Harbor Core Plus Fund (HABDX)

Welcome

Overview

Performance

Holdings

Investment Team

Documents

800-422-1050

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Welcome

Aware, but not constrained. The bottom-up security selection process seeks to add value by rotating between sectors based on relative value. The portfolio managers are aware of the benchmark, but not constrained by it, and take the opportunities that the market offers. Purchase and sell decisions focus on fundamental credit analysis, security structure and price relative to other opportunities.

Disciplined approach. The team-oriented investment decision-making process is disciplined, repeatable, and based on a core foundation of bottom-up research. That process supports a duration- and curve-neutral portfolio.

Stable, experienced, and independent. IR+M is a privately-owned, independent, fixed income investment manager, with over 30 years of experience serving private and institutional clients. The investment team has experience managing through various credit cycles. All members of IR+M's Management Committee and senior portfolio managers have ownership in the firm and are dedicated to its success.

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Overview

Investment Team

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Current Price

As of 9/22/2023

$9.82

Price (NAV)

$0.03

NAV Daily Change ($)

0.31%

NAV Daily Change (%)

0.85%

NAV YTD Return

5.02%

Current 30-Day Sub. SEC Yield

5.00%

Current 30-Day Unsub. SEC Yield

5.14%

Effective 30-Day Sub. SEC Yield

5.12%

Effective 30-Day Unsub. SEC Yield

Fund Facts

As of 8/31/2023

12/29/1987

Inception Date

0.38

Net Expense Ratio

0.39

Gross Expense Ratio

$975.943

Total Net Assets (million)

As of 8/31/2023

HABDX

Ticker

2014

Fund Number

Institutional Class

Share Class

Morningstar Medalist Rating™

Analyst-Driven %
100

Data Coverage %
100

As of 1/19/2023

The Morningstar Medalist Rating™ is the summary expression of Morningstar’s forward-looking analysis of investment strategies as offered via specific vehicles using a rating scale of Gold, Silver, Bronze, Neutral, and Negative. The Medalist Ratings indicate which investments Morningstar believes are likely to outperform a relevant index or peer group average on a risk-adjusted basis over time.

Source: Morningstar

“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."

Bill O'Malley

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

Performance

Total Returns

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

-0.52%

2.50%

-0.09%

-3.73%

0.97%

1.89%

6.02%

0.38% disclaimer

0.39%

Bloomberg US Aggregate Bond Index

-1.06%

1.37%

-1.19%

-4.41%

0.49%

1.48%

5.37%

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

Distribution History

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

8/30/2023

8/31/2023

0.00000

0.03212

0.00000

0.03212

0.00000

9.98

7/28/2023

7/31/2023

0.00000

0.03462

0.00000

0.03462

0.00000

10.07

6/29/2023

6/30/2023

0.00000

0.03121

0.00000

0.03121

0.00000

10.10

5/30/2023

5/31/2023

0.00000

0.03518

0.00000

0.03518

0.00000

10.13

4/27/2023

4/28/2023

0.00000

0.02783

0.00000

0.02783

0.00000

10.27

3/30/2023

3/31/2023

0.00000

0.03456

0.00000

0.03456

0.00000

2/27/2023

2/28/2023

0.00000

0.02678

0.00000

0.02678

0.00000

1/30/2023

1/31/2023

0.00000

0.01787

0.00000

0.01787

0.00000

10.32

12/16/2022

12/19/2022

0.00000

0.09637

0.00000

0.09637

0.00000

10.13

11/28/2022

11/29/2022

0.00000

0.02477

0.00000

0.02477

0.00000

10.04

10/27/2022

10/28/2022

0.00000

0.02277

0.00000

0.02277

0.00000

9.81

9/28/2022

9/29/2022

0.00000

0.03316

0.00000

0.03316

0.00000

9.97

8/29/2022

8/30/2022

0.00000

0.02413

0.00000

0.02413

0.00000

10.45

7/27/2022

7/28/2022

0.00000

0.01994

0.00000

0.01994

0.00000

10.67

6/28/2022

6/29/2022

0.00000

0.02897

0.00000

0.02897

0.00000

10.43

5/25/2022

5/26/2022

0.00000

0.02130

0.00000

0.02130

0.00000

10.75

4/27/2022

4/28/2022

0.00000

0.01838

0.00000

0.01838

0.00000

10.77

3/29/2022

3/30/2022

0.00000

0.02350

0.00000

0.02350

0.00000

11.13

2/24/2022

2/25/2022

0.00000

0.01569

0.00000

0.01569

0.00000

11.41

1/27/2022

1/28/2022

0.00000

0.01049

0.00000

0.01049

0.00000

11.64

12/29/2021

12/30/2021

0.00000

0.14763

0.00000

0.14763

0.00000

11.87

12/17/2021

12/20/2021

0.00000

0.02318

0.00000

0.02318

0.00000

12.03

11/26/2021

11/29/2021

0.00000

0.02624

0.00000

0.02624

0.00000

12.02

10/27/2021

10/28/2021

0.00000

0.02682

0.00000

0.02682

0.00000

12.07

9/28/2021

9/29/2021

0.00000

0.02821

0.00000

0.02821

0.00000

12.11

8/27/2021

8/30/2021

0.00000

0.01679

0.00000

0.01679

0.00000

12.23

7/28/2021

7/29/2021

0.00000

0.01528

0.00000

0.01528

0.00000

12.24

6/28/2021

6/29/2021

0.00000

0.01352

0.00000

0.01352

0.00000

12.14

5/26/2021

5/27/2021

0.00000

0.01597

0.00000

0.01597

0.00000

12.05

4/28/2021

4/29/2021

0.00000

0.01641

0.00000

0.01641

0.00000

12.02

3/29/2021

3/30/2021

0.00000

0.03974

0.00000

0.03974

0.00000

11.94

12/16/2020

12/17/2020

0.00000

0.08738

0.12759

0.00000

0.21497

0.00000

12.29

9/28/2020

9/29/2020

0.00000

0.06502

0.00000

0.06502

0.00000

12.43

6/26/2020

6/29/2020

0.00000

0.07886

0.00000

0.07886

0.00000

12.30

3/27/2020

3/30/2020

0.00000

0.04364

0.00000

0.04364

0.00000

11.86

12/13/2019

12/16/2019

0.00000

0.14923

0.00000

0.14923

0.00000

11.70

9/25/2019

9/26/2019

0.00000

0.07868

0.00000

0.07868

0.00000

11.83

6/26/2019

6/27/2019

0.00000

0.09129

0.00000

0.09129

0.00000

11.66

3/27/2019

3/28/2019

0.00000

0.05373

0.00000

0.05373

0.00000

11.41

12/14/2018

12/17/2018

0.00000

0.13886

0.00000

0.13886

0.00000

11.06

9/26/2018

9/27/2018

0.00000

0.08657

0.00000

0.08657

0.00000

11.12

6/27/2018

6/28/2018

0.00000

0.09994

0.00000

0.09994

0.00000

11.21

3/27/2018

3/28/2018

0.00000

0.01761

0.00000

0.01761

0.00000

11.33

12/15/2017

12/18/2017

0.00000

0.18797

0.00000

0.18797

0.00000

11.46

9/27/2017

9/28/2017

0.00000

0.08464

0.00000

0.08464

0.00000

11.71

6/28/2017

6/29/2017

0.00000

0.08630

0.00000

0.08630

0.00000

11.61

3/29/2017

3/30/2017

0.00000

0.03345

0.00000

0.03345

0.00000

11.46

12/16/2016

12/19/2016

0.00000

0.14181

0.16875

0.00000

0.31056

0.00000

11.24

9/28/2016

9/29/2016

0.00000

0.06261

0.00000

0.06261

0.00000

11.94

6/28/2016

6/29/2016

0.00000

0.06165

0.00000

0.06165

0.00000

11.79

3/29/2016

3/30/2016

0.00000

0.06545

0.00000

0.06545

0.00000

11.62

12/16/2015

12/17/2015

0.00000

0.29368

0.09484

0.00000

0.38852

0.00000

11.51

9/23/2015

9/24/2015

0.00000

0.14446

0.00000

0.14446

0.00000

11.87

6/26/2015

6/29/2015

0.00000

0.07291

0.00000

0.07291

0.00000

12.02

3/27/2015

3/30/2015

0.00000

0.01340

0.00000

0.01340

0.00000

12.27

12/17/2014

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

0.00000

0.06479

0.00000

0.06479

0.00000

12.18

6/25/2014

6/26/2014

0.00000

0.05148

0.00000

0.05148

0.00000

12.25

3/26/2014

3/27/2014

0.00000

0.05361

0.00000

0.05361

0.00000

12.05

12/16/2013

12/17/2013

0.00000

0.17733

0.00000

0.17733

0.00000

12.03

9/25/2013

9/26/2013

0.00000

0.04470

0.00000

0.04470

0.00000

12.09

6/26/2013

6/27/2013

0.00000

0.06316

0.00000

0.06316

0.00000

12.01

3/27/2013

3/28/2013

0.00000

0.06373

0.00000

0.06373

0.00000

12.50

12/14/2012

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

0.00000

0.04267

0.00000

0.04267

0.00000

12.99

6/27/2012

6/28/2012

0.00000

0.09807

0.00000

0.09807

0.00000

12.65

3/28/2012

3/29/2012

0.00000

0.06077

0.00000

0.06077

0.00000

12.46

12/15/2011

12/16/2011

0.00000

0.06868

0.02371

0.00000

0.02371

0.09239

0.00000

12.14

9/28/2011

9/29/2011

0.00000

0.08253

0.00000

0.08253

0.00000

12.06

6/28/2011

6/29/2011

0.00000

0.05949

0.00000

0.05949

0.00000

12.30

3/29/2011

3/30/2011

0.00000

0.09185

0.00000

0.09185

0.00000

12.13

12/16/2010

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

0.00000

0.07644

0.00000

0.07644

0.00000

13.05

6/28/2010

6/29/2010

0.00000

0.07490

0.00000

0.07490

0.00000

12.70

3/29/2010

3/30/2010

0.00000

0.04758

0.00000

0.04758

0.00000

12.38

12/17/2009

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

0.00000

0.12623

0.00000

0.12623

0.00000

12.38

6/26/2009

6/29/2009

0.00000

0.11450

0.00000

0.11450

0.00000

11.85

3/27/2009

3/30/2009

0.00000

0.10188

0.00000

0.10188

0.00000

11.28

12/18/2008

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

0.00000

0.18000

0.00000

0.18000

0.00000

11.36

6/26/2008

6/27/2008

0.00000

0.13986

0.00000

0.13986

0.00000

11.85

3/27/2008

3/28/2008

0.00000

0.14831

0.00000

0.14831

0.00000

12.13

12/18/2007

12/19/2007

0.00000

0.19044

0.02053

0.00000

0.21097

0.00000

11.84

9/26/2007

9/27/2007

0.00000

0.13358

0.00000

0.13358

0.00000

11.67

6/27/2007

6/28/2007

0.00000

0.14492

0.00000

0.14492

0.00000

11.26

3/28/2007

3/29/2007

0.00000

0.13668

0.00000

0.13668

0.00000

11.61

12/18/2006

12/19/2006

0.00000

0.24973

0.00000

0.24973

0.00000

11.60

9/27/2006

9/28/2006

0.00000

0.07663

0.00000

0.07663

0.00000

11.71

6/28/2006

6/29/2006

0.00000

0.10856

0.00000

0.10856

0.00000

11.32

3/29/2006

3/30/2006

0.00000

0.07164

0.00000

0.07164

0.00000

11.50

12/19/2005

12/20/2005

0.00000

0.13527

0.01489

0.00000

0.01489

0.15016

0.00000

11.57

9/28/2005

9/29/2005

0.00000

0.14234

0.00000

0.14234

0.00000

11.76

6/28/2005

6/29/2005

0.00000

0.14263

0.00000

0.14263

0.00000

11.91

3/29/2005

3/30/2005

0.00000

0.07567

0.00000

0.07567

0.00000

11.67

12/29/2004

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

0.00000

0.08388

0.00000

0.08388

0.00000

12.13

6/28/2004

6/29/2004

0.00000

0.06348

0.00000

0.06348

0.00000

11.73

3/29/2004

3/30/2004

0.00000

0.05322

0.00000

0.05322

0.00000

12.07

12/29/2003

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

0.00000

0.09251

0.00000

0.09251

0.00000

11.93

6/26/2003

6/27/2003

0.00000

0.09082

0.00000

0.09082

0.00000

12.08

3/27/2003

3/28/2003

0.00000

0.08690

0.00000

0.08690

0.00000

11.86

12/27/2002

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

0.07301

0.00000

11.91

6/25/2002

6/26/2002

6/27/2002

0.00000

0.14022

0.00000

0.14022

0.00000

11.67

3/25/2002

3/26/2002

3/27/2002

0.00000

0.11635

0.00000

0.11635

0.00000

11.45

12/26/2001

12/27/2001

12/28/2001

0.00000

0.14481

0.26593

0.00000

0.41074

0.00000

11.37

9/26/2001

9/27/2001

9/28/2001

0.00000

0.10385

0.00000

0.10385

0.00000

11.78

6/27/2001

6/28/2001

6/29/2001

0.00000

0.14730

0.00000

0.14730

0.00000

11.30

3/28/2001

3/29/2001

3/30/2001

0.00000

0.14216

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

0.07173

0.19937

0.00000

11.28

9/27/2000

9/28/2000

9/29/2000

0.00000

0.12398

0.00000

0.12398

0.00000

10.92

6/28/2000

6/29/2000

6/30/2000

0.00000

0.15674

0.00000

0.15674

0.00000

10.78

3/29/2000

3/30/2000

3/31/2000

0.00000

0.15118

0.00000

0.15118

0.00000

10.73

12/21/1999

12/22/1999

12/23/1999

0.00000

0.13822

0.00000

0.13822

0.00000

10.68

9/27/1999

9/28/1999

9/30/1999

0.00000

0.14722

0.00000

0.14722

0.00000

10.82

6/25/1999

6/28/1999

6/30/1999

0.00000

0.14316

0.00000

0.14316

0.00000

10.80

3/26/1999

3/29/1999

3/31/1999

0.00000

0.13294

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

0.17473

0.00000

11.79

6/25/1998

6/26/1998

6/30/1998

0.00000

0.17347

0.00000

0.17347

0.00000

11.48

3/26/1998

3/27/1998

3/31/1998

0.00000

0.16004

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

0.19391

0.00000

11.44

6/24/1997

6/25/1997

6/30/1997

0.00000

0.16485

0.00000

0.16485

0.00000

11.29

3/24/1997

3/25/1997

3/31/1997

0.00000

0.15268

0.00000

0.15268

0.00000

11.07

12/24/1996

12/26/1996

12/31/1996

0.00000

0.17544

0.00000

0.17544

0.00000

11.27

9/24/1996

9/25/1996

9/30/1996

0.00000

0.16850

0.00000

0.16850

0.00000

10.99

6/24/1996

6/25/1996

6/28/1996

0.00000

0.25650

0.00000

0.25650

0.00000

10.79

3/25/1996

3/26/1996

3/29/1996

0.00000

0.10117

0.00000

0.10117

0.00000

11.15

12/22/1995

12/26/1995

12/29/1995

0.00000

0.21633

0.00000

0.21633

0.00000

11.33

9/22/1995

9/25/1995

9/29/1995

0.00000

0.20685

0.00000

0.20685

0.00000

10.98

6/23/1995

6/26/1995

6/30/1995

0.00000

0.17134

0.00000

0.17134

0.00000

10.97

3/24/1995

3/27/1995

3/31/1995

0.00000

0.18996

0.00000

0.18996

0.00000

10.55

12/23/1994

12/27/1994

12/30/1994

0.00000

0.10288

0.00000

0.10288

0.00000

10.33

9/23/1994

9/26/1994

9/30/1994

0.00000

0.18190

0.00000

0.18190

0.00000

10.43

6/24/1994

6/27/1994

6/30/1994

0.00000

0.15626

0.00000

0.15626

0.00000

10.55

3/25/1994

3/28/1994

3/31/1994

0.00000

0.16729

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

0.14355

0.00000

11.91

6/25/1993

6/28/1993

6/30/1993

0.00000

0.17500

0.00000

0.17500

0.00000

11.66

3/26/1993

3/29/1993

3/31/1993

0.00000

0.16523

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

0.18414

0.00000

11.47

6/24/1992

6/30/1992

0.00000

0.18715

0.00000

0.18715

0.00000

11.13

3/25/1992

3/31/1992

0.00000

0.17090

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

0.19466

0.00000

10.92

6/24/1991

6/25/1991

6/28/1991

0.00000

0.21372

0.00000

0.21372

0.00000

10.27

3/25/1991

3/26/1991

3/28/1991

0.00000

0.20239

0.00000

0.20239

0.00000

10.29

12/24/1990

12/26/1990

12/31/1990

0.00000

0.23198

0.00000

0.23198

0.00000

10.25

9/24/1990

9/25/1990

9/28/1990

0.00000

0.21123

0.00000

0.21123

0.00000

9.89

6/25/1990

6/26/1990

6/29/1990

0.00000

0.20312

0.00000

0.20312

0.00000

10.11

3/26/1990

3/27/1990

3/30/1990

0.00000

0.20177

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

0.21485

0.00000

10.27

6/23/1989

6/26/1989

6/30/1989

0.00000

0.19284

0.00000

0.19284

0.00000

10.36

3/23/1989

3/27/1989

3/31/1989

0.00000

0.20336

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

0.18053

0.00000

10.03

6/23/1988

6/24/1988

6/30/1988

0.00000

0.17892

0.00000

0.17892

0.00000

10.01

3/29/1988

3/30/1988

3/31/1988

0.00000

0.15069

0.00000

0.15069

0.00000

10.04

Holdings

Portfolio Characteristics

As of 6/30/2023

Core Plus Fund

Bloomberg US Aggregate Bond Index

Number of Bonds

692

13358

Avg. Market Coupon (%)

3.82

2.96

Wtd. Avg. Maturity (yrs)

8.66

8.6

Wtd. Avg. Duration (yrs)

6.26

6.31

Top 10 Holdings

As of 6/30/2023

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

52,100

5.2

US TREASURY N/B 01/28 3.5

1/31/2028

3.5

30,450

3.0

US TREASURY N/B 08/51 2

8/15/2051

2.0

21,284

2.1

US TREASURY N/B 08/42 3.375

8/15/2042

3.4

17,475

1.7

US TREASURY N/B 08/32 2.75

8/15/2032

2.8

14,219

1.4

FNMA POOL FS0065 FN 12/50 FIXED VAR

12/1/2050

4.5

11,666

1.2

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

11/1/2048

4.0

11,510

1.1

FNMA POOL FM4956 FN 08/50 FIXED VAR

8/1/2050

1.0

11,069

1.1

FNMA POOL FM5397 FN 12/50 FIXED VAR

12/1/2050

1.0

10,982

1.1

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

5/1/2051

2.5

10,915

1.1

% of Total Holdings:

19.0%

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

Full Holdings

As of 6/30/2023

Download: Calendar Quarter-End Holdings (csv)

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

52,100

5.2

US TREASURY N/B 01/28 3.5

1/31/2028

3.5

30,450

3.0

US TREASURY N/B 08/51 2

8/15/2051

2.0

21,284

2.1

US TREASURY N/B 08/42 3.375

8/15/2042

3.4

17,475

1.7

US TREASURY N/B 08/32 2.75

8/15/2032

2.8

14,219

1.4

FNMA POOL FS0065 FN 12/50 FIXED VAR

12/1/2050

4.5

11,666

1.2

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

11/1/2048

4.0

11,510

1.1

FNMA POOL FM4956 FN 08/50 FIXED VAR

8/1/2050

1.0

11,069

1.1

FNMA POOL FM5397 FN 12/50 FIXED VAR

12/1/2050

1.0

10,982

1.1

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

5/1/2051

2.5

10,915

1.1

FNMA POOL FM8217 FN 03/50 FIXED VAR

3/1/2050

1.0

10,506

1.0

FNMA POOL BV3088 FN 02/52 FIXED 2.5

2/1/2052

2.5

10,131

1.0

FNMA POOL FM5547 FN 01/51 FIXED VAR

1/1/2051

1.0

9,846

1.0

US TREASURY N/B 08/52 3

8/15/2052

3.0

9,819

1.0

FNMA POOL AS8984 FN 03/47 FIXED 4.5

3/1/2047

4.5

9,255

0.9

FNMA POOL FS0686 FN 11/50 FIXED VAR

11/1/2050

4.0

9,069

0.9

FNMA POOL BP9250 FN 07/50 FIXED 2.5

7/1/2050

2.5

7,090

0.7

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

1/1/2050

3.0

6,913

0.7

US TREASURY N/B 02/52 2.25

2/15/2052

2.3

6,831

0.7

FNMA POOL CA4122 FN 09/49 FIXED 3.5

9/1/2049

3.5

6,793

0.7

Wells Fargo Commercial Mortgage Trust

1/15/2052

4.3

6,697

0.7

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

7/1/2050

2.5

6,510

0.6

FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF14 A6

10/25/2036

0.5

6,425

0.6

FIRSTKEY HOMES 2020 SFR1 TRUST FKH 2021 SFR1 A 144A

8/17/2038

1.5

6,422

0.6

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

8/15/2046

1.9

6,393

0.6

GNMA POOL 784699 GN 04/48 FIXED 5

4/15/2048

5.0

6,372

0.6

BGC Partners Inc.

7/24/2023

5.4

6,296

0.6

COMM MORTGAGE TRUST COMM 2014 LC17 A5

10/10/2047

3.9

6,291

0.6

WF RBS COMMERCIAL MORTGAGE TRU WFRBS 2014 C23 A5

10/15/2057

3.9

6,211

0.6

BROOKFIELD CAPITAL FIN BROOKFIELD CAPITAL FIN

6/14/2033

6.1

6,193

0.6

STACK INFRASTRUCTURE ISSUER LL SIDC 2021 1A A2 144A

3/26/2046

1.9

6,134

0.6

US TREASURY N/B 02/42 2.375

2/15/2042

2.4

6,022

0.6

VB S1 ISSUER LLC VBTEL 2022 1A C2I 144A

2/15/2052

3.2

6,000

0.6

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

8/25/2051

1.9

5,948

0.6

GNMA POOL 785777 GN 01/49 FIXED 5

1/15/2049

5.0

5,916

0.6

WENDYS FUNDING LLC WEN 2021 1A A2I 144A

6/15/2051

2.4

5,694

0.6

CHENIERE ENERGY PARTNERS CHENIERE ENERGY PARTNERS

6/30/2033

6.0

5,612

0.6

BROADCOM INC SR UNSECURED 144A 11/35 3.137

11/15/2035

3.1

5,298

0.5

AIRCASTLE LTD SR UNSECURED 144A 01/28 2.85

1/26/2028

2.9

5,279

0.5

BLACKROCK TCP CAP CORP SR UNSECURED 02/26 2.85

2/9/2026

2.9

5,218

0.5

FNMA POOL FM7479 FN 01/50 FIXED VAR

1/1/2050

1.0

5,183

0.5

OWL ROCK CORE INCOME COR SR UNSECURED 02/27 4.7

2/8/2027

4.7

5,177

0.5

TRICON RESIDENTIAL TCN 2023 SFR1 A

7/17/2040

5.1

5,062

0.5

GOLUB CAPITAL BDC SR UNSECURED 08/26 2.5

8/24/2026

2.5

5,021

0.5

SMALL BUSINESS ADMINISTRATION SBAP 2023 25E 1

5/1/2048

4.6

5,010

0.5

Aviation Capital Group LLC

8/1/2025

4.1

4,953

0.5

FNMA POOL FM8503 FN 04/36 FIXED VAR

4/1/2036

2.5

4,953

0.5

US TREASURY N/B 05/33 3.375

5/15/2033

3.4

4,946

0.5

SMALL BUSINESS ADMINISTRATION SBAP 2023 25F 1

6/1/2048

4.9

4,942

0.5

FNMA POOL CA5624 FN 04/35 FIXED 2.5

4/1/2035

2.5

4,924

0.5

FNMA POOL FM3568 FN 09/49 FIXED VAR

9/1/2049

1.0

4,870

0.5

ELEMENT FLEET MANAGEMENT SR UNSECURED 144A 06/26 6.271

6/26/2026

6.3

4,837

0.5

Residential Asset Securitization Trust

8/25/2037

6.3

4,824

0.5

SIXTH STREET SPECIALTY SR UNSECURED 08/26 2.5

8/1/2026

2.5

4,822

0.5

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

5/1/2052

2.5

4,819

0.5

ANGLO AMERICAN CAPITAL COMPANY GUAR 144A 03/29 3.875

3/16/2029

3.9

4,793

0.5

FNMA POOL FS1938 FN 02/52 FIXED VAR

2/1/2052

2.5

4,778

0.5

JP MORGAN MORTGAGE TRUST JPMMT 2023 4 1A4A 144A

11/25/2053

5.5

4,767

0.5

FNMA POOL FS4050 FN 03/38 FIXED VAR

3/1/2038

1.0

4,736

0.5

BENCHMARK MORTGAGE TRUST BMARK 2019 B9 A5

3/15/2052

4.0

4,727

0.5

Federal Home Loan Mortgage Corp.

12/1/2046

3.0

4,717

0.5

SEQUOIA MORTGAGE TRUST SEMT 2023 1 A4 144A

1/25/2053

5.0

4,634

0.5

BOEING CO. SR UNSECURED 05/30 5.15

5/1/2030

5.2

4,583

0.5

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

1/10/2032

7.5

4,583

0.5

FERGUSON FINANCE PLC SR UNSECURED 144A 04/32 4.65

4/20/2032

4.7

4,531

0.5

Equinix Inc.

9/15/2025

1.0

4,517

0.4

FNMA POOL FM8499 FN 07/51 FIXED VAR

7/1/2051

1.0

4,515

0.4

Federal National Mortgage Association REMIC

10/25/2041

3.5

4,477

0.4

ASHTEAD CAPITAL INC ASHTEAD CAPITAL INC

5/30/2033

5.5

4,430

0.4

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

6/18/2026

3.9

4,421

0.4

SBL HOLDINGS INC SR UNSECURED 144A 02/31 5

2/18/2031

5.0

4,399

0.4

CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A

4/22/2030

1.4

4,384

0.4

BAE SYSTEMS PLC SR UNSECURED 144A 02/31 1.9

2/15/2031

1.9

4,337

0.4

Boston Properties LP

10/1/2026

2.8

4,335

0.4

Marriott International Sr Unsecured 10/32 3.5

10/15/2032

3.5

4,322

0.4

SEQUOIA MORTGAGE TRUST SEMT 2023 2 A4 144A

3/25/2053

5.0

4,319

0.4

FNMA POOL FS1590 FN 04/52 FIXED VAR

4/1/2052

2.5

4,308

0.4

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

11/19/2050

2.6

4,281

0.4

TOWD POINT MORTGAGE TRUST TPMT 2019 1 A1 144A

3/25/2058

3.7

4,251

0.4

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

2/1/2046

4.9

4,248

0.4

NATIONAL SECS CLEARING SR UNSECURED 144A 05/28 5

5/30/2028

5.0

4,090

0.4

Occidental Petroleum Corp.

10/10/2036

0.0

4,062

0.4

RYDER SYSTEM INC SR UNSECURED 06/28 5.25

6/1/2028

5.3

4,029

0.4

Spirit Realty LP

1/15/2030

3.4

3,998

0.4

HCA Inc.

9/1/2026

5.4

3,970

0.4

BIRCH GROVE CLO LTD. BGCLO 19A AR 144A

6/15/2031

0.0

3,965

0.4

ARES CLO LTD 04/31 1

4/22/2031

1.1

3,955

0.4

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

5/1/2047

5.4

3,951

0.4

GENERAL MOTORS GFORT 2023 2 A 144A

6/17/2030

5.5

3,944

0.4

T MOBILE USA INC T MOBILE USA INC

7/15/2033

5.0

3,929

0.4

Citigroup Inc.

6/3/2031

2.6

3,923

0.4

APIDOS CLO APID 2017 26A A1AR 144A

7/18/2029

0.0

3,922

0.4

FNMA POOL CA6738 FN 08/50 FIXED 3

8/1/2050

3.0

3,913

0.4

Glp Capital LP / Glp Financing II Inc.

1/15/2030

4.0

3,904

0.4

DC Office Trust

9/15/2045

3.0

3,881

0.4

LKQ CORP SR UNSECURED 144A 06/28 5.75

6/15/2028

5.8

3,865

0.4

FNMA POOL FM7602 FN 06/35 FIXED VAR

6/1/2035

1.0

3,865

0.4

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

12/5/2051

3.3

3,853

0.4

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

10/20/2061

1.9

3,840

0.4

BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 01/52 3.2

1/30/2052

3.2

3,836

0.4

AMERICAN MONEY MANAGEMENT 11/30 1

11/10/2030

1.1

3,832

0.4

APTIV PLC / APTIV CORP 05/52 4.15

5/1/2052

4.2

3,811

0.4

Crown Castle International Corp.