Portfolio Statistics

Assets

Total Fund AssetsAs of 01/31/2020 (updated monthly) $61.4 (M)
Net Assets - Class A As of 01/31/2020 (updated monthly) $18.4 (M)
Average Duration [further-information] As of 01/31/2020 (updated monthly) 2.56 Year(s)
Average Weighted Maturity [further-information] As of 01/31/2020 (updated monthly) 3.86 Year(s)

Positions As of 01/31/2020

Portfolio Details

Asset Allocation [further-information] As of 01/31/2020 - Market Value

[name] [value]
Fixed Income 96.73%
Cash & Cash Equivalents 3.27%

Quality Breakdown [further-information] As of 01/31/2020 - Market Value

[name] [value]
Investment Grade 92.14%
Below Investment Grade 3.09%
Not Rated 1.52%
Cash & Cash Equivalents 3.27%
Investment Grade 92.14%
AAA 82.78%
AA 4.01%
A 2.85%
BBB 2.50%
Below Investment Grade 3.09%
BB 2.14%
B 0.28%
CCC 0.53%
D 0.14%
Not Rated 1.52%
Not Rated 1.49%
N/A 0.03%
Cash & Cash Equivalents 3.27%

SECTOR EXPOSURE [further-information] As of 01/31/2020 - Notional Exposure

[name] [value]
Agency Mortgage-Backed Securities 70.50%
Residential Mortgage-Backed Securities 21.43%
Interest Rate Derivatives 8.15%
Commercial Mortgage-Backed Securities 3.58%
Cash & Cash Equivalents 3.27%
U.S. Treasuries 0.84%
Investment Grade Corporates 0.18%
Municipal Bonds 0.16%
High Yield Corporates 0.00%

TOP TEN HOLDINGSAs of 01/31/2020

45.36%
Other
0% 100%
[holdings-table-heading]
FNMA, 4.00%, 11/01/45 8.13%
FNMA, 3.00%, 11/01/48 6.66%
FNMA, 3.00%, 9/1/48 5.37%
FNMA, 3.50%, 8/01/49 5.02%
FNMA, 3.50%, 9/01/49 4.96%
FHLMC, 3.50%, 7/01/49 4.92%
FNMA, 2.50%, 12/1/34 2.62%
FHLMC, 3.00%, 12/01/49 2.59%
FNMA, 3.00%, 12/01/49 2.59%
FNMA, 4.50%, 11/01/47 2.50%