Portfolio Statistics

Assets

Total Fund AssetsAs of 03/31/2020 (updated monthly) $61,087.8 (M)
Net Assets - Class A As of 02/29/2020 (updated monthly) $8,383.6 (M)

PositionsAs of 03/31/2020

Bonds 100
Convertibles 41
Equities 66
Number of Issuers 165
Total Positions 373

Equity VS. Blended 50% MSCI USA High Dividend Yield Index + 25% Bloomberg Barclays High Yield Very Liquid Index + 25% Bloomberg Barclays US Aggregate Index

Fund Benchmark
Market Capitalization As of 03/31/2020 (updated monthly) $186,244.25(M) $130,853.35(M)
P/B Ratio As of 03/31/2020 (updated monthly) 1.57 2.83
P/E Ratio (12-mo Trailing) As of 03/31/2020 (updated monthly) 13.38 15.02
P/E Ratio (12-mo Forward)As of 02/29/2020 (updated monthly) 13.77
Price to Cash Flow As of 03/31/2020 (updated monthly) 6.41 8.97

FIXED INCOME VS. Blended 50% MSCI USA High Dividend Yield Index + 25% Bloomberg Barclays High Yield Very Liquid Index + 25% Bloomberg Barclays US Aggregate Index

Fund Benchmark
Average Duration [further-information] As of 03/31/2020 (updated monthly) 3.27 Year(s) 4.54 Year(s)
Average Weighted Maturity [further-information] As of 03/31/2020 (updated monthly) 4.28 Year(s)

Portfolio Details

Asset Allocation [further-information] As of 03/31/2020 - Market Value

[name] [value]
Fixed Income 46.73%
Equity 30.76%
Convertibles/Equity-Linked Notes 20.24%
Cash & Cash Equivalents 2.27%

Quality Breakdown [further-information] As of 03/31/2020 - Market Value

AAA 11.51%
AA 0.15%
A+ 0.09%
A 0.71%
A- 0.53%
BBB+ 1.24%
BBB 4.63%
BBB- 1.94%
BB+ 2.28%
BB 1.69%
BB- 1.60%
B+ 1.48%
B 5.15%
B- 5.02%
CCC+ 3.11%
CCC 1.10%
CCC- 0.15%
CC 3.07%
C 1.06%
NR 0.23%
N/A 0.03%

Quality Breakdown [further-information] As of 03/31/2020 - Market Value

[name] [value]
Investment Grade 20.79%
Below Investment Grade 25.70%
Not Rated 0.26%
Investment Grade 20.79%
AAA 11.51%
AA 0.15%
A 1.33%
BBB 7.80%
Below Investment Grade 25.70%
BB 5.57%
B 11.65%
CCC 4.35%
CC 3.07%
C 1.06%
Not Rated 0.26%
Not Rated 0.23%
N/A 0.03%

CURRENCY DISTRIBUTION [further-information] As of 03/31/2020 - Market Value

Expand All | Collapse All
100.00%

sector breakdown [further-information] As of 03/31/2020 - Market Value

[name] [value]
Fixed Income 46.73%
Information Technology 8.17%
Health Care 7.83%
Financials 7.25%
Utilities 4.98%
Energy 4.46%
Communication Services 4.10%
Industrials 3.78%
Consumer Discretionary 3.56%
Other 9.14%

TOP TEN HOLDINGSAs of 03/31/2020

32.40%
Other
0% 100%
[holdings-table-heading]
GOVERNMENT OF THE UNITED STATES OF AMERICA 8.58%
COMMUNITY HEALTH SYSTEMS INC 5.69%
TENET HEALTHCARE CORP 3.09%
T-MOBILE US INC 2.61%
JPMORGAN CHASE & CO 2.49%
BANK OF AMERICA CORP 2.35%
INTEL CORP 2.05%
THE SOUTHERN CO 1.95%
BRISTOL-MYERS SQUIBB CO 1.80%
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1.79%

Market Capitalization BreakdownAs of 03/31/2020

[name] [value]
<2.0 Billion 1.70%
2.0-5.0 Billion 3.08%
5.0-10.0 Billion 1.64%
10.0-25.0 Billion 5.33%
25.0-50.0 Billion 12.30%
>50.0 Billion 72.53%
N/A 3.41%