Portfolio Statistics

Assets

Total Fund AssetsAs of 10/31/2019 (updated monthly) $62.3 (M)
Net Assets - Advisor ClassAs of 10/31/2019 (updated monthly) $10.6 (M)
Average Duration [further-information] As of 10/31/2019 (updated monthly) 2.85 Year(s)
Average Weighted Maturity [further-information] As of 10/31/2019 (updated monthly) 4.15 Year(s)

Positions As of 10/31/2019

Portfolio Details

Asset Allocation [further-information] As of 10/31/2019 - Market Value

[name] [value]
Fixed Income 100.10%
Cash & Cash Equivalents -0.10%

Quality Breakdown [further-information] As of 10/31/2019 - Market Value

[name] [value]
Investment Grade 95.17%
Below Investment Grade 4.01%
Not Rated 0.94%
Cash & Cash Equivalents -0.10%
Investment Grade 95.17%
AAA 84.33%
AA 4.60%
A 3.46%
BBB 2.78%
Below Investment Grade 4.01%
BB 2.94%
B 0.43%
CCC 0.50%
D 0.14%
Not Rated 0.94%
Not Rated 0.95%
N/A -0.01%
Cash & Cash Equivalents -0.10%

SECTOR EXPOSURE [further-information] As of 10/31/2019 - Notional Exposure

[name] [value]
Agency Mortgage-Backed Securities 72.84%
Residential Mortgage-Backed Securities 22.30%
Interest Rate Derivatives 12.48%
Commercial Mortgage-Backed Securities 3.98%
U.S. Treasuries 0.81%
Investment Grade Corporates 0.18%
High Yield Corporates 0.00%
Cash & Cash Equivalents -0.10%

TOP TEN HOLDINGSAs of 11/30/2019

49.59%
Other
0% 100%
[holdings-table-heading]
GNMA II, SF, 3.50%, 11/01/49 15.10%
FNMA, 3.00%, 11/01/48 6.71%
FNMA, 3.00%, 10/01/49 5.49%
FNMA, 3.00%, 9/1/48 5.41%
GNMA II, SF, 3.5%, 10/20/2049 4.03%
FNMA, 2.50%, 12/1/34 2.62%
FHLMC, 3.00%, 12/01/49 2.57%
FNMA, 3.00%, 12/01/49 2.57%
FNMA, 4.50%, 11/01/47 2.57%
GNMA II, SF, 3.50%, 4/20/49 2.52%