Benchmark Morningstar Category
N/A

Asset Allocation

 

TIP

 
  Type %
Net
%
Short
%
Long
Bench-
mark
Cat
Avg
As of 09/19/2014
Cash 2.66 2.66 6.80
US Stock 0.00 0.00 -0.26
Non US Stock 0.00 0.00 0.41
Bond 97.34 97.34 92.02
Other 0.00 0.00 1.03
 

Style Details

 

TIP

Avg Market Cap USD
 
Benchmark Market Cap USD
 
Category Avg Market Cap USD
8,437 Mil
Market Capitalization
Size % of Portfolio Benchmark Category Avg
Giant 17.24
Large 22.52
Medium 49.65
Small 10.25
Micro 0.34
Value & Growth Measures
Stock Portfolio Benchmark Category Avg
As of 09/19/2014
*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* 14.44
Price/Book* 1.07
Price/Sales* 0.83
Price/Cash Flow* 11.04
Dividend Yield %* 1.44
Long-Term Earnings % 33.05
Historical Earnings % 10.09
Sales Growth % -20.02
Cash-Flow Growth % -5.81
Book-Value Growth % -17.27
 
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 09/19/2014
Style Box Detail calculations do not include the fund's short positions (if any).
2014*
2013
2012
2011
2010
Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of 07/31/2014
2014 97.34
2013 99.33
2012 98.62
2011 99.63
2010 99.73
 
Bond Statistics
Detail Value
As of 07/31/2014, *As of 09/19/2014
Average Effective Duration (Years)* 7.85
Average Effective Maturity (Years)*
Average Credit Quality AA
Average Weighted Coupon* 1.03
Average Weighted Price* 105.68
Credit Quality
Type % Bonds Benchmark Category Avg Bond Weight Benchmark Weight Category Avg Weight
AAA 98.42 83.86
AA 0.00 6.25
A 0.00 1.34
BBB 0.00 2.58
BB 0.00 0.82
B 0.00 0.55
Below B 0.00 2.79
Not Rated 1.58 1.81
As of 07/31/2014
Credit Quality is calculated only using the long position holdings of the portfolio.

Sector Weightings

 

TIP

% Stocks Benchmark Category Avg   Fund Weight Benchmark Weight Category Avg Weight
Cyclical
Basic Materials
Consumer Cyclical
Financial Services
Real Estate
Sensitive
Communication Services
Energy
Industrials
Technology
Defensive
Consumer Defensive
Healthcare
Utilities
As of 09/19/2014
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 97.34 83.27
U.S. Treasury 67.00 41.08
Non U.S. Treasury 0.00 4.31
U.S. Treasury Inflation-Protected 30.34 32.78
Non U.S. Inflation-Protected 0.00 4.81
Government-Related 0.00 5.09
       
Corporate 0.67 2.25
       
Securitized 0.00 3.05
Agency Mortgage-Backed 0.00 0.91
Non-Agency Residential MBS 0.00 0.42
Commercial MBS 0.00 0.85
Asset-Backed 0.00 0.86
Covered Bond 0.00 0.00
       
Municipal 0.00 0.00
       
Cash & Equivalents 1.99 9.16
       
Other 0.00 2.28
As of 09/19/2014
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 2.04
0% to 4% 100.00 93.76
4% to 6% 0.00 3.39
6% to 8% 0.00 0.52
8% to 10% 0.00 0.26
10% to 12% 0.00 0.00
More than 12% 0.00 0.03
As of 09/19/2014
Sector data is calculated only using the long position holdings of the portfolio.

Top 10 Country Breakdown

 

TIP

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
United States 100.00 95.20
As of 09/19/2014
Country breakdown data is calculated only using the long position holdings of the portfolio.

Bond Maturity Breakdown

 

TIP

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
1 to 3 Years 15.57 36.25
3 to 5 Years 18.43 19.51
5 to 7 Years 13.29 2.99
7 to 10 Years 27.51 14.48
10 to 15 Years 16.45 23.06
15 to 20 Years 0.67 0.53
20 to 30 Years 8.08 2.50
Over 30 Years 0.00 0.69
As of 09/19/2014
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World Regions

 

TIP

% Stocks Benchmark Category Avg
As of date not available
Region breakdown data is calculated by using the long position holdings of the portfolio equity part only.
Americas 41.57
North America 41.51
Latin America 0.06
Greater Europe 28.21
United Kingdom 0.14
Europe Developed 27.87
Europe Emerging 0.00
Africa/Middle East 0.20
Greater Asia 30.22
Japan 29.44
Australasia 0.12
Asia Developed 0.09
Asia Emerging 0.57
Market Classification
% Developed Markets 99.17
% Emerging Markets 0.83
 
Greater Asia Americas Greater Europe

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