Portfolio Statistics

Assets

Total Fund AssetsAs of 10/31/2019 (updated monthly) $62.3 (M)
Net Assets - Class A As of 10/31/2019 (updated monthly) $18.3 (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 10/31/2019

49.22%
Other
0% 100%
[holdings-table-heading]
FNMA, 3.50%, 4/01/48 9.11%
FNMA, 3.00%, 11/01/48 6.78%
FHLMC, 3.50%, 12/01/47 6.62%
FNMA, 3.00%, 9/1/48 5.44%
FHLMC, 4.00%, 4/01/48 5.07%
GNMA II, SF, 3.5%, 11/01/2049 4.17%
GNMA II, SF, 3.5%, 10/20/2049 4.02%
FNMA, 4%, 10/01/2047 3.02%
FNMA, 4.50%, 11/01/47 2.62%
FNMA, 4.50%, 5/01/48 2.37%