Benchmark Morningstar Category
Bank Loan

Asset Allocation

 

PSRWX


Asset Distribution
 
  Type %
Net
%
Short
%
Long
Bench-
mark
Cat
Avg
As of 03/31/2014
Cash 6.50 7.11 13.60 6.51
US Stock 0.00 0.00 0.00 0.25
Non US Stock 0.00 0.00 0.00 0.02
Bond 91.61 0.00 91.61 91.72
Other 1.89 0.00 1.89 1.50
 

Style Details

 

PSRWX

Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of date not available
2014 91.61
2013 91.11
2012 92.52
2011 91.40
 
Bond Statistics
Detail Value
As of date not available, *As of 03/31/2014
Average Effective Duration (Years)* 1.04
Average Effective Maturity (Years)* 5.04
Average Credit Quality Not Rated
Average Weighted Coupon* 4.33
Average Weighted Price* 100.59
Credit Quality
Type % Bonds Benchmark Category Avg Bond Weight Benchmark Weight Category Avg Weight
AAA -0.10
AA 0.35
A 0.70
BBB 0.83
BB 36.72
B 57.83
Below B 1.88
Not Rated 1.78
As of date not available
Credit Quality is calculated only using the long position holdings of the portfolio.

Sector Weightings

 

PSRWX

Fixed-Income Sectors
Type % Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
Government 0.00 2.68
       
Corporate 85.02 89.06
Corporate Bond 7.41 12.31
Bank Loan 77.62 76.71
Convertible 0.00 0.01
Preferred 0.00 0.02
       
Securitized 0.13 0.61
Agency Mortgage-Backed 0.00 0.01
Non-Agency Residential MBS 0.00 0.04
Commercial MBS 0.13 0.04
Asset-Backed 0.00 0.51
Covered Bond 0.00 0.00
       
Municipal 0.00 0.02
       
Cash & Equivalents 12.93 7.62
       
Other 1.92 0.01
As of 03/31/2014
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 0.40
0% to 4% 53.25 78.14
4% to 6% 38.33 9.96
6% to 8% 6.03 6.85
8% to 10% 2.04 3.10
10% to 12% 0.35 0.38
More than 12% 0.00 1.17
As of 03/31/2014
Sector data is calculated only using the long position holdings of the portfolio.

Top 10 Country Breakdown

 

PSRWX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
United States 82.76 90.02
Netherlands 5.05 0.51
Luxembourg 3.19 2.02
Canada 2.88 1.66
Japan 1.66 0.12
United Kingdom 1.59 1.51
Cayman Islands 1.41 2.62
Ireland 0.91 0.13
Singapore 0.56 0.00
As of 03/31/2014
Country breakdown data is calculated only using the long position holdings of the portfolio.

Bond Maturity Breakdown

 

PSRWX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
1 to 3 Years 7.78 15.18
3 to 5 Years 25.11 35.92
5 to 7 Years 60.16 46.28
7 to 10 Years 6.88 1.91
10 to 15 Years 0.07 0.49
15 to 20 Years 0.00 0.02
20 to 30 Years 0.00 0.08
Over 30 Years 0.00 0.11
As of 03/31/2014

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