Portfolio Statistics

Assets

Total Fund AssetsAs of 06/30/2020 (updated monthly) $4,043.7 (M)
Net Assets - Class A As of 05/31/2020 (updated monthly) $2,768.6 (M)
Average Duration [further-information] As of 06/30/2020 (updated monthly) 5.22 Year(s)
Average Weighted Maturity [further-information] As of 06/30/2020 (updated monthly) 5.87 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 100.53%
Equity 0.79%
Cash & Cash Equivalents -1.32%

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

[name] [value]
US Dollar 99.19%
Japanese Yen 4.52%
South African Rand 0.72%
Indonesian Rupiah 0.70%
Uruguayan Peso 0.53%
Colombian Peso 0.46%
Dominican Peso 0.34%
Mexican Peso 0.32%
Turkish Lira 0.22%
Brazilian Real 0.02%
Chinese Renminbi 0.00%
Norwegian Krone 0.00%
Canadian Dollar -1.03%
Euro -1.69%
Singapore Dollar -2.12%
Australian Dollar -2.19%

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

Investment Grade Corporates 21.46%
High Yield Corporates 19.26%
Interest Rate Derivatives 18.74%
Non-Local Currency Emerging Market Bonds 14.18%
Residential Mortgage-Backed Securities 12.33%
Agency Mortgage-Backed Securities 7.80%
Collateralized Loan Obligation 7.45%
Bank Loans 7.40%
Treasury Inflation-Protected Securities 5.94%
Municipal Bonds 3.64%
Non-US Developed Bonds 3.44%
Local Currency Emerging Market Bonds 2.51%
Marketplace Loans 2.30%
U.S. Treasuries 1.00%
Asset-Backed Securities 0.50%
Covered Bonds 0.11%
Commercial Mortgage-Backed Securities 0.10%
Currency Derivatives -0.44%
Cash & Cash Equivalents -1.32%
Other 0.81%