Benchmark Morningstar Category
World Bond

Asset Allocation

 

TGBAX


Asset Distribution
 
  Type %
Net
%
Short
%
Long
Bench-
mark
Cat
Avg
As of 03/31/2015
Cash 52.54 5.12 57.67 0.00 22.58
US Stock 0.00 0.00 0.00 0.00 0.00
Non US Stock 0.00 0.00 0.00 0.00 0.06
Bond 45.74 0.00 45.74 100.00 76.90
Other 1.72 1.26 2.98 0.00 0.47
 

Style Details

 

TGBAX

Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of 03/31/2015
2015 45.74
2014 49.90
2013 60.85
2012 47.01
2011 50.62
 
Bond Statistics
Detail Value
As of 03/31/2015, *As of 03/31/2015
Average Effective Duration (Years)* 0.15
Average Effective Maturity (Years)* 2.47
Average Credit Quality BBB
Average Weighted Coupon* 5.25
Average Weighted Price*
Credit Quality
Type % Bonds Benchmark Category Avg Bond Weight Benchmark Weight Category Avg Weight
AAA 5.16 24.07
AA 19.07 17.70
A 37.65 18.42
BBB 16.91 24.51
BB 14.78 7.41
B 2.65 4.17
Below B 2.73 1.40
Not Rated 1.04 2.31
As of 03/31/2015
Credit Quality is calculated only using the long position holdings of the portfolio.

Sector Weightings

 

TGBAX

Fixed-Income Sectors
Type % Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
Government 52.09 48.78
Government 51.66 34.99
Agency/Quasi-Agency 0.03 2.61
Supranational 0.39 0.87
Other Government Related 0.00 10.31
       
Corporate 0.58 16.05
Corporate Bond 0.58 15.83
Bank Loan 0.00 0.01
Convertible 0.00 0.16
Preferred 0.00 0.05
       
Securitized 0.00 6.10
Agency Mortgage-Backed 0.00 1.14
Non-Agency Residential MBS 0.00 0.73
Commercial MBS 0.00 3.32
Asset-Backed 0.00 0.91
Covered Bond 0.00 0.00
       
Municipal 0.00 0.64
       
Cash & Equivalents 47.33 28.02
       
Other 0.00 0.42
As of 03/31/2015
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% 1.45 11.32
0% to 4% 33.85 0.00 45.81
4% to 6% 21.06 0.00 26.80
6% to 8% 26.46 0.00 9.38
8% to 10% 13.84 0.00 6.10
10% to 12% 2.48 0.00 0.26
More than 12% 0.86 0.00 0.34
As of 03/31/2015
Sector data is calculated only using the long position holdings of the portfolio.

Top 10 Country Breakdown

 

TGBAX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
Hungary 18.02 1.62
Poland 11.59 1.20
Brazil 9.94 2.38
India 7.62 1.23
South Korea 7.30 1.56
Portugal 6.82 0.94
Mexico 6.75 4.84
Indonesia 6.63 1.41
Ukraine 4.67 0.27
Ireland 4.21 1.17
As of 03/31/2015
Country breakdown data is calculated only using the long position holdings of the portfolio.

Bond Maturity Breakdown

 

TGBAX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
1 to 3 Years 33.41 22.07
3 to 5 Years 13.19 7.47
5 to 7 Years 14.54 24.44
7 to 10 Years 28.59 16.90
10 to 15 Years 6.82 6.48
15 to 20 Years 3.06 3.41
20 to 30 Years 0.00 15.10
Over 30 Years 0.38 4.13
As of 03/31/2015

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