Portfolio Statistics

Assets

Total Fund AssetsAs of 02/29/2020 (updated monthly) $61.4 (M)
Net Assets - Class R6 As of 02/29/2020 (updated monthly) $0.4 (M)
Average Duration [further-information] As of 02/29/2020 (updated monthly) 2.18 Year(s)
Average Weighted Maturity [further-information] As of 02/29/2020 (updated monthly) 3.45 Year(s)

Positions As of 02/29/2020

Portfolio Details

Asset Allocation [further-information] As of 02/29/2020 - Market Value

[name] [value]
Fixed Income 94.89%
Cash & Cash Equivalents 5.11%

Quality Breakdown [further-information] As of 02/29/2020 - Market Value

[name] [value]
Investment Grade 91.13%
Below Investment Grade 2.65%
Not Rated 1.12%
Cash & Cash Equivalents 5.11%
Investment Grade 91.13%
AAA 82.49%
AA 3.07%
A 2.74%
BBB 2.83%
Below Investment Grade 2.65%
BB 1.72%
B 0.27%
CCC 0.52%
D 0.14%
Not Rated 1.12%
Not Rated 1.10%
N/A 0.02%
Cash & Cash Equivalents 5.11%

SECTOR EXPOSURE [further-information] As of 02/29/2020 - Notional Exposure

[name] [value]
Agency Mortgage-Backed Securities 70.51%
Residential Mortgage-Backed Securities 21.36%
Interest Rate Derivatives 7.54%
Cash & Cash Equivalents 5.11%
Commercial Mortgage-Backed Securities 1.76%
U.S. Treasuries 0.88%
Investment Grade Corporates 0.18%
Municipal Bonds 0.17%
High Yield Corporates 0.00%

TOP TEN HOLDINGSAs of 02/29/2020

47.35%
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 5.38%
FNMA, 3.50%, 8/01/49 5.06%
FNMA, 3.50%, 9/01/49 4.98%
FHLMC, 3.50%, 7/01/49 4.94%
FNMA, 3.00%, 1/01/50 4.37%
FNMA, 2.50%, 11/1/34 2.63%
FHLMC, 3.00%, 12/01/49 2.60%
FNMA, 3.00%, 12/01/49 2.60%