Benchmark Morningstar Category
Intermediate-Term Bond

Asset Allocation

 

PTTRX


Asset Distribution
 
  Type %
Net
%
Short
%
Long
Bench-
mark
Cat
Avg
As of 12/31/2013
Cash -151.55 174.68 23.12 -1.27
Stock 0.31 0.00 0.31 0.20
Bond 249.82 8.38 258.20 98.12
Other 1.42 0.07 1.49 2.96
 

Style Details

 

PTTRX

Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of 03/31/2010
2013 249.82
2012 146.60
2011 220.10
2010 120.99
2009 89.89
 
Bond Statistics
Detail Value
As of 03/31/2010, *As of 12/31/2013
Average Effective Duration (Years)* 5.37
Average Effective Maturity (Years)* 6.04
Average Credit Quality Not Rated
Average Weighted Coupon* 3.19
Average Weighted Price* 162.39
Credit Quality
Type % Bonds Benchmark Category Avg Bond Weight Benchmark Weight Category Avg Weight
AAA 50.34
AA 6.44
A 16.66
BBB 20.76
BB 2.54
B 1.99
Below B 0.57
Not Rated 0.70
As of 03/31/2010
Credit Quality is calculated only using the long position holdings of the portfolio.

Sector Weightings

 

PTTRX

Fixed-Income Sectors
Type % Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
Government 71.12 33.59
U.S. Treasury 7.66 14.89
U.S. Treasury Inflation-Protected 4.36 1.74
U.S. Agency 1.42 1.74
Non-U.S. Government 2.14 2.55
Other Government Related 55.54 12.67
       
Corporate 3.50 25.81
Corporate Bond 3.13 24.99
Bank Loan 0.32 0.05
Convertible 0.00 0.11
Preferred 0.04 0.67
       
Securitized 12.96 27.70
Agency MBS Pass-Through 9.00 11.08
Agency MBS ARM 0.02 0.10
Agency MBS CMO 0.28 2.27
Non-Agency Residential MBS 1.72 2.41
Commercial MBS 1.05 8.40
Asset-Backed 0.89 3.43
Covered Bond 0.00 0.00
       
Municipal 1.40 1.08
       
Cash & Equivalents 8.11 11.30
       
Other 2.92 0.52
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 42.92 14.30
0% to 4% 38.20 55.58
4% to 6% 15.41 18.05
6% to 8% 2.05 11.34
8% to 10% 0.95 0.59
10% to 12% 0.46 0.10
More than 12% 0.01 0.04
As of 12/31/2013
Sector data is calculated only using the long position holdings of the portfolio.

Top 10 Country Breakdown

 

PTTRX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
United States 93.43 88.62
Canada 1.98 1.47
United Kingdom 1.56 1.65
Brazil 0.94 0.35
Cayman Islands 0.68 1.14
Netherlands 0.20 0.88
South Korea 0.20 0.17
Luxembourg 0.18 0.41
Mexico 0.14 0.61
Ireland 0.12 0.19
As of 12/31/2013
Country breakdown data is calculated only using the long position holdings of the portfolio.

Bond Maturity Breakdown

 

PTTRX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
1 to 3 Years 60.57 14.83
3 to 5 Years 15.23 20.73
5 to 7 Years 1.73 2.97
7 to 10 Years 3.06 24.13
10 to 15 Years 3.24 3.11
15 to 20 Years 1.57 2.76
20 to 30 Years 9.50 26.92
Over 30 Years 5.12 4.55
As of 12/31/2013

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