Portfolio Statistics

Assets

Total Fund AssetsAs of 06/30/2020 (updated monthly) $65.0 (M)
Net Assets - Advisor ClassAs of 05/31/2020 (updated monthly) $9.6 (M)
Average Duration [further-information] As of 06/30/2020 (updated monthly) 2.07 Year(s)
Average Weighted Maturity [further-information] As of 06/30/2020 (updated monthly) 3.32 Year(s)

Positions As of 06/30/2020

Portfolio Details

Asset Allocation [further-information] As of 06/30/2020 - Market Value

[name] [value]
Fixed Income 95.29%
Cash & Cash Equivalents 4.71%

Quality Breakdown [further-information] As of 06/30/2020 - Market Value

[name] [value]
Investment Grade 92.31%
Below Investment Grade 2.19%
Not Rated 0.79%
N/A 0%
Cash & Cash Equivalents 4.71%
Investment Grade 92.31%
AAA 84.80%
AA 2.23%
A 2.56%
BBB 2.72%
Below Investment Grade 2.19%
BB 1.41%
B 0.22%
CCC 0.56%
D 0.00%
Not Rated 0.79%
N/A 0.00%
Cash & Cash Equivalents 4.71%

SECTOR EXPOSURE [further-information] As of 06/30/2020 - Notional Exposure

[name] [value]
Agency Mortgage-Backed Securities 73.89%
Residential Mortgage-Backed Securities 18.62%
Cash & Cash Equivalents 4.71%
Interest Rate Derivatives 1.97%
Commercial Mortgage-Backed Securities 1.58%
U.S. Treasuries 0.87%
Investment Grade Corporates 0.17%
Municipal Bonds 0.16%
High Yield Corporates 0.00%

TOP TEN HOLDINGSAs of 06/30/2020

46.40%
Other
0% 100%
[holdings-table-heading]
FNMA, 2.50%, 6/01/50 7.39%
FNMA, 4.00%, 11/01/45 7.07%
FNMA, 3.00%, 11/01/48 5.89%
FNMA, 3.00%, 9/1/48 4.74%
FNMA, 3.50%, 8/01/49 4.44%
FNMA, 3.50%, 9/01/49 4.27%
FHLMC, 3.50%, 7/01/49 4.22%
FNMA, 3.00%, 3/01/50 3.18%
FHLMC, 4.50%, 7/01/49 2.79%
FNMA, 2.50%, 06/01/2035 2.41%