Portfolio Statistics

Assets

Total Fund AssetsAs of 11/30/2019 (updated monthly) $61.7 (M)
Net Assets - Class R6 As of 12/31/2019 (updated monthly) $0.4 (M)
Average Duration [further-information] As of 12/31/2019 (updated monthly) 3.30 Year(s)
Average Weighted Maturity [further-information] As of 12/31/2019 (updated monthly) 4.31 Year(s)

Positions As of 12/31/2019

Portfolio Details

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

[name] [value]
Fixed Income 97.75%
Cash & Cash Equivalents 2.25%

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

[name] [value]
Investment Grade 93.07%
Below Investment Grade 3.82%
Not Rated 0.85%
Cash & Cash Equivalents 2.25%
Investment Grade 93.07%
AAA 82.75%
AA 4.31%
A 2.93%
BBB 3.08%
Below Investment Grade 3.82%
BB 2.86%
B 0.28%
CCC 0.54%
D 0.14%
Not Rated 0.85%
Not Rated 0.89%
N/A -0.04%
Cash & Cash Equivalents 2.25%

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

[name] [value]
Agency Mortgage-Backed Securities 71.27%
Residential Mortgage-Backed Securities 21.64%
Interest Rate Derivatives 11.51%
Commercial Mortgage-Backed Securities 3.90%
Cash & Cash Equivalents 2.25%
U.S. Treasuries 0.79%
Investment Grade Corporates 0.18%
High Yield Corporates 0.00%

TOP TEN HOLDINGSAs of 12/31/2019

49.37%
Other
0% 100%
[holdings-table-heading]
GNMA II, SF, 3.50%, 12/20/49 9.92%
GNMA II, SF, 3.5%, 11/20/2049 7.53%
FNMA, 3.00%, 11/01/48 6.67%
FNMA, 3.00%, 10/01/49 5.50%
FNMA, 3.00%, 9/1/48 5.39%
GNMA II, SF, 3.5%, 10/20/2049 4.04%
FNMA, 2.50%, 12/1/34 2.62%
FHLMC, 3.00%, 12/01/49 2.58%
FNMA, 3.00%, 12/01/49 2.58%
FNMA, 4.50%, 11/01/47 2.54%