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Harbor Core Plus Fund (HABDX)

Overview
Performance
Holdings
Investment Team
Documents

Overview

Current Price

as of 11/29/2022

NAV Price

$10.04disclaimer

NAV Daily Change ($)

-$0.06

NAV Daily Change (%)

-0.59%

NAV YTD Return

-13.44%

Current 30-Day Sub. SEC Yield

4.69%

disclaimer

Current 30-Day Unsub. SEC Yield

4.67%

disclaimer

Effective 30-Day Sub. SEC Yield

4.79%

disclaimer

Effective 30-Day Unsub. SEC Yield

4.77%

disclaimer
Morningstar Bronze

Morningstar Analyst Rating™

As of 1/21/2022

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 10/31/2022

$925.489

Ticker

HABDX

Fund Number

2014

Share Class

Institutional

Top Ten Holdings

as of 9/30/2022

US TREASURY N/B 08/41 1.75

5.8%

US TREASURY N/B 08/51 2

2.4%

Federal National Mortgage Association REMIC

1.7%

US TREASURY N/B 02/32 1.875

1.4%

FNMA POOL FS0065 FN 12/50 FIXED VAR

1.3%

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

1.3%

FNMA POOL FM4956 FN 08/50 FIXED VAR

1.2%

FNMA POOL FM5397 FN 12/50 FIXED VAR

1.2%

US TREASURY N/B 02/42 2.375

1.2%

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

1.2%

% of Total Holdings:

18.7%

Morningstar Bronze

Morningstar Analyst Rating™

As of 1/21/2022

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

-7.79%

-15.97%

-15.99%

-3.32%

-0.32%

1.05%

5.99%

0.38%disclaimer

0.39%

Bloomberg US Aggregate Bond Index

-8.23%

-15.72%

-15.68%

-3.77%

-0.54%

0.74%

5.36%

--

--

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 harborcapital.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

11/28/2022

11/29/2022

11/29/2022

0.00000

0.02477

0.00000

--

0.00000

--

0.02477

0.00000

--

10/27/2022

10/28/2022

10/28/2022

0.00000

0.02277

0.00000

--

0.00000

--

0.02277

0.00000

9.81

9/28/2022

9/29/2022

9/29/2022

0.00000

0.03316

0.00000

--

0.00000

--

0.03316

0.00000

9.97

8/29/2022

8/30/2022

8/30/2022

0.00000

0.02413

0.00000

--

0.00000

--

0.02413

0.00000

10.45

7/27/2022

7/28/2022

7/28/2022

0.00000

0.01994

0.00000

--

0.00000

--

0.01994

0.00000

10.67

6/28/2022

6/29/2022

6/29/2022

0.00000

0.02897

0.00000

--

0.00000

--

0.02897

0.00000

10.43

5/25/2022

5/26/2022

5/26/2022

0.00000

0.02130

0.00000

--

0.00000

--

0.02130

0.00000

10.75

4/27/2022

4/28/2022

4/28/2022

0.00000

0.01838

0.00000

--

0.00000

--

0.01838

0.00000

10.77

3/29/2022

3/30/2022

3/30/2022

0.00000

0.02350

0.00000

--

0.00000

--

0.02350

0.00000

11.13

2/24/2022

2/25/2022

2/25/2022

0.00000

0.01569

0.00000

--

0.00000

--

0.01569

0.00000

11.41

1/27/2022

1/28/2022

1/28/2022

0.00000

0.01049

0.00000

--

0.00000

--

0.01049

0.00000

11.64

12/29/2021

12/30/2021

12/30/2021

0.00000

0.14763

0.00000

--

0.00000

--

0.14763

0.00000

11.87

12/17/2021

12/20/2021

12/20/2021

0.00000

--

0.02318

0.02318

0.00000

--

0.02318

0.00000

12.03

11/26/2021

11/29/2021

11/29/2021

0.00000

0.02624

0.00000

--

0.00000

--

0.02624

0.00000

--

10/27/2021

10/28/2021

10/28/2021

0.00000

0.02682

0.00000

--

0.00000

--

0.02682

0.00000

--

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 9/30/2022

Core Plus Fund

Bloomberg US Aggregate Bond Index

Number of Bonds

688

12641

Avg. Market Coupon (%)

3.36

2.63

Wtd. Avg. Maturity (yrs)

8.31

8.52

Wtd. Avg. Duration (yrs)

6.13

6.2

Top 10 Holdings

as of 9/30/2022

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

57,303

5.8

US TREASURY N/B 08/51 2

8/15/2051

2.0

23,485

2.4

Federal National Mortgage Association REMIC

10/25/2041

3.5

16,936

1.7

US TREASURY N/B 02/32 1.875

2/15/2032

1.9

14,085

1.4

FNMA POOL FS0065 FN 12/50 FIXED VAR

12/1/2050

4.5

12,615

1.3

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

11/1/2048

4.0

12,416

1.3

FNMA POOL FM4956 FN 08/50 FIXED VAR

8/1/2050

1.0

11,791

1.2

FNMA POOL FM5397 FN 12/50 FIXED VAR

12/1/2050

1.0

11,661

1.2

US TREASURY N/B 02/42 2.375

2/15/2042

2.4

11,426

1.2

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

5/1/2051

2.5

11,425

1.2

% of Total Holdings:

--

--

--

18.7%

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 9/30/2022

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

57,303

5.8

US TREASURY N/B 08/51 2

8/15/2051

2.0

23,485

2.4

Federal National Mortgage Association REMIC

10/25/2041

3.5

16,936

1.7

US TREASURY N/B 02/32 1.875

2/15/2032

1.9

14,085

1.4

FNMA POOL FS0065 FN 12/50 FIXED VAR

12/1/2050

4.5

12,615

1.3

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

11/1/2048

4.0

12,416

1.3

FNMA POOL FM4956 FN 08/50 FIXED VAR

8/1/2050

1.0

11,791

1.2

FNMA POOL FM5397 FN 12/50 FIXED VAR

12/1/2050

1.0

11,661

1.2

US TREASURY N/B 02/42 2.375

2/15/2042

2.4

11,426

1.2

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

5/1/2051

2.5

11,425

1.2

FNMA POOL FM8217 FN 03/50 FIXED VAR

3/1/2050

1.0

11,102

1.1

FNMA POOL BV3088 FN 02/52 FIXED 2.5

2/1/2052

2.5

10,780

1.1

FNMA POOL FM5547 FN 01/51 FIXED VAR

1/1/2051

1.0

10,376

1.1

FNMA POOL FS0686 FN 11/50 FIXED VAR

11/1/2050

4.0

10,062

1.0

FNMA POOL AS8984 FN 03/47 FIXED 4.5

3/1/2047

4.5

9,967

1.0

FNMA POOL BP9250 FN 07/50 FIXED 2.5

7/1/2050

2.5

7,378

0.7

FNMA POOL CA4122 FN 09/49 FIXED 3.5

9/1/2049

3.5

7,345

0.7

GNMA POOL 784699 GN 04/48 FIXED 5

4/15/2048

5.0

7,211

0.7

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

1/1/2050

3.0

7,172

0.7

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

7/1/2050

2.5

6,868

0.7

US TREASURY N/B 02/52 2.25

2/15/2052

2.3

6,867

0.7

Occidental Petroleum Corp.

10/10/2036

0.0

6,809

0.7

Wells Fargo Commercial Mortgage Trust

1/15/2052

4.3

6,728

0.7

GNMA POOL 785777 GN 01/49 FIXED 5

1/15/2049

5.0

6,705

0.7

AMSR TRUST 03/39 2.942

3/17/2039

2.9

6,663

0.7

FIRSTKEY HOMES 2020 SFR1 TRUST FKH 2021 SFR1 A 144A

8/17/2038

1.5

6,328

0.6

COMM MORTGAGE TRUST COMM 2014 LC17 A5

10/10/2047

3.9

6,320

0.6

CF HIPPOLYTA ISSUER LLC SORT 2021 1A A1 144A

3/15/2061

1.5

6,316

0.6

BGC Partners Inc.

7/24/2023

5.4

6,298

0.6

WF RBS COMMERCIAL MORTGAGE TRU WFRBS 2014 C23 A5

10/15/2057

3.9

6,277

0.6

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

8/15/2046

1.9

6,237

0.6

FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF14 A6

10/25/2036

0.5

6,224

0.6

FIRSTKEY HOMES TRUST 03/39 3.1

3/17/2039

3.1

6,189

0.6

STACK INFRASTRUCTURE ISSUER LL SIDC 2021 1A A2 144A

3/26/2046

1.9

6,045

0.6

VB S1 ISSUER LLC VBTEL 2022 1A C2I 144A

2/15/2052

3.2

5,996

0.6

BOEING CO SR UNSECURED 02/24 1.95

2/1/2024

1.9

5,857

0.6

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

8/25/2051

1.9

5,825

0.6

Federal Home Loan Mortgage Corp.

8/1/2023

2.7

5,774

0.6

FNMA POOL FM7479 FN 01/50 FIXED VAR

1/1/2050

1.0

5,700

0.6

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

4/25/2051

3.2

5,535

0.6

WENDYS FUNDING LLC WEN 2021 1A A2I 144A

6/15/2051

2.4

5,518

0.6

FNMA POOL FM3568 FN 09/49 FIXED VAR

9/1/2049

1.0

5,267

0.5

U.S. Treasury Inflation Index Notes

10/15/2024

0.1

5,232

0.5

Mitsubishi UFJ Financial Group Inc.

7/17/2025

1.4

5,204

0.5

Residential Asset Securitization Trust

8/25/2037

6.3

5,177

0.5

Digital Realty Trust LP

7/15/2028

4.5

5,148

0.5

BLACKROCK TCP CAP CORP SR UNSECURED 02/26 2.85

2/9/2026

2.9

5,119

0.5

Scentre Group Trust

5/28/2030

4.4

5,040

0.5

OWL ROCK CORE INCOME COR SR UNSECURED 02/27 4.7

2/8/2027

4.7

5,000

0.5

FNMA POOL FM8499 FN 07/51 FIXED VAR

7/1/2051

1.0

4,992

0.5

FED HM LN PC POOL SD1100 FR 05/52 FIXED 2.5

5/1/2052

2.5

4,989

0.5

Comm Mortgage Trust

2/10/2036

3.5

4,955

0.5

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

1/10/2032

7.5

4,937

0.5

CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A

4/22/2030

1.4

4,908

0.5

GOLUB CAPITAL BDC SR UNSECURED 08/26 2.5

8/24/2026

2.5

4,869

0.5

Credit Agricole SA MTN

4/24/2023

3.8

4,865

0.5

Aviation Capital Group LLC

8/1/2025

4.1

4,854

0.5

BROADCOM INC SR UNSECURED 144A 11/35 3.137

11/15/2035

3.1

4,852

0.5

TOWD POINT MORTGAGE TRUST TPMT 2019 1 A1 144A

3/25/2058

3.7

4,840

0.5

VISTRA OPERATIONS CO LLC SR SECURED 144A 05/25 5.125

5/13/2025

5.1

4,838

0.5

BENCHMARK MORTGAGE TRUST BMARK 2019 B9 A5

3/15/2052

4.0

4,835

0.5

Brandywine Operating Partnership LP

10/1/2024

4.1

4,828

0.5

AIRCASTLE LTD SR UNSECURED 144A 01/28 2.85

1/26/2028

2.9

4,822

0.5

Nextera Energy Capital Holdings Inc.

6/1/2030

2.3

4,796

0.5

SIXTH STREET SPECIALTY SR UNSECURED 08/26 2.5

8/1/2026

2.5

4,696

0.5

SABINE PASS LIQUEFACTION SR SECURED 05/30 4.5

5/15/2030

4.5

4,653

0.5

ANGLO AMERICAN CAPITAL COMPANY GUAR 144A 03/29 3.875

3/16/2029

3.9

4,532

0.5

Volkswagen Group of America Finance LLC

11/13/2028

4.8

4,466

0.5

Volkswagen Group of America Finance LLC

5/13/2025

3.4

4,463

0.5

Boston Properties LP

10/1/2026

2.8

4,417

0.4

Equinix Inc.

9/15/2025

1.0

4,414

0.4

SBL HOLDINGS INC SR UNSECURED 144A 02/31 5

2/18/2031

5.0

4,342

0.4

FNMA POOL CA6738 FN 08/50 FIXED 3

8/1/2050

3.0

4,318

0.4

NXP BV/NXP FDG/NXP USA COMPANY GUAR 06/26 3.875

6/18/2026

3.9

4,299

0.4

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

11/19/2050

2.6

4,298

0.4

BOEING CO. SR UNSECURED 05/30 5.15

5/1/2030

5.2

4,284

0.4

FERGUSON FINANCE PLC SR UNSECURED 144A 04/32 4.65

4/20/2032

4.7

4,233

0.4

Manhattan West

9/10/2039

2.1

4,155

0.4

AMERICAN MONEY MANAGEMENT 11/30 1

11/10/2030

1.1

4,141

0.4

AT&T Inc.

2/1/2028

1.6

4,033

0.4

Marriott International Sr Unsecured 10/32 3.5

10/15/2032

3.5

4,030

0.4

DC Office Trust

9/15/2045

3.0

3,995

0.4

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

9/1/2051

2.5

3,941

0.4

U.S. Treasury Notes

8/15/2050

1.4

3,934

0.4

BIRCH GROVE CLO LTD. BGCLO 19A AR 144A

6/15/2031

0.0

3,928

0.4

JPMDB Commercial Mortgage Securities Trust

6/15/2049

3.1

3,926

0.4

APIDOS CLO APID 2017 26A A1AR 144A

7/18/2029

0.0

3,923

0.4

ARES CLO LTD 04/31 1

4/22/2031

1.1

3,894

0.4

Fortune Brands Home & Security Inc.

9/15/2029

3.3

3,890

0.4

HCA Inc.

9/1/2026

5.4

3,881

0.4

BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 01/52 3.2

1/30/2052

3.2

3,857

0.4

Spirit Realty LP

1/15/2030

3.4

3,824

0.4

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

10/20/2061

1.9

3,815

0.4

FNMA POOL CA5969 FN 06/50 FIXED 2.5

6/1/2050

2.5

3,812

0.4

PLANET FITNESS MASTER ISSUER L PLNT 2022 1A A2I 144A

12/5/2051

3.3

3,801

0.4

Ford Motor Credit Co. LLC

1/9/2024

3.8

3,779

0.4

SOUND POINT CLO LTD 10/28 1

10/20/2028

1.3

3,775

0.4

Glp Capital LP / Glp Financing II Inc.

1/15/2030

4.0

3,768

0.4

Crown Castle International Corp.

6/15/2026

3.7

3,761

0.4

BENCHMARK MORTGAGE TRUST BMARK 2020 B21 A5

12/17/2053

2.0

3,720

0.4

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

5/1/2047

5.4

3,706

0.4

Citigroup Inc.

6/3/2031

2.6

3,703

0.4

GS MORTGAGE SECURITIES TRUST GSMS 2015 GC30 A3

5/10/2050

3.1

3,698

0.4

Jetblue Airways Corp.

5/15/2034

4.0

3,618

0.4

DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A A 144A

4/15/2049

1.8

3,600

0.4

SERVICE CORP INTL SR UNSECURED 05/31 4

5/15/2031

4.0

3,546

0.4

FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 3.375

11/13/2025

3.4

3,540

0.4

Countrywide Asset-Backed Certificates

5/25/2036

0.4

3,527

0.4

Expedia Group Inc.

5/1/2025

6.3

3,476

0.4

Vmware Inc.

5/15/2027

4.7

3,444

0.3

PALMER SQUARE LOAN FUNDING LTD 10/29 1

10/15/2029

0.9

3,441

0.3

New York State Urban Development Corp.

3/15/2027

1.5

3,411

0.3

JPMORGAN CHASE + CO SR UNSECURED 09/27 VAR

9/22/2027

1.5

3,387

0.3

ROGERS COMMUNICATIONS IN COMPANY GUAR 144A 03/27 3.2

3/15/2027

3.2

3,383

0.3

APTIV PLC / APTIV CORP 05/52 4.15

5/1/2052

4.2

3,380

0.3

DB MASTER FINANCE LLC DNKN 2021 1A A23 144A

11/20/2051

2.8

3,322

0.3

GA GLOBAL FUNDING TRUST SECURED 144A 09/28 1.95

9/15/2028

1.9

3,246

0.3

CITIGROUP COMMERCIAL MORTGAGE CGCMT 2015 GC27 A5

2/10/2048

3.1

3,238

0.3

ANGEL OAK MORTGAGE TRUST 12/66 1

12/25/2066

2.9

3,205

0.3

NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81

9/17/2030

4.8

3,165

0.3

STARWOOD PROPERTY TRUST SR UNSECURED 144A 01/27 4.375

1/15/2027

4.4

3,160

0.3

HOME PARTNERS OF AMERICA TRUST HPA 2022 1 A 144A

4/17/2039

3.9

3,100

0.3

Block Financial LLC Co.

8/15/2030

3.9

3,079

0.3

Bayer US Finance II LLC

12/15/2023

3.9

3,024

0.3

BROADCOM INC SR UNSECURED 144A 04/34 3.469

4/15/2034

3.5

3,011

0.3

GNMA POOL BS1740 GN 02/50 FIXED 4

2/15/2050

4.0

2,995

0.3

TRITON CONTAINER COMPANY GUAR 144A 04/26 2.05

4/15/2026

2.0

2,991

0.3

BCAP LLC Trust

5/25/2047

0.4

2,976

0.3

CRH America Finance Inc.

4/4/2028

4.0

2,967

0.3

VICI PROPERTIES LP SR UNSECURED 05/25 4.375

5/15/2025

4.4

2,959

0.3

NORFOLK SOUTHERN CORP SR UNSECURED 08/52 4.05

8/15/2052

4.0

2,930

0.3

Textron Inc.

3/15/2031

2.5

2,921

0.3

MAGALLANES INC COMPANY GUAR 144A 03/52 5.141

3/15/2052

5.1

2,915

0.3

Air Canada Pass-Through Trust

7/15/2031

3.3

2,890

0.3

U.S. TREASURY INFLATION INDEXED BONDS

2/15/2049

1.0

2,869

0.3

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

3/15/2030

5.9

2,864

0.3

INVITATION HOMES OP COMPANY GUAR 01/34 2.7

1/15/2034

2.7

2,828

0.3

Exelon Corp.

4/15/2030

4.0

2,813

0.3

LENOVO GROUP LTD 01/28 5.831

1/27/2028

5.8

2,787

0.3

Morgan Stanley Capital Inc.

5/25/2037

0.7

2,784

0.3

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

2/1/2052

3.6

2,767

0.3

Teva Pharmaceutical Finance Netherlands III BV

3/1/2028

6.8

2,760

0.3

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

4/25/2051

2.4

2,739

0.3

GSMPS Mortgage Loan Trust

4/25/2036

0.9

2,718

0.3

Deutsche Alt-A Securities Inc. Mortgage Loan Trust

3/25/2037

0.6

2,641

0.3

Springleaf Finance Corp.

3/15/2025

6.9

2,636

0.3

Pacific Gas & Electric Co.

1/1/2026

3.1

2,608

0.3

MORGAN STANLEY BAML TRUST MSBAM 2014 C14 A5

2/15/2047

4.1

2,601

0.3

SERVICEMASTER BRANDS SERV 2021 1 A2I 144A

7/30/2051

2.9

2,576

0.3

OAKTREE SPECIALTY LEND SR UNSECURED 01/27 2.7

1/15/2027

2.7

2,530

0.3

AMERICAN MONEY MANAGEMENT CORP 04/29 1

4/17/2029

2.0

2,521

0.3

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

3/15/2032

3.4

2,486

0.3

ALLISON TRANSMISSION INC.

10/1/2027

4.8

2,470

0.3

TRI POINTE GROUP INC.

6/15/2028

5.7

2,442

0.2

CARLISLE COS INC SR UNSECURED 03/32 2.2

3/1/2032

2.2

2,423

0.2

BAE SYSTEMS PLC SR UNSECURED 144A 02/31 1.9

2/15/2031

1.9

2,423

0.2

AIA Group Ltd.

4/7/2030

3.4

2,406

0.2

Oracle Corp.

4/1/2040

3.6

2,382

0.2

Onslow Bay Financial LLC

6/25/2057

0.8

2,375

0.2

Group 1 Automotive Inc. Co.

8/15/2028

4.0

2,342

0.2

BX TRUST BX 2022 LP2 A 144A

2/15/2039

1.1

2,336

0.2

HERCULES CAPITAL INC SR UNSECURED 09/26 2.625

9/16/2026

2.6

2,307

0.2

Charter Communications Operating LLC / Charter Communications Operating Capital

10/23/2035

6.4

2,206

0.2

MetLife Securitization Trust

3/25/2057

3.8

2,117

0.2

Banc of America Alternative Loan Trust

10/25/2036

5.9

2,104

0.2

MICHIGAN ST UNIV REVENUES MISHGR 08/22 FIXED 4.165

8/15/2122

4.2

2,079

0.2

KLA CORP SR UNSECURED 03/50 3.3

3/1/2050

3.3

2,045

0.2

GNMA POOL BM5435 GN 05/49 FIXED 5

5/15/2049

5.0

2,034

0.2

Tricon American Homes Trust

7/17/2038

1.5

2,018

0.2

ERP Operating LP

6/1/2025

3.4

1,999

0.2

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

12/15/2051

3.3

1,959

0.2

Federal National Mortgage Association

8/1/2037

5.5

1,948

0.2

ALEXANDRIA REAL ESTATE E COMPANY GUAR 04/49 4.85

4/15/2049

4.8

1,933

0.2

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

2/1/2046

4.9

1,926

0.2

BAE SYSTEMS PLC SR UNSECURED 144A 09/50 3

9/15/2050

3.0

1,921

0.2

Highwoods Realty LP

2/1/2031

2.6

1,878

0.2

SAXON ASSET SECURITIES TRUST SAST 2006 3 A3

10/25/2046

0.3

1,872

0.2

DB MASTER FINANCE LLC DNKN 2021 1A A2II 144A

11/20/2051

2.5

1,862

0.2

Federal National Mortgage Association REMIC

6/25/2055

0.8

1,831

0.2

ALLEGION US HOLDING CO COMPANY GUAR 07/32 5.411

7/1/2032

5.4

1,790

0.2

Alexandria Real Estate Equities Inc.

12/15/2029

2.8

1,740

0.2

VANTAGE DATA CENTERS LLC VDC 2021 1A A2 144A

10/15/2046

2.2

1,736

0.2

Federal National Mortgage Association

5/1/2034

5.5

1,732

0.2

NAVIENT CORP. MTN

3/25/2024

6.1

1,662

0.2

Epr Properties

6/1/2027

4.5

1,643

0.2

Pacific Gas & Electric Co.

8/15/2024

3.4

1,619

0.2

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

4/1/2024

4.7

1,576

0.2

Countrywide Alternative Loan Trust

8/25/2037

6.0

1,554

0.2

Federal Home Loan Mortgage Corp. REMIC

8/15/2040

0.5

1,514

0.2

FANNIE MAE FNR 2020 44 AI

7/25/2050

4.0

1,511

0.2

Federal Home Loan Mortgage Corp. REMIC

10/15/2040

0.5

1,506

0.2

Argent Securities Inc.

5/25/2036

0.4

1,483

0.2

EXELON CORP SR UNSECURED 06/35 5.625

6/15/2035

5.6

1,467

0.1

Countrywide Alternative Loan Trust

5/25/2036

0.6

1,426

0.1

Washington Mutual Mortgage Pass Through Certificates Trust

8/25/2046

3.9

1,423

0.1

FANNIEMAE STRIP FNS 407 7

3/25/2041

5.0

1,383

0.1

BX TRUST BX 2021 VOLT A 144A

9/15/2036

3.5

1,367

0.1

Federal National Mortgage Association

5/1/2035

3.5

1,340

0.1

Government National Mortgage Association II

2/20/2049

4.5

1,299

0.1

American Airlines Pass-Through Trust

3/22/2029

3.6

1,299

0.1

Physicians Realty LP

1/15/2028

4.0

1,266

0.1

GNMA POOL BL9271 GN 02/49 FIXED 5

2/15/2049

5.0

1,246

0.1

KLA CORP SR UNSECURED 11/34 5.65

11/1/2034

5.7

1,226

0.1

Takeda Pharmaceutical Co. Ltd.

3/31/2030

2.0

1,188

0.1

Small Business Administration Participation Certificates

8/1/2028

6.0

1,124

0.1

Agree LP Co.

10/1/2030

2.9

1,120

0.1

Federal National Mortgage Association

2/1/2048

4.0

1,118

0.1

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

4/25/2051

2.7

1,102

0.1

GSAA Home Equity Trust

12/25/2046

0.3

1,089

0.1

Canadian Pacific Railway Co.

9/15/2115

6.1

1,085

0.1

VANTAGE DATA CENTERS LLC VDC 2019 1A A2 144A

7/15/2044

3.2

1,065

0.1

BOEING CO SR UNSECURED 05/50 5.805

5/1/2050

5.8

1,058

0.1

Federal National Mortgage Association

3/1/2035

3.5

1,053

0.1

Specialty Underwriting & Residential Finance Trust

9/25/2037

0.3

1,031

0.1

AMERICAN TOWER CORP SR UNSECURED 03/27 3.65

3/15/2027

3.6

1,024

0.1

Morgan Stanley Capital Inc.

11/25/2036

0.4

995

0.1

TRI POINTE GROUP INC.

6/1/2027

5.3

961

0.1

GOVERNMENT NATIONAL MORTGAGE A GNR 2014 2 IC

1/16/2044

5.0

928

0.1

Federal National Mortgage Association

5/1/2038

5.5

877

0.1

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

1/15/2026

4.3

865

0.1

City of Chicago, IL

1/1/2042

7.8

852

0.1

Countrywide Alternative Loan Trust

7/25/2035

5.5

850

0.1

FREDDIE MAC FHR 4118 IO

10/15/2042

4.0

831

0.1

Sabine Pass Liquefaction

3/15/2028

4.2

822

0.1

Argent Securities Inc.

11/25/2034

1.3

810

0.1

Sprint Communications Inc.

11/15/2022

6.0

801

0.1

JP Morgan Mortgage Trust

10/25/2036

3.0

800

0.1

GOVERNMENT NATIONAL MORTGAGE A GNR 2020 4 DI

3/20/2041

4.0

780

0.1

ENTEGRIS ESCROW CORP SR UNSECURED 144A 06/30 5.95

6/15/2030

6.0

746

0.1

DSLA Mortgage Loan Trust

3/19/2046

1.1

728

0.1

Small Business Administration Participation Certificates

1/1/2029

5.7

727

0.1

IXIS Real Estate Capital Trust

6/25/2035

1.5

720

0.1

Federal National Mortgage Association

4/1/2038

6.0

675

0.1

Federal National Mortgage Association

12/1/2035

5.5

616

0.1

Federal National Mortgage Association

11/1/2038

5.5

609

0.1

BCAP LLC Trust

2/26/2036

5.3

581

0.1

PLANET FITNESS MASTER ISSUER L PLNT 2018 1A A2II 144A

9/5/2048

4.7

581

0.1

Government National Mortgage Association

11/15/2049

3.0

579

0.1

FREDDIEMAC STRIP FHS 304 C45

12/15/2027

3.0

569

0.1

Federal National Mortgage Association

11/1/2039

5.5

563

0.1

IndyMac INDX Mortgage Loan Trust

1/25/2036

0.0

548

0.1

FANNIE MAE FNR 2015 30 EI

5/25/2045

5.0

543

0.1

Epr Properties

4/15/2028

5.0

517

0.1

Federal National Mortgage Association

1/1/2039

6.0

509

0.1

GNMA POOL BP1508 GN 09/49 FIXED 4

9/15/2049

4.0

494

0.1

JPMorgan Mortgage Acquisition Corp.

5/25/2035

4.2

477

0.0

Federal Home Loan Mortgage Corp.

4/1/2048

4.0

444

0.0

Federal National Mortgage Association

4/1/2034

5.5

443

0.0

FREDDIE MAC FHR 4628 CI

5/15/2035

3.0

440

0.0

Government National Mortgage Association

12/15/2038

5.0

434

0.0

Banc of America Funding Corp.

5/20/2047

0.5

431

0.0

CVS Pass-Through Trust

1/10/2030

6.9

419

0.0

Federal Home Loan Mortgage Corp.

12/1/2037

6.0

417

0.0

Federal Home Loan Mortgage Corp.

4/1/2037

6.0

414

0.0

FANNIE MAE FNR 2017 70 AS

9/25/2057

1.9

412

0.0

Federal National Mortgage Association

10/1/2031

4.0

405

0.0

Federal National Mortgage Association

7/1/2041

5.5

402

0.0

Federal National Mortgage Association

6/1/2038

5.5

388

0.0

Federal National Mortgage Association

9/1/2038

6.0

380

0.0

FANNIE MAE FNR 2016 33 NI

7/25/2034

5.0

380

0.0

GOVERNMENT NATIONAL MORTGAGE A GNR 2007 41 SM

7/20/2037

6.5

377

0.0

Countrywide Asset-Backed Certificates

6/25/2036

0.6

371

0.0

Federal National Mortgage Association

1/1/2039

5.5

369

0.0

Federal National Mortgage Association

3/1/2038

5.5

367

0.0

Government National Mortgage Association

6/15/2040

5.0

363

0.0

Federal National Mortgage Association

6/1/2035

5.5

360

0.0

Federal National Mortgage Association

3/1/2035

5.5

360

0.0

GOVERNMENT NATIONAL MORTGAGE A GNR 2010 47 SK

7/20/2037

6.4

336

0.0

Federal National Mortgage Association

12/1/2038

4.5

329

0.0

GNMA POOL BR6050 GN 11/49 FIXED 4

11/15/2049

4.0

325

0.0

OMEGA Healthcare Investors Inc.

8/1/2023

4.4

308

0.0

Federal National Mortgage Association

12/1/2025

3.5

296

0.0

Federal National Mortgage Association

9/1/2027

6.0

285

0.0

SERVICEMASTER BRANDS SERV 2020 1 A2II 144A

1/30/2051

3.3

285

0.0

Banco Bilbao Vizcaya Argentaria SA

9/18/2025

1.1

264

0.0

Federal National Mortgage Association

8/1/2035

0.0

259

0.0

Federal National Mortgage Association

6/1/2035

4.8

255

0.0

Federal Home Loan Mortgage Corp.

11/1/2037

6.0

240

0.0

Federal Home Loan Mortgage Corp.

2/1/2038

5.5

230

0.0

Government National Mortgage Association

5/15/2039

5.0

229

0.0

Federal National Mortgage Association REMIC

4/25/2033

5.0

228

0.0

Government National Mortgage Association

4/15/2041

5.0

218

0.0

Federal National Mortgage Association

12/1/2033

3.5

212

0.0

Federal National Mortgage Association

7/1/2026

4.5

209

0.0

Federal National Mortgage Association

9/1/2041

5.5

205

0.0

Federal National Mortgage Association

5/1/2024

4.0

200

0.0

Federal National Mortgage Association

5/1/2041

5.0

197

0.0

Federal National Mortgage Association

2/1/2035

5.5

196

0.0

Suntrust Adjustable Rate Mortgage Loan Trust

1/25/2037

3.0

189

0.0

Federal National Mortgage Association

1/1/2037

5.5