Units of the position

The interest payment rate of a debt instrument

The original face or par value for a security that amortizes or accretes (e.g., a mortgage)

The paydown factor value for bond if provided by the financial institution

The percentage of the fund's assets in US Stocks (net). This figure is calculated separately for the short and long positions of the portfolio, and the sum of the asset allocation of each will not necessarily equal 100%. The net value is derived by subtracting the short positions from the long. The long and short positions can be rescaled as well. Rescaling ensures that the sum of the asset allocation breakdown will sum to 100%.

The percentage of the fund's assets in Non US Stocks (net).

The percentage of the fund's assets in Bonds (net).

The percentage of the fund's assets in Non US Bonds (net).

The percentage of the fund's assets in preferred stocks (net).

The percentage of the fund's assets in convertibles (net).

The percentage of the fund's assets in cash (net).

The percentage of the fund's assets in other instruments (net).

This data set provides a broad breakdown of an investment's geographical exposure in the United States. Each region's exposure is presented as a percentage of non-cash equity assets held by the fund. Regional exposure information summarizes a portfolio's exposure to geopolitical risk.

This data set provides a broad breakdown of an investment's geographical exposure in Canada. Each region's exposure is presented as a percentage of non-cash equity assets held by the fund. Regional exposure information summarizes a portfolio's exposure to geopolitical risk.

This data set provides a broad breakdown of an investment's geographical exposure in Latin America. Each region's exposure is presented as a percentage of non-cash equity assets held by the fund. Regional exposure information summarizes a portfolio's exposure to geopolitical risk.

This data set provides a broad breakdown of an investment's geographical exposure in the United Kingdom. Each region's exposure is presented as a percentage of non-cash equity assets held by the fund. Regional exposure information summarizes a portfolio's exposure to geopolitical risk.

This data set provides a broad breakdown of an investment's geographical exposure in the Eurozone region. Each region's exposure is presented as a percentage of non-cash equity assets held by the fund. Regional exposure information summarizes a portfolio's exposure to geopolitical risk.

This data set provides a broad breakdown of an investment's geographical exposure in the Europe Ex Euro region. Each region's exposure is presented as a percentage of non-cash equity assets held by the fund. Regional exposure information summarizes a portfolio's exposure to geopolitical risk.

This data set provides a broad breakdown of an investment's geographical exposure in the Europe Emerging region. Each region's exposure is presented as a percentage of non-cash equity assets held by the fund. Regional exposure information summarizes a portfolio's exposure to geopolitical risk.

This data set provides a broad breakdown of an investment's geographical exposure in Africa. Each region's exposure is presented as a percentage of non-cash equity assets held by the fund. Regional exposure information summarizes a portfolio's exposure to geopolitical risk.

This data set provides a broad breakdown of an investment's geographical exposure in the Middle East. Each region's exposure is presented as a percentage of non-cash equity assets held by the fund. Regional exposure information summarizes a portfolio's exposure to geopolitical risk.

This data set provides a broad breakdown of an investment's geographical exposure in Japan. Each region's exposure is presented as a percentage of non-cash equity assets held by the fund. Regional exposure information summarizes a portfolio's exposure to geopolitical risk.

This data set provides a broad breakdown of an investment's geographical exposure in the Australasia region. Each region's exposure is presented as a percentage of non-cash equity assets held by the fund. Regional exposure information summarizes a portfolio's exposure to geopolitical risk.

This data set provides a broad breakdown of an investment's geographical exposure in the Asia Developed region. Each region's exposure is presented as a percentage of non-cash equity assets held by the fund. Regional exposure information summarizes a portfolio's exposure to geopolitical risk.

This data set provides a broad breakdown of an investment's geographical exposure in the Asia Emerging region. Each region's exposure is presented as a percentage of non-cash equity assets held by the fund. Regional exposure information summarizes a portfolio's exposure to geopolitical risk.

The percentage of the fund's assets that are invested in Basic Materials (rescaled long positions). The Basic Materials sector includes companies that manufacture chemicals, building materials and paper products. This sector also includes companies engaged in commodities exploration and processing.

The percentage of the fund's assets that are invested in the Consumer Cyclical sector (rescaled long positions). The Consumer Cyclical sector includes retail stores, auto and auto parts manufacturers, companies engaged in residential construction, lodging facilities, restaurants and entertainment companies.

The percentage of the fund's assets that are invested in the Financial Services sector (rescaled long positions). The Financial Services sector includes companies that provide financial services (banks, savings and loans, asset management companies, credit services, investment brokerage firms, and insurance companies).

The percentage of the fund's assets that are invested in the Real Estate sector (rescaled long positions). The Real Estate sector includes mortgage companies, property management companies and REITs.

The percentage of the fund's assets that are invested in the Consumer Defensive sector (rescaled long positions). The Consumer Defensive sector includes companies engaged in the manufacturing of food, beverages, household and personal products, packaging, or tobacco. Also includes companies that provide services such as education & training services.

The percentage of the fund's assets that are invested in the Healthcare sector (rescaled long positions). The Healthcare sector includes biotechnology, pharmaceuticals, research services, home healthcare, hospitals, long-term care facilities, and medical equipment and supplies.

The percentage of the fund's assets that are invested in the Utilities sector (rescaled long positions). The Utilities sector includes electric, gas, and water utilities.

The percentage of the fund's assets that are invested in the Communication Services sector (rescaled long positions). The Communication Services sector includes companies that provide communication services using fixed-line networks or those that provide wireless access and services. This sector also includes companies that provide internet services such as access, navigation and internet related software and services.

The percentage of the fund's assets that are invested in the Energy sector (rescaled long positions). The Energy sector includes companies that produce or refine oil and gas, oil field services and equipment companies, and pipeline operators. This sector also includes companies engaged in the mining of coal.

The percentage of the fund's assets that are invested in the Industrials sector (rescaled long positions). The Industrials sector includes companies that manufacture machinery, hand-held tools and industrial products. This sector also includes aerospace and defense firms as well as companied engaged in transportations and logistic services.

The percentage of the fund's assets that are invested in the Technology sector (rescaled long positions). The Technology sector includes companies engaged in the design, development, and support of computer operating systems and applications. This sector also includes companies that provide computer technology consulting services. Also includes companies engaged in the manufacturing of computer equipment, data storage products, networking products, semi¬conductors, and components.

The government Super Sector includes all conventional debt issued by governments other than those which are included in the Municipal sector, including bonds issued by a Central Bank or Treasury, and bonds issued by local governments, cantons, regions, and provinces.

The municipal Super Sector includes taxable and tax-exempt debt obligations issued under the auspices of states, cities, counties, provinces, and other nonfederal government entities. This includes issues of private entities which are considered to municipal issues from a regulatory perspective.

The corporate Super Sector includes bank loans, convertible bonds, conventional debt securities issued by corporations, and preferred stock.

The securitized Super Sector includes all types of mortgage-backed securities, covered bonds, and asset- backed securities.

The cash & equivalents Super Sector includes cash in the bank, certificates of deposit, currency, and money market holdings. Cash can also be any fixed-income securities that mature in less than 92 days. This Super Sector also includes commercial paper and any repurchase agreements held by the fund.

The derivatives Super Sector includes the common types of fixed-income derivative contracts: futures and forwards, options, and swaps. For display purposes, products may elect to identify this sector as Other.

Top row, left corner quadrant of the Morningstar Style Box™. The Morningstar Style Box™ is a nine-square grid – three stock investment styles for each of three size categories: small, mid and large. Two of the three style categories are "value" and "growth." However, the third, central column definition differs: for funds, the central column represents "blend" funds, which include value, core and growth stocks; for stocks, it represents "core" stocks, those for which neither growth characteristics nor value characteristics are dominant. A stock is classified as large, mid, or small based on its position in the cumulative market capitalization of its style zone. Large-cap stocks are those that together account for the top 70% of the capitalization of each style zone; mid-cap stocks represent the next 20%; and small-cap stocks represent the balance. The market caps that correspond to these breakpoints are flexible and may shift from month to month as the market changes.

Top row, middle column quadrant of the Morningstar Style Box™. The Morningstar Style Box™ is a nine-square grid – three stock investment styles for each of three size categories: small, mid and large. Two of the three style categories are "value" and "growth." However, the third, central column definition differs: for funds, the central column represents "blend" funds, which include value, core and growth stocks; for stocks, it represents "core" stocks, those for which neither growth characteristics nor value characteristics are dominant. A stock is classified as large, mid, or small based on its position in the cumulative market capitalization of its style zone. Large-cap stocks are those that together account for the top 70% of the capitalization of each style zone; mid-cap stocks represent the next 20%; and small-cap stocks represent the balance. The market caps that correspond to these breakpoints are flexible and may shift from month to month as the market changes.

Top row, right corner quadrant of the Morningstar Style Box™. The Morningstar Style Box™ is a nine-square grid – three stock investment styles for each of three size categories: small, mid and large. Two of the three style categories are "value" and "growth." However, the third, central column definition differs: for funds, the central column represents "blend" funds, which include value, core and growth stocks; for stocks, it represents "core" stocks, those for which neither growth characteristics nor value characteristics are dominant. A stock is classified as large, mid, or small based on its position in the cumulative market capitalization of its style zone. Large-cap stocks are those that together account for the top 70% of the capitalization of each style zone; mid-cap stocks represent the next 20%; and small-cap stocks represent the balance. The market caps that correspond to these breakpoints are flexible and may shift from month to month as the market changes.

Middle row, left column quadrant of the Morningstar Style Box™. The Morningstar Style Box™ is a nine-square grid – three stock investment styles for each of three size categories: small, mid and large. Two of the three style categories are "value" and "growth." However, the third, central column definition differs: for funds, the central column represents "blend" funds, which include value, core and growth stocks; for stocks, it represents "core" stocks, those for which neither growth characteristics nor value characteristics are dominant. A stock is classified as large, mid, or small based on its position in the cumulative market capitalization of its style zone. Large-cap stocks are those that together account for the top 70% of the capitalization of each style zone; mid-cap stocks represent the next 20%; and small-cap stocks represent the balance. The market caps that correspond to these breakpoints are flexible and may shift from month to month as the market changes.

Middle row, middle column quadrant of the Morningstar Style Box™. The Morningstar Style Box™ is a nine-square grid – three stock investment styles for each of three size categories: small, mid and large. Two of the three style categories are "value" and "growth." However, the third, central column definition differs: for funds, the central column represents "blend" funds, which include value, core and growth stocks; for stocks, it represents "core" stocks, those for which neither growth characteristics nor value characteristics are dominant. A stock is classified as large, mid, or small based on its position in the cumulative market capitalization of its style zone. Large-cap stocks are those that together account for the top 70% of the capitalization of each style zone; mid-cap stocks represent the next 20%; and small-cap stocks represent the balance. The market caps that correspond to these breakpoints are flexible and may shift from month to month as the market changes.

Middle row, right column column quadrant of the Morningstar Style Box™. The Morningstar Style Box™ is a nine-square grid – three stock investment styles for each of three size categories: small, mid and large. Two of the three style categories are "value" and "growth." However, the third, central column definition differs: for funds, the central column represents "blend" funds, which include value, core and growth stocks; for stocks, it represents "core" stocks, those for which neither growth characteristics nor value characteristics are dominant. A stock is classified as large, mid, or small based on its position in the cumulative market capitalization of its style zone. Large-cap stocks are those that together account for the top 70% of the capitalization of each style zone; mid-cap stocks represent the next 20%; and small-cap stocks represent the balance. The market caps that correspond to these breakpoints are flexible and may shift from month to month as the market changes.

Bottom row, left column quadrant of the Morningstar Style Box™. The Morningstar Style Box™ is a nine-square grid – three stock investment styles for each of three size categories: small, mid and large. Two of the three style categories are "value" and "growth." However, the third, central column definition differs: for funds, the central column represents "blend" funds, which include value, core and growth stocks; for stocks, it represents "core" stocks, those for which neither growth characteristics nor value characteristics are dominant. A stock is classified as large, mid, or small based on its position in the cumulative market capitalization of its style zone. Large-cap stocks are those that together account for the top 70% of the capitalization of each style zone; mid-cap stocks represent the next 20%; and small-cap stocks represent the balance. The market caps that correspond to these breakpoints are flexible and may shift from month to month as the market changes.

Bottom row, middle column quadrant of the Morningstar Style Box™. The Morningstar Style Box™ is a nine-square grid – three stock investment styles for each of three size categories: small, mid and large. Two of the three style categories are "value" and "growth." However, the third, central column definition differs: for funds, the central column represents "blend" funds, which include value, core and growth stocks; for stocks, it represents "core" stocks, those for which neither growth characteristics nor value characteristics are dominant. A stock is classified as large, mid, or small based on its position in the cumulative market capitalization of its style zone. Large-cap stocks are those that together account for the top 70% of the capitalization of each style zone; mid-cap stocks represent the next 20%; and small-cap stocks represent the balance. The market caps that correspond to these breakpoints are flexible and may shift from month to month as the market changes.

Bottom row, right column column quadrant of the Morningstar Style Box™. The Morningstar Style Box™ is a nine-square grid – three stock investment styles for each of three size categories: small, mid and large. Two of the three style categories are "value" and "growth." However, the third, central column definition differs: for funds, the central column represents "blend" funds, which include value, core and growth stocks; for stocks, it represents "core" stocks, those for which neither growth characteristics nor value characteristics are dominant. A stock is classified as large, mid, or small based on its position in the cumulative market capitalization of its style zone. Large-cap stocks are those that together account for the top 70% of the capitalization of each style zone; mid-cap stocks represent the next 20%; and small-cap stocks represent the balance. The market caps that correspond to these breakpoints are flexible and may shift from month to month as the market changes.