Portfolio Statistics

Assets

Total Fund AssetsAs of 12/31/2020 (updated monthly) $2,688.4 (M)
Net Assets - Class R

PositionsAs of 12/31/2020

Equity

Market CapitalizationAs of 12/31/2020 (updated monthly) $666.11(M)
P/E Ratio (12-mo Trailing)
P/E Ratio (12-mo Forward)
Price to Cash FlowAs of 12/31/2020 (updated monthly) 0.46

FIXED INCOME VS. Bloomberg Barclays US Government & Credit (1-3 Year) Index

Fund Benchmark
Average Duration [further-information] As of 12/31/2020 (updated monthly) 2.04 Year(s) 1.84 Year(s)
Average Weighted Maturity [further-information] As of 12/31/2020 (updated monthly) 3.24 Year(s) 1.87 Year(s)

Portfolio Details

Asset Allocation [further-information] As of 12/31/2020 - Market Value

[name] [value]
Fixed Income 94.66%
Cash & Cash Equivalents 5.29%
Equity 0.05%

CREDIT QUALITY EXPOSURE [further-information] As of 12/31/2020 - Notional Exposure

AAA 38.74%
AA 16.49%
A 14.64%
BBB 12.56%
BB 3.82%
B 5.28%
CCC 0.79%
D 0.08%
Not Rated 2.99%
Not Applicable 0.82%
Cash & Cash Equivalents 5.29%

CURRENCY EXPOSURE [further-information] As of 12/31/2020 - Notional Exposure

Expand All | Collapse All
100.22%
0.34%
0.00%
-0.13%
-0.43%

GEOGRAPHIC EXPOSURE [further-information] As of 12/31/2020 - Notional Exposure

Expand All | Collapse All
112.52%
Cash & Cash Equivalents 5.29%
4.16%
3.63%
1.64%
Latin America/Caribbean 1.38%
Middle-East/Africa 0.55%
Supranational 0.17%
Currency Derivatives -0.03%


Maturity Breakdown [further-information] As of 12/31/2020 - Market Value

[name] [value]
N/A 0.05%
0 to 1 Year 12.77%
1 to 2 Years 22.25%
2 to 3 Years 23.89%
3 to 5 Years 20.85%
5 to 7 Years 15.71%
7 to 10 Years 3.29%
10 to 15 Years 0.32%
15 to 20 Years 0.31%
20 to 30 Years 0.56%

SECTOR EXPOSURE [further-information] As of 12/31/2020 - Notional Exposure

Interest Rate Derivatives 25.58%
U.S. Treasuries 20.49%
Investment Grade Corporates 18.46%
Residential Mortgage-Backed Securities 17.82%
Collateralized Loan Obligation 13.08%
Municipal Bonds 3.90%
Bank Loans 3.80%
Treasury Inflation-Protected Securities 3.45%
Non-Local Currency Emerging Market Bonds 3.19%
High Yield Corporates 2.92%
Agency Mortgage-Backed Securities 2.82%
Non-US Developed Bonds 2.53%
Marketplace Loans 2.52%
Commercial Mortgage-Backed Securities 2.43%
Asset-Backed Securities 0.86%
Covered Bonds 0.26%
Local Currency Emerging Market Bonds 0.23%
Currency Derivatives -0.38%
Cash & Cash Equivalents 5.29%
Other 0.05%