| Coupon Rate | Maturity | % | |
|---|---|---|---|
| U.S. Treasury Note | 4.375% | 05/15/2034 | 7.5% |
| U.S. Treasury Note | 1.625% | 05/15/2031 | 2.3% |
| U.S. Treasury Bond | 4.750% | 02/15/2041 | 2.2% |
| U.S. Treasury Note | 4.000% | 07/31/2030 | 2.2% |
| U.S. Treasury Bond | 3.875% | 05/15/2043 | 2.2% |
| U.S. Treasury Note | 4.625% | 04/30/2029 | 2.1% |
| Brean Asset Backed Securities Trust 2021-Rm1 | 1.600% | 10/25/2063 | 1.8% |
| U.S. Treasury Bond | 3.000% | 02/15/2048 | 1.7% |
| Federal National Mortgage Association | 4.500% | 11/01/2052 | 1.7% |
| Ford Motor Credit Co Llc | 6.798% | 11/07/2028 | 1.7% |
(Moody's/S&P)
| U.S. Treasury | 30.7% |
| U.S. Agency | 0.0% |
| Aaa/AAA | 0.7% |
| Aa/AA | 23.2% |
| A/A | 9.8% |
| Baa/BBB | 13.7% |
| Ba/BB | 17.0% |
| B/B | 4.9% |
| Cash & Cash Equivalents | 2.2% |
| Mortgage-Backed | 24.2% |
| U.S. Treasury | 29.4% |
| Corporate Bonds | 44.2% |
The composition of the Portfolio is as of September 30, 2024 and is subject to change.