Benchmark Morningstar Category
Intermediate-Term Bond

Asset Allocation

 

TATBX


Asset Distribution
 
  Type %
Net
%
Short
%
Long
Bench-
mark
Cat
Avg
As of 02/28/2014
Cash 6.72 0.06 6.78 -1.27
US Stock 0.00 0.00 0.00 0.10
Non US Stock 0.00 0.00 0.00 0.09
Bond 91.80 13.84 105.64 98.12
Other 1.48 0.08 1.56 2.96
 

Style Details

 

TATBX

Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of 03/31/2008
2014 91.80
2013 91.42
2012 74.03
2011 95.28
2010 83.25
 
Bond Statistics
Detail Value
As of 03/31/2008, *As of 02/28/2014
Average Effective Duration (Years)*
Average Effective Maturity (Years)*
Average Credit Quality Not Rated
Average Weighted Coupon*
Average Weighted Price*
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 03/31/2008
Credit Quality is calculated only using the long position holdings of the portfolio.

Sector Weightings

 

TATBX

Fixed-Income Sectors
Type % Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
Government 69.52 33.59
U.S. Treasury 12.37 14.89
U.S. Treasury Inflation-Protected 3.16 1.74
U.S. Agency 0.00 1.74
Non-U.S. Government 2.85 2.55
Other Government Related 51.14 12.67
       
Corporate 6.96 25.81
Corporate Bond 6.96 24.99
Bank Loan 0.00 0.05
Convertible 0.00 0.11
Preferred 0.00 0.67
       
Securitized 13.01 27.70
Agency MBS Pass-Through 9.93 11.08
Agency MBS ARM 0.00 0.10
Agency MBS CMO 0.80 2.27
Non-Agency Residential MBS 0.92 2.41
Commercial MBS 0.18 8.40
Asset-Backed 1.18 3.43
Covered Bond 0.00 0.00
       
Municipal 1.78 1.08
       
Cash & Equivalents 6.02 11.30
       
Other 2.70 0.52
As of 02/28/2014
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 63.87 14.30
0% to 4% 26.47 55.58
4% to 6% 5.82 18.05
6% to 8% 3.34 11.34
8% to 10% 0.10 0.59
10% to 12% 0.41 0.10
More than 12% 0.00 0.04
As of 02/28/2014
Sector data is calculated only using the long position holdings of the portfolio.

Top 10 Country Breakdown

 

TATBX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
United States 88.78 88.62
Spain 3.72 0.38
Italy 2.92 0.39
United Kingdom 0.97 1.65
Australia 0.96 0.51
Japan 0.61 0.23
British Virgin Islands 0.59 0.10
Norway 0.53 0.21
Brazil 0.52 0.35
Canada 0.38 1.47
As of 02/28/2014
Country breakdown data is calculated only using the long position holdings of the portfolio.

Bond Maturity Breakdown

 

TATBX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
1 to 3 Years 55.22 14.83
3 to 5 Years 16.95 20.73
5 to 7 Years 6.14 2.97
7 to 10 Years 2.80 24.13
10 to 15 Years 1.92 3.11
15 to 20 Years 0.12 2.76
20 to 30 Years 15.77 26.92
Over 30 Years 1.08 4.55
As of 02/28/2014

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