| Coupon Rate | Maturity | % | |
|---|---|---|---|
| U.S. Treasury Bond | 1.250% | 05/15/50 | 9.1% |
| U.S. Treasury Bond | 1.125% | 05/15/40 | 9.0% |
| Federal Farm Credit Bank | 1.950% | 08/13/40 | 4.5% |
| Federal Farm Credit Bank | 1.990% | 09/24/40 | 4.5% |
| Lstar Securities Investment Trust 2019-2 | 1.655% | 04/01/24 | 4.1% |
| U.S. Treasury Note | 1.500% | 10/31/24 | 3.8% |
| Lstar Securities Investment Trust 2019-1 | 1.855% | 03/01/24 | 2.7% |
| Hollyfrontier Corp. | 2.625% | 10/01/23 | 2.4% |
| Federal Farm Credit Bank | 2.020% | 07/02/40 | 2.3% |
| Lstar Securities Investment Ltd 2019-4 | 1.655% | 05/01/24 | 2.3% |
(Moody's/S&P/Fitch)
| U.S. Treasury | 21.9% |
| U.S. Agency | 20.7% |
| Aaa/AAA/AAA | 17.6% |
| Aa/AA/AA | 2.6% |
| A/A/A | 17.8% |
| Baa/BBB/BBB | 7.4% |
| Ba/BB/BB | 4.0% |
| B/B/B | 5.3% |
| Caa/CCC/CCC | 2.6% |
| Ca/CC/CC | 0.1% |
| Corporate Bonds | 4.5% |
| Cash Equivalents | 5.1% |
| Asset-Backed | 14.1% |
| U.S. Government Agency | 20.7% |
| U.S. Treasury | 21.9% |
| Mortgage-Backed | 33.7% |
The composition of the Portfolio is as of September 30, 2020 and is subject to change.