Portfolio Statistics

Assets

Total Fund AssetsAs of 12/31/2019 (updated monthly) $3,398.5 (M)
Net Assets - Class R

PositionsAs of 12/31/2019

Total Positions 1006

Equity

Market CapitalizationAs of 12/31/2019 (updated monthly) $551.42(M)
P/E Ratio (12-mo Trailing)
P/E Ratio (12-mo Forward)
Price to Cash FlowAs of 12/31/2019 (updated monthly) 3.94

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

Fund Benchmark
Average Duration [further-information] As of 12/31/2019 (updated monthly) 1.88 Year(s) 1.87 Year(s)
Average Weighted Maturity [further-information] As of 12/31/2019 (updated monthly) 3.90 Year(s) 1.93 Year(s)

Portfolio Details

Asset Allocation [further-information] As of 12/31/2019 - Market Value

[name] [value]
Fixed Income 98.56%
Cash & Cash Equivalents 1.42%
Equity 0.02%

CREDIT QUALITY EXPOSURE [further-information] As of 12/31/2019 - Notional Exposure

AAA 40.14%
AA 14.57%
A 16.10%
BBB 17.83%
BB 6.90%
B 5.11%
CCC 0.19%
CC 0.18%
C 0.00%
D 0.05%
NR 1.95%
N/A 1.85%
Cash & Cash Equivalents 1.42%

CURRENCY EXPOSURE [further-information] As of 12/31/2019 - Notional Exposure

Expand All | Collapse All
98.98%
0.66%
0.34%
0.23%
-0.20%

GEOGRAPHIC EXPOSURE [further-information] As of 12/31/2019 - Notional Exposure

Expand All | Collapse All
110.58%
5.07%
4.51%
4.23%
Latin America/Caribbean 1.71%
Middle-East/Africa 1.58%
Cash & Cash Equivalents 1.42%
Supranational 0.12%
Currency Derivatives -0.03%


Maturity Breakdown [further-information] As of 12/31/2019 - Market Value

No chart available for this data.
[name] [value]
N/A 1.12%
0 to 1 Year 14.00%
1 to 2 Years 22.69%
2 to 3 Years 18.63%
3 to 5 Years 19.49%
5 to 7 Years 14.66%
7 to 10 Years 3.02%
10 to 15 Years 3.77%
15 to 20 Years 0.69%
20 to 30 Years 1.92%

SECTOR EXPOSURE [further-information] As of 12/31/2019 - Notional Exposure

Residential Mortgage-Backed Securities 26.05%
Interest Rate Derivatives 21.41%
Collateralized Loan Obligation 17.82%
Investment Grade Corporates 17.08%
U.S. Treasuries 7.52%
Treasury Inflation-Protected Securities 6.10%
Bank Loans 5.14%
Non-Local Currency Emerging Market Bonds 4.47%
Asset-Backed Securities 3.95%
Other 19.66%