Morningstar DirectSM | Print Date: 12/27/2011
Page 1 of 5
Sample Model Portfolio Portfolio Aggregation
Data as of 11/30/2011
Currency USD
Risk-Free Rate USTREAS T-Bill Auction Ave 3 Mon
Equity Style Box
Top 10 Constituents
Giant
Style Breakdown
Portfolio %
Benchmark %
2.36 7.01 11.68
2.45 6.31 12.54
Small Value Small Core Small Growth
6.38 3.50 2.81
0.27 0.50 0.47
Large Cap Mid-Small Cap
66.26 33.74
77.45 22.55
Value Core Growth
13.97 28.36 57.67
11.74 33.48 54.78
Large
Large Value Large Core Large Growth 4
Micro
Small
Mid
3
Deep Value
Core Value
Blend
-100
Cash Stock Bond Other 0
100
World Region Breakdown
200
Total
Portfolio % Benchmark %
-75.17 40.18 123.11 11.87
0.00 100.00 0.00 0.00
100.00
100.00
Portfolio %
Benchmark %
Americas
92.28
99.64
North America Latin America
91.45 0.82
99.61 0.03
Greater Europe
5.53
0.34
United Kingdom Europe Developed Europe Emerging Africa/Middle East
0.83 3.82 0.00 0.88
0.11 0.23 0.00 0.01
Greater Asia
2.19
0.02
Japan Australasia Asia Developed Asia emerging
0.00 0.00 0.98 1.22
0.00 0.00 0.00 0.02
Portfolio %
Benchmark %
Top 10 Country Breakdown
United States Canada France United Kingdom China Hong Kong South Africa Belgium Brazil Switzerland
87.50 3.54 1.70 1.29 1.21 0.97 0.87 0.87 0.82 0.71
99.48 0.13 0.00 0.11 0.00 0.00 0.00 0.00 0.00 0.00
5.23 17.85 43.18
Mid Value Mid Core Mid Growth
Portfolio
Core Growth High Growth
Portfolio Overview Composition
-200
Benchmark Russell 1000 Growth TR USD
Portfolio Constituents
Equity Sector Breakdown
9.02 26.67 41.76
Benchmark
Portfolio %
Benchmark %
41.49
21.85
4.60 21.02 11.89 3.98
4.86 12.29 3.11 1.60
43.22
55.01
3.89 6.06 8.74 24.54
3.04 10.88 14.77 26.32
15.29
23.14
6.65 8.63 0.00
13.06 10.00 0.07
Fixed-Income Sector Breakdown
Portfolio %
Benchmark %
Credit Rating Breakdown
Portfolio %
Benchmark %
h Cyclical r t y u
Basic Matls Cons Cyclical Financial Svcs Real Estate
j Sensitive i o p a
Comm Svcs Energy Industrials Technology
k Defensive s Cons Defensive d Healthcare f Utilities
1 2 3 4
PIMCO Fundamental IndexPLUS TR A PIMCO StocksPLUS Long Duration Instl Weitz Partners III Opportunity Instl Transamerica Morgan Stanley Cptl Gr P
AAA AA A BBB BB B or Below B Not Rated
28.75 1.19 8.81 11.00 27.21 23.05
— — — — — — —
— — — — — —
55.00 25.00 10.00 10.00
Portfolio Statistics Style Box Value Factors
Price/Prospective Earnings Price/Book Price/Sales Price/Cash Flow Dividend Yield % Style Box Growth Factors
Long-Term Earning Growth % Historical Earnings Growth % Book Value Growth % Sales Growth % Cash Flow Growth % Equity Valuation Price Multiples
Price to Earnings Price to Book Value Price to Sales Price to Cash Flow Financial Ratios
ROE % ROA % Net Margin % Debt to Capital % Fixed Income Style
Avg Eff Duration Avg Eff Maturity Avg Credit Quality Avg Wtd Coupon Avg Wtd Price Misc
Government Municipal Corporate Securitized Cash and Cash Equivalents Derivative
% Weighting
% Market Value in Top 10 Holdings Average Expense Ratio
Portfolio
Benchmark
12.86 17.29 8.94 -1.55 14.04
12.39 13.63 11.36 5.57 8.39
3.72 0.70 0.43 9.36
15.74 3.67 1.54 10.69
11.93 4.44 8.87 40.28
29.93 12.23 14.91 34.50
8.64 12.88 — 4.11 —
— — — — —
100.00 1.10
27.63 —
16.03 1.97 1.41 8.12 1.72
14.95 3.48 1.59 9.81 1.91
— — — — — — —
© Morningstar 2011. All rights reserved. Use of this content requires expert knowledge. It is to be used by specialist institutions only. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied, adapted or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information, except where such damages or losses cannot be limited or excluded by law in your jurisdiction. Past financial performance is no guarantee of future results.
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Morningstar DirectSM | Print Date: 12/27/2011
Page 2 of 5
Sample Model Portfolio Portfolio Aggregation
Data as of 11/30/2011
Currency USD
Portfolio
Benchmark
36
Total Return
1 Month 3 Month 6 Month YTD 1 Year 3 Years 5 Years 10 Years 15 Years Inception
18 0 -18 -36 -54
Benchmark Russell 1000 Growth TR USD
Trailing Returns as of 11/30/2011
Cumulative Return as of 11/30/2011 Total Return %
Risk-Free Rate USTREAS T-Bill Auction Ave 3 Mon
2001
2002
2003
2004
2005
2006
2007
2008
2009
2010
2011
-1.12 3.15 -5.70 4.95 11.58 28.95 — — — 4.96
3 Yr Rolling Return %
Portfolio
Benchmark
33 22 11 0 -11 -22
2005
2006
2007
2008
2009
2010
2011
Alpha Beta R-Squared Tracking Error Information Ratio Treynor Ratio
2.48 1.03 97.60 2.78 1.06 11.14
1 Yr
6.26 1.15 87.59 8.25 1.22 25.04
3 Yr
5 Yr
10 Yr
Downside Deviation Batting Average
1.59 66.67
4.48 63.89
— —
— —
112.81 128.98 102.70 109.48 1.00 0.96 1.00 1.00 0.83 0.74 0.50 0.46
— — — — — —
— — — — — —
Up Capture Ratio Down Capture Ratio Up Number Ratio Down Number Ratio Up Percentage Ratio Down Percentage Ratio
— — — — — —
— — — — — —
Risk Statistics as of 11/30/2011
Risk-Return as of 11/30/2011 3 Yr Total Return %
-1.11 0.37 -0.71 1.97 2.93 10.10 — — — —
Relative Statistics as of 11/30/2011 vs Benchmark
Rolling Return as of 11/30/2011
+/Benchmark
Portfolio
Benchmark
Portfolio Constituents
Risk-Free Rate
36.00
1
30.00
17.55 0.49 0.31
1 Yr
22.11 -0.31 -0.39
3 Yr
5 Yr
10 Yr
Sharpe Ratio Sortino Ratio Calmar Ratio
0.66 1.28 0.79
1.30 2.42 1.37
— — —
— — —
Positive Months Negative Months Worst Month
6 22 6 14 -6.39 -12.22
— — —
— — —
Max Drawdown
-14.75 -21.08
—
—
4th Qtr
Year
Standard Deviation Skewness Kurtosis
2 3
24.00 4
— — —
— — —
Calendar Returns as of 11/30/2011
18.00
2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011
12.00
6.00
0.00
0.00
4.00
8.00
12.00
16.00
20.00
24.00
28.00
1st Qtr
— — — — — — — -9.32 -12.43 10.71 7.01
2nd Qtr
3rd Qtr
— — — — — — — — — — — — — — — — — — — — — — — — — — -1.20 — -5.28 -12.60 -19.97 -39.92 25.51 26.53 5.29 46.42 -7.95 15.64 10.03 29.68 1.83 -12.60 — —
32.00 3 Yr Std Deviation %
© Morningstar 2011. All rights reserved. Use of this content requires expert knowledge. It is to be used by specialist institutions only. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied, adapted or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information, except where such damages or losses cannot be limited or excluded by law in your jurisdiction. Past financial performance is no guarantee of future results.
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Morningstar DirectSM | Print Date: 12/27/2011
Page 3 of 5
Sample Model Portfolio Portfolio Aggregation
Data as of 11/30/2011
Currency USD
Risk-Free Rate USTREAS T-Bill Auction Ave 3 Mon
Benchmark Russell 1000 Growth TR USD
Common Equity Holdings Analysis (Top 25) Name
Tick/ISIN
Amazon.com Inc Transamerica Morgan Stanley Cptl Gr P
AMZN TAFPX
Apple, Inc. Transamerica Morgan Stanley Cptl Gr P
% Investment Mkt Value
% Portfolio Mkt Value
Market Cap (mil)
Style Box
Sector
9.70
0.97 0.97
80,618.85
7 Large Growth 7 Large Growth
t Consumer Cyclical
AAPL TAFPX
9.38
0.94 0.94
374,858.53
7 Large Growth 7 Large Growth
a Technology
Google, Inc. Transamerica Morgan Stanley Cptl Gr P Weitz Partners III Opportunity Instl
GOOG TAFPX WPOPX
5.22 3.40
0.86 0.52 0.34
205,066.13
7 Large Growth 7 Large Growth 4 Large Blend
a Technology
Wells Fargo & Co Weitz Partners III Opportunity Instl
WFC WPOPX
6.37
0.64 0.64
146,524.91
4 Large Blend 4 Large Blend
y Financial Services
Berkshire Hathaway Inc B Weitz Partners III Opportunity Instl
BRK.B WPOPX
5.47
0.55 0.55
182,538.48
4 Large Blend 4 Large Blend
y Financial Services
Microsoft Corporation Weitz Partners III Opportunity Instl
MSFT WPOPX
5.21
0.52 0.52
218,969.10
4 Large Blend 4 Large Blend
a Technology
Liberty Interactive Corp A Weitz Partners III Opportunity Instl
LINTA WPOPX
4.55
0.46 0.46
9,676.24
8 Mid Growth 4 Large Blend
t Consumer Cyclical
Texas Instruments, Inc. Weitz Partners III Opportunity Instl
TXN WPOPX
4.52
0.45 0.45
33,970.98
7 Large Growth 4 Large Blend
a Technology
Redwood Trust, Inc. Weitz Partners III Opportunity Instl
RWT WPOPX
3.93
0.39 0.39
828.57
3 Small Value 4 Large Blend
u Real Estate
Liberty Global, Inc. Weitz Partners III Opportunity Instl
LBTYK WPOPX
3.81
0.38 0.38
11,120.79
5 Mid Blend 4 Large Blend
i Communication Services
Dell Inc Weitz Partners III Opportunity Instl
DELL WPOPX
3.74
0.37 0.37
26,767.99
1 Large Value 4 Large Blend
a Technology
Motorola Solutions, Inc. Transamerica Morgan Stanley Cptl Gr P
MSI TAFPX
3.71
0.37 0.37
15,339.26
1 Large Value 7 Large Growth
a Technology
Aon Corp. Weitz Partners III Opportunity Instl
AON WPOPX
3.70
0.37 0.37
15,149.34
4 Large Blend 4 Large Blend
y Financial Services
Brookfield Asset Management Inc Class A Transamerica Morgan Stanley Cptl Gr P
BAM.A TAFPX
3.57
0.36 0.36
17,394.01
7 Large Growth 7 Large Growth
u Real Estate
Omnicare Inc Weitz Partners III Opportunity Instl
OCR WPOPX
3.53
0.35 0.35
4,004.23
5 Mid Blend 4 Large Blend
d Healthcare
Live Nation Entertainment, Inc. Weitz Partners III Opportunity Instl
LYV WPOPX
3.53
0.35 0.35
1,638.98
3 Small Value 4 Large Blend
t Consumer Cyclical
SandRidge Energy Inc Weitz Partners III Opportunity Instl
SD WPOPX
3.31
0.33 0.33
3,531.69
2 Mid Value 4 Large Blend
o Energy
Edenred SA Transamerica Morgan Stanley Cptl Gr P
EDEN TAFPX
3.21
0.32 0.32
4,242.35
8 Mid Growth 7 Large Growth
p Industrials
© Morningstar 2011. All rights reserved. Use of this content requires expert knowledge. It is to be used by specialist institutions only. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied, adapted or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information, except where such damages or losses cannot be limited or excluded by law in your jurisdiction. Past financial performance is no guarantee of future results.
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Morningstar DirectSM | Print Date: 12/27/2011
Page 4 of 5
Sample Model Portfolio Portfolio Aggregation
Data as of 11/30/2011
Currency USD
Risk-Free Rate USTREAS T-Bill Auction Ave 3 Mon
Benchmark Russell 1000 Growth TR USD
Common Equity Holdings Analysis (Top 25) Name
Tick/ISIN
% Investment Mkt Value
% Portfolio Mkt Value
Market Cap (mil)
Style Box
Sector
Valeant Pharmaceuticals International Inc Weitz Partners III Opportunity Instl Transamerica Morgan Stanley Cptl Gr P
VRX WPOPX TAFPX
1.63 1.50
0.31 0.16 0.15
14,265.64
7 Large Growth 4 Large Blend 7 Large Growth
d Healthcare
Mead Johnson Nutrition Company Transamerica Morgan Stanley Cptl Gr P
MJN TAFPX
2.96
0.30 0.30
13,290.73
7 Large Growth 7 Large Growth
s Consumer Defensive
Laboratory Corporation of America Holdings Weitz Partners III Opportunity Instl
LH WPOPX
2.96
0.30 0.30
8,653.41
8 Mid Growth 4 Large Blend
d Healthcare
Ascent Capital Group Inc Weitz Partners III Opportunity Instl
ASCMA WPOPX
2.94
0.29 0.29
717.37
6 Small Blend 4 Large Blend
i Communication Services
Intuitive Surgical, Inc. Transamerica Morgan Stanley Cptl Gr P
ISRG TAFPX
2.93
0.29 0.29
17,846.10
7 Large Growth 7 Large Growth
d Healthcare
Target Corp Weitz Partners III Opportunity Instl
TGT WPOPX
2.92
0.29 0.29
34,721.56
4 Large Blend 4 Large Blend
s Consumer Defensive
Liberty Media Corporation A Weitz Partners III Opportunity Instl
LMCA WPOPX
2.77
0.28 0.28
6,318.27
4 Large Blend
© Morningstar 2011. All rights reserved. Use of this content requires expert knowledge. It is to be used by specialist institutions only. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied, adapted or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information, except where such damages or losses cannot be limited or excluded by law in your jurisdiction. Past financial performance is no guarantee of future results.
t Consumer Cyclical
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Morningstar DirectSM | Print Date: 12/27/2011
Page 5 of 5
Sample Model Portfolio Portfolio Aggregation
Data as of 11/30/2011
Currency USD
Risk-Free Rate USTREAS T-Bill Auction Ave 3 Mon
Benchmark Russell 1000 Growth TR USD
Portfolio Constituents 1 2 3 4
Name
PIMCO Fundamental IndexPLUS TR A PIMCO StocksPLUS Long Duration Instl Weitz Partners III Opportunity Instl Transamerica Morgan Stanley Cptl Gr P
Ticker/ISIN
PIXAX PSLDX WPOPX TAFPX
Weighting %
55.00 25.00 10.00 10.00
Morningstar Category
US OE Large Blend US OE Large Blend US OE Large Blend US OE Large Growth
© Morningstar 2011. All rights reserved. Use of this content requires expert knowledge. It is to be used by specialist institutions only. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied, adapted or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information, except where such damages or losses cannot be limited or excluded by law in your jurisdiction. Past financial performance is no guarantee of future results.
Equity Style Box
— — 4 7
Fixed Inc Style Box
— — — —
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