domestic equity buckets

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Domestic equity buckets Organic gross sales

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Page 1: Domestic equity buckets

Domestic equity buckets

Organic gross sales

Page 2: Domestic equity buckets

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566 500

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Page 3: Domestic equity buckets

-0.043459925 -0.000937159 0.019330148 0.0293817129 0.04207970390

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0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.020.02

0.02

0.02

0.02

S_P_inc_1mon

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Page 4: Domestic equity buckets

-0.068668975 -0.000451135 0.0428724859 0.0702022747 0.10087534670

50

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250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02

0.02

0.02

0.02

S_P_inc_3mon

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Page 5: Domestic equity buckets

-0.071452713 0.010708204 0.0571993407 0.0998684317 0.15663838410

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100

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250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.01

0.020.02 0.02

S_P_inc_6mon

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Page 6: Domestic equity buckets

0 10

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0.000

0.002

0.004

0.006

0.008

0.010

0.012

0.014

0.016

0.018

0.020

286 780

0.02

0.02

S_P_500_quater_flag

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Page 7: Domestic equity buckets

-0.000481618 0.0008327017 0.0011771295 0.0015937778 0.00231918820

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02 0.020.02

0.02

NFP_inc_1mon

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Page 8: Domestic equity buckets

-0.000772658 0.0026971408 0.0035487215 0.0045580035 0.00560923260

50

100

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200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02 0.02

0.02

0.02

NFP_inc_3mon

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Page 9: Domestic equity buckets

-0.001577679 0.0045178475 0.0059435305 0.006945755 0.00833230410

50

100

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250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.020.02 0.02

0.02

0.02

NFP_inc_6mon

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Page 10: Domestic equity buckets

0 10

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1,000

0.000

0.002

0.004

0.006

0.008

0.010

0.012

0.014

0.016

0.018

0.020

156 910

0.020.02

NFP_new_quater_flag

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Page 11: Domestic equity buckets

-0.001358676 0.0002396569 0.0014780533 0.0026683382 0.00478852660

50

100

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250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.020.02

0.02

0.02

0.02

CPI_inc_1mon

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Page 12: Domestic equity buckets

-0.000561387 0.0023428768 0.005241468 0.0074021395 0.01126530840

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02

0.02 0.02

0.02

CPI_inc_3mon

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Page 13: Domestic equity buckets

0.0013937681 0.005506493 0.0081436445 0.0113225917 0.01715044560

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02 0.02 0.02 0.02

CPI_inc_6mon

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Page 14: Domestic equity buckets

0 10

200

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600

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1,000

1,200

0.000

0.002

0.004

0.006

0.008

0.010

0.012

0.014

0.016

0.018

0.020

52 1,014

0.01

0.02

CPI_new_quater_flag

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Page 15: Domestic equity buckets

-0.226538843 -0.103087549 -0.023822325 0.0621010394 0.21987685460

50

100

150

200

250

300

0.000

0.005

0.010

0.015

0.020

0.025

208 208 260 182 208

0.02

0.02

0.02

0.02

0.02

Two_yr_rate_inc_1mon

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Page 16: Domestic equity buckets

-0.429843862 -0.193801372 -0.035781443 0.0957359059 0.33733350910

50

100

150

200

250

300

0.000

0.005

0.010

0.015

0.020

0.025

208 208 260 182 208

0.02

0.020.02

0.020.02

Two_yr_rate_inc_3mon

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Page 17: Domestic equity buckets

-0.536150691 -0.262159011 -0.086604964 0.0509813413 0.4153154320

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02 0.02 0.02

0.02

0.02

Two_yr_rate_inc_6mon

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Page 18: Domestic equity buckets

0 10

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0.000

0.005

0.010

0.015

0.020

0.025

702 364

0.02

0.02

Two_year_quater_flag

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Page 19: Domestic equity buckets

-0.1869047 -0.098276048 -0.024390047 0.0332299235 0.3025614980

50

100

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200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02 0.02 0.02 0.02

VIX_index_inc_1mon

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Page 20: Domestic equity buckets

-0.312517384 -0.185365602 -0.11092609 0.0568268778 0.59317399540

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02

0.02

0.02

0.02

VIX_index_inc_3mon

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Page 21: Domestic equity buckets

-0.396389086 -0.221856315 -0.116763569 0.0816638754 0.64971477580

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02 0.02

0.02 0.02

VIX_index_inc_6mon

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Page 22: Domestic equity buckets

0 10

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0.000

0.005

0.010

0.015

0.020

0.025

702 364

0.02

0.02

VIX_index_quater_flag

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Page 23: Domestic equity buckets

0 10

200

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600

800

1,000

1,200

0.000

0.002

0.004

0.006

0.008

0.010

0.012

0.014

0.016

0.018

0.020

1,024 42

0.02

0.01

Fund_manager_change_3mon

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Page 24: Domestic equity buckets

0 10

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600

800

1,000

1,200

0.000

0.002

0.004

0.006

0.008

0.010

0.012

0.014

0.016

0.018

0.020

965 101

0.02

0.01

Fund_manager_change_6mon

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Page 25: Domestic equity buckets

0 10

100

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400

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0.000

0.005

0.010

0.015

0.020

0.025

0.030

820 246

0.02

0.02

campaign_presence_3mon

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Page 26: Domestic equity buckets

0 10

100

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400

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800

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0.000

0.005

0.010

0.015

0.020

0.025

0.030

820 246

0.02

0.02

campaign_presence_6mon

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Page 27: Domestic equity buckets

-0.006356727 0.0004600899 0.0031560147 0.0102314958 0.01429482330

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02

0.02

0.02

0.02

Barclays_inc_1mon

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Page 28: Domestic equity buckets

-0.00593408 0.0043363872 0.0147871349 0.0215567763 0.03201173430

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02 0.02

0.020.02

0.02

Barclays_inc_3mon

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Page 29: Domestic equity buckets

-0.004062652 0.0149815588 0.0246037741 0.0347034404 0.04957560080

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02

0.02

0.02 0.02

Barclays_inc_6mon

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Page 30: Domestic equity buckets

0 10

100

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400

500

600

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800

900

1,000

0.000

0.005

0.010

0.015

0.020

0.025

156 910

0.02

0.02

Barclays_quater_flag

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Page 31: Domestic equity buckets

-0.077078239 -0.017402961 0.0014428606 0.038993965 0.08926792610

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02 0.020.02 0.02

0.02

MS_index_inc_1mon

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Page 32: Domestic equity buckets

-0.115626264 -0.00960993 0.0367857546 0.0693746873 0.13109897030

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.020.02

0.020.02

MS_index_inc_3mon

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Page 33: Domestic equity buckets

-0.137171641 -0.004428494 0.0535290728 0.1083554035 0.19218883250

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02

0.02

0.02

0.02

MS_index_inc_6mon

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Page 34: Domestic equity buckets

0 10

100

200

300

400

500

600

700

800

0.000

0.002

0.004

0.006

0.008

0.010

0.012

0.014

0.016

0.018

0.020

312 754

0.02

0.02

MS_index_quater_flag

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Page 35: Domestic equity buckets

-0.102804079 -0.05159997 -0.027471111 0.0233922686 0.14756774780

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02 0.02

0.02

0.02

0.02

Default_Spread_inc_1mon

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Page 36: Domestic equity buckets

-0.209902619 -0.119244056 -0.049666779 0.0510771482 0.34154149170

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.020.02

0.02

0.02

Default_Spread_inc_3mon

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Page 37: Domestic equity buckets

-0.294201607 -0.171762738 -0.090739746 0.0919404983 0.44578980570

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02

0.02

0.02

0.02

Default_Spread_inc_6mon

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Page 38: Domestic equity buckets

0 10

100

200

300

400

500

600

700

800

0.000

0.005

0.010

0.015

0.020

0.025

728 338

0.02

0.02

Default_S_quater_flag

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Page 39: Domestic equity buckets

-0.123060981 -0.057294008 -0.013987127 0.0315084217 0.10301850340

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.020.02

0.02

0.02

0.02

Term_Spread_inc_1mon

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Page 40: Domestic equity buckets

-0.25047431 -0.118190304 -0.03018032 0.0546718572 0.21585678670

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.020.02 0.02

0.02

Term_Spread_inc_3mon

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Page 41: Domestic equity buckets

-0.315355299 -0.190406293 -0.058419597 0.0860240222 0.24624690620

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02

0.02

0.02

0.02

Term_Spread_inc_6mon

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Page 42: Domestic equity buckets

0 10

100

200

300

400

500

600

700

0.000

0.005

0.010

0.015

0.020

0.025

598 468

0.02

0.02

Term_S_quater_flag

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Page 43: Domestic equity buckets

-1 0 10

100

200

300

400

500

600

0.000

0.005

0.010

0.015

0.020

0.025

128 515 423

0.02

0.02

0.02

momentum_3mon

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Page 44: Domestic equity buckets

-1 0 10

100

200

300

400

500

600

0.000

0.002

0.004

0.006

0.008

0.010

0.012

0.014

0.016

0.018

0.020

126 508 432

0.02 0.02 0.02

momentum_6mon

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Page 45: Domestic equity buckets

0 -1 0 1.06666666670

100

200

300

400

500

600

700

800

900

1,000

0.000

0.005

0.010

0.015

0.020

0.025

16 85 890 75

0.020.02

0.02

0.02

rating_change_1mon

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Page 46: Domestic equity buckets

0 -1.04379562 0 1.13445378150

100

200

300

400

500

600

700

800

900

0.000

0.005

0.010

0.015

0.020

0.025

16 137 794 119

0.02 0.02 0.02

0.02

rating_change_3mon

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Page 47: Domestic equity buckets

0 -1.075675676 0 1.21019108280

100

200

300

400

500

600

700

800

0.000

0.005

0.010

0.015

0.020

0.025

16 185 708 157

0.02

0.02

0.02

0.02

rating_change_6mon

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Page 48: Domestic equity buckets

0 0 10

100

200

300

400

500

600

700

800

900

0.000

0.005

0.010

0.015

0.020

0.025

16 817 233

0.020.02

0.02

consistent_top_3mon

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Page 49: Domestic equity buckets

0 0 10

100

200

300

400

500

600

700

800

900

0.000

0.005

0.010

0.015

0.020

0.025

16 838 212

0.02 0.020.02

consistent_top_6mon

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Page 50: Domestic equity buckets

0 0 1.04807692310

100

200

300

400

500

600

700

800

900

0.000

0.005

0.010

0.015

0.020

0.025

16 842 208

0.020.02

0.02

num_pos_rating_chg_3mon

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Page 51: Domestic equity buckets

0 0 1.04219409280

100

200

300

400

500

600

700

800

900

0.000

0.002

0.004

0.006

0.008

0.010

0.012

0.014

0.016

0.018

0.020

16 813 237

0.02 0.020.02

num_neg_rating_chg_3mon

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Page 52: Domestic equity buckets

0 0 1 2.09090909090

100

200

300

400

500

600

700

800

0.000

0.005

0.010

0.015

0.020

0.025

16 681 314 55

0.020.02

0.02 0.02

num_pos_rating_chg_6mon

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Page 53: Domestic equity buckets

0 0 1 2.14864864860

100

200

300

400

500

600

700

0.000

0.005

0.010

0.015

0.020

0.025

16 649 327 74

0.02 0.020.02

0.02

num_neg_rating_chg_6mon

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Page 54: Domestic equity buckets

1 2 3 4.12773722630

50

100

150

200

250

300

350

400

450

0.000

0.005

0.010

0.015

0.020

0.025

110 278 404 274

0.02 0.02

0.02

0.02

Overall_MS_Rating_1_A

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Page 55: Domestic equity buckets

0 -1 0 1.06666666670

100

200

300

400

500

600

700

800

900

1,000

0.000

0.005

0.010

0.015

0.020

0.025

16 85 890 75

0.020.02

0.02

0.02

rating_change_1mon_A

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Page 56: Domestic equity buckets

0 -1.04379562 0 1.13445378150

100

200

300

400

500

600

700

800

900

0.000

0.005

0.010

0.015

0.020

0.025

16 137 794 119

0.02 0.02 0.02

0.02

rating_change_3mon_A

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Page 57: Domestic equity buckets

0 -1.075675676 0 1.21019108280

100

200

300

400

500

600

700

800

0.000

0.005

0.010

0.015

0.020

0.025

16 185 708 157

0.02

0.02

0.02

0.02

rating_change_6mon_A

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Page 58: Domestic equity buckets

0 0 10

100

200

300

400

500

600

700

800

900

0.000

0.005

0.010

0.015

0.020

0.025

16 817 233

0.020.02

0.02

consistent_top_3mon_A

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Page 59: Domestic equity buckets

0 0 10

100

200

300

400

500

600

700

800

900

0.000

0.005

0.010

0.015

0.020

0.025

16 838 212

0.02 0.020.02

consistent_top_6mon_A

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Page 60: Domestic equity buckets

1 2 3 4.1850

50

100

150

200

250

300

350

400

450

0.000

0.005

0.010

0.015

0.020

0.025

424 122 320 200

0.02

0.01

0.01

0.02

Overall_MS_Rating_1_B

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Page 61: Domestic equity buckets

0 -1 0 10

200

400

600

800

1,000

1,200

0.000

0.002

0.004

0.006

0.008

0.010

0.012

0.014

0.016

0.018

0.020

16 49 956 45

0.02

0.01

0.02

0.01

rating_change_1mon_B

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Page 62: Domestic equity buckets

0 -1 0 10

100

200

300

400

500

600

700

800

900

1,000

0.000

0.002

0.004

0.006

0.008

0.010

0.012

0.014

0.016

0.018

0.020

16 84 893 73

0.02

0.02

0.02

0.02

rating_change_3mon_B

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Page 63: Domestic equity buckets

0 -1.009615385 0 10

100

200

300

400

500

600

700

800

900

1,000

0.000

0.002

0.004

0.006

0.008

0.010

0.012

0.014

0.016

0.018

0.020

16 104 870 76

0.02

0.01

0.02

0.02

rating_change_6mon_B

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Page 64: Domestic equity buckets

0 0 10

100

200

300

400

500

600

700

800

900

1,000

0.000

0.005

0.010

0.015

0.020

0.025

16 868 182

0.020.02

0.02

consistent_top_3mon_B

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Page 65: Domestic equity buckets

0 0 10

100

200

300

400

500

600

700

800

900

1,000

0.000

0.005

0.010

0.015

0.020

0.025

16 881 169

0.020.02

0.02

consistent_top_6mon_B

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Page 66: Domestic equity buckets

1 2 3 4.22580645160

50

100

150

200

250

300

350

400

450

500

0.000

0.005

0.010

0.015

0.020

0.025

145 212 430 279

0.02

0.02

0.02

0.02

Overall_MS_Rating_1_C

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Page 67: Domestic equity buckets

0 -1 0 1.07042253520

100

200

300

400

500

600

700

800

900

1,000

0.000

0.002

0.004

0.006

0.008

0.010

0.012

0.014

0.016

0.018

0.020

16 81 898 71

0.020.02

0.02

0.02

rating_change_1mon_C

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Page 68: Domestic equity buckets

0 -1.030769231 0 1.14035087720

100

200

300

400

500

600

700

800

900

0.000

0.005

0.010

0.015

0.020

0.025

16 130 806 114

0.02 0.02 0.02

0.02

rating_change_3mon_C

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Page 69: Domestic equity buckets

0 -1.089285714 0 1.23287671230

100

200

300

400

500

600

700

800

0.000

0.005

0.010

0.015

0.020

0.025

0.030

16 168 736 146

0.02 0.020.02

0.02

rating_change_6mon_C

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Page 70: Domestic equity buckets

0 0 10

100

200

300

400

500

600

700

800

900

0.000

0.005

0.010

0.015

0.020

0.025

16 811 239

0.02

0.02

0.02

consistent_top_3mon_C

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Page 71: Domestic equity buckets

0 0 10

100

200

300

400

500

600

700

800

900

0.000

0.005

0.010

0.015

0.020

0.025

16 840 210

0.02

0.02

0.02

consistent_top_6mon_C

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Page 72: Domestic equity buckets

1 2 3 4 50

50

100

150

200

250

300

350

400

0.000

0.005

0.010

0.015

0.020

0.025

0.030

0.035

184 130 361 303 88

0.01

0.02

0.02

0.02

0.03

Overall_MS_Rating_1_Advisor

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Page 73: Domestic equity buckets

0 -1 0 1.09803921570

200

400

600

800

1,000

1,200

0.000

0.005

0.010

0.015

0.020

0.025

0.030

16 46 953 51

0.02

0.03

0.02

0.02

rating_change_1mon_Advisor

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Page 74: Domestic equity buckets

0 -1.065789474 0 1.17582417580

100

200

300

400

500

600

700

800

900

1,000

0.000

0.005

0.010

0.015

0.020

0.025

0.030

16 76 883 91

0.02

0.02

0.02

0.03

rating_change_3mon_Advisor

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Page 75: Domestic equity buckets

0 -1.147727273 0 1.37704918030

100

200

300

400

500

600

700

800

900

0.000

0.005

0.010

0.015

0.020

0.025

0.030

16 88 840 122

0.02 0.02

0.02

0.02

rating_change_6mon_Advisor

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Page 76: Domestic equity buckets

0 0 10

100

200

300

400

500

600

700

800

0.000

0.005

0.010

0.015

0.020

0.025

0.030

16 693 357

0.02

0.02

0.02

consistent_top_3mon_Advisor

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Page 77: Domestic equity buckets

0 0 10

100

200

300

400

500

600

700

800

0.000

0.005

0.010

0.015

0.020

0.025

0.030

16 731 319

0.02

0.02

0.02

consistent_top_6mon_Advisor

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Page 78: Domestic equity buckets

1 2 3 4.17791411040

50

100

150

200

250

300

350

400

0.000

0.005

0.010

0.015

0.020

0.025

231 142 367 326

0.02

0.02

0.02

0.02

Overall_MS_Rating_1_R

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Page 79: Domestic equity buckets

0 -1 0 1.08333333330

100

200

300

400

500

600

700

800

900

1,000

0.000

0.005

0.010

0.015

0.020

0.025

16 64 926 60

0.02

0.02

0.02

0.02

rating_change_1mon_R

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Page 80: Domestic equity buckets

0 -1.040816327 0 1.218750

100

200

300

400

500

600

700

800

900

0.000

0.005

0.010

0.015

0.020

0.025

16 98 856 96

0.020.02 0.02

0.02

rating_change_3mon_R

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Page 81: Domestic equity buckets

0 -1.120689655 0 1.48872180450

100

200

300

400

500

600

700

800

900

0.000

0.005

0.010

0.015

0.020

0.025

16 116 801 133

0.02

0.02

0.02

0.02

rating_change_6mon_R

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Page 82: Domestic equity buckets

0 0 10

100

200

300

400

500

600

700

800

900

0.000

0.005

0.010

0.015

0.020

0.025

0.030

16 770 280

0.02

0.02

0.02

consistent_top_3mon_R

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Page 83: Domestic equity buckets

0 0 10

100

200

300

400

500

600

700

800

900

0.000

0.005

0.010

0.015

0.020

0.025

0.030

16 829 221

0.02

0.02

0.02

consistent_top_6mon_R

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Page 84: Domestic equity buckets

0 0 1 2.52380952380

100

200

300

400

500

600

0.000

0.005

0.010

0.015

0.020

0.025

16 517 302 231

0.02

0.02

0.020.02

total_pos_rating_chng_3mon

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Page 85: Domestic equity buckets

0 0 1 2.5783132530

100

200

300

400

500

600

0.000

0.005

0.010

0.015

0.020

0.025

16 486 315 249

0.020.02

0.02

0.02

total_neg_rating_chng_3mon

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Page 86: Domestic equity buckets

0 0 1 2.3652694611 4.44370860930

50

100

150

200

250

300

350

400

0.000

0.005

0.010

0.015

0.020

0.025

16 287 278 334 151

0.02

0.02

0.02 0.02

0.02

total_pos_rating_chng_6mon

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Page 87: Domestic equity buckets

0 0 1 2.3586956522 5.02027027030

50

100

150

200

250

300

350

400

0.000

0.005

0.010

0.015

0.020

0.025

16 252 282 368 148

0.02

0.02

0.02

0.02 0.02

total_neg_rating_chng_6mon

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Page 88: Domestic equity buckets

1.67875 1.9422222222 2.32125 3.1025 3.608750

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 234 208 208 208

0.02

0.02

0.02

0.02

0.02

Ten_year_treasury_rate

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Page 89: Domestic equity buckets

-0.124368647 -0.057241314 -0.009998733 0.0295689414 0.09830730870

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.020.02

0.02

0.02

0.02

Ten_year_T_rate_inc_1mon

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Page 90: Domestic equity buckets

-0.250684897 -0.120255919 -0.02369532 0.0553231918 0.19410460840

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02

0.02 0.020.02

Ten_year_T_rate_inc_3mon

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Page 91: Domestic equity buckets

-0.323770386 -0.177457465 -0.049153362 0.067836907 0.21840566570

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02

0.02

0.02

0.02

Ten_year_T_rate_inc_6mon

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Page 92: Domestic equity buckets

0 0.0056867894 0.01264366320

100

200

300

400

500

600

700

800

0.000

0.002

0.004

0.006

0.008

0.010

0.012

0.014

0.016

0.018

0.020

702 156 208

0.020.02

0.02

GDP_inc_1mon

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Page 93: Domestic equity buckets

0.0038900379 0.0074497187 0.0110823359 0.0126517244 0.01418194710

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

234 182 234 182 234

0.02

0.02 0.020.02

0.02

GDP_inc_3mon

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Page 94: Domestic equity buckets

0.0072672865 0.012643802 0.0160785015 0.0215852818 0.02528436290

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02 0.02

0.02

0.02 0.02

GDP_inc_6mon

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Page 95: Domestic equity buckets

0 -0.112917136 -0.00077611 0.0000076534801

0.0008095091 0.13247658880

50

100

150

200

250

300

0.000

0.005

0.010

0.015

0.020

0.025

20 209 152 267 209 209

0.02 0.02

0.02

0.020.02

0.02

Overall_MS_rating_inc_1mon

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Page 96: Domestic equity buckets

0 -0.189092347 -0.012868239 0.0000906289 0.0051442284 0.23320375770

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

24 208 181 236 209 208

0.02

0.02

0.02

0.02

0.02

0.02

Overall_MS_rating_inc_3mon

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Page 97: Domestic equity buckets

0 -0.230301938 -0.023529847 0.0002291229 0.0093639818 0.28533468740

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

28 207 185 231 208 207

0.02

0.020.02

0.02

0.02

0.02

Overall_MS_rating_inc_6mon

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Page 98: Domestic equity buckets

0 10

100

200

300

400

500

600

700

0.000

0.005

0.010

0.015

0.020

0.025

598 468

0.02

0.02

Ten_year_T_rate_quater_flag

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Page 99: Domestic equity buckets

10

200

400

600

800

1,000

1,200

0.000

0.002

0.004

0.006

0.008

0.010

0.012

0.014

0.016

0.018

0.020

1,066

0.02

GDP_bn_quater_flag

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Page 100: Domestic equity buckets

0 10

100

200

300

400

500

600

700

0.000

0.005

0.010

0.015

0.020

0.025

643 423

0.02

0.02

NAV_cont_3mon_inc

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Page 101: Domestic equity buckets

0 10

100

200

300

400

500

600

700

800

900

1,000

0.000

0.002

0.004

0.006

0.008

0.010

0.012

0.014

0.016

0.018

0.020

858 208

0.02

0.02

Default_spread_cont_3mon_inc

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Page 102: Domestic equity buckets

0 10

200

400

600

800

1,000

1,200

0.000

0.005

0.010

0.015

0.020

0.025

967 99

0.02

0.02

NAV_cont_6mon_inc

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Page 103: Domestic equity buckets

00

200

400

600

800

1,000

1,200

0.000

0.002

0.004

0.006

0.008

0.010

0.012

0.014

0.016

0.018

0.020

1,066

0.02

one_mon_infla_cont_6mon_inc

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Page 104: Domestic equity buckets

00

200

400

600

800

1,000

1,200

0.000

0.002

0.004

0.006

0.008

0.010

0.012

0.014

0.016

0.018

0.020

1,066

0.02

default_spread_cont_6mon_inc

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Page 105: Domestic equity buckets

0 10

100

200

300

400

500

600

700

800

0.000

0.002

0.004

0.006

0.008

0.010

0.012

0.014

0.016

0.018

0.020

676 390

0.02 0.02

mean_1_std_flag

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Page 106: Domestic equity buckets

0 10

100

200

300

400

500

600

700

0.000

0.002

0.004

0.006

0.008

0.010

0.012

0.014

0.016

0.018

0.020

416 650

0.02 0.02

one_std_mean_flag

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Page 107: Domestic equity buckets

0 10

100

200

300

400

500

600

700

0.000

0.002

0.004

0.006

0.008

0.010

0.012

0.014

0.016

0.018

0.020

416 650

0.02 0.02

two_std_mean_flag

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Page 108: Domestic equity buckets

0 10

100

200

300

400

500

600

700

0.000

0.002

0.004

0.006

0.008

0.010

0.012

0.014

0.016

0.018

0.020

416 650

0.02 0.02

three_std_mean_flag

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Page 109: Domestic equity buckets

0 10

100

200

300

400

500

600

700

0.000

0.002

0.004

0.006

0.008

0.010

0.012

0.014

0.016

0.018

0.020

650 416

0.02 0.02

mean_2_std_flag

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Page 110: Domestic equity buckets

0 10

100

200

300

400

500

600

700

0.000

0.002

0.004

0.006

0.008

0.010

0.012

0.014

0.016

0.018

0.020

650 416

0.02 0.02

mean_3_std_flag

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Page 111: Domestic equity buckets

-21.90658155 -2.631151749 0.3023886936 4.0607050415 13.5326023310

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02 0.02

0.02

0.02

S_P_vs_Barclays_yield_3mon

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Page 112: Domestic equity buckets

-1.148694003 0.2239422802 0.6042040909 1.2778147492 6.81135474880

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250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.020.02

0.02

0.02

S_P_vs_MSCI_yield_3mon

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Page 113: Domestic equity buckets

-17.30812201 -3.057608732 1.0925131153 5.2137465537 22.4889507140

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100

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250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.020.02 0.02

0.02

MSCI_vs_Barclays_yield_3mon

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Page 114: Domestic equity buckets

0 -8.891038809 -0.088311316 1.5306960831 3.5381643038 40.1071227920

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

26 208 208 208 208 208

0.02

0.02 0.02

0.02

0.02

0.02

S_P_vs_Barclays_yield_6mon

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Page 115: Domestic equity buckets

-2.3391705 0.1969389184 0.6362837754 0.9629427703 2.2146800270

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02

0.020.02

0.02

S_P_vs_MSCI_yield_6mon

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Page 116: Domestic equity buckets

0 -11.92064052 -0.959738995 1.3020683111 4.1425703487 32.6012857880

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

26 208 208 208 208 208

0.02

0.02

0.02

0.02 0.02

0.02

MSCI_vs_Barclays_yield_6mon

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Page 117: Domestic equity buckets

0 10

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300

400

500

600

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800

900

1,000

0.000

0.005

0.010

0.015

0.020

0.025

0.030

865 201

0.02

0.03

A_rating_gt_mode

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Page 118: Domestic equity buckets

0 10

100

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400

500

600

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0.000

0.005

0.010

0.015

0.020

0.025

661 405

0.02

0.02

B_rating_gt_mode

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Page 119: Domestic equity buckets

0 10

100

200

300

400

500

600

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800

900

0.000

0.005

0.010

0.015

0.020

0.025

811 255

0.02

0.02

C_rating_gt_mode

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Page 120: Domestic equity buckets

0 10

100

200

300

400

500

600

700

800

0.000

0.005

0.010

0.015

0.020

0.025

754 312

0.02

0.02

R_rating_gt_mode

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Page 121: Domestic equity buckets

0 10

100

200

300

400

500

600

700

800

900

0.000

0.005

0.010

0.015

0.020

0.025

836 230

0.02

0.01

Advisor_rating_gt_mode

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Page 122: Domestic equity buckets

0 10

100

200

300

400

500

600

700

800

900

1,000

0.000

0.005

0.010

0.015

0.020

0.025

934 132

0.02

0.01

A_rating_lt_mode

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Page 123: Domestic equity buckets

0 10

100

200

300

400

500

600

700

800

900

1,000

0.000

0.005

0.010

0.015

0.020

0.025

931 135

0.02

0.01

B_rating_lt_mode

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Page 124: Domestic equity buckets

0 10

100

200

300

400

500

600

700

800

900

1,000

0.000

0.005

0.010

0.015

0.020

0.025

940 126

0.02

0.01

C_rating_lt_mode

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Page 125: Domestic equity buckets

0 10

100

200

300

400

500

600

700

800

900

1,000

0.000

0.005

0.010

0.015

0.020

0.025

907 159

0.02

0.02

R_rating_lt_mode

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Page 126: Domestic equity buckets

0 10

100

200

300

400

500

600

700

800

900

1,000

0.000

0.005

0.010

0.015

0.020

0.025

889 177

0.02

0.02

Advisor_rating_lt_mode

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Page 127: Domestic equity buckets

0.8105263158 2 3 4.17252396170

50

100

150

200

250

300

350

400

450

0.000

0.002

0.004

0.006

0.008

0.010

0.012

0.014

0.016

0.018

0.020

95 247 411 313

0.02

0.020.02 0.02

Discrete_Rating

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Page 128: Domestic equity buckets

-7.444444444 0.8571428571 4.2222222222 13.25 18.3750

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

234 182 234 208 208

0.02

0.02

0.02

0.02

0.02

Barclays_slope_1mon

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Page 129: Domestic equity buckets

-2.625 1.9583333333 6.3703703704 9.2857142857 13.1111111110

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 182 234

0.02 0.02

0.02

0.02

0.02

Barclays_slope_3mon

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Page 130: Domestic equity buckets

-0.125 4.5 6.6458333333 8.5476190476 11.5185185190

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 234 208 182 234

0.02

0.02

0.02

0.02

0.02

Barclays_slope_6mon

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Page 131: Domestic equity buckets

-0.3125 0.053375 0.3304444444 0.597375 1.080

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.020.02

0.02

0.02

0.02

CPI_slope_1mon

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Page 132: Domestic equity buckets

-0.042291667 0.1747916667 0.3926666667 0.5520833333 0.83483333330

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02

0.02 0.02

0.02

CPI_slope_3mon

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Page 133: Domestic equity buckets

0.075375 0.281875 0.3694074074 0.4695 0.74768750

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02

0.02

0.02

0.02

CPI_slope_6mon

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Page 134: Domestic equity buckets

-0.125 -0.06 -0.031818182 0.0275 0.15250

50

100

150

200

250

300

350

0.000

0.005

0.010

0.015

0.020

0.025

208 156 286 208 208

0.02

0.02

0.02

0.02

0.02

Default_Spread_slope_1mon

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Page 135: Domestic equity buckets

-0.090416667 -0.043333333 -0.017777778 0.0191666667 0.10458333330

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.020.02

0.02

0.02

Default_Spread_slope_3mon

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Page 136: Domestic equity buckets

-0.082708333 -0.040416667 -0.015555556 0.0177083333 0.0668750

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02

0.02

0.02

0.02

Default_Spread_slope_6mon

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Page 137: Domestic equity buckets

-99.125 -23.25 1.7777777778 47.625 104.50

50

100

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250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02

0.020.02

0.02

MS_index_slope_1mon

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Page 138: Domestic equity buckets

-52.125 -4.375 13.875 27.777777778 49.5833333330

50

100

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200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 208 234 208

0.02

0.020.02

0.020.02

MS_index_slope_3mon

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Page 139: Domestic equity buckets

-31.5625 -0.270833333 14.314814815 22.875 35.6666666670

50

100

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200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02

0.02 0.02

0.02

MS_index_slope_6mon

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Page 140: Domestic equity buckets

-62.5 110.25 156.22222222 210.75 305.6250

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100

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250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02 0.02 0.02

0.02

NFP_slope_1mon

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Page 141: Domestic equity buckets

-33.45833333 118.16666667 156.2962963 201.20833333 246.791666670

50

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250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02 0.02

0.02

0.02

NFP_slope_3mon

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Page 142: Domestic equity buckets

-45 104.79166667 155.7962963 179.04166667 214.750

50

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250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02

0.020.02

0.02

NFP_slope_6mon

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Page 143: Domestic equity buckets

-55.69125 -1.56875 25.071111111 37.97875 51.4050

50

100

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250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.020.02

0.02

0.02

0.02

S_P_500_slope_1mon

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Page 144: Domestic equity buckets

-29.19875 -0.442916667 17.031111111 28.897916667 41.3154166670

50

100

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250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.020.02

0.02

0.02

S_P_500_slope_3mon

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Page 145: Domestic equity buckets

-13.48645833 3.6547916667 13.217962963 22.175208333 32.3508333330

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250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.020.02

0.02

0.02

0.02

S_P_500_slope_6mon

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Page 146: Domestic equity buckets

-0.1425 -0.041111111 -0.005555556 0.0271428571 0.10

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 234 234 182 208

0.02

0.020.02 0.02

0.02

Two_year_T_rate_slope_1mon

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Page 147: Domestic equity buckets

-0.100416667 -0.034583333 -0.005 0.0119047619 0.04958333330

50

100

150

200

250

300

0.000

0.005

0.010

0.015

0.020

0.025

208 208 260 182 208

0.02

0.020.02

0.020.02

Two_year_T_rate_slope_3mon

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Page 148: Domestic equity buckets

-0.073703704 -0.03452381 -0.007407407 0.0020833333 0.026250

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

234 182 234 208 208

0.02

0.02 0.02 0.02

0.02

Two_year_T_rate_slope_6mon

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Page 149: Domestic equity buckets

-4.54625 -2.175 -0.505555556 0.555 5.508750

50

100

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250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.020.02 0.02 0.02

0.02

VIX_index_slope_1mon

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Page 150: Domestic equity buckets

-3.009166667 -1.377916667 -0.767407407 0.3008333333 3.62083333330

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.020.02

0.02

0.02

VIX_index_slope_3mon

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Page 151: Domestic equity buckets

-2.151041667 -0.900833333 -0.429259259 0.249375 1.93104166670

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02 0.02

0.02 0.02

VIX_index_slope_6mon

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Page 152: Domestic equity buckets

-0.34 -0.1475 -0.023333333 0.07875 0.230

50

100

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250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.020.02

0.020.02

0.02

Ten_year_T_rate_slope_1mon

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Page 153: Domestic equity buckets

-0.247083333 -0.125416667 -0.014074074 0.0458333333 0.15541666670

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02

0.02

0.02

0.02

Ten_year_T_rate_slope_3mon

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Page 154: Domestic equity buckets

-0.200416667 -0.091666667 -0.033148148 0.0252083333 0.09416666670

50

100

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250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02

0.02

0.020.02

Ten_year_T_rate_slope_6mon

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Page 155: Domestic equity buckets

-7.444444444 0.8571428571 4.2222222222 13.25 18.3750

50

100

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200

250

0.000

0.005

0.010

0.015

0.020

0.025

234 182 234 208 208

0.02

0.02

0.02

0.02

0.02

Barclays_index_slope_1mon

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Page 156: Domestic equity buckets

-2.625 1.9583333333 6.3703703704 9.2857142857 13.1111111110

50

100

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200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 182 234

0.02 0.02

0.02

0.02

0.02

Barclays_index_slope_3mon

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Page 157: Domestic equity buckets

-0.125 4.5 6.6458333333 8.5476190476 11.5185185190

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 234 208 182 234

0.02

0.02

0.02

0.02

0.02

Barclays_index_slope_6mon

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Page 158: Domestic equity buckets

0.9967236449 1.0061646031 1.0116237334 1.0169766718 1.02528633910

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02

0.020.02

0.02

Barclays_index_ratio_1to6

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Page 159: Domestic equity buckets

1.0001974071 1.0022587367 1.0039617569 1.0061252819 1.00872198310

50

100

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200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02

0.02

0.02

0.02

CPI_ratio_1to6

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Page 160: Domestic equity buckets

0.8382421898 0.8953520513 0.9533312382 1.0364229774 1.21484614120

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02 0.02

0.02 0.02

Default_Spread_ratio_1to6

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Page 161: Domestic equity buckets

1.0031161359 1.0059555213 1.0077302098 1.0104059796 1.01378380650

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02

0.02 0.020.02

GDP_bn_ratio_1to6

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Page 162: Domestic equity buckets

0.9180084753 0.9907494676 1.027227303 1.054198961 1.09215445750

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.020.02

0.020.02

0.02

MS_index_ratio_1to6

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Page 163: Domestic equity buckets

0.9994865612 1.0022029742 1.0029587513 1.0036070132 1.00438684120

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.020.02

0.02

0.02

NFP_ratio_1to6

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Page 164: Domestic equity buckets

0.9570956887 1.000643091 1.0302222538 1.0527101566 1.07494145260

50

100

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200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.01

0.02

0.02

0.02

0.02

S_P_500_ratio_1to6

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Page 165: Domestic equity buckets

0.804824258 0.8947283302 0.9718808063 1.0417894236 1.11715090220

50

100

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250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02 0.02 0.02

0.02

Ten_year_T_rate_ratio_1to6

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Page 166: Domestic equity buckets

0.8035069252 0.8950706354 0.9709807219 1.0424509176 1.13046754190

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02 0.020.02

0.02

Term_Spread_ratio_1to6

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Page 167: Domestic equity buckets

0.6260210168 0.8485368572 0.9585953919 1.023367604 1.20305670290

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02

0.020.02

0.02

Two_year_T_rate_ratio_1to6

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Page 168: Domestic equity buckets

0.7597976343 0.8540372362 0.914563351 1.0319850283 1.30627121340

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02

0.020.02

0.02

VIX_index_ratio_1to6

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Page 169: Domestic equity buckets

-3.447299842 0.161503402 0.8285109453 1.5209363602 8.42341830290

50

100

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200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.020.02

0.02

0.02

0.02

one_mon_infla_ratio_1to6

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Page 170: Domestic equity buckets

0.2747440018 0.7056036328 0.9380342587 1.1790098656 1.94778821960

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02

0.02

0.02

0.02

six_mon_infla_ratio_1to6

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Page 171: Domestic equity buckets

-0.194817346 0.4748222572 0.9177257627 1.4283249086 3.76586430140

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02

0.02

0.02

0.02

three_mon_infla_ratio_1to6

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Page 172: Domestic equity buckets

0.9961329454 1.0014592772 1.0038935392 1.0083827877 1.0118431180

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02 0.02

0.02

0.02

Barclays_index_ratio_1to3

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Page 173: Domestic equity buckets

0.9991914443 1.0005067665 1.0015250007 1.002728744 1.00412883030

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.020.02

0.02

0.02

CPI_ratio_1to3

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Page 174: Domestic equity buckets

0.9109783921 0.951269399 0.9800755355 1.0140066698 1.11825481760

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.020.02

0.020.02

0.02

Default_Spread_ratio_1to3

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Page 175: Domestic equity buckets

1 1.0003675342 1.0029084356 1.0047519992 1.00839323340

50

100

150

200

250

300

350

400

0.000

0.005

0.010

0.015

0.020

0.025

364 52 234 208 208

0.02

0.02

0.020.02

0.02

GDP_bn_ratio_1to3

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Page 176: Domestic equity buckets

0.944660521 0.9869817535 1.0062158035 1.0332391543 1.05609167410

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.020.02

0.02 0.02

MS_index_ratio_1to3

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Page 177: Domestic equity buckets

0.9997132489 1.0008783869 1.0012126875 1.0014786806 1.00208159690

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.020.02 0.02

0.02

NFP_ratio_1to3

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Page 178: Domestic equity buckets

0.9662114987 0.9995827403 1.0149494316 1.0277926678 1.03620345410

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.020.02

0.02

0.02

S_P_500_ratio_1to3

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Page 179: Domestic equity buckets

0.8890421046 0.9503965702 0.9925059915 1.0231515552 1.07164228620

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.020.02

0.020.02

0.02

Ten_year_T_rate_ratio_1to3

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Page 180: Domestic equity buckets

0.8882688376 0.9525342196 0.9894144177 1.0242068195 1.07634642370

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.020.02

0.020.02

0.02

Term_Spread_ratio_1to3

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Page 181: Domestic equity buckets

0.7894494429 0.9158853465 0.9886867299 1.0232818591 1.14174052250

50

100

150

200

250

300

0.000

0.005

0.010

0.015

0.020

0.025

208 208 260 182 208

0.02

0.02 0.02

0.020.02

Two_year_T_rate_ratio_1to3

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Page 182: Domestic equity buckets

0.8554359937 0.9087829759 0.947063869 1.0296729752 1.20252726740

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02 0.020.02 0.02

0.02

VIX_index_ratio_1to3

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Page 183: Domestic equity buckets

-6.989468725 0.2309596916 0.9499488856 1.3324612952 2.48371464730

50

100

150

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250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02

0.02 0.02

0.02

one_mon_infla_ratio_1to3

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Page 184: Domestic equity buckets

0.3970554589 0.8352421556 0.9729875078 1.1095106569 1.66195757240

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.020.02

0.020.02

six_mon_infla_ratio_1to3

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Page 185: Domestic equity buckets

-8.37323995 0.587145772 0.9751292608 1.2449379387 2.65591895080

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.020.02

0.02

0.02

0.02

three_mon_infla_ratio_1to3

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Page 186: Domestic equity buckets

-0.589576474 0.6948260554 1.0865623393 1.337978448 1.61101680230

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02

0.02

0.02

0.02

std_dist_Barclays_index

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Page 187: Domestic equity buckets

-0.103223647 0.8008791285 1.2082056365 1.4518801191 1.78506730650

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.020.02

0.02

0.02

0.02

std_dist_CPI

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Page 188: Domestic equity buckets

-1.504138255 -1.117135107 -0.653712444 0.3666650822 1.50273062940

50

100

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250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02

0.02

0.02

0.01

std_dist_Default_Spread

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Page 189: Domestic equity buckets

0.7925638659 0.9128709292 1.039837617 1.2888419357 1.73085467430

50

100

150

200

250

300

0.000

0.005

0.010

0.015

0.020

0.025

156 260 234 208 208

0.020.02

0.02

0.02

0.02

std_dist_GDP_bn

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Page 190: Domestic equity buckets

-1.122850056 -0.156933441 0.551349181 1.1558172249 1.47587176980

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02 0.02

0.02

0.02 0.02

std_dist_MS_index

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Page 191: Domestic equity buckets

-0.243569924 1.1377035394 1.3257520356 1.4267281227 1.57553495530

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.020.02

0.02

0.02

0.02

std_dist_NFP

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Page 192: Domestic equity buckets

-1.036867686 0.0410554082 0.8746567562 1.345123909 1.60685733840

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.01

0.02

0.02

0.02

0.02

std_dist_S_P_500

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Page 193: Domestic equity buckets

-1.660211067 -1.144614248 -0.383840232 0.7610149974 1.51044006840

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.020.02

0.02 0.02

0.02

std_dist_Term_Spread

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Page 194: Domestic equity buckets

-1.501451855 -1.11906846 -0.650534863 0.2318741678 1.25671785610

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02 0.020.02

0.02

std_dist_VIX_index

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Page 195: Domestic equity buckets

-1.377628915 -0.746536316 -0.250176658 0.7381828444 1.49950409560

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.020.02 0.02

0.020.02

std_dist_one_mon_inflation

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Page 196: Domestic equity buckets

-1.66454781 -1.175260779 -0.347755224 0.8138323247 1.42622836290

50

100

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200

250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02

0.02

0.02

0.02

0.02

std_dist_six_mon_inflation

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Page 197: Domestic equity buckets

-1.463226144 -1.079431537 -0.196717801 1.002084828 1.50863241110

50

100

150

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250

0.000

0.005

0.010

0.015

0.020

0.025

208 208 234 208 208

0.02 0.02 0.02

0.02

0.02

std_dist_three_mon_inflation

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Page 198: Domestic equity buckets

0 0.9012790572 0.9939450817 1.0000262245 1.0028433624 1.11535762690

50

100

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250

0.000

0.005

0.010

0.015

0.020

0.025

18 209 197 223 210 209

0.02 0.020.02

0.02

0.020.02

Overall_MS_rating_ratio_1to3

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Page 199: Domestic equity buckets

0 0.8524088638 0.9745327079 0.9993921475 1.0118983455 1.23136557950

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

18 209 210 210 210 209

0.02

0.02 0.02

0.02

0.02 0.02

Overall_MS_rating_1to6

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Page 200: Domestic equity buckets

0 -1.128408277 -0.536953066 -0.005546112 0.5885436829 1.22815602660

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

110 191 191 192 191 191

0.01

0.02

0.02

0.020.02

0.02

std_dist_Overall_MS_rating

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Page 201: Domestic equity buckets

-0.428819263 -0.145251476 -0.006152845 0.1672468033 1.23669115960

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

213 213 214 213 213

0.02 0.02

0.02 0.02

0.02

org_sales_inc_1mon

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Page 202: Domestic equity buckets

-0.486876005 -0.203233227 0.0053022854 0.2473386988 1.64683803810

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

0.030

213 213 214 213 213

0.01

0.02 0.02

0.02

0.02

org_sales_inc_3mon

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Page 203: Domestic equity buckets

-0.520451506 -0.229758402 -0.010315297 0.2982523041 1.89338735090

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

0.030

213 213 214 213 213

0.020.02

0.02

0.02

0.02

org_sales_inc_6mon

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Page 204: Domestic equity buckets

-0.430059249 -0.143051985 -0.004086761 0.173099617 1.23229163010

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

213 213 214 213 213

0.02

0.020.02

0.02 0.02

org_redem_inc_1mon

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Page 205: Domestic equity buckets

-0.457717251 -0.15588829 -0.007596697 0.1820065558 1.46331467760

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

213 213 214 213 213

0.020.02

0.02

0.02 0.02

org_redem_inc_3mon

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Page 206: Domestic equity buckets

-0.44320922 -0.156838942 0.0006051666 0.1825105171 1.58424895040

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

213 213 214 213 213

0.02 0.020.02 0.02

0.02

org_redem_inc_6mon

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Page 207: Domestic equity buckets

-8.681228324 -0.708514131 -0.201637945 0.2029214707 5.51242731560

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

213 213 214 213 213

0.02 0.02

0.02

0.020.02

org_flow_inc_1mon

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Page 208: Domestic equity buckets

-9.237967307 -0.904422679 -0.358438703 0.2483973568 9.69622451140

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

213 213 214 213 213

0.02

0.02

0.020.02

0.02

org_flow_inc_3mon

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Page 209: Domestic equity buckets

-8.149926587 -0.981409713 -0.393009409 0.247425269 20.8266403970

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

213 213 214 213 213

0.02

0.020.02

0.02

0.02

org_flow_inc_6mon

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Page 210: Domestic equity buckets

-0.421927024 -0.138112481 0.0084265749 0.1821773686 1.26930168810

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

213 213 214 213 213

0.02

0.02

0.02 0.02

0.02

sales_inc_1mon

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Page 211: Domestic equity buckets

-0.488230624 -0.187085926 0.0383868637 0.3187736969 1.8491852440

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

0.030

213 213 214 213 213

0.01

0.02

0.02

0.02

0.02

sales_inc_3mon

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Page 212: Domestic equity buckets

-0.514855063 -0.215081347 0.0471657462 0.426073762 2.30178219560

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

0.030

213 213 214 213 213

0.01 0.01

0.02

0.02

0.03

sales_inc_6mon

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Page 213: Domestic equity buckets

-0.42792992 -0.127308905 0.012906459 0.1888871657 1.30274100740

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

213 213 214 213 213

0.020.02

0.02

0.020.02

redem_inc_1mon

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Page 214: Domestic equity buckets

-0.447772413 -0.124090131 0.0367479813 0.2280452473 1.61038441820

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

213 213 214 213 213

0.02 0.02

0.020.02

0.02

redem_inc_3mon

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Page 215: Domestic equity buckets

-0.423747318 -0.118883642 0.0635014191 0.2816355343 1.87139809370

50

100

150

200

250

0.000

0.005

0.010

0.015

0.020

0.025

0.030

213 213 214 213 213

0.020.02

0.02

0.02

0.02

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-8.945416724 -0.705388203 -0.186413349 0.2186055806 5.69673282670

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Page 217: Domestic equity buckets

-9.784079711 -0.902401446 -0.337933797 0.2969804777 11.0268681670

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Page 218: Domestic equity buckets

-8.864983909 -0.9817639 -0.355651411 0.3198706669 23.4744013520

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Page 219: Domestic equity buckets

0.6553813068 0.8766441631 0.9879059245 1.1096703411 1.44947766220

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sales_ratio_1to3

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Page 220: Domestic equity buckets

0.6502265508 0.8984434338 0.9987485945 1.0971651793 1.43968296070

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Page 221: Domestic equity buckets

-9.626984497 0.6080678981 0.9852419365 1.3455962323 7.25359967150

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Page 222: Domestic equity buckets

0.5857547612 0.8226414433 0.9768517541 1.1601896113 1.6792065480

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sales_ratio_1to6

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Page 223: Domestic equity buckets

0.6092921233 0.8643648344 0.9872525242 1.1051085245 1.63426229990

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Page 224: Domestic equity buckets

-4.557537652 0.4700424289 0.9639704921 1.5402729481 8.3920070030

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Page 225: Domestic equity buckets

-1.215313753 -0.625040787 -0.096274976 0.736264709 1.60054713550

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std_dist_sales

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Page 226: Domestic equity buckets

-1.02200702 -0.476236739 -0.05845628 0.6009088755 1.61761070970

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Page 227: Domestic equity buckets

-1.317545262 -0.556157358 0.0188784333 0.6087003942 1.47715230580

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