ASSET ALLOCATION
% of net assets
Matured 0.25%
Within 3 months 30.43%
Between 4 and 6 months 27.02%
Between 7 and 9 months 23.28%
Between 10 and 12 months 11.53%
Between 13 and 20 months 1.91%
Cash and cash equivalents 4.46%
Other net assets 1.12%
100.00%
Term
% of net assets
First mortgage 92.90%
Second mortgage, behind KV first 1.52%
Cash and cash equivalents 4.46%
Other net assets 1.12%
100.00%
Mortgage position
% of net assets
9.99% or lower 13.74%
10.00% – 10.99% 67.98%
11.00% – 11.99% 10.28%
12.00% or greater 2.42%
Cash and cash equivalents 4.46%
Other net assets 1.12%
100.00%
Interest rate
% of net assets
Current 89.91%
Arrears 2.78%
Enforcement 1.73%
Cash and cash equivalents 4.46%
Other net assets 1.12%
100.00%
Status
Information
from the Summary
of Investment
Portfolio on pages
35 and 36
37
