ASSET ALLOCATION
% of net assets
First mortgage 96.82%
Second mortgage, behind KV first 0.19%
Cash and cash equivalents 2.12%
Other net assets 0.87%
Total net assets 100.00%
% of net assets
9.99% or lower 16.90%
10.00% – 10.99% 52.54%
11.00% – 11.99% 22.67%
12.00% or greater 4.90%
Cash and cash equivalents 2.12%
Other net assets 0.87%
Total net assets 100.00%
% of net assets
Matured 4.85%
Within 3 months 29.52%
Between 4 and 6 months 30.69%
Between 7 and 9 months 6.67%
Between 10 and 12 months 12.35%
Between 12 and 13 months 12.64%
Open term 0.29%
Cash and cash equivalents 2.12%
Other net assets 0.87%
Total net assets 100.00%
Term
% of net assets
Current 87.10%
Arrears 5.06%
Enforcement 4.85%
Cash and cash equivalents 2.12%
Other net assets 0.87%
Total net assets 100.00%
Security position
Interest rate
Status
All information is summarized from the Summary of Investment
Portfolio on pages 31 and 32.
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