Top 10 Holdings %

Coupon RateMaturity%
Federal National Mortgage Association4.500%10/01/20525.0%
Brean Asset Backed Securities Trust 2021-Rm11.600%10/25/20634.4%
Arcos Dorados Bv6.125%05/27/20294.0%
Federal Home Loan Mortgage Corporation5.000%10/01/20524.0%
Government National Mortgage Corporation3.500%10/20/20523.9%
Federal Home Loan Mortgage Corporation4.000%11/01/20523.9%
Sixsigma Networks Mexico7.500%05/02/20253.7%
Mongolia Government International Bond4.450%07/07/20313.4%
U.S. Treasury Note4.125%09/30/20273.1%
U.S. Treasury Note4.000%07/31/20303.1%

Credit Quality Breakdown

(Moody's/S&P)

U.S. Treasury18.2%
U.S. Agency3.0%
Aa/AA23.8%
A/A16.6%
Baa/BBB10.3%
Ba/BB14.3%
B/B
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

Agencies1.7%
U.S. Treasury20.3%
Mortgage-Backed21.3%
Corporate Bonds56.7%

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

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