Benchmark Morningstar Category
Allocation--15% to 30% Equity

Asset Allocation

 

USCCX


Asset Distribution
 
  Type %
Net
%
Short
%
Long
Bench-
mark
Cat
Avg
As of 01/31/2017
Cash 2.27 0.52 2.80 2.93 13.86
US Stock 9.67 10.62 13.20 11.82
Non US Stock 9.25 9.25 7.32 3.62
Bond 73.55 0.00 73.55 76.44 66.99
Other 5.26 0.00 5.26 0.12 3.71
 

Style Details

 

USCCX

Avg Market Cap USD
21,195 Mil
 
Benchmark Market Cap USD
36,011 Mil
 
Category Avg Market Cap USD
34,734 Mil
Market Capitalization
Size % of Portfolio Benchmark Category Avg
Giant 39.10 44.08 40.40
Large 27.37 29.85 29.55
Medium 17.35 20.26 21.56
Small 12.72 5.60 6.43
Micro 3.47 0.21 2.06
Value & Growth Measures
Stock Portfolio Benchmark Category Avg
As of 01/31/2017
*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* 16.06 16.59 17.35
Price/Book* 1.75 2.00 2.12
Price/Sales* 1.33 1.51 1.65
Price/Cash Flow* 7.42 7.19 8.01
Dividend Yield %* 2.81 2.60 2.70
Long-Term Earnings % 10.06 9.35 9.17
Historical Earnings % -0.09 -55.21 -44.82
Sales Growth % -0.20 -37.55 -13.67
Cash-Flow Growth % 1.02 -13.91 -25.48
Book-Value Growth % 0.80 -34.48 -1.11
 
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 01/31/2017
Style Box Detail calculations do not include the fund's short positions (if any).
2017* 19.87
2016 19.43
2015 19.87
2014 15.79
2013 15.12
Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of 11/30/2016
2017 73.55
2016 73.84
2015 72.42
2014 71.37
2013 75.64
 
Bond Statistics
Detail Value
As of 11/30/2016, *As of 01/31/2017
Average Effective Duration (Years)* 5.16
Average Effective Maturity (Years)* 7.00
Average Credit Quality BBB
Average Weighted Coupon* 4.19
Average Weighted Price* 99.17
Credit Quality
Type % Bonds Benchmark Category Avg Bond Weight Benchmark Weight Category Avg Weight
AAA 27.20 57.13 50.96
AA 7.37 15.27 3.97
A 18.57 15.75 7.68
BBB 31.72 11.60 13.13
BB 8.91 0.13 8.82
B 3.89 0.00 7.29
Below B 0.98 0.03 1.41
Not Rated 1.36 0.08 6.75
As of 11/30/2016
Credit Quality is calculated only using the long position holdings of the portfolio.

Sector Weightings

 

USCCX

% Stocks Benchmark Category Avg   Fund Weight Benchmark Weight Category Avg Weight
Cyclical
Basic Materials 10.29 5.59 3.67
Consumer Cyclical 11.97 10.71 10.52
Financial Services 17.68 19.53 16.29
Real Estate 3.17 3.99 9.12
Sensitive
Communication Services 2.60 3.95 3.77
Energy 6.38 6.40 7.94
Industrials 12.20 11.65 10.20
Technology 14.76 14.74 15.42
Defensive
Consumer Defensive 8.66 9.08 8.21
Healthcare 10.06 10.98 11.07
Utilities 2.24 3.37 3.79
As of 01/31/2017
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 11.12 61.49 32.14
       
Corporate 61.35 26.94 29.15
       
Securitized 19.23 7.81 18.85
       
Municipal 5.05 0.00 2.07
       
Cash & Equivalents 3.25 3.77 16.44
       
Other 0.00 0.00 1.35
As of 01/31/2017
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% 2.51 0.15 4.94
0% to 4% 51.17 85.79 68.39
4% to 6% 30.25 10.77 18.07
6% to 8% 12.27 2.62 6.60
8% to 10% 2.96 0.63 1.54
10% to 12% 0.51 0.03 0.30
More than 12% 0.33 0.00 0.16
As of 01/31/2017
Sector data is calculated only using the long position holdings of the portfolio.

Top 10 Country Breakdown

 

USCCX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
United States 85.22 81.66 85.43
Canada 3.63 1.04 1.59
United Kingdom 2.07 2.50 1.56
Netherlands 1.88 1.56 1.09
Cayman Islands 1.84 0.35 0.87
Luxembourg 0.98 0.23 0.50
Australia 0.86 0.91 0.42
France 0.66 1.62 0.70
Jersey 0.58 0.10 0.13
Mexico 0.57 0.51 0.74
As of 01/31/2017
Country breakdown data is calculated only using the long rescaled holdings of the portfolio.

Bond Maturity Breakdown

 

USCCX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
1 to 3 Years 11.07 20.28 22.09
3 to 5 Years 12.36 33.43 14.93
5 to 7 Years 15.32 26.42 12.30
7 to 10 Years 26.40 8.69 12.72
10 to 15 Years 5.98 2.34 5.20
15 to 20 Years 5.21 1.48 3.50
20 to 30 Years 13.53 6.95 16.10
Over 30 Years 6.67 0.43 4.72
As of 01/31/2017
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World Regions

 

USCCX

% Stocks Benchmark Category Avg
As of 01/31/2017
Region breakdown data is calculated by using the long position holdings of the portfolio equity part only.
Americas 60.10 67.98 78.86
North America 58.55 66.54 78.38
Latin America 1.55 1.44 0.48
Greater Europe 24.28 15.55 11.99
United Kingdom 5.67 3.92 3.90
Europe Developed 15.43 9.94 7.49
Europe Emerging 2.38 0.68 0.18
Africa/Middle East 0.81 1.00 0.42
Greater Asia 15.62 16.47 9.07
Japan 6.35 6.06 4.76
Australasia 0.77 1.70 0.90
Asia Developed 3.65 4.09 1.60
Asia Emerging 4.86 4.62 1.81
Market Classification
% Developed Markets 90.91 92.59 97.29
% Emerging Markets 9.09 7.41 2.63
 
Greater Asia Americas Greater Europe

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