Benchmark Morningstar Category
Moderate Allocation

Asset Allocation

 

PRWCX


Asset Distribution
 
  Type %
Net
%
Short
%
Long
Bench-
mark
Cat
Avg
As of 06/30/2014
Cash 10.55 0.00 10.55 0.08 8.06
US Stock 58.82 0.00 58.82 50.08 44.31
Non US Stock 3.38 0.00 3.38 26.27 13.74
Bond 23.23 0.00 23.23 19.91 31.63
Other 4.02 0.00 4.02 3.66 2.25
 

Style Details

 

PRWCX

Avg Market Cap USD
37,003 Mil
 
Benchmark Market Cap USD
23,980 Mil
 
Category Avg Market Cap USD
47,683 Mil
Market Capitalization
Size % of Portfolio Benchmark Category Avg
Giant 24.82 38.03 51.73
Large 60.27 26.29 25.81
Medium 14.92 24.58 16.85
Small 0.00 10.64 4.37
Micro 0.00 0.46 1.25
Value & Growth Measures
Stock Portfolio Benchmark Category Avg
As of 06/30/2014
*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* 19.41 16.28 16.75
Price/Book* 2.35 1.90 2.09
Price/Sales* 1.90 1.25 1.48
Price/Cash Flow* 8.23 6.85 6.13
Dividend Yield %* 1.54 2.32 2.34
Long-Term Earnings % 11.26 11.44 11.01
Historical Earnings % 10.95 -33.73 -14.38
Sales Growth % 6.57 -16.16 -3.97
Cash-Flow Growth % 4.62 0.65 3.58
Book-Value Growth % 8.70 -13.43 -23.95
 
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 06/30/2014
Style Box Detail calculations do not include the fund's short positions (if any).
2014* 62.19
2013 66.21
2012 59.41
2011 64.92
2010 66.05
Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of 06/30/2014
2014 23.23
2013 23.99
2012 15.51
2011 17.17
2010 11.57
 
Bond Statistics
Detail Value
As of 06/30/2014, *As of 06/30/2014
Average Effective Duration (Years)* 3.82
Average Effective Maturity (Years)* 6.57
Average Credit Quality BB
Average Weighted Coupon* 4.62
Average Weighted Price* 105.73
Credit Quality
Type % Bonds Benchmark Category Avg Bond Weight Benchmark Weight Category Avg Weight
AAA 20.22 38.52 43.56
AA 1.98 29.46 8.30
A 5.40 18.42 14.01
BBB 13.21 13.39 14.74
BB 38.85 0.16 5.98
B 20.34 0.04 6.12
Below B 0.00 0.00 3.00
Not Rated 0.00 0.00 4.29
As of 06/30/2014
Credit Quality is calculated only using the long position holdings of the portfolio.

Sector Weightings

 

PRWCX

% Stocks Benchmark Category Avg   Fund Weight Benchmark Weight Category Avg Weight
Cyclical
Basic Materials 0.65 5.99 4.54
Consumer Cyclical 11.47 11.33 11.63
Financial Services 17.75 17.45 16.37
Real Estate 2.46 4.24 3.03
Sensitive
Communication Services 4.24 3.96 3.86
Energy 5.04 9.09 10.10
Industrials 18.00 11.85 11.85
Technology 6.62 13.39 14.04
Defensive
Consumer Defensive 9.14 8.44 8.59
Healthcare 17.89 10.16 12.92
Utilities 6.76 4.11 3.06
As of 06/30/2014
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 18.39 74.83 27.54
Government 17.80 72.51 22.21
Government-Related 0.59 2.33 5.34
       
Corporate 48.73 24.60 28.49
       
Securitized 2.01 0.16 17.40
Agency Mortgage-Backed 0.00 0.09 8.03
Non-Agency Residential MBS 0.00 0.01 1.39
Commercial MBS 0.00 0.02 6.32
Asset-Backed 2.01 0.00 1.66
Covered Bond 0.00 0.04 0.01
       
Municipal 0.00 0.00 0.98
       
Cash & Equivalents 30.86 0.40 21.35
       
Other 0.00 0.00 4.25
As of 06/30/2014
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% PIK 0.00 0.05 2.89
0% to 4% 42.51 76.41 55.02
4% to 6% 29.21 17.07 28.52
6% to 8% 24.24 4.64 10.05
8% to 10% 3.89 1.75 3.08
10% to 12% 0.14 0.09 0.34
More than 12% 0.01 0.00 0.11
As of 06/30/2014
Sector data is calculated only using the long position holdings of the portfolio.

Top 10 Country Breakdown

 

PRWCX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
United States 85.13 73.85 87.66
Cayman Islands 4.46 0.62 1.04
Luxembourg 4.37 0.22 0.68
Germany 2.60 1.60 0.34
Netherlands 2.48 1.35 0.74
Canada 0.43 1.32 1.41
United Kingdom 0.43 3.48 1.51
France 0.02 2.62 0.64
Mexico 0.01 0.34 0.70
Australia 0.01 1.08 0.33
As of 06/30/2014
Country breakdown data is calculated only using the long position holdings of the portfolio.

Bond Maturity Breakdown

 

PRWCX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
1 to 3 Years 9.75 27.55 22.25
3 to 5 Years 14.66 29.93 15.02
5 to 7 Years 20.73 25.14 11.74
7 to 10 Years 52.32 7.00 17.56
10 to 15 Years 2.20 3.27 4.01
15 to 20 Years 0.00 1.86 1.90
20 to 30 Years 0.00 4.69 20.35
Over 30 Years 0.33 0.55 7.16
As of 06/30/2014
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World Regions

 

PRWCX

% Stocks Benchmark Category Avg
As of 06/30/2014
Region breakdown data is calculated by using the long position holdings of the portfolio equity part only.
Americas 94.94 69.55 78.17
North America 94.94 68.03 77.69
Latin America 0.00 1.52 0.49
Greater Europe 5.06 16.58 15.16
United Kingdom 2.31 4.97 5.21
Europe Developed 2.75 9.95 9.39
Europe Emerging 0.00 0.76 0.20
Africa/Middle East 0.00 0.90 0.36
Greater Asia 0.00 13.87 6.67
Japan 0.00 4.70 3.15
Australasia 0.00 1.74 0.90
Asia Developed 0.00 3.94 1.57
Asia Emerging 0.00 3.48 1.04
Market Classification
% Developed Markets 100.00 93.51 98.13
% Emerging Markets 0.00 6.49 1.87
 
Greater Asia Americas Greater Europe

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