Portfolio Statistics

Assets

Total Fund AssetsAs of 08/31/2020 (updated monthly) $5,004.8 (M)
Net Assets - Class A As of 08/31/2020 (updated monthly) $3,942.2 (M)

Positions As of 08/31/2020

Equity

Market CapitalizationAs of 08/31/2020 (updated monthly) $2,108.00(M)
Price to Cash FlowAs of 08/31/2020 (updated monthly) 0.35

FIXED INCOME VS. Bloomberg Barclays US Aggregate Index

Fund Benchmark
Average Duration [further-information] As of 08/31/2020 (updated monthly) 7.61 Year(s) 6.00 Year(s)
Average Weighted Maturity [further-information] As of 08/31/2020 (updated monthly) 8.38 Year(s) 7.97 Year(s)

Portfolio Details

Asset Allocation [further-information] As of 08/31/2020 - Market Value

[name] [value]
Fixed Income 111.54%
Equity 0.12%
Cash & Cash Equivalents -11.66%

CREDIT QUALITY EXPOSURE [further-information] As of 07/31/2020 - Notional Exposure

[name] [value]
Investment Grade 97.60%
Below Investment Grade 11.96%
Not Rated 2.78%
N/A 0%
Cash & Cash Equivalents -10.44%
Investment Grade 97.60%
AAA 39.10%
AA 8.75%
A 17.97%
BBB 31.78%
Below Investment Grade 11.96%
BB 5.33%
B 5.37%
CCC 1.18%
CC 0.05%
C 0.00%
D 0.03%
Not Rated 2.78%
N/A 0.00%
Cash & Cash Equivalents -10.44%

SECTOR EXPOSURE [further-information] As of 08/31/2020 - Notional Exposure

Investment Grade Corporates 37.60%
Interest Rate Derivatives 26.83%
Agency Mortgage-Backed Securities 19.17%
Collateralized Loan Obligation 11.75%
U.S. Treasuries 11.18%
Residential Mortgage-Backed Securities 10.83%
Non-Local Currency Emerging Market Bonds 5.42%
Treasury Inflation-Protected Securities 5.34%
High Yield Corporates 4.63%
Municipal Bonds 3.74%
Bank Loans 3.07%
Marketplace Loans 1.94%
Non-US Developed Bonds 1.33%
Local Currency Emerging Market Bonds 1.30%
Commercial Mortgage-Backed Securities 0.34%
Asset-Backed Securities 0.13%
Currency Derivatives -0.52%
Cash & Cash Equivalents -11.66%
Other 0.17%