Top 10 Holdings %

Coupon RateMaturity%
Federal National Mortgage Association4.500%10/01/20525.4%
Government National Mortgage Corporation3.500%10/20/20524.5%
Federal Home Loan Mortgage Corporaltion4.000%11/01/20524.2%
Brean Asset Backed Securities Trust 2021-Rm11.600%10/25/20634.1%
Federal Home Loan Mortgage Corporation5.000%10/01/20523.7%
U.S. Treasury Bond4.750%02/15/20413.7%
Celulosa Arauco Y Constitucion Sa4.500%08/01/20243.6%
Corp Andina De Fomento4.750%04/01/20263.6%
Indonesia Asahan Aluminium Persero Pt4.750%05/15/20253.6%
Arcos Dorados Bv6.125%05/27/20293.6%

Credit Quality Breakdown

(Moody's/S&P)

U.S. Treasury24.4%
U.S. Agency3.2%
Aaa/AAA17.1%
Aa/AA5.3%
A/A8.6%
Baa/BBB24.9%
Ba/BB16.6%
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 Equivalents0.1%
Agencies2.7%
Asset-Backed3.4%
Mortgage-Backed17.9%
U.S. Treasury23.3%
Corporate Bonds52.6%

The composition of the Portfolio is as of June 30, 2023 and is subject to change.

Show More