Benchmark Morningstar Category
Allocation--30% to 50% Equity

Asset Allocation

 

PCEF


Asset Distribution
 
  Type %
Net
%
Short
%
Long
Bench-
mark
Cat
Avg
As of 01/16/2017
Cash -3.79 7.22 3.43 1.99 6.03
US Stock 22.24 0.20 22.43 26.02 26.92
Non US Stock 7.51 0.00 7.51 13.64 7.92
Bond 66.16 1.86 68.03 58.23 56.23
Other 7.87 4.15 12.02 0.13 2.89
 

Style Details

 

PCEF

Avg Market Cap USD
59,054 Mil
 
Benchmark Market Cap USD
29,952 Mil
 
Category Avg Market Cap USD
50,293 Mil
Market Capitalization
Size % of Portfolio Benchmark Category Avg
Giant 53.20 41.69 50.36
Large 30.60 28.55 26.22
Medium 14.35 21.37 17.89
Small 1.68 8.18 4.80
Micro 0.18 0.21 0.73
Value & Growth Measures
Stock Portfolio Benchmark Category Avg
As of 01/16/2017
*Forward-looking based on historical data
Style and Market Cap Breakdown and Value and Growth Measures are calculated only using the long position holdings of the portfolio.
Price/Prospective Earnings* 18.61 17.07 18.30
Price/Book* 2.17 1.91 2.17
Price/Sales* 1.64 1.35 1.65
Price/Cash Flow* 7.95 7.04 8.45
Dividend Yield %* 2.60 2.70 2.79
Long-Term Earnings % 8.90 8.81 19.22
Historical Earnings % -10.87 -54.73 -42.98
Sales Growth % -2.69 -35.57 -5.55
Cash-Flow Growth % -0.88 -11.69 0.35
Book-Value Growth % 0.58 -12.17 -0.57
 
Ownership Zone
Weighted Average of holdings

75% of fund's stock holdings
 
Holdings Style
Portfolio Weight%
> 50% 25–50% 10–25% 0–10%
Investment Style History
Year Style % Equity
*As of 01/16/2017
Style Box Detail calculations do not include the fund's short positions (if any).
2017* 29.75
2016 28.37
2015 27.48
2014 25.97
2013 29.81
Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of 06/30/2016
2017 66.16
2016 67.06
2015 71.82
2014 72.31
2013 62.03
 
Bond Statistics
Detail Value
As of 06/30/2016, *As of 01/16/2017
Average Effective Duration (Years)*
Average Effective Maturity (Years)*
Average Credit Quality Not Rated
Average Weighted Coupon* 5.66
Average Weighted Price*
Credit Quality
Type % Bonds Benchmark Category Avg Bond Weight Benchmark Weight Category Avg Weight
AAA 36.32 66.83 43.61
AA 2.35 11.11 3.89
A 4.06 11.88 14.99
BBB 12.82 10.06 14.53
BB 17.24 0.07 9.24
B 17.19 0.00 7.61
Below B 6.20 0.01 2.87
Not Rated 3.82 0.04 3.26
As of 06/30/2016
Credit Quality is calculated only using the long position holdings of the portfolio.

Sector Weightings

 

PCEF

% Stocks Benchmark Category Avg   Fund Weight Benchmark Weight Category Avg Weight
Cyclical
Basic Materials 5.51 5.35 4.95
Consumer Cyclical 9.91 11.26 10.68
Financial Services 17.06 18.93 16.01
Real Estate 1.37 4.18 5.22
Sensitive
Communication Services 3.64 3.96 4.04
Energy 12.20 7.22 8.92
Industrials 9.42 11.59 11.22
Technology 17.21 14.89 14.66
Defensive
Consumer Defensive 8.00 8.64 8.47
Healthcare 11.49 10.29 11.76
Utilities 4.18 3.67 4.07
As of 01/16/2017
Sector data is calculated only using the long position holdings of the portfolio.
Fixed-Income Sectors
Type % Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
Government 14.17 61.53 29.62
Government 10.46 61.04 21.87
Government-Related 3.71 0.49 7.75
       
Corporate 66.99 28.66 31.33
       
Securitized 9.56 6.44 20.05
Agency Mortgage-Backed 3.34 5.44 9.36
Non-Agency Residential MBS 2.21 0.00 1.29
Commercial MBS 1.68 0.98 5.58
Asset-Backed 2.33 0.02 3.80
Covered Bond 0.00 0.00 0.01
       
Municipal 4.30 0.00 2.67
       
Cash & Equivalents 3.25 3.37 12.42
       
Other 1.73 0.00 3.91
As of 01/16/2017
Sector data is calculated only using the rescaled long position holdings of the portfolio.
Coupon Range
Type % Bonds Benchmark Category Avg   Fund Weight Benchmark Weight Category Avg Weight
0% 3.06 0.13 7.78
0% to 4% 22.31 85.18 60.73
4% to 6% 30.11 11.18 17.03
6% to 8% 30.19 2.82 11.14
8% to 10% 11.19 0.66 1.40
10% to 12% 2.50 0.03 1.84
More than 12% 0.64 0.00 0.08
As of 01/16/2017
Sector data is calculated only using the long position holdings of the portfolio.

Top 10 Country Breakdown

 

PCEF

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
United States 68.49 82.54 87.50
Canada 2.68 1.05 1.42
Luxembourg 2.45 0.23 0.60
Netherlands 2.18 1.54 1.02
United Kingdom 2.09 2.32 1.41
Cayman Islands 2.06 0.38 0.91
France 2.02 1.48 0.61
Mexico 1.89 0.50 0.52
Australia 1.37 0.94 0.37
Indonesia 1.25 0.11 0.16
As of 01/16/2017
Country breakdown data is calculated only using the long rescaled holdings of the portfolio.

Bond Maturity Breakdown

 

PCEF

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
1 to 3 Years 12.20 18.13 17.45
3 to 5 Years 21.50 33.89 16.77
5 to 7 Years 21.51 27.94 14.27
7 to 10 Years 14.28 8.69 16.71
10 to 15 Years 4.14 2.37 5.03
15 to 20 Years 3.84 1.40 4.04
20 to 30 Years 12.46 7.16 19.13
Over 30 Years 10.06 0.43 6.59
As of 01/16/2017
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World Regions

 

PCEF

% Stocks Benchmark Category Avg
As of 01/16/2017
Region breakdown data is calculated by using the long position holdings of the portfolio equity part only.
Americas 77.51 69.16 79.87
North America 77.29 67.62 79.44
Latin America 0.22 1.55 0.43
Greater Europe 16.15 14.59 12.76
United Kingdom 6.61 3.53 4.40
Europe Developed 9.01 9.15 7.80
Europe Emerging 0.14 0.80 0.23
Africa/Middle East 0.39 1.11 0.33
Greater Asia 6.34 16.25 7.38
Japan 2.88 5.54 3.33
Australasia 0.60 1.50 0.99
Asia Developed 1.42 4.18 1.49
Asia Emerging 1.44 5.03 1.56
Market Classification
% Developed Markets 97.92 91.89 97.62
% Emerging Markets 2.08 8.11 2.38
 
Greater Asia Americas Greater Europe

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