Portfolio Statistics

Assets

Total Fund AssetsAs of 12/31/2019 (updated monthly) $4,492.9 (M)
Net Assets - Class R As of 12/31/2019 (updated monthly) $76.1 (M)

Positions As of 12/31/2019

Equity

FIXED INCOME VS. Bloomberg Barclays US Aggregate Index

Fund Benchmark
Average Duration [further-information] As of 12/31/2019 (updated monthly) 3.85 Year(s) 5.87 Year(s)
Average Weighted Maturity [further-information] As of 12/31/2019 (updated monthly) 5.71 Year(s) 7.98 Year(s)

Portfolio Details

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

[name] [value]
Fixed Income 98.26%
Cash & Cash Equivalents 0.88%
Equity 0.85%

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

[name] [value]
US Dollar 97.44%
Japanese Yen 4.24%
Norwegian Krone 1.71%
Chinese Yuan 0.86%
Indonesian Rupiah 0.64%
South African Rand 0.51%
Colombian Peso 0.49%
Uruguayan Peso 0.49%
Dominican Peso 0.37%
Mexican Peso 0.35%
Brazilian Real 0.27%
Turkish Lira 0.23%
Swedish Krona 0.00%
South Korean Won -0.33%
New Zealand Dollar -0.46%
Canadian Dollar -1.28%
Australian Dollar -1.35%
Chinese Renminbi -2.03%
Euro -2.16%

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

High Yield Corporates 18.14%
Residential Mortgage-Backed Securities 12.85%
Local Currency Emerging Market Bonds 12.35%
Collateralized Loan Obligation 11.48%
Bank Loans 9.88%
Agency Mortgage-Backed Securities 8.28%
Investment Grade Corporates 8.27%
Interest Rate Derivatives 7.39%
Municipal Bonds 4.81%
Non-US Developed Bonds 4.39%
Treasury Inflation-Protected Securities 3.99%
Non-Local Currency Emerging Market Bonds 3.46%
Asset-Backed Securities 2.42%
Marketplace Loans 2.11%
Commercial Mortgage-Backed Securities 1.95%
U.S. Treasuries 0.41%
Covered Bonds 0.10%
Currency Derivatives -0.22%
Cash & Cash Equivalents 0.88%
Other 0.87%