Top 10 Holdings %

Coupon RateMaturity%
U.S. Treasury Note4.125%11/15/203213.3%
U.S. Treasury Note4.250%09/30/20247.9%
Harman International Industries Inc.4.150%05/15/20253.8%
Rhode Island St Convention Ctr Auth3.145%05/15/20253.8%
Federal Farm Credit Bank2.120%05/23/20312.9%
Jackson Natl Life Global2.650%06/21/20242.9%
Longtrain Leasing Iii Llc4.060%01/15/20452.7%
Entergy Mississippi Llc3.250%12/01/20272.5%
Flexential Issuer 2021-13.250%11/27/20512.4%
Federal National Mortgage Association5.500%03/01/20532.4%

Credit Quality Breakdown

(Moody’s/S&P)

U.S. Treasury21.3%
U.S. Agency24.9%
Aaa/AAA9.9%
Aa/AA8.2%
A/A17.1%
Baa/BBB3.5%
Ba/BB0.1%
B/B0.4%
Caa/CCC0.2%
Not Rated14.4%
The above credit quality ratings are derived from the underlying securities of the portfolio, and are rated by Moody’s. If a rating from Moody’s is unavailable, S&P’s rating is used.

Composition By Security Type

Cash & Cash Equivalents5.1%
Municipal Bonds7.9%
U.S. Government Agency10.7%
Asset-Backed12.3%
Corporate Bonds16.9%
U.S. Treasury21.3%
Mortgage-Backed25.8%

The composition of the Portfolio is as of December 31, 2023 and is subject to change.

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