Portfolio Characteristics


As of 6/30/2021

Bond Fund
Bloomberg Barclays U.S. Aggregate Bond Index
Number of Bonds
914
12200
Avg. Market Coupon (%)
2.78
2.672
Wtd. Avg. Maturity (yrs)
7.07
8.51
Wtd. Avg. Duration (yrs)
5.44869954
6.58115101

For definitions of any of these terms, please visit our Financial Glossary.

Top 10 Holdings

As of 6/30/2021

Company Name
Maturity Date
Coupon Rate (%)
Value ($000's)
% of Net Assets
FEDERAL NATIONAL MORTGAGE ASSOCIATION TBA
9/14/2051
2.0
84,482
5.2
U.S. Treasury Bonds
8/15/2044
3.1
84,030
5.2
FEDERAL NATIONAL MORTGAGE ASSOCIATION TBA
8/12/2051
2.0
62,585
3.9
Federal National Mortgage Association REMIC
10/25/2041
3.5
52,577
3.3
LETRA TESOURO NACIONAL BILLS 10/21 0.00000
10/1/2021
0.0
42,186
2.6
U.S. Treasury Notes
12/31/2021
2.0
42,102
2.6
U.S. Treasury Notes
8/31/2021
2.0
41,133
2.6
U.S. Treasury Notes
8/15/2050
1.4
36,684
2.3
U.S. Treasury Bonds
2/15/2045
2.5
35,174
2.2
FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE
8/17/2036
2.0
31,931
2.0

Full Holdings

As of 6/30/2021

Company Name
Maturity Date
Coupon Rate (%)
Market Value ($000's)
% of Net Assets
FEDERAL NATIONAL MORTGAGE ASSOCIATION TBA
9/14/2051
2.0
84,482
5.2
U.S. Treasury Bonds
8/15/2044
3.1
84,030
5.2
FEDERAL NATIONAL MORTGAGE ASSOCIATION TBA
8/12/2051
2.0
62,585
3.9
Federal National Mortgage Association REMIC
10/25/2041
3.5
52,577
3.3
LETRA TESOURO NACIONAL BILLS 10/21 0.00000
10/1/2021
0.0
42,186
2.6
U.S. Treasury Notes
12/31/2021
2.0
42,102
2.6
U.S. Treasury Notes
8/31/2021
2.0
41,133
2.6
U.S. Treasury Notes
8/15/2050
1.4
36,684
2.3
U.S. Treasury Bonds
2/15/2045
2.5
35,174
2.2
FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE
8/17/2036
2.0
31,931
2.0
Hawksmoor Mortgages
5/25/2053
1.8
27,456
1.7
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION TBA
7/21/2051
5.0
26,500
1.6
FEDERAL NATIONAL MORTGAGE ASSOCIATION TBA
7/14/2051
2.5
21,101
1.3
Towd Point Mortgage Funding plc
7/20/2045
0.0
20,726
1.3
AT+T Mobility II LLC
--
0.0
17,361
1.1
U.S. Treasury Bonds
5/15/2044
3.4
16,713
1.0
Structured Asset Securities Co.
1/25/2037
0.4
13,680
0.8
FEDERAL NATIONAL MORTGAGE ASSOCIATION TBA
8/12/2051
3.5
13,588
0.8
U.S. Treasury Notes
7/31/2022
1.9
13,352
0.8
Province of Quebec Canada
12/1/2021
4.3
11,399
0.7
UNITED STATES TREAS BONDS 02/41 1.625
2/15/2041
1.9
10,380
0.6
UNITED STATES TREAS BDS 11/40 1.375
11/15/2040
1.4
10,065
0.6
IndyMac INDX Mortgage Loan Trust
7/25/2037
3.0
9,325
0.6
Wells Fargo Commercial Mortgage Trust
1/15/2052
4.3
8,284
0.5
ISRAEL MAKAM BILL BILLS 04/22 0.00000
4/6/2022
0.0
8,126
0.5
Ripon Mortgages PLC
8/20/2056
1.6
7,862
0.5
U.S. Treasury Notes
10/31/2021
2.0
7,850
0.5
U.S. Treasury Bonds
8/15/2045
2.9
7,747
0.5
Japan International Cooperation Agency
4/27/2027
2.8
7,450
0.5
Verizon Communications Inc.
2/15/2025
3.4
7,278
0.5
Towd Point Mortgage Funding plc
5/20/2045
1.0
7,102
0.4
FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF14 A6
10/25/2036
0.5
6,915
0.4
Ford Motor Credit Co. LLC
7/19/2024
1.7
6,871
0.4
BGC Partners Inc.
7/24/2023
5.4
6,824
0.4
U.S. Treasury Bonds
2/15/2048
3.0
6,796
0.4
Bayer US Finance II LLC
12/15/2023
3.9
6,750
0.4
Towd Point Mortgage Funding plc
10/20/2051
1.9
6,750
0.4
Banque Federative DU Credit Mutuel SA
7/20/2023
3.8
6,715
0.4
Scentre Group Trust
5/28/2030
4.4
6,654
0.4
Residential Asset Securitization Trust
8/25/2037
6.3
6,613
0.4
Unicredit SpA MTN
12/4/2023
7.8
6,492
0.4
Mylan NV
11/22/2024
2.3
6,462
0.4
Digital Realty Trust LP
7/15/2028
4.5
6,379
0.4
BOEING CO SR UNSECURED 02/24 1.95
2/1/2024
1.9
6,250
0.4
AIRCASTLE LTD SR UNSECURED 144A 01/28 2.85
1/26/2028
2.9
6,235
0.4
Anheuser-Busch InBev Worldwide Inc.
6/1/2050
4.5
6,217
0.4
VENTURE CDO LTD 01/29 1
1/20/2029
1.3
6,205
0.4
Evergreen Credit Card Trust
9/16/2024
1.9
6,121
0.4
Lloyds Banking Group plc
3/17/2023
2.9
6,103
0.4
Imperial Brands Finance plc
7/26/2029
3.9
6,080
0.4
Nextera Energy Capital Holdings Inc.
6/1/2030
2.3
6,052
0.4
Barclays plc MTN
2/12/2027
3.3
6,026
0.4
BENCHMARK MORTGAGE TRUST BMARK 2019 B9 A5
3/15/2052
4.0
5,968
0.4
Federal Home Loan Mortgage Corp.
8/1/2023
2.7
5,957
0.4
Qatar Government International Bond
3/14/2024
3.4
5,911
0.4
Oak Hill Credit Partners
7/20/2032
1.6
5,908
0.4
Aia Group Ltd.
9/20/2021
2.9
5,902
0.4
Boston Scientific Corp.
6/1/2030
2.6
5,901
0.4
Rio Oil Finance Trust
1/6/2027
6.8
5,895
0.4
SABINE PASS LIQUEFACTION SR SECURED 05/30 4.5
5/15/2030
4.5
5,892
0.4
Mitsubishi UFJ Financial Group Inc.
7/17/2025
1.4
5,858
0.4
Comm Mortgage Trust
2/10/2036
3.5
5,856
0.4
Ready Capital Mortgage Financing LLC
2/25/2035
2.4
5,821
0.4
SOUND POINT CLO LTD 10/28 1
10/20/2028
1.3
5,821
0.4
Tralee CLO V Ltd.
10/20/2028
3.5
5,815
0.4
U.S. Treasury Bonds
5/15/2039
4.3
5,749
0.4
Aviation Capital Group LLC
8/1/2025
4.1
5,732
0.4
Peruvian Government International Bond
1/23/2031
2.8
5,711
0.4
Deutsche Bank AG/New York
11/16/2022
3.3
5,700
0.4
Cantor Fitzgerald LP
6/17/2022
6.5
5,696
0.4
Volkswagen Group of America Finance LLC
11/13/2028
4.8
5,695
0.4
Daimler Finance North America LLC
5/4/2023
3.7
5,597
0.3
Broadcom Inc. Co.
9/15/2026
3.5
5,565
0.3
Shell International Finance BV
4/6/2030
2.8
5,547
0.3
Brandywine Operating Partnership LP
10/1/2024
4.1
5,429
0.3
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.
5/30/2023
4.3
5,402
0.3
Paypal Holdings Inc.
10/1/2029
2.9
5,399
0.3
Citigroup Commercial Mortgage
9/10/2058
3.8
5,390
0.3
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION TBA
8/19/2051
4.0
5,352
0.3
Israel Government International Bond
7/3/2050
3.9
5,351
0.3
Credit Suisse Group Funding Guernsey Ltd.
3/26/2025
3.8
5,319
0.3
Marriott International Sr Unsecured 10/32 3.5
10/15/2032
3.5
5,318
0.3
American Tower Corp.
1/15/2027
2.8
5,296
0.3
Credit Suisse Group AG
12/14/2023
3.0
5,268
0.3
DC Office Trust
9/15/2045
3.0
5,246
0.3
Boston Properties LP
10/1/2026
2.8
5,241
0.3
Bacardi Ltd.
5/15/2025
4.5
5,230
0.3
DAE FUNDING LLC COMPANY GUAR 144A 02/24 1.625
2/15/2024
1.6
5,198
0.3
Credit Agricole SA MTN
4/24/2023
3.8
5,185
0.3
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/24 0.8
1/8/2024
0.8
5,181
0.3
Federal National Mortgage Association
8/1/2022
2.3
5,169
0.3
ABBVIE INC SR UNSECURED 11/24 2.6
11/21/2024
2.6
5,169
0.3
MF1 MULTIFAMILY HOUSING MORTGA MF1 2020 FL4 A 144A
11/15/2035
1.9
5,147
0.3
Israel Government International Bond
7/3/2030
2.8
5,142
0.3
Mizuho Financial Group Inc.
9/13/2025
2.6
5,134
0.3
Mizuho Financial Group Inc.
9/8/2024
0.8
5,127
0.3
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 11/21 VAR
11/15/2021
1.6
5,111
0.3
NXP BV / NXP Funding LLC / NXP USA Inc.
6/18/2026
3.9
5,100
0.3
Volkswagen Group of America Finance LLC
5/13/2025
3.4
5,074
0.3
Fortune Brands Home & Security Inc.
9/15/2029
3.3
5,064
0.3
Sumitomo Corp.
7/8/2025
1.5
5,053
0.3
Greenko Solar Mauritius Ltd.
1/29/2025
5.5
5,041
0.3
Manhattan West
9/10/2039
2.1
5,020
0.3
Spirit Realty LP
1/15/2030
3.4
5,018
0.3
Securitized Asset Backed Receivables LLC Trust
8/25/2035
0.6
5,002
0.3
TPG Real Estate Finance Trust
10/15/2034
3.1
5,001
0.3
CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A
4/22/2030
1.4
4,978
0.3
7 ELEVEN INC SR UNSECURED 144A 02/31 1.8
2/10/2031
1.8
4,977
0.3
Charter Communications Operating LLC
7/23/2022
4.5
4,970
0.3
Equinix Inc.
9/15/2025
1.0
4,970
0.3
Morgan Stanley Bank of America Merrill Lynch Trust
4/15/2048
3.0
4,916
0.3
Deutsche Bank AG/New York
11/26/2025
4.0
4,868
0.3
AT&T Inc.
2/1/2028
1.6
4,867
0.3
Service Properties Trust
10/1/2024
4.3
4,840
0.3
Citigroup Inc.
6/3/2031
2.6
4,836
0.3
Glp Capital LP / Glp Financing II Inc.
1/15/2030
4.0
4,836
0.3
Jetblue Airways Corp.
5/15/2034
4.0
4,816
0.3
Bank of America Corp.
9/25/2025
1.0
4,799
0.3
Federal National Mortgage Association REMIC
10/25/2029
2.4
4,723
0.3
Province of Ontario Canada
6/2/2022
3.1
4,636
0.3
HCA Inc.
9/1/2026
5.4
4,608
0.3
Barclays plc
12/29/2049
7.9
4,597
0.3
CVS Health Corp.
4/1/2040
4.1
4,535
0.3
JPMDB Commercial Mortgage Securities Trust
6/15/2049
3.1
4,528
0.3
Societe Generale SA MTN
9/14/2023
4.3
4,408
0.3
NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81
9/17/2030
4.8
4,407
0.3
Crown Castle International Corp.
6/15/2026
3.7
4,405
0.3
Republic of Peru
8/12/2028
6.3
4,362
0.3
Royal Bank of Scotland Group plc
12/29/2049
8.6
4,341
0.3
DELL INT LLC / EMC CORP 06/23 5.45
6/15/2023
5.5
4,341
0.3
CARLYLE GLOBAL MARKET STRATEGI CGMS 2013 1A A1RR 144A
8/14/2030
1.1
4,300
0.3
Barclays plc
1/10/2023
3.7
4,272
0.3
BROADCOM INC SR UNSECURED 144A 04/34 3.469
4/15/2034
3.5
4,238
0.3
Wells Fargo & Co. MTN
5/4/2030
1.7
4,222
0.3
AMERICAN MONEY MANAGEMENT 11/30 1
11/10/2030
1.1
4,200
0.3
Tesco Property Finance 5 plc
10/13/2041
5.7
4,177
0.3
Asset Backed Securities Corp. Home Equity Loan Trust
8/15/2033
1.5
4,175
0.3
BCAP LLC Trust
5/25/2047
0.4
4,158
0.3
FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 3.375
11/13/2025
3.4
4,153
0.3
ESSENTIAL UTILITIES INC SR UNSECURED 05/31 2.4
5/1/2031
2.4
4,141
0.3
Vmware Inc.
5/15/2027
4.7
4,136
0.3
ALLSTATE CORP SR UNSECURED 12/30 1.45
12/15/2030
1.4
4,117
0.3
Anchorage Capital CLO Ltd.
10/20/2031
0.0
4,106
0.3
Walt Disney Co.
1/13/2031
2.6
4,097
0.3
Dryden XXV Senior Loan Fund
10/15/2027
1.0
4,042
0.3
BLUEMOUNTAIN FUJI EUR CLO 01/31 1
1/15/2031
0.7
4,032
0.3
Deutsche Bank AG/New York
1/17/2028
1.8
4,020
0.2
Expedia Group Inc.
5/1/2025
6.3
4,016
0.2
American International Group
6/30/2025
2.5
4,013
0.2
BIRCH GROVE CLO LTD. BGCLO 19A AR 144A
6/15/2031
0.0
4,000
0.2
US/USD VOYA CLO LTD 07/29 1
7/20/2029
1.0
4,000
0.2
SITKA HOLDINGS L 07/26 1
7/6/2026
4.6
3,997
0.2
Occidental Petroleum Corp.
8/15/2024
2.9
3,993
0.2
DELL INTL LLC/EMC CORP 06/26 6.02
6/15/2026
6.0
3,964
0.2
Mplx LP
4/15/2058
4.9
3,958
0.2
New York State Urban Development Corp.
3/15/2027
1.5
3,933
0.2
Abu Dhabi Government International Bond MTN
4/16/2030
3.1
3,919
0.2
Onslow Bay Financial LLC
6/25/2057
0.8
3,915
0.2
CRH America Finance Inc.
4/4/2048
4.5
3,914
0.2
Block Financial LLC Co.
8/15/2030
3.9
3,895
0.2
International Flavors & Fragrances Inc.
5/1/2023
3.2
3,853
0.2
Alaska Airlines Pass-Through Trust
8/15/2027
4.8
3,836
0.2
Textron Inc.
3/15/2031
2.5
3,810
0.2
Barclays plc
2/15/2023
4.6
3,795
0.2
Countrywide Asset-Backed Certificates
5/25/2036
0.4
3,789
0.2
Air Canada Pass-Through Trust
7/15/2031
3.3
3,717
0.2
CREDIT SUISSE GROUP AG JR SUBORDINA REGS 12/99 VAR
12/31/2099
7.5
3,706
0.2
Oracle Corp.
4/1/2040
3.6
3,697
0.2
Palmer Square Loan Funding Ltd.
7/20/2028
2.1
3,615
0.2
CRH America Finance Inc.
4/4/2028
4.0
3,614
0.2
University of California
5/15/2027
1.3
3,613
0.2
Amdocs Ltd.
6/15/2030
2.5
3,604
0.2
Morgan Stanley Capital Inc.
5/25/2037
0.7
3,563
0.2
T MOBILE USA INC SR SECURED 02/28 2.05
2/15/2028
2.0
3,563
0.2
DRYDEN EURO CLO 05/34 1
5/15/2034
0.9
3,557
0.2
Deutsche Alt-A Securities Inc. Mortgage Loan Trust
3/25/2037
0.6
3,556
0.2
Exelon Corp.
4/15/2030
4.0
3,534
0.2
MetLife Securitization Trust
3/25/2057
3.8
3,455
0.2
Banc of America Alternative Loan Trust
10/25/2036
5.9
3,443
0.2
GSMPS Mortgage Loan Trust
4/25/2036
0.9
3,421
0.2
Intercontinental Exchange
9/15/2032
1.9
3,415
0.2
SAXON ASSET SECURITIES TRUST SAST 2006 3 A3
10/25/2046
0.3
3,346
0.2
Teva Pharmaceutical Finance Netherlands III BV
3/1/2028
6.8
3,293
0.2
Province of Quebec Canada
12/1/2022
3.5
3,199
0.2
Springleaf Finance Corp.
3/15/2025
6.9
3,164
0.2
Option One Mortgage Loan Trust
7/25/2037
0.5
3,134
0.2
Bayer US Finance II LLC
12/15/2025
4.3
3,123
0.2
Arbor Multifamily Mortgage
5/15/2053
2.8
3,084
0.2
Intesa Sanpaolo SpA
9/23/2029
4.0
3,075
0.2
FORD MOTOR CREDIT CO LLC SR UNSECURED 08/23 4.375
8/6/2023
4.4
3,066
0.2
Bbva USA
8/27/2024
2.5
3,054
0.2
Federal National Mortgage Association
8/1/2037
5.5
3,044
0.2
Nassau Ltd.
7/20/2029
2.4
3,003
0.2
Pacific Gas & Electric Co.
1/1/2026
3.1
2,993
0.2
Government National Mortgage Association II
2/20/2049
4.5
2,973
0.2
AIA Group Ltd.
4/7/2030
3.4
2,967
0.2
Constellation Brands Inc.
12/6/2026
3.7
2,894
0.2
NISSAN MOTOR CO SR UNSECURED 144A 09/25 3.522
9/17/2025
3.5
2,885
0.2
Citigroup Mortgage Loan Trust
9/25/2037
4.1
2,877
0.2
Alba plc
3/17/2039
0.7
2,868
0.2
Federal National Mortgage Association REMIC
6/25/2055
0.8
2,689
0.2
Nordea Bank Abp
8/30/2023
3.8
2,670
0.2
MASTR Asset Backed Securities Trust
6/25/2036
0.4
2,649
0.2
Federal National Mortgage Association
5/1/2035
3.5
2,646
0.2
Federal National Mortgage Association
5/1/2034
5.5
2,636
0.2
Small Business Administration Participation Certificates
8/1/2028
6.0
2,556
0.2
Highwoods Realty LP
2/1/2031
2.6
2,520
0.2
Republic of Peru
2/12/2029
5.9
2,447
0.2
Park Place Securities Inc.
8/25/2035
0.7
2,431
0.2
Residential Accredit Loans Inc.
3/25/2037
6.0
2,405
0.1
Countrywide Alternative Loan Trust
8/25/2037
6.0
2,378
0.1
ERP Operating LP
6/1/2025
3.4
2,274
0.1
Federal National Mortgage Association
3/1/2035
3.5
2,268
0.1
UBS Group AG
8/15/2023
2.9
2,258
0.1
US TREASURY N/B 11/50 1.625
11/15/2050
1.6
2,246
0.1
Volkswagen International Finance NV
11/16/2024
1.2
2,219
0.1
Eurohome UK Mortgages plc
6/15/2044
0.7
2,216
0.1
Federal National Mortgage Association
2/1/2048
4.0
2,202
0.1
Federal Home Loan Mortgage Corp. REMIC
8/15/2040
0.5
2,200
0.1
Argent Securities Inc.
5/25/2036
0.4
2,195
0.1
Federal Home Loan Mortgage Corp. REMIC
10/15/2040
0.5
2,195
0.1
Alexandria Real Estate Equities Inc.
12/15/2029
2.8
2,194
0.1
Imperial Brands Finance plc
2/11/2023
3.5
2,172
0.1
Arrow Electronics Inc.
4/1/2022
3.5
2,135
0.1
Pacific Gas & Electric Co.
7/1/2025
3.5
2,098
0.1
Qatar Government International Bond
1/20/2022
4.5
2,051
0.1
Epr Properties
6/1/2027
4.5
2,028
0.1
EXANTAS CAPITAL CORP XAN 2020 RSO9 A 144A
4/17/2037
2.7
2,024
0.1
Nissan Motor Acceptance Corp.
9/21/2023
3.9
2,012
0.1
Lloyds Banking Group plc
4/1/2026
3.5
2,003
0.1
Broadcom Corp. / Broadcom Cayman Finance Ltd.
1/15/2027
3.9
1,987
0.1
Washington Mutual Mortgage Pass Through Certificates Trust
8/25/2046
3.9
1,912
0.1
RMAC Securities plc
6/12/2044
0.7
1,907
0.1
Pacific Gas & Electric Co.
6/15/2025
3.5
1,889
0.1
Odebrecht Drilling Norbe VIII/IX Ltd.
12/1/2026
7.3
1,867
0.1
Rio Oil Finance Trust
7/6/2024
9.3
1,857
0.1
Countrywide Alternative Loan Trust
5/25/2036
0.6
1,854
0.1
HSI Asset Securitization Corp. Trust
12/25/2036
0.3
1,816
0.1
Peruvian Government Bond
8/12/2026
8.2
1,808
0.1
Loancore Ltd.
5/15/2028
3.1
1,801
0.1
Pacific Gas & Electric Co.
8/15/2024
3.4
1,785
0.1
JERSEY CENTRAL PWR + LT SR UNSECURED 144A 04/24 4.7
4/1/2024
4.7
1,742
0.1
American Airlines Pass-Through Trust
3/22/2029
3.6
1,653
0.1
Banco Bilbao Vizcaya Argentaria SA
9/18/2023
0.9
1,606
0.1
Pacific Gas & Electric Co.
8/1/2023
4.3
1,590
0.1
Netapp Inc.
6/22/2025
1.9
1,543
0.1
Physicians Realty LP
1/15/2028
4.0
1,539
0.1
GSAA Home Equity Trust
12/25/2046
0.3
1,538
0.1
Mitsubishi UFJ Lease & Finance Co. Ltd. MTN
9/7/2021
2.3
1,505
0.1
IndyMac Imsc Mortgage Loan Trust
7/25/2037
6.5
1,494
0.1
Takeda Pharmaceutical Co. Ltd.
3/31/2030
2.0
1,489
0.1
Banco Bilbao Vizcaya Argentaria SA
9/18/2025
1.1
1,488
0.1
Agree LP Co.
10/1/2030
2.9
1,465
0.1
New Jersey Transportation Trust Fund Authority
6/15/2023
2.6
1,443
0.1
British Telecommunications plc
12/4/2023
4.5
1,417
0.1
Sprint Corp.
9/15/2021
7.3
1,413
0.1
IXIS Real Estate Capital Trust
6/25/2035
1.5
1,388
0.1
Countrywide Alternative Loan Trust
7/25/2035
5.5
1,380
0.1
People's Financial Realty Mortgage Securities Trust
9/25/2036
0.3
1,351
0.1
Morgan Stanley Capital Inc.
11/25/2036
0.4
1,342
0.1
Homebanc Mortgage Trust
12/25/2036
0.4
1,340
0.1
Federal National Mortgage Association
5/1/2038
5.5
1,327
0.1
Specialty Underwriting & Residential Finance Trust
9/25/2037
0.3
1,313
0.1
Washington Mutual Mortgage Pass Through Certificates Trust
9/25/2046
1.1
1,286
0.1
Countrywide Alternative Loan Trust
2/25/2036
2.5
1,258
0.1
Small Business Administration Participation Certificates
1/1/2029
5.7
1,245
0.1
Rio Oil Finance Trust
7/6/2024
9.3
1,219
0.1
Structured Adjustable Rate Mortgage Loan Trust
2/25/2037
0.3
1,192
0.1
Central Nippon Expressway Co. Ltd.
3/3/2022
2.8
1,167
0.1
Adjustable Rate Mortgage Trust
8/25/2036
0.3
1,165
0.1
JP Morgan Mortgage Trust
10/25/2036
3.0
1,162
0.1
DSLA Mortgage Loan Trust
3/19/2046
1.1
1,137
0.1
Federal National Mortgage Association
12/1/2035
5.5
1,135
0.1
JPMorgan Mortgage Acquisition Corp.
1/25/2036
0.7
1,133
0.1
Government National Mortgage Association
11/15/2049
3.0
1,123
0.1
FirstEnergy Corp.
7/15/2022
2.9
1,118
0.1
Mansard Mortgages plc
12/15/2049
1.2
1,110
0.1
Federal National Mortgage Association
4/1/2038
6.0
1,070
0.1
Abbvie Inc.
11/6/2022
3.2
1,033
0.1
Sabine Pass Liquefaction
3/15/2028
4.2
1,017
0.1
Santander Drive Auto Receivables Trust
4/15/2024
0.7
1,001
0.1
JERSEY CENTRAL PWR + LT SR UNSECURED 144A 01/26 4.3
1/15/2026
4.3
997
0.1
Argent Securities Inc.
11/25/2034
1.3
945
0.1
Countrywide Asset-Backed Certificates
6/25/2036
0.6
944
0.1
Federal National Mortgage Association
11/1/2038
5.5
942
0.1
Chase Mortgage Finance Corp Trust
9/25/2036
6.0
940
0.1
DELL INT LLC / EMC CORP SR SECURED 07/25 5.85
7/15/2025
5.8
939
0.1
City of Chicago, IL
1/1/2042
7.8
932
0.1
Odebrecht Offshore Drilling Finance Ltd.
12/1/2026
7.7
923
0.1
BCAP LLC Trust
2/26/2036
5.3
910
0.1
Federal National Mortgage Association
11/1/2039
5.5
893
0.1
Federal Home Loan Mortgage Corp.
4/1/2048
4.0
872
0.1
Banco Santander SA
12/31/2099
6.8
868
0.1
Sprint Communications Inc.
11/15/2022
6.0
848
0.1
Federal National Mortgage Association
1/1/2039
6.0
809
0.1
IndyMac INDX Mortgage Loan Trust
1/25/2036
0.0
806
0.0
Telos CLO Ltd.
1/17/2027
3.6
761
0.0
AMBAC Lsni LLC
2/12/2023
6.8
755
0.0
Royal Bank of Scotland Group plc MTN
3/4/2025
2.0
748
0.0
Federal National Mortgage Association
10/1/2031
4.0
726
0.0
Royal Bank of Scotland Group plc
5/15/2023
3.8
707
0.0
U.S. Treasury Bonds
5/15/2043
2.9
690
0.0
Countrywide Alternative Loan Trust
12/25/2036
5.8
682
0.0
Federal National Mortgage Association
4/1/2034
5.5
676
0.0
Federal National Mortgage Association
12/1/2038
4.5
666
0.0
Banco Espirito Santo SA MTN
1/15/2049
4.8
664
0.0
Federal Home Loan Mortgage Corp.
4/1/2037
6.0
657
0.0
Epr Properties
4/15/2028
5.0
649
0.0
Federal National Mortgage Association
12/1/2025
3.5
644
0.0
Pacific Gas & Electric Co.
7/1/2030
4.5
642
0.0
Mid-State Capital Corp Trust
8/15/2037
6.0
635
0.0
Federal National Mortgage Association
7/1/2041
5.5
629
0.0
Government National Mortgage Association
12/15/2038
5.0
617
0.0
JPMorgan Mortgage Acquisition Corp.
5/25/2035
4.2
616
0.0
Banc of America Funding Corp.
5/20/2047
0.5
600
0.0
Federal National Mortgage Association
1/1/2039
5.5
587
0.0
GSAA Home Equity Trust
8/25/2047
6.0
571
0.0
CVS Pass-Through Trust
1/10/2030
6.9
558
0.0
Federal National Mortgage Association
5/1/2024
4.0
555
0.0
Federal Home Loan Mortgage Corp.
12/1/2037
6.0
554
0.0
Federal National Mortgage Association
6/1/2035
5.5
546
0.0
EQM Midstream Partners LP
7/15/2023
4.8
546
0.0
Federal National Mortgage Association
6/1/2038
5.5
531
0.0
Federal National Mortgage Association
3/1/2035
5.5
515
0.0
CNH Industrial Capital LLC
10/15/2021
3.9
505
0.0
Federal National Mortgage Association
3/1/2038
5.5
501
0.0
Federal National Mortgage Association
9/1/2027
6.0
486
0.0
Federal National Mortgage Association
9/1/2038
6.0
486
0.0
Countrywide Home Loan Mortgage Pass Through Trust
9/25/2047
3.1
482
0.0
Mountain View CLO Ltd.
10/15/2026
3.1
476
0.0
Federal National Mortgage Association
7/1/2026
4.5
461
0.0
Altice France SA
5/1/2026
7.4
458
0.0
Government National Mortgage Association
6/15/2040
5.0
439
0.0
Oracle Corp.
4/1/2030
3.0
422
0.0
AerCap Ireland Capital DAC / Aercap Global Aviation Trust
5/26/2022
3.5
413
0.0
Government National Mortgage Association
5/15/2039
5.0
401
0.0
Harborview Mortgage Loan Trust
11/19/2034
0.6
400
0.0
Federal National Mortgage Association
12/1/2033
3.5
395
0.0
First Horizon Asset Securities Inc.
2/25/2036
5.7
395
0.0
Federal National Mortgage Association
6/1/2035
4.8
392
0.0
Federal National Mortgage Association
8/1/2035
0.0
385
0.0
Federal Home Loan Mortgage Corp.
11/1/2037
6.0
365
0.0
Federal National Mortgage Association
6/1/2041
4.5
360
0.0
Federal National Mortgage Association REMIC
4/25/2033
5.0
354
0.0
Odebrecht Offshore Drilling Finance Ltd.
12/1/2022
6.7
344
0.0
Federal National Mortgage Association
1/1/2034
4.0
342
0.0
Government National Mortgage Association
4/15/2041
5.0
342
0.0
OMEGA Healthcare Investors Inc.
8/1/2023
4.4
329
0.0
Owens Corning
12/1/2024
4.2
329
0.0
JPMorgan Mortgage Acquisition Corp.
5/25/2036
0.4
325
0.0
Federal National Mortgage Association
9/1/2041
5.5
324
0.0
BCAP LLC Trust
3/26/2037
5.9
312
0.0
Federal Home Loan Mortgage Corp.
2/1/2038
5.5
310
0.0
Pacific Gas & Electric Co.
12/1/2027
3.3
309
0.0
Federal National Mortgage Association
2/1/2035
5.5
308
0.0
Structured Adjustable Rate Mortgage Loan Trust
4/25/2035
2.8
304
0.0
Merrill Lynch Alternative Note Asset Trust
3/25/2037
6.0
293
0.0
Federal National Mortgage Association
1/1/2037
5.5
284
0.0
Federal National Mortgage Association
8/1/2035
5.5
276
0.0
Suntrust Adjustable Rate Mortgage Loan Trust
1/25/2037
3.0
274
0.0
Federal National Mortgage Association
6/1/2033
4.0
271
0.0
Federal Home Loan Mortgage Corp.
7/1/2034
3.5
266
0.0
Federal National Mortgage Association
10/1/2036
6.0
264
0.0
Federal National Mortgage Association
5/1/2036
5.5
260
0.0
Federal National Mortgage Association
6/1/2037
6.0
259
0.0
Federal National Mortgage Association
5/1/2024
4.0
254
0.0
Federal National Mortgage Association
1/1/2038
6.0
252
0.0
CBL & Associates LP
10/15/2024
4.6
250
0.0
Federal Home Loan Mortgage Corp.
12/1/2047
4.0
247
0.0
Federal Home Loan Mortgage Corp.
7/1/2038
5.5
246
0.0
Federal National Mortgage Association
2/1/2034
4.0
244
0.0
Structured Asset Mortgage Investments Inc.
7/19/2035
5.6
241
0.0
Federal Home Loan Mortgage Corp.
3/1/2025
4.0
240
0.0
Countrywide Asset-Backed Certificates
5/25/2037
0.3
239
0.0
Federal National Mortgage Association
5/1/2041
5.0
239
0.0
Washington Mutual Mortgage Pass Through Certificates Trust
4/25/2045
0.5
238
0.0
Royal Bank of Scotland Group plc
5/18/2029
4.9
235
0.0
Federal National Mortgage Association
5/1/2041
4.5
232
0.0
GSR Mortgage Loan Trust
5/25/2035
3.0
231
0.0
JP Morgan Mortgage Trust
4/25/2036
5.5
221
0.0
Federal National Mortgage Association
10/1/2047
4.0
218
0.0
Equinor ASA
4/6/2030
3.1
218
0.0
Federal National Mortgage Association
1/1/2029
4.0
216
0.0
Federal Home Loan Mortgage Corp.
4/1/2034
4.0
216
0.0
Federal Home Loan Mortgage Corp.
2/1/2035
3.5
215
0.0
Royal Bank of Scotland Group plc
6/25/2024
4.5
215
0.0
Credit Suisse First Boston Mortgage Securities Corp.
11/25/2035
6.0
210
0.0
Federal Home Loan Mortgage Corp.
2/1/2034
6.0
201
0.0
Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates
8/25/2022
1.4
200
0.0
Bear Stearns Adjustable Rate Mortgage Trust
4/25/2034
3.0
200
0.0
Federal National Mortgage Association
7/1/2026
4.0
198
0.0
Federal National Mortgage Association
4/1/2024
4.0
194
0.0
Federal National Mortgage Association
3/1/2034
5.5
193
0.0
Federal National Mortgage Association
5/1/2039
6.0
190
0.0
Federal National Mortgage Association
2/1/2024
4.0
183
0.0
Federal National Mortgage Association
8/1/2041
4.5
183
0.0
Federal National Mortgage Association
1/1/2036
6.0
181
0.0
Federal National Mortgage Association
11/1/2034
5.5
178
0.0
Federal Home Loan Mortgage Corp.
2/1/2037
6.0
176
0.0
Federal National Mortgage Association
4/1/2039
5.0
176
0.0
Federal National Mortgage Association
5/1/2039
4.5
170
0.0
Federal National Mortgage Association
4/1/2035
5.5
169
0.0
Federal National Mortgage Association
8/1/2038
5.5
165
0.0
Government National Mortgage Association II
2/20/2032
4.5
161
0.0
Federal National Mortgage Association
6/1/2040
5.5
156
0.0
Federal National Mortgage Association
6/1/2040
6.0
155
0.0
Residential Funding Mortgage Securities I
2/25/2037
3.6
154
0.0
Santander Drive Auto Receivables Trust
5/15/2023
0.6
153
0.0
Federal National Mortgage Association
1/1/2041
5.0
153
0.0
GSR Mortgage Loan Trust
11/25/2035
1.0
150
0.0
Bear Stearns Adjustable Rate Mortgage Trust
10/25/2036
2.7
147
0.0
Federal National Mortgage Association
8/1/2025
4.5
146
0.0
Federal National Mortgage Association
6/1/2041
4.5
146
0.0
Residential Funding Mortgage Securities I
2/25/2036
1.0
146
0.0
Federal National Mortgage Association
7/1/2036
6.0
145
0.0
Federal National Mortgage Association
5/1/2025
4.5
144
0.0
RAMP Trust
8/25/2034
1.1
142
0.0
Federal National Mortgage Association
7/1/2041
5.0
139
0.0
Federal National Mortgage Association
6/1/2044
5.0
138
0.0
Federal National Mortgage Association
8/1/2036
6.0
138
0.0
Federal Home Loan Mortgage Corp.
10/1/2038
6.0
137
0.0
Federal National Mortgage Association REMIC
12/25/2042
6.5
137
0.0
Federal National Mortgage Association
1/1/2025
5.5
135
0.0
Federal National Mortgage Association
10/1/2040
7.5
133
0.0
Federal Home Loan Mortgage Corp.
5/1/2040
6.0
132
0.0
Government National Mortgage Association II
1/20/2049
5.0
132
0.0
Federal Home Loan Mortgage Corp.
4/1/2038
5.5
132
0.0
Federal National Mortgage Association
7/1/2026
4.5
131
0.0
Federal National Mortgage Association
3/1/2037
5.5
131
0.0
Federal Home Loan Mortgage Corp.
10/1/2037
6.0
129
0.0
Federal National Mortgage Association
8/1/2035
5.5
126
0.0
Federal National Mortgage Association
6/1/2041
5.0
125
0.0
Federal Home Loan Mortgage Corp.
10/1/2037
6.0
125
0.0
Federal National Mortgage Association
6/1/2037
5.0
121
0.0
HCA Inc.
2/1/2029
5.9
121
0.0
Washington Mutual Mortgage Pass Through Certificates Trust
10/25/2045
1.0
116
0.0
Federal National Mortgage Association
9/1/2036
6.0
113
0.0
CBL & Associates LP
12/15/2026
6.0
113
0.0
Government National Mortgage Association
4/15/2039
5.0
112
0.0
Federal National Mortgage Association
5/1/2038
5.5
112
0.0
Federal National Mortgage Association
10/1/2041
4.5
110
0.0
Federal National Mortgage Association
9/1/2040
5.5
110
0.0
Federal Home Loan Mortgage Corp.
9/1/2041
4.5
108
0.0
Federal National Mortgage Association
5/1/2026
4.5
108
0.0
Federal National Mortgage Association
4/1/2025
4.5
104
0.0
Federal National Mortgage Association
10/1/2031
5.0
101
0.0
Federal Home Loan Mortgage Corp.
12/1/2040
4.5
95
0.0
Federal National Mortgage Association
9/1/2038
6.0
94
0.0
Federal National Mortgage Association
3/1/2038
5.0
86
0.0
Federal National Mortgage Association
6/1/2041
4.5
85
0.0
Federal National Mortgage Association
4/1/2035
5.5
84
0.0
Government National Mortgage Association
10/15/2038
5.0
82
0.0
Federal National Mortgage Association
10/1/2035
5.5
81
0.0
Chicago Transit Authority
12/1/2021
6.3
77
0.0
Federal National Mortgage Association
11/1/2039
5.0
76
0.0
Federal National Mortgage Association
12/1/2040
4.5
76
0.0
Federal National Mortgage Association
2/1/2025
4.5
76
0.0
Odebrecht Drilling Norbe VIII/IX Ltd.
12/1/2021
6.3
74
0.0
Federal National Mortgage Association
1/1/2036
5.5
73
0.0
Federal National Mortgage Association
9/1/2041
4.5
73
0.0
Federal National Mortgage Association
1/1/2036
6.0
72
0.0
Federal National Mortgage Association
3/1/2039
4.5
72
0.0
Federal National Mortgage Association
8/1/2025
4.5
71
0.0
Government National Mortgage Association
12/15/2038
5.0
70
0.0
Federal National Mortgage Association
11/1/2036
5.5
70
0.0
Federal National Mortgage Association
8/1/2036
6.0
69
0.0
Federal National Mortgage Association
8/1/2024
4.5
65
0.0
Federal National Mortgage Association
7/1/2033
5.0
64
0.0
Federal Home Loan Mortgage Corp. Structured Pass Through Certificates
2/25/2045
4.2
63
0.0
GSAMP Trust
12/25/2036
0.0
62
0.0
Federal National Mortgage Association
1/1/2040
6.0
61
0.0
Government National Mortgage Association
4/15/2038
5.0
61
0.0
Federal National Mortgage Association
11/1/2033
5.5
60
0.0
REPUBLIC OF ARGENTINA BILLS 09/21 0.00000
9/13/2021
0.0
60
0.0
Federal National Mortgage Association
7/1/2026
4.5
60
0.0
Federal National Mortgage Association
12/1/2040
4.5
60
0.0
Federal National Mortgage Association
12/1/2025
3.5
59
0.0
Federal National Mortgage Association
6/1/2036
6.0
59
0.0
Government National Mortgage Association
2/15/2039
5.0
58
0.0
Federal National Mortgage Association
1/1/2025
4.5
58
0.0
Federal National Mortgage Association
2/1/2039
4.5
58
0.0
Federal National Mortgage Association
10/1/2036
6.0
57
0.0
Federal National Mortgage Association
12/1/2027
5.5
55
0.0
Federal National Mortgage Association
2/1/2026
4.0
55
0.0
Federal National Mortgage Association
3/1/2026
4.5
55
0.0
Federal National Mortgage Association
8/1/2036
6.0
55
0.0
Federal National Mortgage Association
4/1/2036
6.0
54
0.0
Federal National Mortgage Association
3/1/2026
4.0
54
0.0
Federal National Mortgage Association
6/1/2040
5.0
54
0.0
Federal National Mortgage Association
3/1/2036
6.0
54
0.0
Federal National Mortgage Association
9/1/2040
5.0
53
0.0
Federal National Mortgage Association
3/1/2027
5.5
53
0.0
Federal National Mortgage Association
11/1/2037
6.0
51
0.0
Federal National Mortgage Association
8/1/2041
4.5
51
0.0
Federal National Mortgage Association
1/1/2036
5.5
50
0.0
Federal National Mortgage Association
8/1/2029
4.0
47
0.0
Federal National Mortgage Association
3/1/2029
6.0
47
0.0
Federal National Mortgage Association
1/1/2041
5.0
46
0.0
Federal National Mortgage Association
10/1/2030
4.0
46
0.0
Government National Mortgage Association
9/15/2039
5.0
46
0.0
Federal National Mortgage Association
5/1/2023
4.5
46
0.0
Federal National Mortgage Association
7/1/2024
4.5
44
0.0
Federal National Mortgage Association
5/1/2039
6.0
44
0.0
Federal National Mortgage Association
3/1/2036
6.0
44
0.0
Federal National Mortgage Association
7/1/2034
5.5
44
0.0
Federal National Mortgage Association
11/1/2036
5.5
44
0.0
Federal National Mortgage Association
7/1/2042
4.5
44
0.0
Federal National Mortgage Association
7/1/2028
5.5
42
0.0
Federal National Mortgage Association
4/1/2027
5.5
42
0.0
Federal National Mortgage Association
5/1/2023
4.5
42
0.0
Federal National Mortgage Association
8/1/2038
6.0
41
0.0
Government National Mortgage Association II
11/20/2029
7.0
41
0.0
Federal National Mortgage Association
10/1/2034
6.0
39
0.0
Federal National Mortgage Association
8/1/2041
4.5
39
0.0
Federal National Mortgage Association
2/1/2037
6.0
38
0.0
Federal National Mortgage Association
6/1/2036
6.0
38
0.0
Odebrecht Oil & Gas Finance Ltd.
12/31/2099
0.0
38
0.0
Federal National Mortgage Association
7/1/2041
5.0
38
0.0
Federal Home Loan Mortgage Corp.
1/1/2026
3.5
37
0.0
Federal National Mortgage Association
3/1/2039
5.0
37
0.0
Federal National Mortgage Association
7/1/2041
4.5
37
0.0
Federal National Mortgage Association
6/1/2025
4.0
37
0.0
Federal National Mortgage Association
1/1/2026
4.0
36
0.0
Government National Mortgage Association
4/15/2039
5.0
36
0.0
Federal National Mortgage Association REMIC
5/25/2035
4.7
36
0.0
Federal National Mortgage Association
11/1/2034
6.0
36
0.0
Federal National Mortgage Association
6/1/2040
5.0
35
0.0
Federal National Mortgage Association
3/1/2026
4.5
35
0.0
Federal National Mortgage Association
7/1/2026
4.0
35
0.0
Federal National Mortgage Association
11/1/2036
5.5
34
0.0
Federal National Mortgage Association
2/1/2036
5.5
34
0.0
Government National Mortgage Association
1/15/2039
5.0
33
0.0
Federal National Mortgage Association
4/1/2025
4.5
33
0.0
Federal National Mortgage Association
11/1/2025
4.5
33
0.0
Federal National Mortgage Association
9/1/2036
6.0
33
0.0
Federal Home Loan Mortgage Corp.
5/1/2035
6.0
32
0.0
Government National Mortgage Association
5/15/2038
5.0
32
0.0
Federal National Mortgage Association
8/1/2037
5.5
31
0.0
Federal National Mortgage Association
2/1/2033
5.5
31
0.0
Federal National Mortgage Association
12/1/2038
5.5
31
0.0
Federal National Mortgage Association
10/1/2024
4.5
30
0.0
Federal National Mortgage Association
6/1/2037
6.0
29
0.0
Federal National Mortgage Association
10/1/2036
6.0
28
0.0
Federal National Mortgage Association
10/1/2037
6.0
28
0.0
Federal National Mortgage Association
2/1/2038
6.0
28
0.0
Federal National Mortgage Association
10/1/2041
4.5
27
0.0
Federal National Mortgage Association
12/1/2025
4.5
26
0.0
Federal Home Loan Mortgage Corp.
9/1/2038
6.0
26
0.0
Federal National Mortgage Association
11/1/2039
6.0
26
0.0
Federal National Mortgage Association
2/1/2025
4.5
26
0.0
Federal National Mortgage Association
9/1/2039
5.0
24
0.0
Federal National Mortgage Association
9/1/2033
5.5
24
0.0
Government National Mortgage Association
3/15/2038
5.0
24
0.0
Federal National Mortgage Association
10/1/2035
6.0
24
0.0
Federal National Mortgage Association
3/1/2025
4.5
24
0.0
Federal National Mortgage Association
9/1/2036
5.5
24
0.0
Federal National Mortgage Association
5/1/2025
4.0
24
0.0
Federal National Mortgage Association
6/1/2036
6.0
23
0.0
Federal National Mortgage Association
10/1/2024
4.5
23
0.0
Government National Mortgage Association II
7/20/2027
6.5
23
0.0
Government National Mortgage Association
5/15/2038
5.0
23
0.0
Federal National Mortgage Association
3/1/2025
4.5
23
0.0
Federal National Mortgage Association
6/1/2025
4.5
23
0.0
Federal National Mortgage Association
10/1/2038
6.0
22
0.0
Federal National Mortgage Association
8/1/2037
6.0
22
0.0
Government National Mortgage Association
6/15/2041
5.0
22
0.0
Federal National Mortgage Association
12/1/2035
5.5
22
0.0
Government National Mortgage Association
12/15/2038
5.0
22
0.0
Federal National Mortgage Association
3/1/2039
4.5
22
0.0
Federal National Mortgage Association
5/1/2035
5.1
21
0.0
Federal National Mortgage Association
11/1/2038
5.5
20
0.0
Federal National Mortgage Association
2/1/2038
5.0
19
0.0
Federal National Mortgage Association
9/1/2041
5.0
19
0.0
Federal National Mortgage Association
10/1/2038
6.0
19
0.0
Federal National Mortgage Association
2/1/2039
6.0
18
0.0
Federal National Mortgage Association
2/1/2038
5.5
18
0.0
Federal National Mortgage Association
1/1/2034
5.5
18
0.0
Federal National Mortgage Association
7/1/2040
5.0
18
0.0
Federal National Mortgage Association
11/1/2033
5.5
17
0.0
Government National Mortgage Association II
9/20/2024
7.0
17
0.0
Small Business Administration Participation Certificates
9/1/2023
1.0
17
0.0
Bear Stearns Adjustable Rate Mortgage Trust
1/25/2035
2.8
17
0.0
Federal National Mortgage Association
7/1/2036
6.0
17
0.0
Federal Home Loan Mortgage Corp.
8/1/2035
5.0
16
0.0
Federal National Mortgage Association
2/1/2034
5.5
16
0.0
Federal National Mortgage Association
4/1/2037
5.5
16
0.0
Federal National Mortgage Association
8/1/2037
5.5
16
0.0
Federal Home Loan Mortgage Corp. Structured Pass Through Certificates
8/15/2032
6.3
16
0.0
Federal National Mortgage Association
10/1/2024
4.5
16
0.0
Government National Mortgage Association
10/15/2039
5.0
15
0.0
Federal National Mortgage Association
6/1/2023
4.5
15
0.0
Federal National Mortgage Association
9/1/2028
5.5
15
0.0
Federal National Mortgage Association
3/1/2034
5.5
15
0.0
Federal National Mortgage Association
6/1/2031
4.0
15
0.0
Federal National Mortgage Association
10/1/2030
4.0
14
0.0
Federal National Mortgage Association
5/1/2024
4.0
14
0.0
Federal National Mortgage Association
2/1/2029
5.5
14
0.0
Federal National Mortgage Association
12/1/2033
5.5
13
0.0
Bear Stearns Adjustable Rate Mortgage Trust
11/25/2030
7.6
13
0.0
Government National Mortgage Association II
5/20/2024
7.4
13
0.0
Federal National Mortgage Association
4/1/2023
4.5
13
0.0
Federal National Mortgage Association
12/1/2024
4.5
13
0.0
Federal National Mortgage Association
10/1/2025
4.0
13
0.0
Federal National Mortgage Association
5/1/2034
5.5
13
0.0
Federal National Mortgage Association
10/1/2034
5.0
13
0.0
Federal National Mortgage Association
5/1/2024
6.0
13
0.0
Federal National Mortgage Association
5/1/2038
5.5
13
0.0
Federal National Mortgage Association
9/1/2031
6.0
12
0.0
Federal National Mortgage Association
4/1/2034
5.5
12
0.0
Federal National Mortgage Association
1/1/2035
5.5
12
0.0
Federal National Mortgage Association
2/1/2037
6.0
12
0.0
Federal National Mortgage Association
7/1/2026
4.5
12
0.0
Federal National Mortgage Association
12/1/2024
4.5
12
0.0
Federal National Mortgage Association
2/1/2034
5.5
12
0.0
Federal National Mortgage Association
6/1/2028
6.0
11
0.0
Federal National Mortgage Association
10/1/2021
3.5
11
0.0
Federal National Mortgage Association
3/1/2033
5.5
11
0.0
Federal National Mortgage Association
9/1/2034
5.5
11
0.0
Federal National Mortgage Association
2/1/2034
5.0
11
0.0
Federal National Mortgage Association
8/1/2038
6.0
11
0.0
Federal National Mortgage Association
9/1/2035
6.0
11
0.0
Federal National Mortgage Association
6/1/2033
5.5
11
0.0
Federal National Mortgage Association
10/1/2042
4.5
10
0.0
Federal National Mortgage Association
3/1/2034
5.5
10
0.0
Federal National Mortgage Association
1/1/2035
5.5
10
0.0
Federal National Mortgage Association
7/1/2035
5.5
10
0.0
Federal National Mortgage Association
7/1/2040
5.0
10
0.0
Federal National Mortgage Association
8/1/2036
6.0
10
0.0
Government National Mortgage Association
1/15/2038
5.0
10
0.0
Federal National Mortgage Association
12/1/2040
4.5
10
0.0
Government National Mortgage Association II
11/20/2025
7.0
10
0.0
Government National Mortgage Association
4/15/2038
5.0
10
0.0
Federal National Mortgage Association
4/1/2041
4.5
9
0.0
Federal National Mortgage Association
2/1/2034
5.5
9
0.0
Federal National Mortgage Association
3/1/2025
4.5
9
0.0
Federal National Mortgage Association
1/1/2037
6.0
9
0.0
Federal National Mortgage Association
1/1/2025
4.5
9
0.0
Federal National Mortgage Association
9/1/2030
4.5
9
0.0
Federal National Mortgage Association
2/1/2034
5.5
9
0.0
Government National Mortgage Association
3/15/2039
5.0
8
0.0
Federal Home Loan Mortgage Corp. REMIC
8/15/2022
8.0
8
0.0
Federal National Mortgage Association
6/1/2022
3.0
8
0.0
Federal National Mortgage Association
10/1/2026
4.0
8
0.0
Government National Mortgage Association II
1/20/2025
1.0
7
0.0
Federal National Mortgage Association
4/1/2026
4.0
7
0.0
Federal National Mortgage Association
12/1/2034
5.5
7
0.0
Federal National Mortgage Association
9/1/2034
5.5
7
0.0
Federal National Mortgage Association
9/1/2036
6.0
7
0.0
Federal National Mortgage Association
7/1/2035
6.0
7
0.0
Federal National Mortgage Association
1/1/2034
5.5
7
0.0
Federal National Mortgage Association
6/1/2027
6.0
7
0.0
Federal Home Loan Mortgage Corp. REMIC
11/15/2030
7.7
7
0.0
Federal National Mortgage Association
3/1/2026
4.0
7
0.0
Federal National Mortgage Association
8/1/2040
4.5
7
0.0
Federal National Mortgage Association
3/1/2034
5.5
6
0.0
Federal National Mortgage Association
9/1/2036
6.0
6
0.0
Federal National Mortgage Association
5/1/2031
4.5
6
0.0
Federal National Mortgage Association
8/1/2037
6.0
6
0.0
Federal National Mortgage Association
10/1/2024
4.5
6
0.0
Federal National Mortgage Association
2/1/2034
6.0
6
0.0
Government National Mortgage Association II
8/20/2022
7.0
6
0.0
Federal Home Loan Mortgage Corp.
8/1/2038
6.0
6
0.0
Federal National Mortgage Association
1/1/2035
5.5
6
0.0
Federal Home Loan Mortgage Corp.
5/1/2031
6.0
6
0.0
Federal National Mortgage Association
5/1/2035
5.5
6
0.0
Federal National Mortgage Association
8/1/2023
6.0
5
0.0
Federal National Mortgage Association
3/1/2034
5.5
5
0.0
Federal National Mortgage Association
8/1/2036
5.5
5
0.0
Federal National Mortgage Association
2/1/2024
6.0
5
0.0
Federal National Mortgage Association
9/1/2041
5.5
5
0.0
Federal National Mortgage Association
12/1/2028
5.5
5
0.0
Federal National Mortgage Association
1/1/2036
5.5
5
0.0
Odebrecht Drilling Norbe VIII/IX Ltd.
12/1/2026
7.3
5
0.0
Government National Mortgage Association II
9/20/2023
7.0
5
0.0
Government National Mortgage Association
5/15/2038
5.0
5
0.0
Government National Mortgage Association
10/15/2038
5.0
4
0.0
Federal National Mortgage Association
5/1/2039
4.5
4
0.0
Federal National Mortgage Association
5/1/2042
4.5
4
0.0
Federal National Mortgage Association
9/1/2021
3.0
4
0.0
Federal National Mortgage Association
2/1/2035
5.5
4
0.0
Federal National Mortgage Association
10/1/2035
5.5
4
0.0
Federal National Mortgage Association
5/1/2024
4.5
4
0.0
Federal National Mortgage Association
5/1/2040
5.0
4
0.0
Federal National Mortgage Association
9/1/2023
4.0
4
0.0
Federal National Mortgage Association
11/1/2035
5.5
4
0.0
Federal National Mortgage Association
8/1/2035
5.5
4
0.0
Federal National Mortgage Association
11/1/2025
3.0
4
0.0
Federal National Mortgage Association
4/1/2034
5.5
4
0.0
Federal National Mortgage Association
2/1/2026
4.5
4
0.0
Federal National Mortgage Association
11/1/2037
6.0
4
0.0
Federal National Mortgage Association
11/1/2039
5.0
4
0.0
Federal Home Loan Mortgage Corp.
2/1/2033
6.0
4
0.0
Government National Mortgage Association
4/15/2039
5.0
4
0.0
Federal National Mortgage Association
6/1/2036
6.0
3
0.0
Federal National Mortgage Association
9/1/2041
4.5
3
0.0
Federal National Mortgage Association
4/1/2038
6.0
3
0.0
Federal National Mortgage Association
5/1/2036
5.5
3
0.0
Federal National Mortgage Association
11/1/2035
5.5
3
0.0
Federal National Mortgage Association
7/1/2026
4.5
3
0.0
Federal National Mortgage Association
8/1/2035
5.5
3
0.0
Government National Mortgage Association II
12/20/2026
7.0
3
0.0
Federal National Mortgage Association
3/1/2038
5.5
3
0.0
Provincia de Buenos Aires/Government Bonds
4/12/2025
57.9
3
0.0
Government National Mortgage Association
12/15/2035
5.0
3
0.0
Federal National Mortgage Association
4/1/2034
5.5
3
0.0
Federal National Mortgage Association
7/1/2036
6.0
3
0.0
Federal National Mortgage Association
9/1/2041
4.5
3
0.0
Federal National Mortgage Association
9/1/2036
5.5
3
0.0
Federal National Mortgage Association
3/1/2040
5.0
3
0.0
Government National Mortgage Association II
10/20/2025
7.0
3
0.0
Federal National Mortgage Association
3/1/2034
5.0
3
0.0
Federal National Mortgage Association
10/1/2026
4.0
3
0.0
Federal National Mortgage Association
10/1/2038
6.0
3
0.0
Federal National Mortgage Association
5/1/2040
4.5
3
0.0
Federal National Mortgage Association
11/1/2024
4.5
2
0.0
Government National Mortgage Association
5/15/2039
5.0
2
0.0
Federal National Mortgage Association
4/1/2034
5.5
2
0.0
Federal National Mortgage Association
12/1/2035
5.5
2
0.0
Federal National Mortgage Association
3/1/2040
6.0
2
0.0
Federal National Mortgage Association
1/1/2039
5.5
2
0.0
Federal National Mortgage Association
12/1/2034
5.5
2
0.0
Federal National Mortgage Association
1/1/2037
5.5
2
0.0
Federal National Mortgage Association
11/1/2033
5.5
2
0.0
Indymac ARM Trust
1/25/2032
6.4
2
0.0
Federal National Mortgage Association
5/1/2033
5.5
2
0.0
Federal National Mortgage Association
1/1/2036
5.5
2
0.0
Federal National Mortgage Association
8/1/2041
4.5
2
0.0
Federal Home Loan Mortgage Corp.
5/1/2033
6.0
2
0.0
Federal National Mortgage Association
3/1/2024
4.5
2
0.0
Federal National Mortgage Association
9/1/2036
6.0
2
0.0
Federal National Mortgage Association
5/1/2033
6.0
2
0.0
Federal National Mortgage Association
2/1/2025
4.0
2
0.0
Federal National Mortgage Association
8/1/2024
4.5
2
0.0
Federal National Mortgage Association
8/1/2024
4.5
2
0.0
Federal National Mortgage Association
11/1/2022
4.5
2
0.0
Federal National Mortgage Association
7/1/2036
5.5
2
0.0
Federal National Mortgage Association
9/1/2038
5.5
2
0.0
Federal National Mortgage Association
12/1/2021
3.0
2
0.0
Government National Mortgage Association II
10/20/2025
7.0
1
0.0
Federal National Mortgage Association
6/1/2036
6.0
1
0.0
Federal National Mortgage Association
10/1/2033
5.5
1
0.0
Federal National Mortgage Association
9/1/2038
6.0
1
0.0
Federal National Mortgage Association
7/1/2025
4.5
1
0.0
Federal National Mortgage Association
9/1/2024
4.5
1
0.0
Federal National Mortgage Association
10/1/2035
5.5
1
0.0
Federal National Mortgage Association
6/1/2035
5.5
1
0.0
Federal National Mortgage Association
12/1/2025
4.0
1
0.0
Federal National Mortgage Association
10/1/2036
6.0
1
0.0
Federal National Mortgage Association
8/1/2036
6.0
1
0.0
Federal National Mortgage Association
9/1/2037
6.0
1
0.0
Federal National Mortgage Association
9/1/2024
4.5
1
0.0
Federal National Mortgage Association
4/1/2038
5.5
1
0.0
Federal Home Loan Mortgage Corp.
6/1/2024
4.6
1
0.0
Federal National Mortgage Association
9/1/2036
6.0
1
0.0
Federal National Mortgage Association
6/1/2025
4.5
1
0.0
Federal National Mortgage Association
10/1/2021
3.0
1
0.0
Federal National Mortgage Association
7/1/2037
6.0
1
0.0
Government National Mortgage Association
4/15/2035
5.0
1
0.0
Federal Home Loan Mortgage Corp.
1/1/2029
6.0
1
0.0
Federal Home Loan Mortgage Corp.
10/1/2037
6.0
1
0.0
Federal National Mortgage Association
12/1/2033
5.5
1
0.0
Federal National Mortgage Association
1/1/2025
4.5
1
0.0
Federal National Mortgage Association
10/1/2034
5.5
1
0.0
Federal National Mortgage Association
2/1/2025
4.5
1
0.0
Government National Mortgage Association
11/15/2038
5.0
1
0.0
Federal National Mortgage Association
12/1/2024
4.5
1
0.0
Federal National Mortgage Association
11/1/2024
4.5
1
0.0
Federal National Mortgage Association
12/1/2037
6.0
1
0.0
Federal National Mortgage Association
2/1/2034
5.5
1
0.0
Federal National Mortgage Association
4/1/2035
5.5
1
0.0
Federal National Mortgage Association
10/1/2034
5.5
1
0.0
Federal National Mortgage Association
9/1/2035
5.5
1
0.0
Federal National Mortgage Association
7/1/2038
5.5
1
0.0
Federal National Mortgage Association
12/1/2035
5.5
1
0.0
Federal National Mortgage Association
12/1/2033
5.5
1
0.0
Federal National Mortgage Association
10/1/2036
6.0
1
0.0
Federal National Mortgage Association
8/1/2023
6.0
1
0.0
Government National Mortgage Association
8/15/2033
5.0
1
0.0
Federal National Mortgage Association
5/1/2024
4.5
1
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
10/1/2034
5.5
0
0.0
Federal National Mortgage Association
8/1/2021
3.0
0
0.0
Federal National Mortgage Association
5/1/2024
6.0
0
0.0
Federal National Mortgage Association
9/1/2021
3.0
0
0.0
Federal National Mortgage Association
7/1/2023
6.0
0
0.0
Government National Mortgage Association II
7/20/2024
7.0
0
0.0
Federal National Mortgage Association
8/1/2021
3.0
0
0.0
Federal National Mortgage Association
7/1/2021
3.0
0
0.0

Sector Allocation

As of 6/30/2021

Economic Sector
Bond Fund %
Bloomberg Barclays U.S. Aggregate Bond Index %
Invest. Grade Credit
29.2
26.1
US Government Related
29.1
39.9
Securitized
28.4
29.8
Emerging Markets
16.4
1.3
Other
3.4
2.9
High Yield Credit
2.9
0.0
Non-USD Developed
-0.4
0.0
Net Other Short Duration Instruments
-9.1
0.0

Maturity Profile

As of 6/30/2021

Maturity
Bond Fund %
Bloomberg Barclays U.S. Aggregate Bond Index %
0-1 yr
10.2
0.0
1-3 yr
22.6
21.4
3-5 yr
14.0
28.5
5-7 yr
8.1
19.1
7-10 yr
33.0
15.8
10-20 yr
3.3
7.2
20-30 yr
10.4
12.4
Over 30 yr
-1.7
1.0

Duration

As of 6/30/2021

Duration
Bond Fund %
Bloomberg Barclays U.S. Aggregate Bond Index %
0-1 yr
3.0
0.0
1-3 yr
9.5
8.1
3-5 yr
9.1
18.1
5-7 yr
33.7
15.7
7-10 yr
13.3
10.5
10-20 yr
38.8
38.2
20-30 yr
-7.4
9.3
Over 30 yr
0.0
0.0

Additional Information about Harbor Funds