Portfolio Statistics

Assets

Total Fund AssetsAs of 02/29/2020 (updated monthly) $4,451.8 (M)
Net Assets - Class R As of 02/29/2020 (updated monthly) $74.1 (M)

Positions As of 02/29/2020

Equity

FIXED INCOME VS. Bloomberg Barclays US Aggregate Index

Fund Benchmark
Average Duration [further-information] As of 02/29/2020 (updated monthly) 3.25 Year(s) 5.79 Year(s)
Average Weighted Maturity [further-information] As of 02/29/2020 (updated monthly) 5.49 Year(s) 7.82 Year(s)

Portfolio Details

Asset Allocation [further-information] As of 02/29/2020 - Market Value

[name] [value]
Fixed Income 100.20%
Equity 0.83%
Cash & Cash Equivalents -1.04%

CURRENCY EXPOSURE [further-information] As of 02/29/2020 - Notional Exposure

[name] [value]
US Dollar 94.98%
Japanese Yen 5.23%
Norwegian Krone 2.05%
South African Rand 0.73%
Indonesian Rupiah 0.67%
Uruguayan Peso 0.51%
Colombian Peso 0.47%
Dominican Peso 0.35%
Mexican Peso 0.34%
Turkish Lira 0.22%
Chinese Yuan 0.02%
Brazilian Real 0.01%
South Korean Won 0.00%
Swedish Krona 0.00%
New Zealand Dollar -0.43%
Chinese Renminbi -0.58%
Canadian Dollar -0.98%
Australian Dollar -1.01%
Euro -2.59%

SECTOR EXPOSURE [further-information] As of 02/29/2020 - Notional Exposure

High Yield Corporates 21.21%
Non-Local Currency Emerging Market Bonds 14.10%
Interest Rate Derivatives 13.71%
Residential Mortgage-Backed Securities 13.10%
Collateralized Loan Obligation 10.88%
Treasury Inflation-Protected Securities 10.30%
Bank Loans 9.91%
Investment Grade Corporates 8.50%
Agency Mortgage-Backed Securities 8.41%
Municipal Bonds 5.20%
Non-US Developed Bonds 3.10%
Marketplace Loans 2.62%
Local Currency Emerging Market Bonds 2.47%
Asset-Backed Securities 2.35%
U.S. Treasuries 0.90%
Currency Derivatives 0.19%
Commercial Mortgage-Backed Securities 0.11%
Covered Bonds 0.10%
Cash & Cash Equivalents -1.04%
Other 0.85%