Portfolio Details as of 03/31/2016

Weighted Average Market Cap.
12.1 B
P/E Ratio
P/B Ratio
Portfolio Turnover Ratio as of 07/31/2015
Number of Holdings
Total Net Assets
$823.01 M

Portfolio Positioning as of 03/31/2016

  • Whirlpool Corp., a home appliances company, is the portfolio's largest overweight position, relative to its benchmark, the Russell Midcap® Value Index, as of March 31, 2016. The firm is well positioned within growing Latin American economies, and is also benefiting from an improving U.S. housing market and industry consolidation.
  • Invesco Ltd., an independent global investment management firm, is another overweight position. We believe the market underappreciates Invesco’s ability to capitalize on attractive secular allocation trends. 
  • The portfolio also has an overweight, relative to its benchmark, in XL Group plc, a global property and casualty insurer and reinsurer. We believe that the stock is attractively valued in light of management's ability to cut expenses while maintaining revenue.

Sector Allocationas of 03/31/2016

Sector Weighting Fund Change from Previous Quarter
Telecommunication Services arrowUp0.1%
Health Care arrowDown1.5%
Consumer Discretionary 0.0%
Information Technology arrowDown0.3%
Financials arrowDown1.4%
Consumer Staples arrowUp0.8%
Utilities arrowUp1.9%
Industrials arrowDown0.5%
Energy arrowUp0.9%
Materials 0.0%

Attribution Analysis 

Calibrated Mid Cap Value Fund Benchmark Variance
Sector Avg. Weight Base Return Avg. Weight Base Return Stock Selection Group Weight Total

Strongest & Weakest Performers

Strongest Performers

Holding Contribution
Whirlpool Corp. 0.5%
Public Service Enterprise Group, Inc. 0.4%
Alere, Inc. 0.3%
SCANA Corp. 0.3%
AES Corp. 0.3%

Weakest Performers

Holding Contribution
Fifth Third Bank -0.4%
Santander Consumer USA Holdings, Inc. -0.3%
Mallinckrodt plc -0.3%
Trinity Industries, Inc. -0.2%
Citizens Financial Group, Inc. -0.2%
Fund Dividends & Cap Gains next tab

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