Benchmark Morningstar Category
Multisector Bond

Asset Allocation

 

FSGCX


Asset Distribution
 
  Type %
Net
%
Short
%
Long
Bench-
mark
Cat
Avg
As of 12/31/2013
Cash 17.62 0.00 17.62 -0.57
US Stock 0.06 0.00 0.06 0.82
Non US Stock 0.00 0.00 0.00 0.05
Bond 75.51 0.00 75.51 96.24
Other 6.82 0.07 6.88 3.46
 

Style Details

 

FSGCX

Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of 12/31/2013
2013 75.51
2012 70.50
2011 78.70
2010 84.08
2009 89.23
 
Bond Statistics
Detail Value
As of 12/31/2013, *As of 12/31/2013
Average Effective Duration (Years)* 3.32
Average Effective Maturity (Years)* 4.60
Average Credit Quality BB
Average Weighted Coupon* 6.12
Average Weighted Price*
Credit Quality
Type % Bonds Benchmark Category Avg Bond Weight Benchmark Weight Category Avg Weight
AAA 11.49 33.04
AA 8.26 5.24
A 12.67 12.45
BBB 12.07 22.75
BB 19.20 9.53
B 24.97 7.16
Below B 9.54 5.93
Not Rated 1.81 3.90
As of 12/31/2013
Credit Quality is calculated only using the long position holdings of the portfolio.

Sector Weightings

 

FSGCX

Fixed-Income Sectors
Type % Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
Government 14.72 27.84
U.S. Treasury 1.76 5.16
U.S. Treasury Inflation-Protected 0.27 2.81
U.S. Agency 0.00 0.26
Non-U.S. Government 12.69 7.75
Other Government Related 0.00 11.85
       
Corporate 51.30 38.52
Corporate Bond 47.38 36.40
Bank Loan 3.82 0.35
Convertible 0.00 0.81
Preferred 0.09 0.96
       
Securitized 9.63 22.15
Agency MBS Pass-Through 5.31 8.75
Agency MBS ARM 0.00 0.06
Agency MBS CMO 0.00 3.38
Non-Agency Residential MBS 0.73 4.73
Commercial MBS 2.61 2.09
Asset-Backed 0.97 3.13
Covered Bond 0.00 0.01
       
Municipal 6.41 1.96
       
Cash & Equivalents 17.94 9.41
       
Other 0.00 0.11
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 1.92 11.65
0% to 4% 19.75 25.94
4% to 6% 32.14 26.69
6% to 8% 25.48 19.80
8% to 10% 16.98 15.13
10% to 12% 3.16 0.59
More than 12% 0.56 0.20
As of 12/31/2013
Sector data is calculated only using the long position holdings of the portfolio.

Top 10 Country Breakdown

 

FSGCX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
United States 64.07 74.01
Luxembourg 3.73 2.07
Mexico 2.59 1.43
Cayman Islands 2.52 1.88
Ireland 2.33 1.06
Canada 2.03 1.77
Hungary 2.02 0.26
United Kingdom 1.96 2.03
South Korea 1.87 0.27
Uruguay 1.58 0.14
As of 12/31/2013
Country breakdown data is calculated only using the long position holdings of the portfolio.

Bond Maturity Breakdown

 

FSGCX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
1 to 3 Years 12.86 14.27
3 to 5 Years 17.02 11.76
5 to 7 Years 25.33 23.51
7 to 10 Years 23.04 15.52
10 to 15 Years 5.77 4.27
15 to 20 Years 1.46 1.36
20 to 30 Years 10.02 18.92
Over 30 Years 4.50 10.40
As of 12/31/2013

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