Portfolio Statistics

Assets

Total Fund AssetsAs of 12/31/2019 (updated monthly) $3,398.5 (M)
Net Assets - Class A As of 12/31/2019 (updated monthly) $1,672.5 (M)
Average Duration [further-information] As of 12/31/2019 (updated monthly) 1.88 Year(s)
Average Weighted Maturity [further-information] As of 12/31/2019 (updated monthly) 3.90 Year(s)

Positions As of 12/31/2019

Total Positions 1006

All Retail Fund Holdings Reports

Portfolio Details

Asset Allocation [further-information] As of 12/31/2019 - Market Value

[name] [value]
Fixed Income 98.56%
Cash & Cash Equivalents 1.42%
Equity 0.02%

Maturity Breakdown [further-information] As of 12/31/2019 - Market Value

[name] [value]
N/A 1.12%
0 to 1 Year 14.00%
1 to 2 Years 22.69%
2 to 3 Years 18.63%
3 to 5 Years 19.49%
5 to 7 Years 14.66%
7 to 10 Years 3.02%
10 to 15 Years 3.77%
15 to 20 Years 0.69%
20 to 30 Years 1.92%

SECTOR EXPOSURE [further-information] As of 12/31/2019 - Notional Exposure

Residential Mortgage-Backed Securities 26.05%
Interest Rate Derivatives 21.41%
Collateralized Loan Obligation 17.82%
Investment Grade Corporates 17.08%
U.S. Treasuries 7.52%
Treasury Inflation-Protected Securities 6.10%
Bank Loans 5.14%
Non-Local Currency Emerging Market Bonds 4.47%
Asset-Backed Securities 3.95%
Other 19.66%