Top 10 Holdings %

Coupon RateMaturity%
U.S. Treasury Note0.500%02/28/20266.4%
U.S. Treasury Note1.500%10/31/20244.4%
Federal National Mortgage Association5.500%05/25/20343.2%
Hollyfrontier Corp.2.625%10/01/20233.1%
Altria Group Inc.4.400%02/14/20262.9%
Brean Asset-Backed Securities Trust 2021-Rm11.400%10/25/20362.7%
Assess Group Inc.0.429%05/25/20362.7%
Oneok Inc2.750%09/01/20242.4%
Federal National Mortgage Association3.797%03/25/20432.2%
Goodgreen 2021-1 Trust2.630%04/15/20552.2%

Credit Quality Breakdown

(Moody’s/S&P)

U.S.Treasury10.7%
U.S. Agency16.2%
Aaa/AAA23.2%
Aa/AA6.0%
A/A11.7%
Baa/BBB21.3%
Ba/BB0.1%
B/B0.8%
Caa/CCC0.1%
Ca/CC0.2%
D/D0.1%
Not Rated9.6%
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 Equivalents1.0%
Municipal Bond2.1%
Agencies2.8%
U.S. Treasury10.7%
Corporate Bonds16.4%
Asset-Backed18.2%
Mortgage-Backed48.8%

The composition of the Portfolio is as of September 30, 2021 and is subject to change.

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