Benchmark Morningstar Category
World Bond

Asset Allocation

 

PDI


Asset Distribution
 
  Type %
Long
%
Short
%
Net
Bench-
mark
Cat
Avg
As of 12/31/2013
Cash 10.13 77.16 -67.03 0.00 6.92
US Stock 0.00 0.00 0.00 0.00 0.11
Non US Stock 0.00 0.00 0.00 0.00 0.29
Bond 160.17 0.00 160.17 100.00 92.30
Other 7.16 0.30 6.86 0.00 0.37
 
 

Style Details

 

PDI

Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of 12/31/2013
2013 160
2012 180
 
Bond Statistics
Detail Value
As of 02/28/2014
Weighted Average Credit Rating
Average Weighted Coupon 6
Average Weighted Price
Credit Quality
Type % Bonds Benchmark Category Avg Bond Weight Benchmark Weight Category Avg Weight
AAA
AA
A
BBB
BB
B
Below B
Not Rated
As of 12/31/2013
Credit Quality is calculated only using the long position holdings of the portfolio.

Sector Weightings

 

PDI

Fixed-Income Sectors
Type % Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
Government 0.60 48.03
Government 0.60 33.18
Agency/Quasi-Agency 0.00 2.82
Supranational 0.00 1.04
Other Government Related 0.00 10.98
       
Corporate 19.71 19.01
Corporate Bond 19.28 18.85
Bank Loan 0.11 0.01
Convertible 0.00 0.03
Preferred 0.33 0.12
       
Securitized 73.75 5.30
Agency Mortgage-Backed 1.48 2.01
Non-Agency Residential MBS 54.71 1.76
Commercial MBS 3.00 0.33
Asset-Backed 13.07 1.08
Covered Bond 1.49 0.12
       
Municipal 0.00 0.23
       
Cash & Equivalents 5.94 27.38
       
Other 0.00 0.05
As of 12/31/2013
Sector data is calculated only using the long position holdings of the portfolio.
Coupon Range
Type % Bonds Benchmark Category Avg   Fund Weight Benchmark Weight Category Avg Weight
0% PIK 7.78 14.42
0% to 4% 11.53 0.00 44.44
4% to 6% 45.63 0.00 23.09
6% to 8% 28.53 0.00 10.77
8% to 10% 4.04 0.00 6.06
10% to 12% 2.05 0.00 0.75
More than 12% 0.45 0.00 0.47
As of 12/31/2013
Sector data is calculated only using the long position holdings of the portfolio.

Top 10 Country Breakdown

 

PDI

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
United States 80.64 27.22
United Kingdom 5.23 6.05
Ireland 4.33 2.52
Cayman Islands 2.50 1.20
Spain 1.84 2.19
Netherlands 1.75 3.44
Brazil 0.66 2.14
Switzerland 0.51 0.18
Paraguay 0.43 0.00
Italy 0.29 3.93
As of 12/31/2013
Country breakdown data is calculated only using the long position holdings of the portfolio.

Bond Maturity Breakdown

 

PDI

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
1 to 3 Years 1.72 28.35
3 to 5 Years 3.37 26.06
5 to 7 Years 9.30 9.49
7 to 10 Years 4.04 13.43
10 to 15 Years 1.38 4.77
15 to 20 Years 7.39 3.99
20 to 30 Years 50.20 10.43
Over 30 Years 22.62 3.49
As of 02/28/2014

Bond Duration

 

PDI

Unadjusted for Leverage Leverage Adjusted
Average Weighted Duration
Effective Duration 3.29 5.88
Modified Duration
As of 02/28/2014
 
Detail Value
Average Weighted Maturity
Effective Maturity 9.23

Bond Call Profile

 

PDI

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
2014
2015
2016
2017
2018
5 Year +
Non-Callable
As of date not available

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