Top 10 Holdings %

Coupon RateMaturity%
U.S. Treasury Bond1.875%02/15/20517.4%
U.S. Treasury Note0.500%02/28/20267.0%
iShares IBOXX High Yield Corporate Bond ETF--5.2%
Lstar Securities Investment Ltd3.586%04/01/20243.6%
Bat Capital Corp4.906%04/02/20303.0%
Amur Equipment Finance Receivables Ix LLC4.130%03/20/20282.9%
Boeing Co/The8.750%09/15/20312.7%
Lstar Securities Investment Ltd 2019-43.586%05/01/20242.7%
Citigroup Inc4.000%12/31/21992.7%
Oneok Inc6.350%01/15/20312.6%

Credit Quality Breakdown

(Moody's/S&P)

U.S. Treasury14.3%
U.S. Agency1.6%
Aaa/AAA10.2%
Aa/AA1.7%
A/A5.5%
Baa/BBB27.3%
Ba/BB9.7%
B/B11.6%
Caa/CCC2.7%
Not Rated15.4%
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 Equivalents2.7%
U.S. Treasury14.4%
Asset-Backed15.3%
Corporate Bonds33.5%
Mortgage-Backed34.1%

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

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