Top 10 Holdings %

Coupon RateMaturity%
U.S. Treasury Note1.500%10/31/20244.9%
U.S. Treasury Note0.500%02/28/20264.9%
Federal National Mortgage Association5.500%05/25/20343.3%
Hollyfrontier Corp.2.625%10/01/20233.1%
Altria Group Inc.4.400%02/14/20262.9%
Access Group, Inc.0.447%05/25/20362.9%
Brean Asset Backed Securities Trust 2021-Rm11.400%10/25/20632.8%
Oneok Inc2.750%09/01/20242.4%
Angel Oak Mortgage Trust2.620%11/25/20592.4%
Federal National Mortgage Association3.950%03/25/20432.3%

Credit Quality Breakdown

(Moody’s/S&P)

U.S.Treasury9.8%
U.S. Agency17.3%
Aaa/AAA29.2%
Aa/AA5.4%
A/A13.2%
Baa/BBB19.0%
Ba/BB0.2%
B/B0.9%
Caa/CCC0.3%
Ca/CC0.3%
C/C0.6%
D/D0.2%
Not Rated3.4%
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

Municipal Bond2.0%
Agencies2.6%
Cash & Cash Equivalents3.6%
U.S. Treasury9.8%
Corporate Bonds15.8%
Asset-Backed31.6%
Mortgage-Backed34.6%

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

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