Benchmark Morningstar Category
Conservative Allocation

Asset Allocation

 

USCCX

 
  Type %
Net
%
Short
%
Long
Bench-
mark
Cat
Avg
As of 02/28/2014
Cash 7.05 7.05 5.49 9.77
US Stock 7.73 7.73 26.44 27.16
Non US Stock 6.79 6.79 11.31 7.79
Bond 71.65 71.65 54.65 52.56
Other 6.78 6.78 2.11 2.72
 

Style Details

 

USCCX

Avg Market Cap USD
25,381 Mil
 
Benchmark Market Cap USD
25,829 Mil
 
Category Avg Market Cap USD
43,365 Mil
Market Capitalization
Size % of Portfolio Benchmark Category Avg
Giant 43.97 38.01 49.35
Large 29.00 26.63 25.77
Medium 16.29 25.74 17.64
Small 8.84 9.25 6.14
Micro 1.90 0.37 1.11
Value & Growth Measures
Stock Portfolio Benchmark Category Avg
As of 02/28/2014
*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* 15.23 15.58 16.08
Price/Book* 1.85 1.83 2.00
Price/Sales* 1.43 1.19 1.44
Price/Cash Flow* 6.87 6.51 7.23
Dividend Yield %* 2.47 2.39 2.64
Long-Term Earnings % 10.42 10.17 13.73
Historical Earnings % 4.34 -6.56 -5.24
Sales Growth % 2.82 -23.60 18.60
Cash-Flow Growth % 0.95 -3.73 43.37
Book-Value Growth % -22.42 -12.37 -10.45
 
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 02/28/2014
Style Box Detail calculations do not include the fund's short positions (if any).
2014* 14.51
2013 15.01
2012 13.92
Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of 01/31/2014
2014 71.65
2013 72.94
2012 72.63
 
Bond Statistics
Detail Value
As of 01/31/2014, *As of 02/28/2014
Average Effective Duration (Years)* 3.63
Average Effective Maturity (Years)* 5.06
Average Credit Quality BBB
Average Weighted Coupon* 4.65
Average Weighted Price* 102.15
Credit Quality
Type % Bonds Benchmark Category Avg Bond Weight Benchmark Weight Category Avg Weight
AAA 19.54 38.13 44.04
AA 11.43 29.86 8.01
A 21.50 18.29 6.34
BBB 33.81 13.54 14.34
BB 8.30 0.14 8.84
B 3.69 0.04 8.77
Below B 0.97 0.00 7.66
Not Rated 0.76 0.00 2.01
As of 01/31/2014
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 11.47 5.83 5.62
Consumer Cyclical 11.88 11.07 10.62
Financial Services 17.19 17.38 15.06
Real Estate 1.12 3.83 4.53
Sensitive
Communication Services 3.18 3.93 3.60
Energy 6.12 9.36 11.43
Industrials 11.86 12.40 11.22
Technology 15.07 12.90 13.07
Defensive
Consumer Defensive 9.44 8.53 7.54
Healthcare 10.09 10.46 11.96
Utilities 2.57 4.33 5.34
As of 02/28/2014
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 5.69 68.97 38.79
Government 5.30 66.45 27.39
Government-Related 0.39 2.53 11.40
       
Corporate 55.35 21.73 22.55
       
Securitized 23.67 0.19 17.08
Agency Mortgage-Backed 3.06 0.11 8.77
Non-Agency Residential MBS 4.74 0.02 2.01
Commercial MBS 9.35 0.02 3.88
Asset-Backed 6.53 0.01 2.39
Covered Bond 0.00 0.03 0.03
       
Municipal 6.75 0.00 1.68
       
Cash & Equivalents 8.54 9.11 17.31
       
Other 0.00 0.00 2.58
As of 02/28/2014
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 0.06 6.22
0% to 4% 39.51 76.46 53.41
4% to 6% 35.00 16.73 23.19
6% to 8% 19.70 5.28 10.89
8% to 10% 5.53 1.41 3.78
10% to 12% 0.26 0.07 0.43
More than 12% 0.00 0.00 2.09
As of 02/28/2014
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 84.63 77.07 85.38
United Kingdom 3.21 3.10 1.56
Canada 3.07 1.29 1.52
Australia 1.75 0.88 0.47
Netherlands 1.64 1.29 0.85
Cayman Islands 0.96 0.55 0.84
Jersey 0.81 0.01 0.02
France 0.75 2.27 0.67
Luxembourg 0.74 0.22 0.71
Ireland 0.43 0.20 0.23
As of 02/28/2014
Country breakdown data is calculated only using the long position holdings of the portfolio.

Bond Maturity Breakdown

 

USCCX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
1 to 3 Years 13.14 33.44 20.49
3 to 5 Years 16.07 25.35 22.91
5 to 7 Years 12.23 16.56 12.25
7 to 10 Years 18.11 10.59 15.61
10 to 15 Years 6.40 4.21 4.89
15 to 20 Years 3.28 2.01 2.43
20 to 30 Years 13.48 7.31 16.20
Over 30 Years 17.30 0.53 5.23
As of 02/28/2014
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World Regions

 

USCCX

% Stocks Benchmark Category Avg
As of 02/28/2014
Region breakdown data is calculated by using the long position holdings of the portfolio equity part only.
Americas 62.09 73.23 79.93
North America 58.69 72.16 79.47
Latin America 3.40 1.07 0.47
Greater Europe 25.99 15.73 14.53
United Kingdom 8.07 4.66 5.64
Europe Developed 14.58 9.82 8.41
Europe Emerging 2.01 0.59 0.19
Africa/Middle East 1.33 0.66 0.29
Greater Asia 11.92 11.04 5.54
Japan 3.12 4.08 2.35
Australasia 0.39 1.60 1.08
Asia Developed 4.86 2.97 1.18
Asia Emerging 3.55 2.38 0.92
Market Classification
% Developed Markets 89.95 95.46 98.31
% Emerging Markets 10.05 4.54 1.69
 
Greater Asia Americas Greater Europe

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