Portfolio Statistics

Assets

Total Fund AssetsAs of 06/30/2021 (updated monthly) $59.9 (M)
Net Assets - Class A As of 08/31/2021 (updated monthly) $22.4 (M)
Average Duration [further-information] As of 08/31/2021 (updated monthly) 3.94 Year(s)
Average Weighted Maturity [further-information] As of 08/31/2021 (updated monthly) 4.33 Year(s)

Positions As of 08/31/2021

Portfolio Details

Asset Allocation [further-information] As of 08/31/2021 - Market Value

[name] [value]
Fixed Income 114.08%
Cash & Cash Equivalents -14.08%

SECTOR EXPOSURE [further-information] As of 08/31/2021 - Notional Exposure

[name] [value]
Agency Mortgage-Backed Securities 76.91%
U.S. Treasuries 18.24%
Residential Mortgage-Backed Securities 16.69%
Interest Rate Derivatives 8.42%
Commercial Mortgage-Backed Securities 1.90%
Investment Grade Corporates 0.20%
Municipal Bonds 0.12%
High Yield Corporates 0.00%
Cash & Cash Equivalents -14.08%

TOP TEN HOLDINGSAs of 08/31/2021

39.14%
Other
0% 100%
[holdings-table-heading]
FHLMC, 2%, 09/01/2036 8.70%
FNMA, 4.00%, 11/01/45 4.66%
FHLMC, 2%, 09/01/2051 3.81%
FNMA, 2.50%, 9/01/50 3.69%
FNMA, 2.50%, 9/01/50 3.68%
FNMA, 3.00%, 11/01/48 3.56%
FHLMC, 2.5%, 10/01/50 3.42%
FNMA, 3.50%, 8/01/49 2.65%
GNMA II, SF, 2.5%, 09/01/2051 2.54%
FNMA, 3.50%, 9/01/49 2.43%