| Coupon Rate | Maturity | % | |
|---|---|---|---|
| U.S. Treasury Note | 1.375% | 10/15/22 | 7.3% |
| U.S. Treasury Note | 2.000% | 04/30/24 | 3.8% |
| Treasury Inflation Index | 0.375% | 07/15/25 | 3.3% |
| Riverside CA Unif Sch Dist | 2.272% | 02/01/25 | 2.1% |
| U.S. Treasury Note | 0.500% | 03/15/23 | 2.0% |
| Preferred Terms Secs XX | 1.190% | 03/22/38 | 1.8% |
| Slm Student Loan Trust | 2.747% | 09/25/43 | 1.7% |
| Public Financial Authority WI | 4.450% | 10/01/25 | 1.6% |
| Rhode Islant St Convention Ctr | 3.145% | 05/15/25 | 1.4% |
(Moody’s/S&P/Fitch)
| U.S. Treasury | 17.6% |
| U.S. Agency | 16.5% |
| Aaa/AAA/AAA | 24.3% |
| Aa/AA/AA | 10.8% |
| A/A/A | 17.0% |
| Baa/BBB/BBB | 10.1% |
| Ba/BB/BB | 0.4% |
| B/B/B | 0.9% |
| Caa/CCC/CCC | 0.8% |
| Ca/CC/CC | 0.5% |
| D/D/D | 1.1% |
| Mortgage-Backed | 26.9% |
| Corporate Bonds | 21.3% |
| U.S. Treasury | 17.6% |
| Cash Equivalents | 15.1% |
| Municipal Bonds | 10.7% |
| Asset-Backed | 7.9% |
| Agencies | 0.5% |
The composition of the Portfolio is as of March 31, 2020 and is subject to change.