Top 10 Holdings %

Coupon RateMaturity%
U.S. Treasury Bond1.875%02/15/20517.5%
Amur Equipment Finance Receivables lx Llc4.130%03/20/20284.1%
Lstar Securities Investment Ltd 2019-43.731%05/01/20243.9%
Boeing Co/The8.750%09/15/20313.7%
Mello Warehouse Securitization Trust2.707%11/25/20533.6%
Mello Warehouse Securitization Trust4.832%02/25/20553.6%
Oneok Inc.6.350%01/15/20313.5%
International Bank for Reconstruction2.700%12/28/20373.2%
Monsanto Co5.500%07/30/20353.0%
Newrez Warehouse Securitization Trust5.707%05/25/20552.9%

Credit Quality Breakdown

(Moody's/S&P)

U.S. Treasury7.6%
U.S. Agency5.3%
Aaa/AAA12.0%
Aa/AA2.6%
A/A6.8%
Baa/BBB29.8%
Ba/BB9.2%
B/B7.4%
Caa/CCC0.3%
Not Rated19.0%
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 Equivalents7.1%
U.S. Treasury7.6%
Asset-Backed14.3%
Corporate Bonds33.4%
Mortgage-Backed37.6%

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

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