Portfolio Statistics

Assets

Total Fund AssetsAs of 02/28/2019 (updated monthly) $515.6 (M)
Net Assets - Advisor ClassAs of 02/28/2019 (updated monthly) $0.4 (M)
Average Duration [further-information] As of 02/28/2019 (updated monthly) 0.39 Year(s)
Average Weighted Maturity [further-information] As of 02/28/2019 (updated monthly) 4.55 Year(s)

Positions As of 02/28/2019

Portfolio Details

Asset Allocation [further-information] As of 02/28/2019 - Market Value

[name] [value]
Fixed Income 82.97%
Cash & Cash Equivalents 17.03%

SECTOR EXPOSURE [further-information] As of 02/28/2019 - Notional Exposure

Securitized 58.99%
Collateralized Loan Obligations 32.17%
Residential Mortgage-Backed Securities 23.04%
Bank Loans 13.70%
Corporate 9.64%
International Bonds 8.84%
Agency 7.35%
Investment Grade Corporates 6.08%
Commercial Mortgage-Backed Securities 4.08%
Covered Bonds 3.25%
Treasury Inflation-Protected Securities 2.97%
Municipal Bonds 2.95%
High Yield Corporates 2.80%
Treasury -11.03%
Interest Rate Derivatives -18.16%
Cash & Cash Equivalents 17.03%
Other 15.71%

CREDIT QUALITY EXPOSURE [further-information] As of 02/28/2019 - Notional Exposure

[name] [value]
Investment Grade 74.86%
Below Investment Grade 22.45%
Not Rated 1.57%
Cash & Cash Equivalents 17.03%
Investment Grade 74.86%
AAA 21.61%
AA 16.08%
A 19.73%
BBB 17.44%
Below Investment Grade 22.45%
BB 11.50%
B 10.95%
CCC -0.08%
CC 0.08%
Not Rated 1.57%
Not Rated 0.65%
N/A 0.92%
Cash & Cash Equivalents 17.03%

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