Harbor Core Plus Fund (HABDX)
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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.
Related Products to Consider
Overview
Investment Team
As of 9/25/2023
As of 8/31/2023
Morningstar Medalist Rating™
100
100
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. |
“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
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%
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.
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
8/31/2023
0.00000
0.03212
0.00000
--
0.00000
--
0.03212
0.00000
9.98
7/28/2023
7/31/2023
7/31/2023
0.00000
0.03462
0.00000
--
0.00000
--
0.03462
0.00000
10.07
6/29/2023
6/30/2023
6/30/2023
0.00000
0.03121
0.00000
--
0.00000
--
0.03121
0.00000
10.10
5/30/2023
5/31/2023
5/31/2023
0.00000
0.03518
0.00000
--
0.00000
--
0.03518
0.00000
10.13
4/27/2023
4/28/2023
4/28/2023
0.00000
0.02783
0.00000
--
0.00000
--
0.02783
0.00000
10.27
3/30/2023
3/31/2023
3/31/2023
0.00000
0.03456
0.00000
--
0.00000
--
0.03456
0.00000
--
2/27/2023
2/28/2023
2/28/2023
0.00000
0.02678
0.00000
--
0.00000
--
0.02678
0.00000
--
1/30/2023
1/31/2023
1/31/2023
0.00000
0.01787
0.00000
--
0.00000
--
0.01787
0.00000
10.32
12/16/2022
12/19/2022
12/19/2022
0.00000
0.09637
0.00000
--
0.00000
--
0.09637
0.00000
10.13
11/28/2022
11/29/2022
11/29/2022
0.00000
0.02477
0.00000
--
0.00000
--
0.02477
0.00000
10.04
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
12.02
10/27/2021
10/28/2021
10/28/2021
0.00000
0.02682
0.00000
--
0.00000
--
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
Full Holdings
As of 6/30/2023
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.
6/15/2026
3.7
3,802
0.4
FED HM LN PC POOL SD0717 FR 09/51 FIXED 2.5
9/1/2051
2.5
3,780
0.4
FED HM LN PC POOL ZS7956 FR 02/33 FIXED 3
2/1/2033
3.0
3,778
0.4
SERVICE CORP INTL SR UNSECURED 05/31 4
5/15/2031
4.0
3,771
0.4
DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A A 144A
4/15/2049
1.8
3,762
0.4
BENCHMARK MORTGAGE TRUST BMARK 2020 B21 A5
12/17/2053
2.0
3,734
0.4
FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 3.375
11/13/2025
3.4
3,723
0.4
BX TRUST BX 2022 LP2 A 144A
2/15/2039
5.6
3,713
0.4
GS MORTGAGE SECURITIES TRUST GSMS 2015 GC30 A3
5/10/2050
3.1
3,682
0.4
FNMA POOL CA5969 FN 06/50 FIXED 2.5
6/1/2050
2.5
3,582
0.4
JPMORGAN CHASE + CO SR UNSECURED 09/27 VAR
9/22/2027
1.5
3,534
0.4
Vmware Inc.
5/15/2027
4.7
3,500
0.3
New York State Urban Development Corp.
3/15/2027
1.5
3,456
0.3
Jetblue Airways Corp.
5/15/2034
4.0
3,438
0.3
CF HIPPOLYTA ISSUER LLC SORT 2021 1A A1 144A
3/15/2061
1.5
3,384
0.3
SEAGATE HDD CAYMAN COMPANY GUAR 144A 12/29 8.25
12/15/2029
8.3
3,371
0.3
GA GLOBAL FUNDING TRUST SECURED 144A 09/28 1.95
9/15/2028
1.9
3,356
0.3
BROADCOM INC SR UNSECURED 144A 04/34 3.469
4/15/2034
3.5
3,285
0.3
CHARLES SCHWAB CORP SR UNSECURED 05/29 VAR
5/19/2029
5.6
3,249
0.3
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2015 GC27 A5
2/10/2048
3.1
3,233
0.3
MACY S RETAIL HLDGS LLC COMPANY GUAR 144A 03/30 5.875
3/15/2030
5.9
3,223
0.3
Block Financial LLC Co.
8/15/2030
3.9
3,179
0.3
Textron Inc.
3/15/2031
2.5
3,136
0.3
NORFOLK SOUTHERN CORP SR UNSECURED 08/52 4.05
8/15/2052
4.0
3,133
0.3
SBA TOWER TRUST ASSET BACKED 144A 11/52 6.559
1/15/2028
6.6
3,089
0.3
PEDIATRIX MEDICAL GROUP COMPANY GUAR 144A 02/30 5.375
2/15/2030
5.4
3,083
0.3
ENTEGRIS ESCROW CORP SR UNSECURED 144A 06/30 5.95
6/15/2030
6.0
3,080
0.3
TRITON CONTAINER COMPANY GUAR 144A 04/26 2.05
4/15/2026
2.0
3,074
0.3
ANGEL OAK MORTGAGE TRUST 12/66 1
12/25/2066
2.9
3,050
0.3
AMERICAN TOWER TRUST I SR SECURED 144A 03/28 5.49
3/15/2028
5.5
3,036
0.3
NEW ENGLAND POWER CO SR UNSECURED 144A 11/52 5.936
11/25/2052
5.9
3,011
0.3
HSBC HOLDINGS PLC SR UNSECURED 11/28 VAR
11/3/2028
1.0
3,011
0.3
HOME PARTNERS OF AMERICA TRUST HPA 2022 1 A 144A
4/17/2039
3.9
3,007
0.3
PALMER SQUARE LOAN FUNDING LTD 10/29 1
10/15/2029
0.9
2,987
0.3
Teva Pharmaceutical Finance Netherlands III BV
3/1/2028
6.8
2,958
0.3
FNMA POOL FS3669 FN 03/46 FIXED VAR
3/1/2046
4.0
2,949
0.3
GNMA POOL BS1740 GN 02/50 FIXED 4
2/15/2050
4.0
2,944
0.3
ARES FINANCE CO IV LLC COMPANY GUAR 144A 02/52 3.65
2/1/2052
3.6
2,905
0.3
Exelon Corp.
4/15/2030
4.0
2,900
0.3
NRG ENERGY INC SR SECURED 144A 03/33 7
3/15/2033
7.0
2,893
0.3
Air Canada Pass-Through Trust
7/15/2031
3.3
2,867
0.3
SERVPRO MASTER ISSUER, LLC SPRO 2021 1A A2 144A
4/25/2051
2.4
2,829
0.3
PFS FINANCING CORP. PFSFC 2023 B A 144A
5/15/2028
0.0
2,823
0.3
US TREASURY N/B 01/26 3.875
1/15/2026
3.9
2,801
0.3
Springleaf Finance Corp.
3/15/2025
6.9
2,775
0.3
Oracle Corp.
4/1/2040
3.6
2,709
0.3
BCAP LLC Trust
5/25/2047
0.4
2,612
0.3
MORGAN STANLEY BAML TRUST MSBAM 2014 C14 A5
2/15/2047
4.1
2,605
0.3
LITHIA MOTORS INC SR UNSECURED 144A 06/29 3.875
6/1/2029
3.9
2,572
0.3
CARLISLE COS INC SR UNSECURED 03/32 2.2
3/1/2032
2.2
2,567
0.3
Group 1 Automotive Inc. Co.
8/15/2028
4.0
2,556
0.3
NEW YORK ST DORM AUTH ST PERSO NYSHGR 03/32 FIXED 3.399
3/15/2032
3.4
2,554
0.3
SERVICEMASTER BRANDS SERV 2021 1 A2I 144A
7/30/2051
2.9
2,544
0.3
Morgan Stanley Capital Inc.
5/25/2037
0.7
2,536
0.3
ROCKETMTGE CO ISSUER INC COMPANY GUAR 144A 10/26 2.875
10/15/2026
2.9
2,531
0.3
PARAMOUNT GLOBAL SR UNSECURED 01/26 4
1/15/2026
4.0
2,498
0.2
GSMPS Mortgage Loan Trust
4/25/2036
0.9
2,491
0.2
Deutsche Alt-A Securities Inc. Mortgage Loan Trust
3/25/2037
0.6
2,436
0.2
HERCULES CAPITAL INC SR UNSECURED 09/26 2.625
9/16/2026
2.6
2,412
0.2
IQVIA INC SR SECURED 144A 05/28 5.7
5/15/2028
5.7
2,379
0.2
GENERAL MOTORS FINL CO SR UNSECURED 06/28 5.8
6/23/2028
5.8
2,344
0.2
Charter Communications Operating LLC / Charter Communications Operating Capital
10/23/2035
6.4
2,341
0.2
CARRIER GLOBAL CORP SR UNSECURED 04/40 3.377
4/5/2040
3.4
2,248
0.2
FIRSTCASH INC COMPANY GUAR 144A 09/28 4.625
9/1/2028
4.6
2,192
0.2
VERIZON COMMUNICATIONS SR UNSECURED 03/61 3.7
3/22/2061
3.7
2,122
0.2
LOWE S COS INC SR UNSECURED 04/53 5.625
4/15/2053
5.6
2,113
0.2
KKR GROUP FINANCE CO VII COMPANY GUAR 144A 02/50 3.625
2/25/2050
3.6
2,075
0.2
Onslow Bay Financial LLC
6/25/2057
0.8
2,051
0.2
Tricon American Homes Trust
7/17/2038
1.5
2,047
0.2
CMS ENERGY CORP JR SUBORDINA 12/50 VAR
12/1/2050
3.8
2,014
0.2
ZF NA CAPITAL COMPANY GUAR 144A 04/28 6.875
4/14/2028
6.9
2,007
0.2
Banc of America Alternative Loan Trust
10/25/2036
5.9
1,972
0.2
KKR GROUP FIN CO X LLC COMPANY GUAR 144A 12/51 3.25
12/15/2051
3.3
1,928
0.2
FORD MOTOR CREDIT CO LLC SR UNSECURED 03/26 6.95
3/6/2026
7.0
1,912
0.2
DB MASTER FINANCE LLC DNKN 2021 1A A2II 144A
11/20/2051
2.5
1,909
0.2
MetLife Securitization Trust
3/25/2057
3.8
1,907
0.2
ALLEGION US HOLDING CO COMPANY GUAR 07/32 5.411
7/1/2032
5.4
1,906
0.2
NEW FORTRESS ENERGY INC SR SECURED 144A 09/25 6.75
9/15/2025
6.8
1,897
0.2
GNMA POOL BM5435 GN 05/49 FIXED 5
5/15/2049
5.0
1,807
0.2
Alexandria Real Estate Equities Inc.
12/15/2029
2.8
1,779
0.2
Federal National Mortgage Association
8/1/2037
5.5
1,729
0.2
Epr Properties
6/1/2027
4.5
1,707
0.2
GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 06/33 7.95
6/15/2033
7.9
1,697
0.2
NAVIENT CORP. MTN
3/25/2024
6.1
1,692
0.2
WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/52 5.141
3/15/2052
5.1
1,630
0.2
JERSEY CENTRAL PWR + LT SR UNSECURED 144A 04/24 4.7
4/1/2024
4.7
1,584
0.2
Federal National Mortgage Association REMIC
6/25/2055
0.8
1,574
0.2
US TREASURY N/B 05/53 3.625
5/15/2053
3.6
1,536
0.2
U.S. Treasury Notes
8/15/2050
1.4
1,523
0.2
EXELON CORP SR UNSECURED 06/35 5.625
6/15/2035
5.6
1,519
0.2
Federal National Mortgage Association
5/1/2034
5.5
1,512
0.2
KBR Inc.
9/30/2028
4.8
1,496
0.1
Countrywide Alternative Loan Trust
8/25/2037
6.0
1,491
0.1
OAKTREE SPECIALTY LEND SR UNSECURED 01/27 2.7
1/15/2027
2.7
1,477
0.1
BX TRUST BX 2021 VOLT A 144A
9/15/2036
3.5
1,385
0.1
SAXON ASSET SECURITIES TRUST SAST 2006 3 A3
10/25/2046
0.3
1,381
0.1
FANNIE MAE FNR 2020 44 AI
7/25/2050
4.0
1,372
0.1
Argent Securities Inc.
5/25/2036
0.4
1,365
0.1
Washington Mutual Mortgage Pass Through Certificates Trust
8/25/2046
3.9
1,347
0.1
Countrywide Alternative Loan Trust
5/25/2036
0.6
1,305
0.1
Federal Home Loan Mortgage Corp. REMIC
8/15/2040
0.5
1,302
0.1
American Airlines Pass-Through Trust
3/22/2029
3.6
1,300
0.1
KLA CORP SR UNSECURED 11/34 5.65
11/1/2034
5.7
1,273
0.1
Takeda Pharmaceutical Co. Ltd.
3/31/2030
2.0
1,247
0.1
Federal Home Loan Mortgage Corp. REMIC
10/15/2040
0.5
1,244
0.1
GNMA POOL BL9271 GN 02/49 FIXED 5
2/15/2049
5.0
1,223
0.1
BOEING CO SR UNSECURED 05/50 5.805
5/1/2050
5.8
1,211
0.1
Canadian Pacific Railway Co.
9/15/2115
6.1
1,186
0.1
FANNIEMAE STRIP FNS 407 7
3/25/2041
5.0
1,185
0.1
Government National Mortgage Association II
2/20/2049
4.5
1,178
0.1
Agree LP Co.
10/1/2030
2.9
1,168
0.1
SOUND POINT CLO LTD 10/28 1
10/20/2028
1.3
1,141
0.1
DOMINOS PIZZA MASTER ISSUER LL DPABS 2021 1A A2I 144A
4/25/2051
2.7
1,125
0.1
Federal National Mortgage Association
5/1/2035
3.5
1,101
0.1
Commonspirit Health
10/1/2049
4.2
1,076
0.1
AMERICAN TOWER CORP SR UNSECURED 03/27 3.65
3/15/2027
3.6
1,048
0.1
Federal National Mortgage Association
2/1/2048
4.0
1,047
0.1
KINDER MORGAN INC COMPANY GUAR 02/46 5.05
2/15/2046
5.0
1,021
0.1
HESS MIDSTREAM OPERATION COMPANY GUAR 144A 10/30 5.5
10/15/2030
5.5
1,013
0.1
GSAA Home Equity Trust
12/25/2046
0.3
955
0.1
Federal National Mortgage Association
3/1/2035
3.5
954
0.1
Small Business Administration Participation Certificates
8/1/2028
6.0
940
0.1
UNITED AIR 2019 2 AA PTT PASS THRU CE 11/33 2.7
11/1/2033
2.7
938
0.1
NATIONAL RURAL UTIL COOP SUBORDINATED 04/43 VAR
4/30/2043
4.8
893
0.1
JERSEY CENTRAL PWR + LT SR UNSECURED 144A 01/26 4.3
1/15/2026
4.3
871
0.1
Morgan Stanley Capital Inc.
11/25/2036
0.4
842
0.1
Countrywide Alternative Loan Trust
7/25/2035
5.5
838
0.1
GOVERNMENT NATIONAL MORTGAGE A GNR 2014 2 IC
1/16/2044
5.0
791
0.1
Specialty Underwriting & Residential Finance Trust
9/25/2037
0.3
787
0.1
FANNIE MAE FNR 2020 27 IM
5/25/2035
3.5
767
0.1
Federal National Mortgage Association
5/1/2038
5.5
756
0.1
FREDDIE MAC FHR 4118 IO
10/15/2042
4.0
712
0.1
JP Morgan Mortgage Trust
10/25/2036
3.0
677
0.1
DSLA Mortgage Loan Trust
3/19/2046
1.1
657
0.1
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 4 DI
3/20/2041
4.0
640
0.1
Argent Securities Inc.
11/25/2034
1.3
639
0.1
IXIS Real Estate Capital Trust
6/25/2035
1.5
626
0.1
Small Business Administration Participation Certificates
1/1/2029
5.7
621
0.1
Federal National Mortgage Association
4/1/2038
6.0
608
0.1
PLANET FITNESS MASTER ISSUER L PLNT 2018 1A A2II 144A
9/5/2048
4.7
583
0.1
BCAP LLC Trust
2/26/2036
5.3
547
0.1
Federal National Mortgage Association
12/1/2035
5.5
546
0.1
Federal National Mortgage Association
11/1/2038
5.5
539
0.1
Epr Properties
4/15/2028
5.0
537
0.1
Federal National Mortgage Association
11/1/2039
5.5
505
0.1
Government National Mortgage Association
11/15/2049
3.0
498
0.0
IndyMac INDX Mortgage Loan Trust
1/25/2036
0.0
477
0.0
GNMA POOL BP1508 GN 09/49 FIXED 4
9/15/2049
4.0
458
0.0
Federal National Mortgage Association
1/1/2039
6.0
451
0.0
FANNIE MAE FNR 2015 30 EI
5/25/2045
5.0
438
0.0
JPMorgan Mortgage Acquisition Corp.
5/25/2035
4.2
430
0.0
AMERICAN MONEY MANAGEMENT CORP 04/29 1
4/17/2029
2.0
429
0.0
FANNIE MAE FNR 2017 70 AS
9/25/2057
1.9
417
0.0
Government National Mortgage Association
12/15/2038
5.0
414
0.0
Federal Home Loan Mortgage Corp.
4/1/2048
4.0
408
0.0
Banc of America Funding Corp.
5/20/2047
0.5
389
0.0
Federal National Mortgage Association
4/1/2034
5.5
387
0.0
CVS Pass-Through Trust
1/10/2030
6.9
381
0.0
Federal National Mortgage Association
10/1/2031
4.0
381
0.0
Federal Home Loan Mortgage Corp.
4/1/2037
6.0
377
0.0
Federal National Mortgage Association
6/1/2038
5.5
373
0.0
FANNIE MAE FNR 2011 59 YI
7/25/2041
6.0
371
0.0
FREDDIEMAC STRIP FHS 304 C45
12/15/2027
3.0
363
0.0
Federal National Mortgage Association
7/1/2041
5.5
361
0.0
Federal National Mortgage Association
9/1/2038
6.0
358
0.0
FREDDIE MAC FHR 4628 CI
5/15/2035
3.0
357
0.0
Government National Mortgage Association
6/15/2040
5.0
349
0.0
Federal National Mortgage Association
3/1/2035
5.5
338
0.0
Federal National Mortgage Association
3/1/2038
5.5
333
0.0
Federal Home Loan Mortgage Corp.
12/1/2037
6.0
326
0.0
Federal National Mortgage Association
1/1/2039
5.5
320
0.0
GNMA POOL BR6050 GN 11/49 FIXED 4
11/15/2049
4.0
317
0.0
Federal National Mortgage Association
6/1/2035
5.5
306
0.0
FANNIE MAE FNR 2016 33 NI
7/25/2034
5.0
302
0.0
Federal National Mortgage Association
12/1/2038
4.5
292
0.0
SERVICEMASTER BRANDS SERV 2020 1 A2II 144A
1/30/2051
3.3
282
0.0
GOVERNMENT NATIONAL MORTGAGE A GNR 2007 41 SM
7/20/2037
6.5
255
0.0
Countrywide Asset-Backed Certificates
6/25/2036
0.6
248
0.0
Federal National Mortgage Association
8/1/2035
0.0
242
0.0
Federal National Mortgage Association
9/1/2027
6.0
222
0.0
Federal Home Loan Mortgage Corp.
11/1/2037
6.0
219
0.0
Government National Mortgage Association
5/15/2039
5.0
216
0.0
FANNIE MAE FNR 2016 102 JI
2/25/2046
3.5
211
0.0
Federal Home Loan Mortgage Corp.
2/1/2038
5.5
208
0.0
BANK5 2023 5YR2 BANK5 2023 5YR2 A3
6/15/2028
6.7
201
0.0
Federal National Mortgage Association
12/1/2033
3.5
200
0.0
Federal National Mortgage Association
12/1/2025
3.5
199
0.0
Federal National Mortgage Association
6/1/2035
4.8
198
0.0
Government National Mortgage Association
4/15/2041
5.0
195
0.0
Federal National Mortgage Association
5/1/2041
5.0
192
0.0
Federal National Mortgage Association REMIC
4/25/2033
5.0
189
0.0
Federal National Mortgage Association
9/1/2041
5.5
180
0.0
GNMA POOL BF3031 GN 07/48 FIXED 5
7/15/2048
5.0
175
0.0
Federal National Mortgage Association
2/1/2035
5.5
172
0.0
Federal National Mortgage Association
1/1/2037
5.5
169
0.0
Federal National Mortgage Association
5/1/2041
4.5
169
0.0
Suntrust Adjustable Rate Mortgage Loan Trust
1/25/2037
3.0
168
0.0
Merrill Lynch Alternative Note Asset Trust
3/25/2037
6.0
167
0.0
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 47 SK
7/20/2037
6.4
165
0.0
Federal National Mortgage Association
8/1/2041
4.5
156
0.0
BCAP LLC Trust
3/26/2037
5.9
148
0.0
Washington Mutual Mortgage Pass Through Certificates Trust
4/25/2045
0.5
145
0.0
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 163 IE
2/20/2039
5.5
141
0.0
GSR Mortgage Loan Trust
5/25/2035
3.0
139
0.0
Federal Home Loan Mortgage Corp.
7/1/2038
5.5
139
0.0
Federal National Mortgage Association
6/1/2041
4.5
138
0.0
Federal National Mortgage Association
1/1/2034
4.0
137
0.0
Credit Suisse First Boston Mortgage Securities Corp.
11/25/2035
6.0
136
0.0
GNMA POOL BC9126 GN 12/47 FIXED 5
12/15/2047
5.0
135
0.0
Federal National Mortgage Association
8/1/2035
5.5
132
0.0
Federal National Mortgage Association
1/1/2038
6.0
130
0.0
Federal National Mortgage Association
7/1/2026
4.5
128
0.0
Federal National Mortgage Association
10/1/2036
6.0
126
0.0
Federal National Mortgage Association
6/1/2033
4.0
124
0.0
GNMA POOL BW0889 GN 06/50 FIXED 5
6/15/2050
5.0
123
0.0
Federal National Mortgage Association
5/1/2036
5.5
123
0.0
GNMA POOL BC9135 GN 01/48 FIXED 5
1/15/2048
5.0
121
0.0
Bear Stearns Adjustable Rate Mortgage Trust
4/25/2034
3.0
120
0.0
Federal Home Loan Mortgage Corp.
2/1/2034
6.0
119
0.0
Federal Home Loan Mortgage Corp.
12/1/2047
4.0
119
0.0
Federal National Mortgage Association
1/1/2036
6.0
115
0.0
Federal National Mortgage Association
3/1/2034
5.5
114
0.0
Federal National Mortgage Association
1/1/2041
5.0
113
0.0
GNMA POOL BB3738 GN 11/47 FIXED 5
11/15/2047
5.0
112
0.0
Federal National Mortgage Association
8/1/2036
6.0
110
0.0
Federal National Mortgage Association
2/1/2034
4.0
109
0.0
Federal Home Loan Mortgage Corp.
7/1/2034
3.5
109
0.0
Federal National Mortgage Association
6/1/2041
5.0
106
0.0
Federal National Mortgage Association
4/1/2039
5.0
106
0.0
Federal National Mortgage Association
10/1/2047
4.0
106
0.0
First Horizon Asset Securities Inc.
2/25/2036
5.7
103
0.0
Government National Mortgage Association II
2/20/2032
4.5
103
0.0
Federal National Mortgage Association
11/1/2034
5.5
101
0.0
Federal National Mortgage Association
5/1/2039
4.5
101
0.0
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 180 CI
12/16/2045
5.0
101
0.0
Federal Home Loan Mortgage Corp.
4/1/2034
4.0
101
0.0
Federal National Mortgage Association
7/1/2026
4.0
99
0.0
GNMA POOL BU4173 GN 05/50 FIXED 5
5/15/2050
5.0
98
0.0
Federal National Mortgage Association
8/1/2038
5.5
95
0.0
Residential Funding Mortgage Securities I
2/25/2037
3.6
93
0.0
GNMA POOL BG7319 GN 07/48 FIXED 5
7/15/2048
5.0
92
0.0
Federal National Mortgage Association
10/1/2040
7.5
91
0.0
Federal Home Loan Mortgage Corp.
2/1/2035
3.5
90
0.0
Federal National Mortgage Association
6/1/2040
6.0
89
0.0
Federal National Mortgage Association
6/1/2037
6.0
88
0.0
Federal National Mortgage Association REMIC
12/25/2042
6.5
88
0.0
Federal National Mortgage Association
1/1/2029
4.0
86
0.0
Federal National Mortgage Association
5/1/2024
4.0
86
0.0
Federal Home Loan Mortgage Corp.
9/1/2041
4.5
85
0.0
Federal National Mortgage Association
9/1/2036
6.0
84
0.0
GNMA POOL BQ7187 GN 10/49 FIXED 4
10/15/2049
4.0
83
0.0
Federal National Mortgage Association
7/1/2036
6.0
83
0.0
GNMA POOL BR6084 GN 12/49 FIXED 4
12/15/2049
4.0
83
0.0
Federal National Mortgage Association
5/1/2038
5.5
82
0.0
Federal Home Loan Mortgage Corp.
2/1/2037
6.0
81
0.0
Federal National Mortgage Association
4/1/2035
5.5
80
0.0
Federal National Mortgage Association
6/1/2041
4.5
78
0.0
Federal Home Loan Mortgage Corp.
10/1/2038
6.0
77
0.0
Federal Home Loan Mortgage Corp.
5/1/2040
6.0
77
0.0
Federal Home Loan Mortgage Corp.
4/1/2038
5.5
75
0.0
Federal Home Loan Mortgage Corp.
10/1/2037
6.0
75
0.0
Federal Home Loan Mortgage Corp.
10/1/2037
6.0
74
0.0
Federal National Mortgage Association
3/1/2037
5.5
74
0.0
Federal National Mortgage Association
7/1/2041
5.0
74
0.0
Federal National Mortgage Association
6/1/2044
5.0
70
0.0
GNMA POOL BP1218 GN 09/49 FIXED 4
9/15/2049
4.0
70
0.0
Federal National Mortgage Association
8/1/2035
5.5
69
0.0
Structured Adjustable Rate Mortgage Loan Trust
4/25/2035
2.8
69
0.0
Washington Mutual Mortgage Pass Through Certificates Trust
10/25/2045
1.0
67
0.0
Federal Home Loan Mortgage Corp.
12/1/2040
4.5
65
0.0
Federal National Mortgage Association
9/1/2040
5.5
62
0.0
Government National Mortgage Association
4/15/2039
5.0
60
0.0
Federal National Mortgage Association
1/1/2036
5.5
59
0.0
Federal National Mortgage Association
1/1/2036
6.0
59
0.0
Federal Home Loan Mortgage Corp.
3/1/2025
4.0
58
0.0
Federal National Mortgage Association
10/1/2041
4.5
58
0.0
Federal National Mortgage Association
8/1/2036
6.0
55
0.0
Federal National Mortgage Association
11/1/2039
5.0
54
0.0
Government National Mortgage Association
10/15/2038
5.0
52
0.0
Federal National Mortgage Association
12/1/2040
4.5
50
0.0
Government National Mortgage Association
4/15/2038
5.0
48
0.0
Federal National Mortgage Association
12/1/2040
4.5
48
0.0
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 136 IA
10/20/2038
6.0
48
0.0
Government National Mortgage Association II
1/20/2049
5.0
48
0.0
Federal National Mortgage Association
10/1/2036
6.0
47
0.0
Federal National Mortgage Association
6/1/2036
6.0
46
0.0
Federal National Mortgage Association
4/1/2035
5.5
44
0.0
Federal National Mortgage Association
9/1/2041
4.5
43
0.0
Federal National Mortgage Association
10/1/2031
5.0
43
0.0
Government National Mortgage Association
12/15/2038
5.0
42
0.0
Federal Home Loan Mortgage Corp. Structured Pass Through Certificates
2/25/2045
4.2
42
0.0
Federal National Mortgage Association
9/1/2038
6.0
41
0.0
Federal National Mortgage Association
10/1/2035
5.5
40
0.0
Federal National Mortgage Association
11/1/2033
5.5
40
0.0
Federal National Mortgage Association
11/1/2036
5.5
40
0.0
Federal National Mortgage Association
3/1/2038
5.0
38
0.0
Federal National Mortgage Association
3/1/2036
6.0
37
0.0
Federal National Mortgage Association
7/1/2033
5.0
36
0.0
Federal National Mortgage Association
5/1/2025
4.5
36
0.0
Government National Mortgage Association
9/15/2039
5.0
35
0.0
Federal National Mortgage Association
1/1/2040
6.0
34
0.0
JP Morgan Mortgage Trust
4/25/2036
5.5
34
0.0
Federal National Mortgage Association
8/1/2036
6.0
34
0.0
Federal National Mortgage Association
3/1/2039
4.5
33
0.0
Federal National Mortgage Association
6/1/2041
4.5
33
0.0
Federal National Mortgage Association
8/1/2041
4.5
32
0.0
Federal National Mortgage Association
3/1/2039
5.0
31
0.0
Government National Mortgage Association
4/15/2039
5.0
29
0.0
GNMA POOL BS1755 GN 03/50 FIXED 4
3/15/2050
4.0
29
0.0
Federal National Mortgage Association
7/1/2026
4.5
29
0.0
Federal National Mortgage Association
1/1/2036
5.5
29
0.0
Federal National Mortgage Association
8/1/2025
4.5
29
0.0
Federal National Mortgage Association
11/1/2037
6.0
27
0.0
Federal National Mortgage Association
4/1/2025
4.5
26
0.0
Federal National Mortgage Association
7/1/2034
5.5
26
0.0
Federal National Mortgage Association
7/1/2041
4.5
25
0.0
Federal National Mortgage Association
11/1/2034
6.0
25
0.0
Federal National Mortgage Association
5/1/2039
6.0
24
0.0
Federal National Mortgage Association
12/1/2027
5.5
24
0.0
Federal National Mortgage Association
4/1/2036
6.0
24
0.0
Federal National Mortgage Association
10/1/2030
4.0
24
0.0
Federal National Mortgage Association
2/1/2024
4.0
24
0.0
Federal National Mortgage Association
4/1/2024
4.0
23
0.0
Federal National Mortgage Association
8/1/2029
4.0
23
0.0
Federal National Mortgage Association
5/1/2024
4.0
23
0.0
Federal National Mortgage Association
10/1/2041
4.5
23
0.0
Federal National Mortgage Association
3/1/2029
6.0
23
0.0
Federal National Mortgage Association REMIC
5/25/2035
4.7
23
0.0
Federal National Mortgage Association
4/1/2027
5.5
23
0.0
Government National Mortgage Association II
11/20/2029
7.0
22
0.0
Federal National Mortgage Association
2/1/2033
5.5
22
0.0
Federal National Mortgage Association
6/1/2036
6.0
21
0.0
Government National Mortgage Association
1/15/2039
5.0
21
0.0
Federal National Mortgage Association
9/1/2039
5.0
21
0.0
Federal National Mortgage Association
11/1/2036
5.5
21
0.0
Federal National Mortgage Association
3/1/2026
4.5
20
0.0
Federal National Mortgage Association
10/1/2035
6.0
20
0.0
Federal National Mortgage Association
1/1/2041
5.0
19
0.0
Federal National Mortgage Association
7/1/2042
4.5
19
0.0
Federal National Mortgage Association
7/1/2028
5.5
19
0.0
Federal National Mortgage Association
7/1/2041
5.0
19
0.0
Federal National Mortgage Association
6/1/2036
6.0
19
0.0
Government National Mortgage Association
3/15/2038
5.0
19
0.0
Federal National Mortgage Association
8/1/2037
5.5
19
0.0
Federal National Mortgage Association
3/1/2027
5.5
19
0.0
Federal National Mortgage Association
2/1/2036
5.5
19
0.0
Federal National Mortgage Association
9/1/2033
5.5
18
0.0
Government National Mortgage Association
5/15/2038
5.0
18
0.0
Federal Home Loan Mortgage Corp.
5/1/2035
6.0
18
0.0
Federal National Mortgage Association
11/1/2036
5.5
18
0.0
Federal National Mortgage Association
12/1/2025
3.5
18
0.0
Federal National Mortgage Association
8/1/2038
6.0
18
0.0
Federal National Mortgage Association
2/1/2026
4.0
18
0.0
Federal National Mortgage Association
12/1/2038
5.5
18
0.0
Government National Mortgage Association
6/15/2041
5.0
18
0.0
Federal National Mortgage Association
5/1/2035
5.1
18
0.0
Federal National Mortgage Association
6/1/2040
5.0
18
0.0
Government National Mortgage Association
12/15/2038
5.0
18
0.0
Federal National Mortgage Association
8/1/2037
6.0
18
0.0
Federal National Mortgage Association
10/1/2034
6.0
17
0.0
Federal National Mortgage Association
9/1/2036
6.0
17
0.0
Federal National Mortgage Association
3/1/2026
4.0
17
0.0
GNMA POOL AZ7322 GN 10/47 FIXED 5
10/15/2047
5.0
17
0.0
Federal National Mortgage Association
9/1/2041
5.0
16
0.0
Federal National Mortgage Association
2/1/2025
4.5
16
0.0
Federal National Mortgage Association
2/1/2039
6.0
15
0.0
Government National Mortgage Association
5/15/2038
5.0
15
0.0
Federal National Mortgage Association
11/1/2039
6.0
15
0.0
Federal National Mortgage Association
6/1/2037
6.0
14
0.0
Federal Home Loan Mortgage Corp.
9/1/2038
6.0
14
0.0
Federal Home Loan Mortgage Corp.
1/1/2026
3.5
14
0.0
Federal National Mortgage Association
10/1/2037
6.0
14
0.0
Federal National Mortgage Association
1/1/2025
4.5
14
0.0
Federal National Mortgage Association
9/1/2036
5.5
14
0.0
Federal National Mortgage Association
1/1/2026
4.0
13
0.0
Federal National Mortgage Association
7/1/2036
6.0
13
0.0
Federal National Mortgage Association
2/1/2038
6.0
13
0.0
Federal National Mortgage Association
5/1/2026
4.5
13
0.0
Federal National Mortgage Association
4/1/2025
4.5
13
0.0
Federal National Mortgage Association
2/1/2038
5.5
13
0.0
Federal National Mortgage Association
8/1/2024
4.5
13
0.0
Federal National Mortgage Association
10/1/2036
6.0
12
0.0
Federal National Mortgage Association
6/1/2025
4.0
12
0.0
Federal National Mortgage Association
1/1/2034
5.5
12
0.0
Federal National Mortgage Association
11/1/2025
4.5
12
0.0
Federal National Mortgage Association
2/1/2039
4.5
12
0.0
Federal National Mortgage Association
3/1/2039
4.5
12
0.0
Federal National Mortgage Association
12/1/2035
5.5
12
0.0
Federal National Mortgage Association
9/1/2040
5.0
11
0.0
Federal National Mortgage Association
11/1/2038
5.5
11
0.0
Federal National Mortgage Association
5/1/2025
4.0
11
0.0
Government National Mortgage Association II
7/20/2027
6.5
11
0.0
Federal National Mortgage Association
5/1/2034
5.5
10
0.0
Government National Mortgage Association
10/15/2039
5.0
10
0.0
Federal National Mortgage Association
12/1/2025
4.5
10
0.0
Federal Home Loan Mortgage Corp. Structured Pass Through Certificates
8/15/2032
6.3
10
0.0
Federal National Mortgage Association
7/1/2024
4.5
10
0.0
Federal National Mortgage Association
2/1/2034
5.5
9
0.0
Bear Stearns Adjustable Rate Mortgage Trust
11/25/2030
7.6
9
0.0
Federal National Mortgage Association
10/1/2038
6.0
9
0.0
Federal National Mortgage Association
2/1/2029
5.5
9
0.0
Federal National Mortgage Association
8/1/2037
5.5
9
0.0
Federal National Mortgage Association
10/1/2042
4.5
9
0.0
Federal National Mortgage Association
7/1/2026
4.0
9
0.0
Federal National Mortgage Association
8/1/2038
6.0
9
0.0
Federal National Mortgage Association
11/1/2033
5.5
9
0.0
Federal National Mortgage Association
2/1/2038
5.0
9
0.0
Federal National Mortgage Association
1/1/2025
5.5
9
0.0
Federal National Mortgage Association
9/1/2034
5.5
9
0.0
Federal National Mortgage Association
6/1/2031
4.0
8
0.0
Federal National Mortgage Association
3/1/2034
5.5
8
0.0
Federal National Mortgage Association
12/1/2040
4.5
8
0.0
Federal National Mortgage Association
3/1/2026
4.5
8
0.0
Federal National Mortgage Association
4/1/2037
5.5
8
0.0
Federal National Mortgage Association
8/1/2036
6.0
8
0.0
Government National Mortgage Association
4/15/2038
5.0
8
0.0
Federal National Mortgage Association
4/1/2041
4.5
8
0.0
Federal National Mortgage Association
12/1/2033
5.5
8
0.0
Federal National Mortgage Association
9/1/2031
6.0
7
0.0
Federal National Mortgage Association
3/1/2033
5.5
7
0.0
Federal National Mortgage Association
5/1/2038
5.5
7
0.0
Federal National Mortgage Association
7/1/2026
4.5
7
0.0
Federal National Mortgage Association
2/1/2037
6.0
7
0.0
Federal National Mortgage Association
9/1/2028
5.5
7
0.0
Federal National Mortgage Association
2/1/2025
4.5
7
0.0
Federal National Mortgage Association
6/1/2033
5.5
7
0.0
Federal National Mortgage Association
10/1/2025
4.0
7
0.0
Federal National Mortgage Association
7/1/2040
5.0
6
0.0
Federal National Mortgage Association
1/1/2035
5.5
6
0.0
Federal National Mortgage Association
9/1/2035
6.0
6
0.0
Federal National Mortgage Association
3/1/2025
4.5
6
0.0
Federal National Mortgage Association
7/1/2035
5.5
6
0.0
Federal National Mortgage Association
2/1/2034
5.0
6
0.0
Federal National Mortgage Association
10/1/2024
4.5
6
0.0
Federal National Mortgage Association
3/1/2025
4.5
6
0.0
Federal National Mortgage Association
10/1/2030
4.0
5
0.0
Federal National Mortgage Association
6/1/2025
4.5
5
0.0
Federal National Mortgage Association
1/1/2037
6.0
5
0.0
Federal National Mortgage Association
3/1/2034
5.5
5
0.0
Federal National Mortgage Association
7/1/2026
4.5
5
0.0
Federal National Mortgage Association
10/1/2024
4.5
5
0.0
Government National Mortgage Association II
11/20/2025
7.0
5
0.0
Government National Mortgage Association
1/15/2038
5.0
5
0.0
Government National Mortgage Association
3/15/2039
5.0
5
0.0
Federal National Mortgage Association
12/1/2024
4.5
5
0.0
Government National Mortgage Association II
9/20/2024
7.0
5
0.0
Federal National Mortgage Association
7/1/2040
5.0
5
0.0
Federal National Mortgage Association
2/1/2034
5.5
5
0.0
Federal National Mortgage Association
9/1/2036
6.0
5
0.0
Federal National Mortgage Association
2/1/2034
5.5
5
0.0
Federal National Mortgage Association
9/1/2030
4.5
5
0.0
Federal National Mortgage Association
12/1/2024
4.5
4
0.0
Federal National Mortgage Association
2/1/2034
5.5
4
0.0
Federal National Mortgage Association
3/1/2034
5.5
4
0.0
Federal National Mortgage Association
1/1/2034
5.5
4
0.0
Federal National Mortgage Association
10/1/2024
4.5
4
0.0
Federal National Mortgage Association
3/1/2034
5.5
4
0.0
Federal National Mortgage Association
9/1/2034
5.5
4
0.0
Federal National Mortgage Association
6/1/2028
6.0
4
0.0
Federal National Mortgage Association
1/1/2035
5.5
4
0.0
Government National Mortgage Association
5/15/2038
5.0
4
0.0
Federal National Mortgage Association
5/1/2042
4.5
4
0.0
Federal National Mortgage Association
8/1/2037
6.0
4
0.0
Federal National Mortgage Association
2/1/2034
6.0
3
0.0
Federal Home Loan Mortgage Corp.
8/1/2038
6.0
3
0.0
Federal National Mortgage Association
10/1/2026
4.0
3
0.0
Federal National Mortgage Association
12/1/2034
5.5
3
0.0
Federal National Mortgage Association
5/1/2031
4.5
3
0.0
Federal National Mortgage Association
1/1/2035
5.5
3
0.0
Federal National Mortgage Association
6/1/2027
6.0
3
0.0
Federal National Mortgage Association
9/1/2036
6.0
3
0.0
Federal National Mortgage Association
4/1/2034
5.5
3
0.0
Federal Home Loan Mortgage Corp.
8/1/2035
5.0
3
0.0
Federal National Mortgage Association
5/1/2035
5.5
3
0.0
Federal National Mortgage Association
3/1/2025
4.5
3
0.0
Federal National Mortgage Association
5/1/2039
4.5
3
0.0
Federal Home Loan Mortgage Corp.
5/1/2031
6.0
3
0.0
Federal National Mortgage Association
9/1/2041
5.5
3
0.0
Federal National Mortgage Association
12/1/2028
5.5
3
0.0
Federal National Mortgage Association
1/1/2036
5.5
2
0.0
Federal National Mortgage Association
4/1/2026
4.0
2
0.0
Federal National Mortgage Association
5/1/2040
5.0
2
0.0
Federal National Mortgage Association
11/1/2037
6.0
2
0.0
Government National Mortgage Association
4/15/2039
5.0
2
0.0
GNMA POOL BQ1005 GN 10/49 FIXED 4
10/15/2049
4.0
2
0.0
Federal National Mortgage Association
5/1/2040
4.5
2
0.0
Federal National Mortgage Association
5/1/2024
4.0
2
0.0
Government National Mortgage Association
10/15/2038
5.0
2
0.0
Federal National Mortgage Association
11/1/2035
5.5
2
0.0
Federal National Mortgage Association
2/1/2035
5.5
2
0.0
Federal National Mortgage Association
4/1/2034
5.5
2
0.0
Federal National Mortgage Association
9/1/2041
4.5
2
0.0
Federal National Mortgage Association
3/1/2026
4.0
2
0.0
Federal National Mortgage Association
9/1/2041
4.5
2
0.0
Federal National Mortgage Association
1/1/2025
4.5
2
0.0
Government National Mortgage Association
5/15/2039
5.0
2
0.0
Federal Home Loan Mortgage Corp.
2/1/2033
6.0
2
0.0
Small Business Administration Participation Certificates
9/1/2023
1.0
2
0.0
Federal National Mortgage Association
11/1/2039
5.0
2
0.0
Federal National Mortgage Association
8/1/2035
5.5
2
0.0
Federal National Mortgage Association
6/1/2036
6.0
2
0.0
Federal National Mortgage Association
5/1/2036
5.5
2
0.0
Federal National Mortgage Association
11/1/2035
5.5
2
0.0
Federal National Mortgage Association
3/1/2038
5.5
2
0.0
Government National Mortgage Association II
1/20/2025
1.0
2
0.0
Federal National Mortgage Association
4/1/2038
6.0
2
0.0
Federal National Mortgage Association
4/1/2034
5.5
2
0.0
Federal National Mortgage Association
1/1/2039
5.5
2
0.0
Government National Mortgage Association
12/15/2035
5.0
2
0.0
Federal National Mortgage Association
3/1/2040
5.0
2
0.0
Federal National Mortgage Association
7/1/2035
6.0
2
0.0
Federal National Mortgage Association
10/1/2035
5.5
2
0.0
Indymac ARM Trust
1/25/2032
6.4
2
0.0
Federal National Mortgage Association
10/1/2038
6.0
2
0.0
Federal National Mortgage Association
9/1/2036
5.5
2
0.0
Federal National Mortgage Association
12/1/2035
5.5
1
0.0
Federal National Mortgage Association
4/1/2034
5.5
1
0.0
Federal National Mortgage Association
12/1/2034
5.5
1
0.0
Federal National Mortgage Association
1/1/2037
5.5
1
0.0
Federal National Mortgage Association
8/1/2035
5.5
1
0.0
Government National Mortgage Association II
12/20/2026
7.0
1
0.0
Federal National Mortgage Association
1/1/2036
5.5
1
0.0
Federal National Mortgage Association
7/1/2036
6.0
1
0.0
Federal National Mortgage Association
3/1/2034
5.0
1
0.0
Federal National Mortgage Association
11/1/2033
5.5
1
0.0
Federal Home Loan Mortgage Corp.
5/1/2033
6.0
1
0.0
Government National Mortgage Association II
10/20/2025
7.0
1
0.0
Federal National Mortgage Association
11/1/2025
3.0
1
0.0
Federal National Mortgage Association
10/1/2026
4.0
1
0.0
Federal National Mortgage Association
9/1/2038
6.0
1
0.0
Federal National Mortgage Association
6/1/2036
6.0
1
0.0
Federal National Mortgage Association
5/1/2033
6.0
1
0.0
Federal National Mortgage Association
10/1/2024
4.5
1
0.0
Federal National Mortgage Association
10/1/2036
6.0
1
0.0
Federal National Mortgage Association
9/1/2037
6.0
1
0.0
Federal National Mortgage Association
7/1/2026
4.5
1
0.0
Federal National Mortgage Association
9/1/2038
5.5
1
0.0
Federal National Mortgage Association
7/1/2036
5.5
1
0.0
Federal National Mortgage Association
9/1/2036
6.0
1
0.0
Federal National Mortgage Association
8/1/2036
6.0
1
0.0
Federal National Mortgage Association
5/1/2033
5.5
1
0.0
Federal National Mortgage Association
9/1/2036
6.0
1
0.0
Federal National Mortgage Association
11/1/2024
4.5
1
0.0
Federal National Mortgage Association
2/1/2026
4.5
1
0.0
Federal National Mortgage Association
10/1/2033
5.5
1
0.0
Federal National Mortgage Association
12/1/2033
5.5
1
0.0
Government National Mortgage Association II
10/20/2025
7.0
1
0.0
Federal National Mortgage Association
5/1/2024
4.5
1
0.0
Federal National Mortgage Association
4/1/2038
5.5
1
0.0
Federal National Mortgage Association
7/1/2037
6.0
1
0.0
Federal National Mortgage Association
6/1/2035
5.5
1
0.0
Federal National Mortgage Association
10/1/2034
5.5
1
0.0
Federal Home Loan Mortgage Corp.
10/1/2037
6.0
1
0.0
Government National Mortgage Association
4/15/2035
5.0
1
0.0
Federal National Mortgage Association
12/1/2033
5.5
1
0.0
Government National Mortgage Association
11/15/2038
5.0
0
0.0
Federal Home Loan Mortgage Corp.
1/1/2029
6.0
0
0.0
Federal National Mortgage Association
10/1/2035
5.5
0
0.0
Federal National Mortgage Association
4/1/2035
5.5
0
0.0
Federal National Mortgage Association
12/1/2037
6.0
0
0.0
Government National Mortgage Association
8/15/2033
5.0
0
0.0
Federal National Mortgage Association
8/1/2024
4.5
0
0.0
Federal National Mortgage Association
9/1/2035
5.5
0
0.0
Federal National Mortgage Association
2/1/2034
5.5
0
0.0
Federal National Mortgage Association
10/1/2036
6.0
0
0.0
Federal National Mortgage Association
7/1/2038
5.5
0
0.0
Federal National Mortgage Association
10/1/2034
5.5
0
0.0
Federal National Mortgage Association
1/1/2025
4.5
0
0.0
Federal National Mortgage Association
12/1/2036
6.0
0
0.0
First Nationwide Trust
8/21/2031
6.8
0
0.0
Federal National Mortgage Association
3/1/2024
4.5
0
0.0
Federal National Mortgage Association
12/1/2024
4.5
0
0.0
Federal National Mortgage Association
6/1/2025
4.5
0
0.0
Federal National Mortgage Association
9/1/2024
4.5
0
0.0
Federal National Mortgage Association
2/1/2025
4.5
0
0.0
Federal National Mortgage Association
2/1/2025
4.0
0
0.0
Federal National Mortgage Association
10/1/2034
5.5
0
0.0
Federal National Mortgage Association
3/1/2040
6.0
0
0.0
Federal National Mortgage Association
7/1/2025
4.5
0
0.0
Government National Mortgage Association II
9/20/2023
7.0
0
0.0
Federal National Mortgage Association
9/1/2024
4.5
0
0.0
Federal National Mortgage Association
12/1/2035
5.5
0
0.0
Federal Home Loan Mortgage Corp. REMIC
11/15/2030
7.7
0
0.0
Federal National Mortgage Association
8/1/2024
4.5
0
0.0
Federal National Mortgage Association
5/1/2024
4.5
0
0.0
Federal National Mortgage Association
8/1/2023
6.0
0
0.0
Government National Mortgage Association II
7/20/2024
7.0
0
0.0
Federal National Mortgage Association
5/1/2024
6.0
0
0.0
Federal Home Loan Mortgage Corp.
6/1/2024
4.6
0
0.0
Federal National Mortgage Association
7/1/2023
6.0
0
0.0
JPMorgan Mortgage Acquisition Corp.
1/25/2036
0.7
0
0.0
Total
--
--
994,900
96.9
Cash and Other Assets Less Liabilities
--
--
--
3.1
Total Net Assets
--
--
--
100%
Sector Allocation
As of 6/30/2023
Core Plus Fund (HBFRX)
Bloomberg US Aggregate Bond Index
Securitized
HBFRX: 49.4%
Benchmark: 29.1%
Credit
HBFRX: 31.8%
Benchmark: 28.1%
Government
HBFRX: 18.1%
Benchmark: 42.1%
Municipal
HBFRX: 0.6%
Benchmark: 0.6%
HBFRX: Core Plus Fund
Benchmark: Bloomberg US Aggregate Bond Index
Maturity Profile
As of 6/30/2023
Maturity
Core Plus Fund %
Bloomberg US Aggregate Bond Index %
0-1 yr
3.6
0.0
1-3 yr
11.5
22.0
3-5 yr
22.1
17.5
5-7 yr
18.1
14.6
7-10 yr
24.7
24.8
10-20 yr
11.7
9.9
20-30 yr
7.9
10.3
Over 30 yr
0.3
0.8
Duration
As of 6/30/2023
Duration
Core Plus Fund %
Bloomberg US Aggregate Bond Index %
0-1 yr
5.9
0.2
1-3 yr
15.2
23.5
3-5 yr
30.2
22.1
5-7 yr
20.4
21.0
7-10 yr
12.0
17.1
10-20 yr
16.0
15.9
20-30 yr
0.2
0.3
Over 30 yr
0.0
--
Investment Team
Income Research + Management is a privately-owned, independent, fixed income investment management firm that serves institutional and private clients. They believe that an open, collaborative culture promotes excellence from an investment team of high energy, curious individuals. IR+M’s investment philosophy and process are based on their belief that careful security selection and active risk management provide strong results over the long-term. By combining the capacity and technology of a larger firm with the culture and nimbleness of a boutique firm, the firm strives to provide exceptional service for their clients and a rewarding experience for their employees.
Documents
Name
Date
From time to time, certain fees and/or expenses have been voluntarily or contractually waived or reimbursed, which has resulted in higher returns. Without these waivers or reimbursements, the returns would have been lower. Voluntary waivers or reimbursements may be applied or discontinued at any time without notice. Only the Board of Trustees may modify or terminate contractual fee waivers or expense reimbursements.
As a result of changing market conditions, total net asset levels, expenses and other factors may change at any time during the current fiscal period and may differ from those shown.
There is no guarantee that the investment objective of the Fund will be achieved. Fixed income investments are affected by interest rate changes and the creditworthiness of the issues held by the Fund. As interest rates rise, the values of fixed income securities held by the Fund are likely to decrease and reduce the value of the Fund's portfolio.
There may be a greater risk that the Fund could lose money due to prepayment and extension risks because the Fund invests, at times, in mortgage-related and/or asset backed securities.
Wtd. Avg. Market Coupon (%): the weighted average coupon rate of the underlying bonds in the Fund.
Wtd. Avg. Maturity (yrs): the weighted average length of time to the repayment of principal for the securities in the Fund. This metric considers the likelihood that bonds will be called or prepaid before the scheduled maturity date.
Wtd. Avg. Duration (yrs): the weight average duration of the underlying bonds or derivative market exposures in the Fund. Duration is a time measure of a bond's interest-rate sensitivity. The longer a fund's duration, the more sensitive the fund is to shifts in interest rates
The Morningstar Medalist Ratings are shown for funds that have received a rating of Gold, Silver, or Bronze The funds shown without Medalist Ratings may not have received a Medalist Rating or may have received lower ratings.
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. Investment products are evaluated on three key pillars (People, Parent, and Process) which, when coupled with a fee assessment, forms the basis for Morningstar’s conviction in those products’ investment merits and determines the Medalist Rating they’re assigned. Pillar ratings take the form of Low, Below Average, Average, Above Average, and High. Pillars may be evaluated via an analyst’s qualitative assessment (either directly to a vehicle the analyst covers or indirectly when the pillar ratings of a covered vehicle are mapped to a related uncovered vehicle) or using algorithmic techniques. Vehicles are sorted by their expected performance into rating groups defined by their Morningstar Category and their active or passive status. When analysts directly cover a vehicle, they assign the three pillar ratings based on their qualitative assessment, subject to the oversight of the Analyst Rating Committee, and monitor and reevaluate them at least every 14 months. When the vehicles are covered either indirectly by analysts or by algorithm, the ratings are assigned monthly. For more detailed information about these ratings, including their methodology, please go to global.morningstar.com/managerdisclosures/.
The Morningstar Medalist Ratings are not statements of fact, nor are they credit or risk ratings. The Morningstar Medalist Rating (i) should not be used as the sole basis in evaluating an investment product, (ii) involves unknown risks and uncertainties which may cause expectations not to occur or to differ significantly from what was expected, (iii) are not guaranteed to be based on complete or accurate assumptions or models when determined algorithmically, (iv) involve the risk that the return target will not be met due to such things as unforeseen changes in management, technology, economic development, interest rate development, operating and/or material costs, competitive pressure, supervisory law, exchange rate, tax rates, exchange rate changes, and/or changes in political and social conditions, and (v) should not be considered an offer or solicitation to buy or sell the investment product. A change in the fundamental factors underlying the Morningstar Medalist Rating can mean that the rating is subsequently no longer accurate.
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