| Coupon Rate | Maturity | % | |
|---|---|---|---|
| U.S. Treasury Note | 4.250% | 09/30/2024 | 6.1% |
| Newrez Warehouse Securitization Trust | 6.550% | 05/25/2055 | 3.8% |
| Southtrust Bank/Georgia | 7.740% | 05/15/2025 | 3.1% |
| Western Union Co/The | 1.350% | 03/15/2026 | 3.0% |
| Goodgreen 2020-1 Trust | 2.630% | 04/15/2055 | 3.0% |
| Goldman Sachs Group Inc./The | 1.300% | 11/15/2024 | 3.0% |
| Boeing Co/The | 7.950% | 08/15/2024 | 2.7% |
| U.S. Treasury Note | 4.125% | 09/30/2027 | 2.7% |
| Federal Farm Credit Bank | 1.230% | 09/10/2029 | 2.3% |
| Federal National Mortgage Association | 5.750% | 08/25/2034 | 2.2% |
(Moody’s/S&P)
| U.S.Treasury | 11.7% |
| U.S. Agency | 25.2% |
| Aaa/AAA | 15.1% |
| Aa/AA | 8.1% |
| A/A | 7.7% |
| Baa/BBB | 20.4% |
| Ba/BB | 0.4% |
| B/B | 0.7% |
| Caa/CCC | 0.2% |
| Ca/CC | 0.2% |
| C/C | 0.2% |
| Not Rated | 10.1% |
| Municipal Bond | 0.5% |
| Cash & Cash Equivalents | 8.0% |
| Agencies | 11.7% |
| U.S. Treasury | 11.7% |
| Corporate Bonds | 15.8% |
| Asset-Backed | 18.6% |
| Mortgage-Backed | 33.7% |
The composition of the Portfolio is as of June 30, 2023 and is subject to change.