| Coupon Rate | Maturity | % | |
|---|---|---|---|
| U.S. Treasury Note | 4.250% | 09/30/2024 | 5.3% |
| Novastar Home Equity Loan | 7.164% | 09/25/2033 | 3.7% |
| Newrez Warehouse Securitization Trust | 5.789% | 05/25/2055 | 3.7% |
| Taco Bell Funding LLC | 4.970% | 05/25/2046 | 3.1% |
| Sonic Capital LLC | 2.190% | 08/20/2051 | 3.1% |
| Driven Brands Funding LLC | 3.981% | 10/20/2049 | 2.9% |
| Southtrtust Bank/Georgia | 7.740% | 05/15/2025 | 2.7% |
| Goodgreen 2020-1 Trust | 2.630% | 04/15/2055 | 2.6% |
| Western Union Co/The | 1.350% | 03/15/2026 | 2.6% |
| Goldman Sachs Group Inc./The | 1.300% | 11/15/2024 | 2.5% |
(Moody’s/S&P)
| U.S.Treasury | 7.7% |
| U.S. Agency | 6.6% |
| Aaa/AAA | 32.3% |
| Aa/AA | 7.3% |
| A/A | 8.4% |
| Baa/BBB | 25.5% |
| Ba/BB | 0.2% |
| B/B | 0.8% |
| Caa/CCC | 0.2% |
| Ca/CC | 0.2% |
| C/C | 0.1% |
| Not Rated | 10.7% |
| Municipal Bond | 3.0% |
| Cash & Cash Equivalents | 5.2% |
| Agencies | 6.5% |
| U.S. Treasury | 7.7% |
| Corporate Bonds | 13.6% |
| Asset-Backed | 23.1% |
| Mortgage-Backed | 40.9% |
The composition of the Portfolio is as of December 31, 2022 and is subject to change.