https://images.contentstack.io/v3/assets/blt56fad3014e7f45aa/blt4913f81136ad577a/610d2d8063c3aa6f8074a22a/harbor-logo.svg
Search

Harbor Core Plus Fund (HABDX)

Overview
Performance
Holdings
Investment Team
Documents

Overview

Current Price

as of 7/5/2022

NAV Price

$10.56

NAV Daily Change ($)

$0.03

NAV Daily Change (%)

0.28%

NAV YTD Return

-10.07%

Current 30-Day Sub. SEC Yield

3.88%

disclaimer

Current 30-Day Unsub. SEC Yield

3.86%

disclaimer

Effective 30-Day Sub. SEC Yield

3.95%

disclaimer

Effective 30-Day Unsub. SEC Yield

3.93%

disclaimer
Morningstar Bronze

Morningstar Analyst Rating™

The Morningstar Analyst Rating™ is based on the covering Morningstar Analyst's conviction in the fund's ability to outperform its peer group and/or relevant benchmark on a risk-adjusted basis over the long term. Harbor offers several funds with Gold, Silver, or Bronze ratings.

Source: Morningstar

Fund Facts

Inception Date

12/29/1987

Net Expense Ratio

0.38%disclaimer

Gross Expense Ratio

0.39%

Total Net Assets (million)

as of 6/30/2022

$1,042.672

Ticker

HABDX

Fund Number

2014

Share Class

Institutional

Top Ten Holdings

as of 3/31/2022

US TREASURY N/B 08/41 1.75

7.1%

US TREASURY N/B 11/31 1.375

2.4%

US TREASURY N/B 08/51 2

2.3%

Federal National Mortgage Association REMIC

1.9%

FNMA POOL FS0065 FN 12/50 FIXED VAR

1.2%

FED HM LN PC POOL ZT1526 FR 11/48 FIXED 4

1.1%

FNMA POOL FM4956 FN 08/50 FIXED VAR

1.1%

FNMA POOL FM5397 FN 12/50 FIXED VAR

1.1%

FED HM LN PC POOL SD0257 FR 01/50 FIXED 3

1.1%

FED HM LN PC POOL RA5286 FR 05/51 FIXED 2.5

1.0%

% of Total Holdings:

20.3%

Morningstar Bronze

Morningstar Analyst Rating™

The Morningstar Analyst Rating™ is based on the covering Morningstar Analyst's conviction in the fund's ability to outperform its peer group and/or relevant benchmark on a risk-adjusted basis over the long term. Harbor offers several funds with Gold, Silver, or Bronze ratings.

Source: Morningstar

left quote

“Our team comes in every day excited to build a diversified portfolio comprised of unique bond structures and attractive relative-value ideas.  Sitting shoulder-to-shoulder, our portfolio managers, traders, and analysts work together to provide solid, consistent investment results within appropriate risk parameters."

right quote

Bill O'Malley

Chief Executive Officer, Co-Chief Investment Officer and Senior Portfolio Manager, Income Research + Management

Performance

Total Returns

MONTH-END
QUARTER-END
MONTH-BY-MONTH
YEAR-BY-YEAR

Fund Name

3 Mo.

YTD Return

1 Yr.

3 Yr.

5 Yr.

10 Yr.

Since Inception

Net Expense Ratio

Gross Expense Ratio

Core Plus Fund

-5.41%

-10.83%

-10.80%

-0.50%

1.19%

1.99%

6.23%

0.38%disclaimer

0.39%

Bloomberg US Aggregate Bond Index

-4.69%

-10.35%

-10.29%

-0.93%

0.88%

1.54%

5.61%

--

--

Effective on February 2, 2022, Income Research + Management (“IR+M”) replaced Pacific Investment Management Company, LLC (“PIMCO”) as investment subadviser to Harbor Bond Fund (the “Fund”). In connection with this change, the Fund was renamed “Harbor Core Plus Fund” and its investment strategy changed to reflect IR+M’s approach to managing the Fund’s assets. Performance prior to that date is not attributable to IR+M.

Performance data shown represents past performance and is no guarantee of future results. Past performance is net of management fees and expenses and reflects reinvested dividends and distributions. Past performance reflects the beneficial effect of any expense waivers or reimbursements, without which returns would have been lower. Investment returns and principal value will fluctuate and when redeemed may be worth more or less than their original cost. Returns for periods less than one year are not annualized. Current performance may be higher or lower and is available through the most recent month end at harborfunds.com or by calling 800-422-1050.

The Bloomberg US Aggregate Bond Index is an unmanaged index of investment-grade fixed-rate debt issues with maturities of at least one year. This unmanaged index does not reflect fees and expenses and is not available for direct investment.

Price History

CHART
TABLE

Record Date

Reinvest Date

Payable Date

Return of Capital Non Taxable Dist

Ordinary Income

Total Capital Gains

Short Term Capital Gains

Mid Term Capital Gains

Long Term Capital Gains

Total Distribution

Foreign Tax Credit

Reinvest Price

6/28/2022

6/29/2022

6/29/2022

0.00000

0.02897

0.00000

--

0.00000

--

0.02897

0.00000

--

5/25/2022

5/26/2022

5/26/2022

0.00000

0.02130

0.00000

--

0.00000

--

0.02130

0.00000

--

4/27/2022

4/28/2022

4/28/2022

0.00000

0.01838

0.00000

--

0.00000

--

0.01838

0.00000

--

3/29/2022

3/30/2022

3/30/2022

0.00000

0.02350

0.00000

--

0.00000

--

0.02350

0.00000

--

2/24/2022

2/25/2022

2/25/2022

0.00000

0.01569

0.00000

--

0.00000

--

0.01569

0.00000

--

1/27/2022

1/28/2022

1/28/2022

0.00000

0.01049

0.00000

--

0.00000

--

0.01049

0.00000

--

12/29/2021

12/30/2021

12/30/2021

0.00000

0.14763

0.00000

--

0.00000

--

0.14763

0.00000

--

12/17/2021

12/20/2021

12/20/2021

0.00000

--

0.02318

0.02318

0.00000

--

0.02318

0.00000

--

11/26/2021

11/29/2021

11/29/2021

--

0.02624

0.00000

--

--

--

--

--

12.02

10/27/2021

10/28/2021

10/28/2021

--

0.02682

0.00000

--

--

--

--

--

12.07

9/28/2021

9/29/2021

9/29/2021

0.00000

0.02821

0.00000

0.00000

0.00000

0.00000

0.02821

0.00000

12.11

8/27/2021

8/30/2021

8/30/2021

0.00000

0.01679

0.00000

0.00000

0.00000

0.00000

0.01679

0.00000

12.23

7/28/2021

7/29/2021

7/29/2021

0.00000

0.01528

0.00000

0.00000

0.00000

0.00000

0.01528

0.00000

12.24

6/28/2021

6/29/2021

6/29/2021

0.00000

0.01352

0.00000

0.00000

0.00000

0.00000

0.01352

0.00000

12.14

5/26/2021

5/27/2021

5/27/2021

0.00000

0.01597

0.00000

0.00000

0.00000

0.00000

0.01597

0.00000

12.05

4/28/2021

4/29/2021

4/29/2021

0.00000

0.01641

0.00000

0.00000

0.00000

0.00000

0.01641

0.00000

12.02

3/29/2021

3/30/2021

3/30/2021

0.00000

0.03974

0.00000

0.00000

0.00000

0.00000

0.03974

0.00000

11.94

12/16/2020

12/17/2020

12/17/2020

0.00000

0.08738

0.12759

0.12759

0.00000

0.00000

0.21497

0.00000

12.29

9/28/2020

9/29/2020

9/29/2020

0.00000

0.06502

0.00000

0.00000

0.00000

0.00000

0.06502

0.00000

12.43

6/26/2020

6/29/2020

6/29/2020

0.00000

0.07886

0.00000

0.00000

0.00000

0.00000

0.07886

0.00000

12.30

3/27/2020

3/30/2020

3/30/2020

0.00000

0.04364

0.00000

0.00000

0.00000

0.00000

0.04364

0.00000

11.86

12/13/2019

12/16/2019

12/16/2019

0.00000

0.14923

0.00000

0.00000

0.00000

0.00000

0.14923

0.00000

11.70

9/25/2019

9/26/2019

9/26/2019

0.00000

0.07868

0.00000

0.00000

0.00000

0.00000

0.07868

0.00000

11.83

6/26/2019

6/27/2019

6/27/2019

0.00000

0.09129

0.00000

0.00000

0.00000

0.00000

0.09129

0.00000

11.66

3/27/2019

3/28/2019

3/28/2019

0.00000

0.05373

0.00000

0.00000

0.00000

0.00000

0.05373

0.00000

11.41

12/14/2018

12/17/2018

12/17/2018

0.00000

0.13886

0.00000

0.00000

0.00000

0.00000

0.13886

0.00000

11.06

9/26/2018

9/27/2018

9/27/2018

0.00000

0.08657

0.00000

0.00000

0.00000

0.00000

0.08657

0.00000

11.12

6/27/2018

6/28/2018

6/28/2018

0.00000

0.09994

0.00000

0.00000

0.00000

0.00000

0.09994

0.00000

11.21

3/27/2018

3/28/2018

3/28/2018

0.00000

0.01761

0.00000

0.00000

0.00000

0.00000

0.01761

0.00000

11.33

12/15/2017

12/18/2017

12/18/2017

0.00000

0.18797

0.00000

0.00000

0.00000

0.00000

0.18797

0.00000

11.46

9/27/2017

9/28/2017

9/28/2017

0.00000

0.08464

0.00000

0.00000

0.00000

0.00000

0.08464

0.00000

11.71

6/28/2017

6/29/2017

6/29/2017

0.00000

0.08630

0.00000

0.00000

0.00000

0.00000

0.08630

0.00000

11.61

3/29/2017

3/30/2017

3/30/2017

0.00000

0.03345

0.00000

0.00000

0.00000

0.00000

0.03345

0.00000

11.46

12/16/2016

12/19/2016

12/19/2016

0.00000

0.14181

0.16875

0.16875

0.00000

0.00000

0.31056

0.00000

11.24

9/28/2016

9/29/2016

9/29/2016

0.00000

0.06261

0.00000

0.00000

0.00000

0.00000

0.06261

0.00000

11.94

6/28/2016

6/29/2016

6/29/2016

0.00000

0.06165

0.00000

0.00000

0.00000

0.00000

0.06165

0.00000

11.79

3/29/2016

3/30/2016

3/30/2016

0.00000

0.06545

0.00000

0.00000

0.00000

0.00000

0.06545

0.00000

11.62

12/16/2015

12/17/2015

12/17/2015

0.00000

0.29368

0.09484

0.09484

0.00000

0.00000

0.38852

0.00000

11.51

9/23/2015

9/24/2015

9/24/2015

0.00000

0.14446

0.00000

0.00000

0.00000

0.00000

0.14446

0.00000

11.87

6/26/2015

6/29/2015

6/29/2015

0.00000

0.07291

0.00000

0.00000

0.00000

0.00000

0.07291

0.00000

12.02

3/27/2015

3/30/2015

3/30/2015

0.00000

0.01340

0.00000

0.00000

0.00000

0.00000

0.01340

0.00000

12.27

12/17/2014

12/18/2014

12/18/2014

0.00000

0.18041

0.10650

0.01444

0.00000

0.09206

0.28691

0.00000

12.01

9/24/2014

9/25/2014

9/25/2014

0.00000

0.06479

0.00000

0.00000

0.00000

0.00000

0.06479

0.00000

12.18

6/25/2014

6/26/2014

6/26/2014

0.00000

0.05148

0.00000

0.00000

0.00000

0.00000

0.05148

0.00000

12.25

3/26/2014

3/27/2014

3/27/2014

0.00000

0.05361

0.00000

0.00000

0.00000

0.00000

0.05361

0.00000

12.05

12/16/2013

12/17/2013

12/17/2013

0.00000

0.17733

0.00000

0.00000

0.00000

0.00000

0.17733

0.00000

12.03

9/25/2013

9/26/2013

9/26/2013

0.00000

0.04470

0.00000

0.00000

0.00000

0.00000

0.04470

0.00000

12.09

6/26/2013

6/27/2013

6/27/2013

0.00000

0.06316

0.00000

0.00000

0.00000

0.00000

0.06316

0.00000

12.01

3/27/2013

3/28/2013

3/28/2013

0.00000

0.06373

0.00000

0.00000

0.00000

0.00000

0.06373

0.00000

12.50

12/14/2012

12/17/2012

12/17/2012

0.00000

0.12715

0.50633

0.38472

0.00000

0.12161

0.63348

0.00000

12.43

9/26/2012

9/27/2012

9/27/2012

0.00000

0.04267

0.00000

0.00000

0.00000

0.00000

0.04267

0.00000

12.99

6/27/2012

6/28/2012

6/28/2012

0.00000

0.09807

0.00000

0.00000

0.00000

0.00000

0.09807

0.00000

12.65

3/28/2012

3/29/2012

3/29/2012

0.00000

0.06077

0.00000

0.00000

0.00000

0.00000

0.06077

0.00000

12.46

12/15/2011

12/16/2011

12/16/2011

0.00000

0.06868

0.02371

0.00000

0.00000

0.02371

0.09239

0.00000

12.14

9/28/2011

9/29/2011

9/29/2011

0.00000

0.08253

0.00000

0.00000

0.00000

0.00000

0.08253

0.00000

12.06

6/28/2011

6/29/2011

6/29/2011

0.00000

0.05949

0.00000

0.00000

0.00000

0.00000

0.05949

0.00000

12.30

3/29/2011

3/30/2011

3/30/2011

0.00000

0.09185

0.00000

0.00000

0.00000

0.00000

0.09185

0.00000

12.13

12/16/2010

12/17/2010

12/17/2010

0.00000

0.19174

0.60737

0.40109

0.00000

0.20628

0.79911

0.00000

12.02

9/28/2010

9/29/2010

9/29/2010

0.00000

0.07644

0.00000

0.00000

0.00000

0.00000

0.07644

0.00000

13.05

6/28/2010

6/29/2010

6/29/2010

0.00000

0.07490

0.00000

0.00000

0.00000

0.00000

0.07490

0.00000

12.70

3/29/2010

3/30/2010

3/30/2010

0.00000

0.04758

0.00000

0.00000

0.00000

0.00000

0.04758

0.00000

12.38

12/17/2009

12/18/2009

12/18/2009

0.00000

0.18292

0.17946

0.13385

0.00000

0.04561

0.36238

0.00000

12.24

9/28/2009

9/29/2009

9/29/2009

0.00000

0.12623

0.00000

0.00000

0.00000

0.00000

0.12623

0.00000

12.38

6/26/2009

6/29/2009

6/29/2009

0.00000

0.11450

0.00000

0.00000

0.00000

0.00000

0.11450

0.00000

11.85

3/27/2009

3/30/2009

3/30/2009

0.00000

0.10188

0.00000

0.00000

0.00000

0.00000

0.10188

0.00000

11.28

12/18/2008

12/19/2008

12/19/2008

0.00000

0.10130

0.42449

0.23935

0.00000

0.18514

0.52579

0.00000

11.21

9/26/2008

9/29/2008

9/29/2008

0.00000

0.18000

0.00000

0.00000

0.00000

0.00000

0.18000

0.00000

11.36

6/26/2008

6/27/2008

6/27/2008

0.00000

0.13986

0.00000

0.00000

0.00000

0.00000

0.13986

0.00000

11.85

3/27/2008

3/28/2008

3/28/2008

0.00000

0.14831

0.00000

0.00000

0.00000

0.00000

0.14831

0.00000

12.13

12/18/2007

12/19/2007

12/19/2007

0.00000

0.19044

0.02053

0.02053

0.00000

0.00000

0.21097

0.00000

11.84

9/26/2007

9/27/2007

9/27/2007

0.00000

0.13358

0.00000

0.00000

0.00000

0.00000

0.13358

0.00000

11.67

6/27/2007

6/28/2007

6/28/2007

0.00000

0.14492

0.00000

0.00000

0.00000

0.00000

0.14492

0.00000

11.26

3/28/2007

3/29/2007

3/29/2007

0.00000

0.13668

0.00000

0.00000

0.00000

0.00000

0.13668

0.00000

11.61

12/18/2006

12/19/2006

12/19/2006

0.00000

0.24973

0.00000

0.00000

0.00000

0.00000

0.24973

0.00000

11.60

9/27/2006

9/28/2006

9/28/2006

0.00000

0.07663

0.00000

0.00000

0.00000

0.00000

0.07663

0.00000

11.71

6/28/2006

6/29/2006

6/29/2006

0.00000

0.10856

0.00000

0.00000

0.00000

0.00000

0.10856

0.00000

11.32

3/29/2006

3/30/2006

3/30/2006

0.00000

0.07164

0.00000

0.00000

0.00000

0.00000

0.07164

0.00000

11.50

12/19/2005

12/20/2005

12/20/2005

0.00000

0.13527

0.01489

0.00000

0.00000

0.01489

0.15016

0.00000

11.57

9/28/2005

9/29/2005

9/29/2005

0.00000

0.14234

0.00000

0.00000

0.00000

0.00000

0.14234

0.00000

11.76

6/28/2005

6/29/2005

6/29/2005

0.00000

0.14263

0.00000

0.00000

0.00000

0.00000

0.14263

0.00000

11.91

3/29/2005

3/30/2005

3/30/2005

0.00000

0.07567

0.00000

0.00000

0.00000

0.00000

0.07567

0.00000

11.67

12/29/2004

12/30/2004

12/30/2004

0.00000

0.14365

0.29610

0.10602

0.00000

0.19008

0.43975

0.00000

11.81

9/28/2004

9/29/2004

9/29/2004

0.00000

0.08388

0.00000

0.00000

0.00000

0.00000

0.08388

0.00000

12.13

6/28/2004

6/29/2004

6/29/2004

0.00000

0.06348

0.00000

0.00000

0.00000

0.00000

0.06348

0.00000

11.73

3/29/2004

3/30/2004

3/30/2004

0.00000

0.05322

0.00000

0.00000

0.00000

0.00000

0.05322

0.00000

12.07

12/29/2003

12/30/2003

12/30/2003

0.00000

0.03047

0.18573

0.06274

0.00000

0.12299

0.21620

0.00000

11.82

9/26/2003

9/29/2003

9/29/2003

0.00000

0.09251

0.00000

0.00000

0.00000

0.00000

0.09251

0.00000

11.93

6/26/2003

6/27/2003

6/27/2003

0.00000

0.09082

0.00000

0.00000

0.00000

0.00000

0.09082

0.00000

12.08

3/27/2003

3/28/2003

3/28/2003

0.00000

0.08690

0.00000

0.00000

0.00000

0.00000

0.08690

0.00000

11.86

12/27/2002

12/30/2002

12/30/2002

0.00000

0.32040

0.26359

0.16461

0.00000

0.09898

0.58399

0.00000

11.71

9/25/2002

9/26/2002

9/27/2002

0.00000

0.07301

0.00000

0.00000

0.00000

0.00000

0.07301

0.00000

11.91

6/25/2002

6/26/2002

6/27/2002

0.00000

0.14022

0.00000

0.00000

0.00000

0.00000

0.14022

0.00000

11.67

3/25/2002

3/26/2002

3/27/2002

0.00000

0.11635

0.00000

0.00000

0.00000

0.00000

0.11635

0.00000

11.45

12/26/2001

12/27/2001

12/28/2001

0.00000

0.14481

0.26593

0.26593

0.00000

0.00000

0.41074

0.00000

11.37

9/26/2001

9/27/2001

9/28/2001

0.00000

0.10385

0.00000

0.00000

0.00000

0.00000

0.10385

0.00000

11.78

6/27/2001

6/28/2001

6/29/2001

0.00000

0.14730

0.00000

0.00000

0.00000

0.00000

0.14730

0.00000

11.30

3/28/2001

3/29/2001

3/30/2001

0.00000

0.14216

0.00000

0.00000

0.00000

0.00000

0.14216

0.00000

11.36

12/20/2000

12/21/2000

12/22/2000

0.00000

0.12764

0.07173

0.00000

0.00000

0.07173

0.19937

0.00000

11.28

9/27/2000

9/28/2000

9/29/2000

0.00000

0.12398

0.00000

0.00000

0.00000

0.00000

0.12398

0.00000

10.92

6/28/2000

6/29/2000

6/30/2000

0.00000

0.15674

0.00000

0.00000

0.00000

0.00000

0.15674

0.00000

10.78

3/29/2000

3/30/2000

3/31/2000

0.00000

0.15118

0.00000

0.00000

0.00000

0.00000

0.15118

0.00000

10.73

12/21/1999

12/22/1999

12/23/1999

0.00000

0.13822

0.00000

0.00000

0.00000

0.00000

0.13822

0.00000

10.68

9/27/1999

9/28/1999

9/30/1999

0.00000

0.14722

0.00000

0.00000

0.00000

0.00000

0.14722

0.00000

10.82

6/25/1999

6/28/1999

6/30/1999

0.00000

0.14316

0.00000

0.00000

0.00000

0.00000

0.14316

0.00000

10.80

3/26/1999

3/29/1999

3/31/1999

0.00000

0.13294

0.00000

0.00000

0.00000

0.00000

0.13294

0.00000

11.14

12/28/1998

12/29/1998

12/31/1998

0.00000

0.13075

0.51232

0.28899

0.00000

0.22333

0.64307

0.00000

11.25

9/25/1998

9/28/1998

9/30/1998

0.00000

0.17473

0.00000

0.00000

0.00000

0.00000

0.17473

0.00000

11.79

6/25/1998

6/26/1998

6/30/1998

0.00000

0.17347

0.00000

0.00000

0.00000

0.00000

0.17347

0.00000

11.48

3/26/1998

3/27/1998

3/31/1998

0.00000

0.16004

0.00000

0.00000

0.00000

0.00000

0.16004

0.00000

11.37

12/24/1997

12/26/1997

12/31/1997

0.00000

0.15214

0.23290

0.09087

0.00000

0.14203

0.38504

0.00000

11.38

9/24/1997

9/25/1997

9/30/1997

0.00000

0.19391

0.00000

0.00000

0.00000

0.00000

0.19391

0.00000

11.44

6/24/1997

6/25/1997

6/30/1997

0.00000

0.16485

0.00000

0.00000

0.00000

0.00000

0.16485

0.00000

11.29

3/24/1997

3/25/1997

3/31/1997

0.00000

0.15268

0.00000

0.00000

0.00000

0.00000

0.15268

0.00000

11.07

12/24/1996

12/26/1996

12/31/1996

0.00000

0.17544

0.00000

0.00000

0.00000

0.00000

0.17544

0.00000

11.27

9/24/1996

9/25/1996

9/30/1996

0.00000

0.16850

0.00000

0.00000

0.00000

0.00000

0.16850

0.00000

10.99

6/24/1996

6/25/1996

6/28/1996

0.00000

0.25650

0.00000

0.00000

0.00000

0.00000

0.25650

0.00000

10.79

3/25/1996

3/26/1996

3/29/1996

0.00000

0.10117

0.00000

0.00000

0.00000

0.00000

0.10117

0.00000

11.15

12/22/1995

12/26/1995

12/29/1995

0.00000

0.21633

0.00000

0.00000

0.00000

0.00000

0.21633

0.00000

11.33

9/22/1995

9/25/1995

9/29/1995

0.00000

0.20685

0.00000

0.00000

0.00000

0.00000

0.20685

0.00000

10.98

6/23/1995

6/26/1995

6/30/1995

0.00000

0.17134

0.00000

0.00000

0.00000

0.00000

0.17134

0.00000

10.97

3/24/1995

3/27/1995

3/31/1995

0.00000

0.18996

0.00000

0.00000

0.00000

0.00000

0.18996

0.00000

10.55

12/23/1994

12/27/1994

12/30/1994

0.00000

0.10288

0.00000

0.00000

0.00000

0.00000

0.10288

0.00000

10.33

9/23/1994

9/26/1994

9/30/1994

0.00000

0.18190

0.00000

0.00000

0.00000

0.00000

0.18190

0.00000

10.43

6/24/1994

6/27/1994

6/30/1994

0.00000

0.15626

0.00000

0.00000

0.00000

0.00000

0.15626

0.00000

10.55

3/25/1994

3/28/1994

3/31/1994

0.00000

0.16729

0.00000

0.00000

0.00000

0.00000

0.16729

0.00000

10.85

12/23/1993

12/27/1993

12/31/1993

0.00000

0.16377

0.50310

0.26503

0.00000

0.23807

0.66687

0.00000

11.36

9/24/1993

9/27/1993

9/30/1993

0.00000

0.14355

0.00000

0.00000

0.00000

0.00000

0.14355

0.00000

11.91

6/25/1993

6/28/1993

6/30/1993

0.00000

0.17500

0.00000

0.00000

0.00000

0.00000

0.17500

0.00000

11.66

3/26/1993

3/29/1993

3/31/1993

0.00000

0.16523

0.00000

0.00000

0.00000

0.00000

0.16523

0.00000

11.44

12/24/1992

12/28/1992

12/31/1992

0.00000

0.20097

0.24890

0.13682

0.00000

0.11208

0.44987

0.00000

11.08

9/25/1992

9/28/1992

9/30/1992

0.00000

0.18414

0.00000

0.00000

0.00000

0.00000

0.18414

0.00000

11.47

6/24/1992

6/30/1992

6/30/1992

0.00000

0.18715

0.00000

0.00000

0.00000

0.00000

0.18715

0.00000

11.13

3/25/1992

3/31/1992

3/31/1992

0.00000

0.17090

0.00000

0.00000

0.00000

0.00000

0.17090

0.00000

10.84

12/26/1991

12/27/1991

12/31/1991

0.00000

0.25046

0.25949

0.10987

0.00000

0.14962

0.50995

0.00000

11.08

9/24/1991

9/25/1991

9/30/1991

0.00000

0.19466

0.00000

0.00000

0.00000

0.00000

0.19466

0.00000

10.92

6/24/1991

6/25/1991

6/28/1991

0.00000

0.21372

0.00000

0.00000

0.00000

0.00000

0.21372

0.00000

10.27

3/25/1991

3/26/1991

3/28/1991

0.00000

0.20239

0.00000

0.00000

0.00000

0.00000

0.20239

0.00000

10.29

12/24/1990

12/26/1990

12/31/1990

0.00000

0.23198

0.00000

0.00000

0.00000

0.00000

0.23198

0.00000

10.25

9/24/1990

9/25/1990

9/28/1990

0.00000

0.21123

0.00000

0.00000

0.00000

0.00000

0.21123

0.00000

9.89

6/25/1990

6/26/1990

6/29/1990

0.00000

0.20312

0.00000

0.00000

0.00000

0.00000

0.20312

0.00000

10.11

3/26/1990

3/27/1990

3/30/1990

0.00000

0.20177

0.00000

0.00000

0.00000

0.00000

0.20177

0.00000

10.10

12/21/1989

12/22/1989

12/30/1989

0.00000

0.21582

0.09237

0.04684

0.00000

0.04553

0.30819

0.00000

10.40

9/22/1989

9/25/1989

9/29/1989

0.00000

0.21485

0.00000

0.00000

0.00000

0.00000

0.21485

0.00000

10.27

6/23/1989

6/26/1989

6/30/1989

0.00000

0.19284

0.00000

0.00000

0.00000

0.00000

0.19284

0.00000

10.36

3/23/1989

3/27/1989

3/31/1989

0.00000

0.20336

0.00000

0.00000

0.00000

0.00000

0.20336

0.00000

9.83

12/23/1988

12/27/1988

12/30/1988

0.00000

0.15555

0.07412

0.02726

0.00000

0.04686

0.22967

0.00000

9.96

9/23/1988

9/26/1988

9/30/1988

0.00000

0.18053

0.00000

0.00000

0.00000

0.00000

0.18053

0.00000

10.03

6/23/1988

6/24/1988

6/30/1988

0.00000

0.17892

0.00000

0.00000

0.00000

0.00000

0.17892

0.00000

10.01

3/29/1988

3/30/1988

3/31/1988

0.00000

0.15069

0.00000

0.00000

0.00000

0.00000

0.15069

0.00000

10.04

Holdings

Portfolio Characteristics

as of 3/31/2022

Core Plus Fund

Bloomberg US Aggregate Bond Index

Number of Bonds

732

12538

Avg. Market Coupon (%)

3.08

2.52

Wtd. Avg. Maturity (yrs)

8.58

8.77

Wtd. Avg. Duration (yrs)

6.5

6.58

Top 10 Holdings

as of 3/31/2022

Company Name

Maturity Date

Coupon Rate (%)

Value ($000's)

% of Net Assets

US TREASURY N/B 08/41 1.75

8/15/2041

1.8

93,347

7.1

US TREASURY N/B 11/31 1.375

11/15/2031

1.4

31,764

2.4

US TREASURY N/B 08/51 2

8/15/2051

2.0

31,009

2.3

Federal National Mortgage Association REMIC

10/25/2041

3.5

25,476

1.9

FNMA POOL FS0065 FN 12/50 FIXED VAR

12/1/2050

4.5

15,910

1.2

FED HM LN PC POOL ZT1526 FR 11/48 FIXED 4

11/1/2048

4.0

15,190

1.1

FNMA POOL FM4956 FN 08/50 FIXED VAR

8/1/2050

1.0

14,278

1.1

FNMA POOL FM5397 FN 12/50 FIXED VAR

12/1/2050

1.0

14,200

1.1

FED HM LN PC POOL SD0257 FR 01/50 FIXED 3

1/1/2050

3.0

14,178

1.1

FED HM LN PC POOL RA5286 FR 05/51 FIXED 2.5

5/1/2051

2.5

13,776

1.0

% of Total Holdings:

--

--

--

20.3%

This information should not be considered as a recommendation to purchase or sell a particular security. The holdings mentioned may change at any time and may not represent current or future investments.

as of 3/31/2022

Company Name

Maturity Date

Coupon Rate (%)

Market Value ($000's)

% of Net Assets

US TREASURY N/B 08/41 1.75

8/15/2041

1.8

93,347

7.1

US TREASURY N/B 11/31 1.375

11/15/2031

1.4

31,764

2.4

US TREASURY N/B 08/51 2

8/15/2051

2.0

31,009

2.3

Federal National Mortgage Association REMIC

10/25/2041

3.5

25,476

1.9

FNMA POOL FS0065 FN 12/50 FIXED VAR

12/1/2050

4.5

15,910

1.2

FED HM LN PC POOL ZT1526 FR 11/48 FIXED 4

11/1/2048

4.0

15,190

1.1

FNMA POOL FM4956 FN 08/50 FIXED VAR

8/1/2050

1.0

14,278

1.1

FNMA POOL FM5397 FN 12/50 FIXED VAR

12/1/2050

1.0

14,200

1.1

FED HM LN PC POOL SD0257 FR 01/50 FIXED 3

1/1/2050

3.0

14,178

1.1

FED HM LN PC POOL RA5286 FR 05/51 FIXED 2.5

5/1/2051

2.5

13,776

1.0

FNMA POOL FM8217 FN 03/50 FIXED VAR

3/1/2050

1.0

13,473

1.0

US TREASURY N/B 01/27 1.5

1/31/2027

1.5

12,862

1.0

FNMA POOL BV3088 FN 02/52 FIXED 2.5

2/1/2052

2.5

12,763

1.0

FNMA POOL FM8499 FN 07/51 FIXED VAR

7/1/2051

1.0

12,465

0.9

FNMA POOL AS8984 FN 03/47 FIXED 4.5

3/1/2047

4.5

12,396

0.9

FNMA POOL FS0686 FN 11/50 FIXED VAR

11/1/2050

4.0

12,349

0.9

FNMA POOL FM5547 FN 01/51 FIXED VAR

1/1/2051

1.0

12,316

0.9

U.S. Treasury Notes

8/15/2050

1.4

11,845

0.9

FNMA POOL CA4122 FN 09/49 FIXED 3.5

9/1/2049

3.5

9,235

0.7

GNMA POOL 784699 GN 04/48 FIXED 5

4/15/2048

5.0

9,184

0.7

FED HM LN PC POOL SD0717 FR 09/51 FIXED 2.5

9/1/2051

2.5

9,146

0.7

GNMA POOL 785777 GN 01/49 FIXED 5

1/15/2049

5.0

9,074

0.7

FNMA POOL BP9250 FN 07/50 FIXED 2.5

7/1/2050

2.5

8,944

0.7

FED HM LN PC POOL SD7521 FR 07/50 FIXED 2.5

7/1/2050

2.5

8,394

0.6

IndyMac INDX Mortgage Loan Trust

7/25/2037

3.0

8,075

0.6

US TREASURY N/B 08/31 1.25

8/15/2031

1.3

7,967

0.6

US TREASURY N/B 07/26 0.625

7/31/2026

0.6

7,502

0.6

Wells Fargo Commercial Mortgage Trust

1/15/2052

4.3

7,497

0.6

FNMA POOL FM7479 FN 01/50 FIXED VAR

1/1/2050

1.0

7,302

0.6

AMSR TRUST 03/39 2.942

3/17/2039

2.9

7,118

0.5

Occidental Petroleum Corp.

10/10/2036

0.0

7,107

0.5

FIRSTKEY HOMES 2020 SFR1 TRUST FKH 2021 SFR1 A 144A

8/17/2038

1.5

6,857

0.5

CF HIPPOLYTA ISSUER LLC SORT 2021 1A A1 144A

3/15/2061

1.5

6,816

0.5

Benchmark Mortgage Trust

12/15/2072

2.9

6,789

0.5

FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF14 A6

10/25/2036

0.5

6,776

0.5

ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A

8/15/2046

1.9

6,734

0.5

VB S1 ISSUER LLC VBTEL 2022 1A C2I 144A

2/15/2052

3.2

6,637

0.5

COMM MORTGAGE TRUST COMM 2014 LC17 A5

10/10/2047

3.9

6,589

0.5

FIRSTKEY HOMES TRUST 03/39 3.1

3/17/2039

3.1

6,552

0.5

WF RBS COMMERCIAL MORTGAGE TRU WFRBS 2014 C23 A5

10/15/2057

3.9

6,539

0.5

VERIZON COMMUNICATIONS SR UNSECURED 03/61 3.7

3/22/2061

3.7

6,522

0.5

FNMA POOL FM3568 FN 09/49 FIXED VAR

9/1/2049

1.0

6,490

0.5

BGC Partners Inc.

7/24/2023

5.4

6,447

0.5

STACK INFRASTRUCTURE ISSUER LL SIDC 2021 1A A2 144A

3/26/2046

1.9

6,435

0.5

Banque Federative DU Credit Mutuel SA

7/20/2023

3.8

6,383

0.5

Bayer US Finance II LLC

12/15/2023

3.9

6,368

0.5

DOMINOS PIZZA MASTER ISSUER LL DPABS 2021 1A A2II 144A

4/25/2051

3.2

6,360

0.5

TACO BELL FUNDING, LLC BELL 2021 1A A2I 144A

8/25/2051

1.9

6,340

0.5

WENDYS FUNDING LLC WEN 2021 1A A2I 144A

6/15/2051

2.4

6,204

0.5

BROADCOM INC SR UNSECURED 144A 11/35 3.137

11/15/2035

3.1

6,097

0.5

Residential Asset Securitization Trust

8/25/2037

6.3

5,979

0.5

Scentre Group Trust

5/28/2030

4.4

5,976

0.5

BOEING CO SR UNSECURED 02/24 1.95

2/1/2024

1.9

5,968

0.5

Federal Home Loan Mortgage Corp.

8/1/2023

2.7

5,833

0.4

Digital Realty Trust LP

7/15/2028

4.5

5,734

0.4

CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507

1/10/2032

7.5

5,637

0.4

AIRCASTLE LTD SR UNSECURED 144A 01/28 2.85

1/26/2028

2.9

5,581

0.4

Nextera Energy Capital Holdings Inc.

6/1/2030

2.3

5,500

0.4

OWL ROCK CORE INCOME COR SR UNSECURED 144A 02/27 4.7

2/8/2027

4.7

5,489

0.4

SBL HOLDINGS INC SR UNSECURED 144A 02/31 5

2/18/2031

5.0

5,484

0.4

Mitsubishi UFJ Financial Group Inc.

7/17/2025

1.4

5,440

0.4

BLACKROCK TCP CAP CORP SR UNSECURED 02/26 2.85

2/9/2026

2.9

5,433

0.4

BENCHMARK MORTGAGE TRUST BMARK 2019 B9 A5

3/15/2052

4.0

5,391

0.4

GS MORTGAGE SECURITIES TRUST GSMS 2013 GC14 A5

8/10/2046

4.2

5,381

0.4

Northrop Grumman Corp.

5/1/2050

5.3

5,380

0.4

FNMA POOL CA6738 FN 08/50 FIXED 3

8/1/2050

3.0

5,378

0.4

Daimler Finance North America LLC

5/4/2023

3.7

5,367

0.4

Boston Scientific Corp.

6/1/2030

2.6

5,356

0.4

Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc.

2/1/2046

4.9

5,346

0.4

SABINE PASS LIQUEFACTION SR SECURED 05/30 4.5

5/15/2030

4.5

5,341

0.4

GOLUB CAPITAL BDC SR UNSECURED 08/26 2.5

8/24/2026

2.5

5,336

0.4

Comm Mortgage Trust

2/10/2036

3.5

5,309

0.4

ANGLO AMERICAN CAPITAL COMPANY GUAR 144A 03/29 3.875

3/16/2029

3.9

5,275

0.4

Aviation Capital Group LLC

8/1/2025

4.1

5,264

0.4

BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 01/52 3.2

1/30/2052

3.2

5,206

0.4

Credit Suisse Group AG

12/14/2023

3.0

5,101

0.4

SIXTH STREET SPECIALTY SR UNSECURED 08/26 2.5

8/1/2026

2.5

5,078

0.4

Brandywine Operating Partnership LP

10/1/2024

4.1

5,063

0.4

Volkswagen Group of America Finance LLC

11/13/2028

4.8

5,054

0.4

Federal National Mortgage Association

8/1/2022

2.3

5,017

0.4

Credit Agricole SA MTN

4/24/2023

3.8

4,968

0.4

Citigroup Commercial Mortgage

9/10/2058

3.8

4,965

0.4

CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A

4/22/2030

1.4

4,954

0.4

CHARTER COMM OPT LLC/CAP SR SECURED 05/47 5.375

5/1/2047

5.4

4,903

0.4

Credit Suisse Group Funding Guernsey Ltd.

3/26/2025

3.8

4,885

0.4

UNION PACIFIC CORP SR UNSECURED 02/42 3.375

2/14/2042

3.4

4,843

0.4

Boston Properties LP

10/1/2026

2.8

4,782

0.4

Marriott International Sr Unsecured 10/32 3.5

10/15/2032

3.5

4,769

0.4

TRINITY RAIL LEASING L.P. TRL 2020 2A A2 144A

11/19/2050

2.6

4,763

0.4

Sumitomo Corp.

7/8/2025

1.5

4,710

0.4

APTIV PLC / APTIV CORP 05/52 4.15

5/1/2052

4.2

4,701

0.4

Volkswagen Group of America Finance LLC

5/13/2025

3.4

4,689

0.4

DC Office Trust

9/15/2045

3.0

4,643

0.4

NXP BV / NXP Funding LLC / NXP USA Inc.

6/18/2026

3.9

4,621

0.3

SOUND POINT CLO LTD 10/28 1

10/20/2028

1.3

4,617

0.3

Equinix Inc.

9/15/2025

1.0

4,600

0.3

Spirit Realty LP

1/15/2030

3.4

4,552

0.3

Manhattan West

9/10/2039

2.1

4,536

0.3

Fortune Brands Home & Security Inc.

9/15/2029

3.3

4,529

0.3

AT&T Inc.

2/1/2028

1.6

4,473

0.3

Glp Capital LP / Glp Financing II Inc.

1/15/2030

4.0

4,376

0.3

Citigroup Inc.

6/3/2031

2.6

4,314

0.3

BENCHMARK MORTGAGE TRUST BMARK 2020 B21 A5

12/17/2053

2.0

4,248

0.3

Jetblue Airways Corp.

5/15/2034

4.0

4,216

0.3

HCA Inc.

9/1/2026

5.4

4,204

0.3

NEW ECONOMY ASSETS PHASE 1 ISS USRE 2021 1 A1 144A

10/20/2061

1.9

4,201

0.3

JPMDB Commercial Mortgage Securities Trust

6/15/2049

3.1

4,196

0.3

U.S. TREASURY INFLATION INDEXED BONDS

2/15/2049

1.0

4,176

0.3

AMERICAN MONEY MANAGEMENT 11/30 1

11/10/2030

1.1

4,146

0.3

SERVICE CORP INTL SR UNSECURED 05/31 4

5/15/2031

4.0

4,103

0.3

MAGALLANES INC COMPANY GUAR 144A 03/52 5.141

3/15/2052

5.1

4,102

0.3

Crown Castle International Corp.

6/15/2026

3.7

4,031

0.3

NORFOLK SOUTHERN CORP SR UNSECURED 08/52 4.05

8/15/2052

4.0

4,004

0.3

PALMER SQUARE LOAN FUNDING LTD 10/29 1

10/15/2029

0.9

3,986

0.3

BIRCH GROVE CLO LTD. BGCLO 19A AR 144A

6/15/2031

0.0

3,984

0.3

ARES CLO LTD 04/31 1

4/22/2031

1.1

3,970

0.3

APIDOS CLO APID 2017 26A A1AR 144A

7/18/2029

0.0

3,965

0.3

FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 3.375

11/13/2025

3.4

3,914

0.3

Ford Motor Credit Co. LLC

1/9/2024

3.8

3,900

0.3

ANGEL OAK MORTGAGE TRUST 12/66 1

12/25/2066

2.9

3,893

0.3

NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81

9/17/2030

4.8

3,874

0.3

GS MORTGAGE SECURITIES TRUST GSMS 2015 GC30 A3

5/10/2050

3.1

3,850

0.3

ARES FINANCE CO IV LLC COMPANY GUAR 144A 02/52 3.65

2/1/2052

3.6

3,833

0.3

DB MASTER FINANCE LLC DNKN 2021 1A A23 144A

11/20/2051

2.8

3,812

0.3

Countrywide Asset-Backed Certificates

5/25/2036

0.4

3,801

0.3

Vmware Inc.

5/15/2027

4.7

3,777

0.3

Walt Disney Co.

1/13/2031

2.6

3,729

0.3

ALLSTATE CORP SR UNSECURED 12/30 1.45

12/15/2030

1.4

3,723

0.3

BROADCOM INC SR UNSECURED 144A 04/34 3.469

4/15/2034

3.5

3,716

0.3

International Flavors & Fragrances Inc.

5/1/2023

3.2

3,712

0.3

ENEL FINANCE INTL NV 07/28 1.875

7/12/2028

1.9

3,704

0.3

DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 12/31 2.4

12/15/2031

2.4

3,696

0.3

Expedia Group Inc.

5/1/2025

6.3

3,691

0.3

JPMORGAN CHASE + CO SR UNSECURED 09/27 VAR

9/22/2027

1.5

3,691

0.3

MORGAN STANLEY BAML TRUST MSBAM 2014 C14 A5

2/15/2047

4.1

3,651

0.3

ROGERS COMMUNICATIONS IN COMPANY GUAR 144A 03/27 3.2

3/15/2027

3.2

3,648

0.3

ENEL FINANCE INTL NV COMPANY GUAR 144A 07/31 2.25

7/12/2031

2.3

3,638

0.3

New York State Urban Development Corp.

3/15/2027

1.5

3,618

0.3

STARWOOD PROPERTY TRUST SR UNSECURED 144A 01/27 4.375

1/15/2027

4.4

3,594

0.3

DELL INTL LLC/EMC CORP 06/26 6.02

6/15/2026

6.0

3,578

0.3

MACY S RETAIL HLDGS LLC COMPANY GUAR 144A 03/30 5.875

3/15/2030

5.9

3,567

0.3

GA GLOBAL FUNDING TRUST SECURED 144A 09/28 1.95

9/15/2028

1.9

3,563

0.3

GNMA POOL BS1740 GN 02/50 FIXED 4

2/15/2050

4.0

3,557

0.3

Block Financial LLC Co.

8/15/2030

3.9

3,542

0.3

INVITATION HOMES OP COMPANY GUAR 01/34 2.7

1/15/2034

2.7

3,507

0.3

BCAP LLC Trust

5/25/2047

0.4

3,454

0.3

CRH America Finance Inc.

4/4/2048

4.5

3,448

0.3

Textron Inc.

3/15/2031

2.5

3,446

0.3

AMERICAN MONEY MANAGEMENT CORP 04/29 1

4/17/2029

2.0

3,408

0.3

CITIGROUP COMMERCIAL MORTGAGE CGCMT 2015 GC27 A5

2/10/2048

3.1

3,369

0.3

HOME PARTNERS OF AMERICA TRUST HPA 2022 1 A 144A

4/17/2039

3.9

3,364

0.3

University of California

5/15/2027

1.3

3,306

0.3

Air Canada Pass-Through Trust

7/15/2031

3.3

3,298

0.2

CRH America Finance Inc.

4/4/2028

4.0

3,255

0.2

Morgan Stanley Bank of America Merrill Lynch Trust

4/15/2048

3.0

3,245

0.2

Exelon Corp.

4/15/2030

4.0

3,204

0.2

Teva Pharmaceutical Finance Netherlands III BV

3/1/2028

6.8

3,151

0.2

WF RBS COMMERCIAL MORTGAGE TRU WFRBS 2013 C17 A4

12/15/2046

4.0

3,143

0.2

SERVPRO MASTER ISSUER, LLC SPRO 2021 1A A2 144A

4/25/2051

2.4

3,140

0.2

GSMPS Mortgage Loan Trust

4/25/2036

0.9

3,117

0.2

Oracle Corp.

4/1/2040

3.6

3,043

0.2

Morgan Stanley Capital Inc.

5/25/2037

0.7

3,024

0.2

Deutsche Alt-A Securities Inc. Mortgage Loan Trust

3/25/2037

0.6

3,005

0.2

Springleaf Finance Corp.

3/15/2025

6.9

2,947

0.2

FORD MOTOR CREDIT CO LLC SR UNSECURED 08/23 4.375

8/6/2023

4.4

2,930

0.2

Option One Mortgage Loan Trust

7/25/2037

0.5

2,903

0.2

Bbva USA

8/27/2024

2.5

2,879

0.2

TRI POINTE GROUP INC.

6/15/2028

5.7

2,862

0.2

Onslow Bay Financial LLC

6/25/2057

0.8

2,840

0.2

CARLISLE COS INC SR UNSECURED 03/32 2.2

3/1/2032

2.2

2,837

0.2

NEW YORK ST DORM AUTH ST PERSO NYSHGR 03/32 FIXED 3.399

3/15/2032

3.4

2,804

0.2

Pacific Gas & Electric Co.

1/1/2026

3.1

2,796

0.2

CIENA CORP SR UNSECURED 144A 01/30 4

1/31/2030

4.0

2,795

0.2

BAE SYSTEMS PLC SR UNSECURED 144A 02/31 1.9

2/15/2031

1.9

2,783

0.2

ALLISON TRANSMISSION INC.

10/1/2027

4.8

2,760

0.2

OAKTREE SPECIALTY LEND SR UNSECURED 01/27 2.7

1/15/2027

2.7

2,753

0.2

KLA CORP SR UNSECURED 03/50 3.3

3/1/2050

3.3

2,744

0.2

MICHIGAN ST UNIV REVENUES MISHGR 08/22 FIXED 4.165

8/15/2122

4.2

2,722

0.2

Charter Communications Operating LLC / Charter Communications Operating Capital

10/23/2035

6.4

2,717

0.2

Group 1 Automotive Inc. Co.

8/15/2028

4.0

2,704

0.2

AIA Group Ltd.

4/7/2030

3.4

2,690

0.2

Banc of America Alternative Loan Trust

10/25/2036

5.9

2,689

0.2

NISSAN MOTOR CO SR UNSECURED 144A 09/25 3.522

9/17/2025

3.5

2,649

0.2

GNMA POOL BM5435 GN 05/49 FIXED 5

5/15/2049

5.0

2,649

0.2

ALEXANDRIA REAL ESTATE E COMPANY GUAR 04/49 4.85

4/15/2049

4.8

2,609

0.2

HERCULES CAPITAL INC SR UNSECURED 09/26 2.625

9/16/2026

2.6

2,591

0.2

BAE SYSTEMS PLC SR UNSECURED 144A 09/50 3

9/15/2050

3.0

2,558

0.2

BX TRUST BX 2022 LP2 A 144A

2/15/2039

1.1

2,552

0.2

Nordea Bank Abp

8/30/2023

3.8

2,536

0.2

KKR GROUP FIN CO X LLC COMPANY GUAR 144A 12/51 3.25

12/15/2051

3.3

2,507

0.2

MetLife Securitization Trust

3/25/2057

3.8

2,502

0.2

SAXON ASSET SECURITIES TRUST SAST 2006 3 A3

10/25/2046

0.3

2,475

0.2

Federal National Mortgage Association

8/1/2037

5.5

2,316

0.2

Highwoods Realty LP

2/1/2031

2.6

2,272

0.2

Federal National Mortgage Association REMIC

6/25/2055

0.8

2,196

0.2

Tricon American Homes Trust

7/17/2038

1.5

2,138

0.2

ERP Operating LP

6/1/2025

3.4

2,106

0.2

DB MASTER FINANCE LLC DNKN 2021 1A A2II 144A

11/20/2051

2.5

2,063

0.2

Federal National Mortgage Association

5/1/2034

5.5

2,037

0.2

Alexandria Real Estate Equities Inc.

12/15/2029

2.8

1,993

0.2

Countrywide Alternative Loan Trust

8/25/2037

6.0

1,990

0.2

Epr Properties

6/1/2027

4.5

1,877

0.1

VANTAGE DATA CENTERS LLC VDC 2021 1A A2 144A

10/15/2046

2.2

1,869

0.1

Argent Securities Inc.

5/25/2036

0.4

1,772

0.1

Federal Home Loan Mortgage Corp. REMIC

10/15/2040

0.5

1,771

0.1

Pacific Gas & Electric Co.

6/15/2025

3.5

1,758

0.1

Federal Home Loan Mortgage Corp. REMIC

8/15/2040

0.5

1,744

0.1

Federal National Mortgage Association

5/1/2035

3.5

1,722

0.1

EXELON CORP SR UNSECURED 06/35 5.625

6/15/2035

5.6

1,701

0.1

Pacific Gas & Electric Co.

8/15/2024

3.4

1,686

0.1

Washington Mutual Mortgage Pass Through Certificates Trust

8/25/2046

3.9

1,661

0.1

Government National Mortgage Association II

2/20/2049

4.5

1,654

0.1

JERSEY CENTRAL PWR + LT SR UNSECURED 144A 04/24 4.7

4/1/2024

4.7

1,637

0.1

Countrywide Alternative Loan Trust

5/25/2036

0.6

1,542

0.1

HSI Asset Securitization Corp. Trust

12/25/2036

0.3

1,535

0.1

FANNIE MAE FNR 2020 44 AI

7/25/2050

4.0

1,510

0.1

Small Business Administration Participation Certificates

8/1/2028

6.0

1,481

0.1

Canadian Pacific Railway Co.

9/15/2115

6.1

1,470

0.1

American Airlines Pass-Through Trust

3/22/2029

3.6

1,457

0.1

Physicians Realty LP

1/15/2028

4.0

1,414

0.1

BOEING CO SR UNSECURED 05/50 5.805

5/1/2050

5.8

1,406

0.1

KLA CORP SR UNSECURED 11/34 5.65

11/1/2034

5.7

1,403

0.1

New Jersey Transportation Trust Fund Authority

6/15/2023

2.6

1,402

0.1

BX TRUST BX 2021 VOLT A 144A

9/15/2036

0.9

1,394

0.1

GNMA POOL BL9271 GN 02/49 FIXED 5

2/15/2049

5.0

1,387

0.1

FANNIEMAE STRIP FNS 407 7

3/25/2041

5.0

1,386

0.1

Takeda Pharmaceutical Co. Ltd.

3/31/2030

2.0

1,356

0.1

IndyMac Imsc Mortgage Loan Trust

7/25/2037

6.5

1,348

0.1

Federal National Mortgage Association

3/1/2035

3.5

1,342

0.1

Federal National Mortgage Association

2/1/2048

4.0

1,335

0.1

Agree LP Co.

10/1/2030

2.9

1,309

0.1

DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A A 144A

4/15/2049

1.8

1,270

0.1

DOMINOS PIZZA MASTER ISSUER LL DPABS 2021 1A A2I 144A

4/25/2051

2.7

1,247

0.1

GSAA Home Equity Trust

12/25/2046

0.3

1,231

0.1

Specialty Underwriting & Residential Finance Trust

9/25/2037

0.3

1,188

0.1

Morgan Stanley Capital Inc.

11/25/2036

0.4

1,178

0.1

AMERICAN TOWER CORP SR UNSECURED 03/27 3.65

3/15/2027

3.6

1,116

0.1

VANTAGE DATA CENTERS LLC VDC 2019 1A A2 144A

7/15/2044

3.2

1,111

0.1

Countrywide Alternative Loan Trust

7/25/2035

5.5

1,108

0.1

People's Financial Realty Mortgage Securities Trust

9/25/2036

0.3

1,107

0.1

FirstEnergy Corp.

7/15/2022

2.9

1,101

0.1

DELL INT LLC / EMC CORP 06/23 5.45

6/15/2023

5.5

1,100

0.1

Federal National Mortgage Association

5/1/2038

5.5

1,046

0.1

Washington Mutual Mortgage Pass Through Certificates Trust

9/25/2046

1.1

1,019

0.1

Adjustable Rate Mortgage Trust

8/25/2036

0.3

983

0.1

GOVERNMENT NATIONAL MORTGAGE A GNR 2014 2 IC

1/16/2044

5.0

967

0.1

IXIS Real Estate Capital Trust

6/25/2035

1.5

958

0.1

Argent Securities Inc.

11/25/2034

1.3

938

0.1

Sabine Pass Liquefaction

3/15/2028

4.2

926

0.1

JP Morgan Mortgage Trust

10/25/2036

3.0

926

0.1

JERSEY CENTRAL PWR + LT SR UNSECURED 144A 01/26 4.3

1/15/2026

4.3

920

0.1

FREDDIE MAC FHR 4118 IO

10/15/2042

4.0

919

0.1

Small Business Administration Participation Certificates

1/1/2029

5.7

912

0.1

City of Chicago, IL

1/1/2042

7.8

898

0.1

DELL INT LLC / EMC CORP SR SECURED 07/25 5.85

7/15/2025

5.8

855

0.1

DSLA Mortgage Loan Trust

3/19/2046

1.1

846

0.1

Sprint Communications Inc.

11/15/2022

6.0

819

0.1

Federal National Mortgage Association

4/1/2038

6.0

812

0.1

Government National Mortgage Association

11/15/2049

3.0

777

0.1

GOVERNMENT NATIONAL MORTGAGE A GNR 2020 4 DI

3/20/2041

4.0

775

0.1

Federal National Mortgage Association

12/1/2035

5.5

744

0.1

BCAP LLC Trust

2/26/2036

5.3

741

0.1

Federal National Mortgage Association

11/1/2038

5.5

726

0.1

FREDDIEMAC STRIP FHS 304 C45

12/15/2027

3.0

717

0.1

GOVERNMENT NATIONAL MORTGAGE A GNR 2010 47 SK

7/20/2037

6.4

702

0.1

FANNIE MAE FNR 2017 70 AS

9/25/2057

2.0

667

0.1

Federal National Mortgage Association

11/1/2039

5.5

665

0.1

GOVERNMENT NATIONAL MORTGAGE A GNR 2007 41 SM

7/20/2037

6.5

655

0.0

IndyMac INDX Mortgage Loan Trust

1/25/2036

0.0

653

0.0

GNMA POOL BP1508 GN 09/49 FIXED 4

9/15/2049

4.0

621

0.0

Federal National Mortgage Association

1/1/2039

6.0

615

0.0

Epr Properties

4/15/2028

5.0

601

0.0

JPMorgan Mortgage Acquisition Corp.

5/25/2035

4.2

564

0.0

Federal Home Loan Mortgage Corp.

4/1/2048

4.0

546

0.0

Countrywide Asset-Backed Certificates

6/25/2036

0.6

529

0.0

EQM Midstream Partners LP

7/15/2023

4.8

527

0.0

Federal National Mortgage Association

4/1/2034

5.5

523

0.0

Countrywide Alternative Loan Trust

12/25/2036

5.8

516

0.0

Government National Mortgage Association

12/15/2038

5.0

502

0.0

Banc of America Funding Corp.

5/20/2047

0.5

500

0.0

JPMorgan Mortgage Acquisition Corp.

1/25/2036

0.7

499

0.0

CVS Pass-Through Trust

1/10/2030

6.9

479

0.0

GNMA POOL BR6050 GN 11/49 FIXED 4

11/15/2049

4.0

471

0.0

Federal Home Loan Mortgage Corp.

12/1/2037

6.0

468

0.0

Federal Home Loan Mortgage Corp.

4/1/2037

6.0

467

0.0

Federal National Mortgage Association

7/1/2041

5.5

466

0.0

Federal National Mortgage Association

10/1/2031

4.0

461

0.0

Federal National Mortgage Association

1/1/2039

5.5

448

0.0

Federal National Mortgage Association

3/1/2038

5.5

426

0.0

Federal National Mortgage Association

6/1/2038

5.5

422

0.0

Federal National Mortgage Association

12/1/2025

3.5

421

0.0

Federal National Mortgage Association

9/1/2038

6.0

413

0.0

Federal National Mortgage Association

6/1/2035

5.5

412

0.0

Countrywide Home Loan Mortgage Pass Through Trust

9/25/2047

3.1

408

0.0

Federal National Mortgage Association

3/1/2035

5.5

407

0.0

Government National Mortgage Association

6/15/2040

5.0

406

0.0

Federal National Mortgage Association

12/1/2038

4.5

398

0.0

FANNIE MAE FNR 2016 33 NI

7/25/2034

5.0

397

0.0

Oracle Corp.

4/1/2030

3.0

370

0.0

Federal National Mortgage Association

9/1/2027

6.0

368

0.0

Federal National Mortgage Association

5/1/2024

4.0

325

0.0

OMEGA Healthcare Investors Inc.

8/1/2023

4.4

314

0.0

Owens Corning

12/1/2024

4.2

307

0.0

Federal National Mortgage Association

7/1/2026