Portfolio Statistics

Assets

Total Fund AssetsAs of 08/31/2019 (updated monthly) $63.2 (M)
Net Assets - Advisor ClassAs of 08/31/2019 (updated monthly) $11.0 (M)
Average Duration [further-information] As of 09/30/2019 (updated monthly) 2.73 Year(s)
Average Weighted Maturity [further-information] As of 09/30/2019 (updated monthly) 4.13 Year(s)

Positions As of 09/30/2019

Portfolio Details

Asset Allocation [further-information] As of 09/30/2019 - Market Value

[name] [value]
Fixed Income 101.67%
Cash & Cash Equivalents -1.67%

Quality Breakdown [further-information] As of 09/30/2019 - Market Value

[name] [value]
Investment Grade 96.64%
Below Investment Grade 4.06%
Not Rated 0.97%
Cash & Cash Equivalents -1.67%
Investment Grade 96.64%
AAA 84.96%
AA 4.65%
A 3.80%
BBB 3.23%
Below Investment Grade 4.06%
BB 2.56%
B 0.84%
CCC 0.50%
CC 0.03%
D 0.13%
Not Rated 0.97%
Not Rated 0.98%
N/A -0.01%
Cash & Cash Equivalents -1.67%

SECTOR EXPOSURE [further-information] As of 09/30/2019 - Notional Exposure

[name] [value]
Agency Mortgage-Backed Securities 73.51%
Residential Mortgage-Backed Securities 22.87%
Interest Rate Derivatives 12.41%
Commercial Mortgage-Backed Securities 4.31%
U.S. Treasuries 0.81%
Investment Grade Corporates 0.17%
High Yield Corporates 0.00%
Cash & Cash Equivalents -1.67%

TOP TEN HOLDINGSAs of 09/30/2019

54.00%
Other
0% 100%
[holdings-table-heading]
FNMA, 3.50%, 4/01/48 9.23%
GNMA, II, SF, 3.50%, 10/1/49 8.12%
FNMA, 3.00%, 11/01/48 6.80%
FHLMC, 3.50%, 12/01/47 6.70%
FNMA, 3.00%, 9/1/48 5.48%
FHLMC, 4.00%, 4/01/48 5.28%
FHLMC, 3%, 10/01/2049 4.25%
FNMA, 4%, 10/01/2047 3.09%
FNMA, 4.50%, 11/01/47 2.66%
FNMA, 4.50%, 5/01/48 2.39%