Portfolio Statistics

Assets

Total Fund AssetsAs of 08/31/2020 (updated monthly) $2,635.3 (M)
Net Assets - Class A As of 08/31/2020 (updated monthly) $1,736.2 (M)
Average Duration [further-information] As of 08/31/2020 (updated monthly) 2.26 Year(s)
Average Weighted Maturity [further-information] As of 08/31/2020 (updated monthly) 3.84 Year(s)

Positions As of 08/31/2020

Portfolio Details

Asset Allocation [further-information] As of 08/31/2020 - Market Value

[name] [value]
Fixed Income 96.87%
Cash & Cash Equivalents 3.10%
Equity 0.03%

Maturity Breakdown [further-information] As of 08/31/2020 - Market Value

[name] [value]
N/A 0.03%
0 to 1 Year 9.58%
1 to 2 Years 16.47%
2 to 3 Years 24.12%
3 to 5 Years 21.87%
5 to 7 Years 21.17%
7 to 10 Years 4.31%
10 to 15 Years 1.03%
15 to 20 Years 0.41%
20 to 30 Years 1.01%

SECTOR EXPOSURE [further-information] As of 08/31/2020 - Notional Exposure

Investment Grade Corporates 30.83%
Residential Mortgage-Backed Securities 25.77%
Interest Rate Derivatives 22.90%
Collateralized Loan Obligation 17.09%
U.S. Treasuries 6.83%
Non-Local Currency Emerging Market Bonds 5.48%
Bank Loans 5.06%
Treasury Inflation-Protected Securities 5.04%
Municipal Bonds 3.36%
Agency Mortgage-Backed Securities 2.94%
Non-US Developed Bonds 2.66%
Marketplace Loans 2.56%
Commercial Mortgage-Backed Securities 1.91%
High Yield Corporates 1.70%
Asset-Backed Securities 1.01%
Local Currency Emerging Market Bonds 0.81%
Covered Bonds 0.25%
Currency Derivatives -0.37%
Cash & Cash Equivalents 3.10%
Other 0.03%