Portfolio Statistics

Assets

Total Fund AssetsAs of 07/31/2020 (updated monthly) $4,929.7 (M)
Net Assets - Class A As of 06/30/2020 (updated monthly) $3,742.6 (M)

Positions As of 06/30/2020

Equity

Market CapitalizationAs of 06/30/2020 (updated monthly) $2,296.70(M)
Price to Cash FlowAs of 06/30/2020 (updated monthly) 3.10

FIXED INCOME VS. Bloomberg Barclays US Aggregate Index

Fund Benchmark
Average Duration [further-information] As of 06/30/2020 (updated monthly) 7.56 Year(s) 5.97 Year(s)
Average Weighted Maturity [further-information] As of 06/30/2020 (updated monthly) 8.43 Year(s) 7.97 Year(s)

Portfolio Details

Asset Allocation [further-information] As of 06/30/2020 - Market Value

[name] [value]
Fixed Income 112.30%
Equity 0.12%
Cash & Cash Equivalents -12.42%

SECTOR EXPOSURE [further-information] As of 06/30/2020 - Notional Exposure

Investment Grade Corporates 38.80%
Interest Rate Derivatives 29.07%
Agency Mortgage-Backed Securities 20.28%
Residential Mortgage-Backed Securities 12.77%
Collateralized Loan Obligation 12.01%
Treasury Inflation-Protected Securities 7.04%
Non-Local Currency Emerging Market Bonds 5.51%
High Yield Corporates 4.89%
Municipal Bonds 4.66%
U.S. Treasuries 3.80%
Bank Loans 3.36%
Marketplace Loans 2.13%
Non-US Developed Bonds 1.37%
Local Currency Emerging Market Bonds 1.32%
Commercial Mortgage-Backed Securities 0.35%
Asset-Backed Securities 0.00%
Currency Derivatives -0.43%
Cash & Cash Equivalents -12.42%
Other 0.17%