Portfolio
Fixed Income
5 positions · $146,013,600 market value
Weighted Yield
4.14%
YTM, gross
Duration
8.27 yrs
modified
DV01
$120,692
per 1bp move
Avg Quality
AA
composite
Income (12m)
$6,050,636
projected
Yield CurveTreasury · IG · Muni TEY
US TreasuryIG CorporateMuni (TEY)
Quality & Sector Mix
AAA
34.0%
AA
42.0%
A
18.0%
BBB
6.0%
Sector
Treasury
48.0%
Corporate
32.0%
Muni
14.0%
Sovereign
6.0%
Maturity LadderPrincipal repayments + projected coupon income, 25y horizon
Principal at maturity Annual coupon
Fixed Income Holdings5 bonds
| Issue | Rating | Maturity | Coupon | Yield | Duration | Price | Par | MV |
|---|---|---|---|---|---|---|---|---|
UST 4.25 11/34 US Treasury 4.250% 11/15/34 | AAA | 2034-11-15 | 4.250% | 4.40% | 8.4 | 98.42 | $48,000,000 | $47,241,600 |
UST 3.875 04/29 US Treasury 3.875% 04/30/29 | AAA | 2029-04-30 | 3.875% | 4.05% | 4.2 | 99.10 | $36,000,000 | $35,676,000 |
AAPL 3.6 09/42 Apple Inc. 3.600% 09/15/42 | AA+ | 2042-09-15 | 3.600% | 5.24% | 12.6 | 84.20 | $18,000,000 | $15,156,000 |
DBR 2.5 08/46 German Bund 2.500% 08/15/46 | AAA | 2046-08-15 | 2.500% | 2.82% | 14.8 | 92.40 | $22,000,000 | $20,328,000 |
MUNI CA 5.0 31 California GO 5.000% 06/01/31 | AA | 2031-06-01 | 5.000% | 4.20% | 6.1 | 106.20 | $26,000,000 | $27,612,000 |