Top 10 Holdings %

Coupon RateMaturity%
Novastar Home Equity Loan3.232%09/25/20333.1%
Newrez Warehouse Securitization Trust1.857%05/25/20552.7%
Goodgreen 2020-1 Trust2.630%04/15/20552.6%
Sonic Capital LLC2.190%08/20/20512.5%
Taco Bell Funding LLC4.970%05/25/20462.4%
Georgia St Bab-Ser H4.503%11/01/20252.3%
Driven Brands Funding LLC3.981%10/20/20492.3%
Southtrust Bank/GA7.740%05/15/20252.1%
Western Union Co1.350%03/15/20262.0%
Goldman Sachs Group Inc.1.300%11/15/20241.9%

Credit Quality Breakdown

(Moody’s/S&P)

U.S.Treasury6.6%
U.S. Agency14.2%
Aaa/AAA23.4%
Aa/AA10.0%
A/A9.2%
Baa/BBB23.5%
Ba/BB0.2%
B/B1.0%
Caa/CCC0.2%
Ca/CC0.2%
C/C0.1%
Not Rated11.4%
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

Agencies2.4%
Municipal Bond2.6%
Cash & Cash Equivalents5.7%
U.S. Treasury6.6%
Corporate Bonds11.2%
Mortgage-Backed29.9%
Asset-Backed41.6%

The composition of the Portfolio is as of March 31, 2022 and is subject to change.

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