| 6% to 8% | 8.59 | 8.24 | 12.83 | ||||
| 8% to 10% | 3.59 | 3.55 | 9.36 | ||||
| 10% to 12% | 1.42 | 0.08 | 1.73 | ||||
| More than 12% | 0.09 | 0.00 | 0.37 | ||||
| As of 04/30/2013 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 | 93.54 | 71.80 | 86.60 | ||||
| Canada | 1.78 | 1.86 | 1.82 | ||||
| Luxembourg | 1.09 | 0.46 | 0.79 | ||||
| Australia | 0.80 | 1.32 | 0.60 | ||||
| United Kingdom | 0.69 | 5.36 | 1.55 | ||||
| Netherlands | 0.58 | 1.80 | 0.45 | ||||
| Bermuda | 0.47 | 0.19 | 0.13 | ||||
| Cayman Islands | 0.29 | 0.59 | 0.59 | ||||
| British Virgin Islands | 0.19 | 0.02 | 0.06 | ||||
| Mexico | 0.13 | 0.17 | 0.82 | ||||
| As of 04/30/2013 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 | 11.08 | 5.02 | 14.29 | ||||
| 3 to 5 Years | 19.65 | 41.80 | 15.78 | ||||
| 5 to 7 Years | 14.80 | 41.97 | 15.98 | ||||
| 7 to 10 Years | 16.32 | 4.35 | 18.27 | ||||
| 10 to 15 Years | 11.58 | 1.91 | 3.52 | ||||
| 15 to 20 Years | 4.36 | 1.58 | 4.91 | ||||
| 20 to 30 Years | 20.43 | 2.65 | 16.30 | ||||
| Over 30 Years | 1.77 | 0.73 | 4.25 | ||||
| As of 04/30/2013 | |||||||
| % Stocks | Benchmark | Category Avg | |
|---|---|---|---|
| As of 04/30/2013 Region breakdown data is calculated by using the long position holdings of the portfolio equity part only. |
|||
| Americas | 89.09 | 68.94 | 74.44 |
| North America | 88.41 | 66.99 | 73.60 |
| Latin America | 0.68 | 1.95 | 0.84 |
| Greater Europe | 7.14 | 16.69 | 17.42 |
| United Kingdom | 2.23 | 5.02 | 5.91 |
| Europe Developed | 4.09 | 9.87 | 10.75 |
| Europe Emerging | 0.55 | 0.90 | 0.39 |
| Africa/Middle East | 0.27 | 0.90 | 0.38 |
| Greater Asia | 3.78 | 14.37 | 8.13 |
| Japan | 1.48 | 4.98 | 3.37 |
| Australasia | 0.13 | 2.14 | 1.17 |
| Asia Developed | 0.93 | 3.64 | 1.97 |
| Asia Emerging | 1.24 | 3.61 | 1.63 |
| Market Classification | |||
| % Developed Markets | 97.27 | 92.82 | 96.96 |
| % Emerging Markets | 2.73 | 7.18 | 3.04 |