Portfolio Statistics

Assets

Total Fund AssetsAs of 08/31/2019 (updated monthly) $63.2 (M)
Net Assets - Class A As of 07/31/2019 (updated monthly) $18.1 (M)
Average Duration [further-information] As of 08/31/2019 (updated monthly) 2.47 Year(s)
Average Weighted Maturity [further-information] As of 08/31/2019 (updated monthly) 4.04 Year(s)

Positions As of 08/31/2019

Portfolio Details

Asset Allocation [further-information] As of 08/31/2019 - Market Value

[name] [value]
Fixed Income 108.69%
Cash & Cash Equivalents -8.69%

Quality Breakdown [further-information] As of 08/31/2019 - Market Value

[name] [value]
Investment Grade 103.25%
Below Investment Grade 4.44%
Not Rated 0.98%
Cash & Cash Equivalents -8.69%
Investment Grade 103.25%
AAA 92.10%
AA 4.56%
A 3.69%
BBB 2.90%
Below Investment Grade 4.44%
BB 2.95%
B 0.83%
CCC 0.50%
CC 0.03%
D 0.13%
Not Rated 0.98%
Not Rated 1.01%
N/A -0.03%
Cash & Cash Equivalents -8.69%

SECTOR EXPOSURE [further-information] As of 08/31/2019 - Notional Exposure

[name] [value]
Agency Mortgage-Backed Securities 80.46%
Residential Mortgage-Backed Securities 22.95%
Interest Rate Derivatives 8.77%
Commercial Mortgage-Backed Securities 4.31%
U.S. Treasuries 0.82%
Investment Grade Corporates 0.17%
High Yield Corporates 0.00%
Cash & Cash Equivalents -8.69%

TOP TEN HOLDINGSAs of 08/31/2019

58.35%
Other
0% 100%
[holdings-table-heading]
FNMA, 3.50%, 4/01/48 9.29%
GNMA, SF, 3.50%, 9/01/49 8.08%
FNMA, 3.00%, 11/01/48 6.85%
FHLMC, 3.50%, 12/01/47 6.75%
GNMA II, SF, 4.50%, 5/20/49 6.33%
FNMA, 3.00%, 9/1/48 5.53%
FHLMC, 4.00%, 4/01/48 5.42%
FHLB, 3.00%, 8/1/49 4.23%
FNMA, 4%, 10/01/2047 3.15%
FNMA, 4.50%, 11/01/47 2.72%