Top 10 Holdings %

Coupon RateMaturity%
U.S. Treasury Note4.250%09/30/20244.8%
Newrez Warehouse Securitization Trust6.870%05/25/20554.2%
Western Union Co/The1.350%03/15/20263.5%
Southtrust Bank/Georgia7.740%05/15/20253.4%
Goldman Sachs Group Inc./The1.300%11/15/20243.3%
U.S. Treasury Note4.125%09/30/20273.0%
Boeing Co/The7.950%08/15/20242.9%
Goodgreen 2020-1 Trust2.630%04/15/20552.8%
Federal Farm Credit Bank1.230%09/10/20292.6%
Bat Capital Group3.215%09/06/20262.4%

Credit Quality Breakdown

(Moody’s/S&P)

U.S.Treasury11.1%
U.S. Agency24.1%
Aaa/AAA8.9%
Aa/AA7.2%
A/A7.7%
Baa/BBB27.3%
Ba/BB0.4%
B/B0.5%
Caa/CCC0.2%
Ca/CC0.2%
C/C0.2%
Not Rated12.2%
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

Municipal Bond0.6%
U.S. Treasury11.1%
U.S. Government Agency14.2%
Corporate Bonds22.1%
Mortgage-Backed24.7%
Asset-Backed27.3%

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

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