NPORT-P
false
0000793769
XXXXXXXX
S000061981
C000200769
C000200768
HARBOR FUNDS
811-04676
0000793769
549300YJH4HL5M6WFP75
111 SOUTH WACKER DRIVE
34TH FLOOR
CHICAGO
60606
312-443-4400
Harbor Core Bond Fund
S000061981
549300WRSFJ5U4S4L290
2021-10-31
2021-07-31
N
132134389.24
2953016.85
129181372.39
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
3416253.85000000
USD
N
FERGUSON FINANCE PLC
2138003A7ZEU931DZL61
Ferguson Finance PLC
314890AB0
310000.00000000
PA
USD
338671.01000000
0.262167063048
Long
DBT
CORP
GB
N
2
2030-06-02
Fixed
3.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
285000.00000000
PA
USD
320907.23000000
0.248416024743
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.62000000
N
N
N
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BF5
173000.00000000
PA
USD
193271.44000000
0.149612468442
Long
DBT
CORP
US
N
2
2026-12-12
Fixed
3.63000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAD8
348000.00000000
PA
USD
346112.61000000
0.267927645910
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SN9
691000.00000000
PA
USD
588402.70000000
0.455485716797
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CW5
298000.00000000
PA
USD
352596.27000000
0.272946682231
Long
DBT
CORP
US
N
2
2036-07-01
Fixed
4.25000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KN0
421000.00000000
PA
USD
463841.58000000
0.359062279195
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.40000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2020-2 Trust
437301AA2
328282.43000000
PA
USD
328759.19000000
0.254494269504
Long
ABS-O
CORP
US
N
2
2041-01-17
Fixed
1.53000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEA8
162000.00000000
PA
USD
197673.89000000
0.153020428830
Long
DBT
CORP
US
N
2
2033-08-10
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J3R8
645000.00000000
PA
USD
702354.10000000
0.543696112686
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8HC4
443121.42000000
PA
USD
468699.04000000
0.362822465289
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
3.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B15 Mortgage Trust
08160KAE4
212000.00000000
PA
USD
231048.62000000
0.178855988077
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Fixed
2.93000000
N
N
N
N
N
N
Sabey Data Center Issuer LLC
N/A
Sabey Data Center Issuer LLC
78520EAA4
202000.00000000
PA
USD
215667.44000000
0.166949333336
Long
ABS-O
CORP
US
N
2
2045-04-20
Fixed
3.81000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CZP1
374099.63000000
PA
USD
420160.39000000
0.325248433444
Long
ABS-O
USGA
US
N
2
2038-07-01
Fixed
3.54000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YNC21
195195.84000000
PA
USD
216836.36000000
0.167854200639
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
4.00000000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EZ2
297000.00000000
PA
USD
306361.40000000
0.237156018961
Long
DBT
CORP
US
N
2
2040-05-28
Fixed
2.55000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A8S34
299822.05000000
PA
USD
317360.06000000
0.245670141235
Long
ABS-MBS
USGSE
US
N
2
2031-01-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWA60
1835964.16000000
PA
USD
1914451.10000000
1.481986964978
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHS1
206000.00000000
PA
USD
257957.38000000
0.199686204928
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
4.33000000
N
N
N
N
N
N
Aquarion Co
N/A
Aquarion Co
03838WAA9
238000.00000000
PA
USD
259270.48000000
0.200702682750
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.00000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBT1
450000.00000000
PA
USD
485378.19000000
0.375733885636
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
3.30000000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust 2018-D
98162WAD9
358236.32000000
PA
USD
363197.32000000
0.281153012450
Long
ABS-O
CORP
US
N
2
2024-04-15
Fixed
3.33000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAD9
400000.00000000
PA
USD
442597.19000000
0.342616881839
Long
DBT
CORP
GB
N
2
2030-04-15
Fixed
3.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329QWE7
280852.94000000
PA
USD
299819.87000000
0.232092185160
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.00000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C32
46590JAT4
219951.26000000
PA
USD
222204.48000000
0.172009691404
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Fixed
2.82000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCL8
444000.00000000
PA
USD
472407.86000000
0.365693482937
Long
DBT
CORP
US
N
2
2023-06-19
Fixed
4.15000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MP3
279000.00000000
PA
USD
328169.55000000
0.254037825987
Long
DBT
CORP
US
N
2
2031-03-31
Fixed
4.41000000
N
N
N
N
N
N
COMM Mortgage Trust
549300NGGFIEJ2ER3D22
COMM 2013-CCRE8 Mortgage Trust
12625KAE5
502000.00000000
PA
USD
527452.40000000
0.408303759467
Long
ABS-MBS
CORP
US
N
2
2046-06-10
Variable
3.61000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AZ7
478000.00000000
PA
USD
646704.65000000
0.500617572050
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622AAXL3
1150071.99000000
PA
USD
1213605.47000000
0.939458567088
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
2.50000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DN4
107000.00000000
PA
USD
120232.33000000
0.093072497818
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
3.70000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22
61690FAM5
532000.00000000
PA
USD
570819.30000000
0.441874311628
Long
ABS-MBS
CORP
US
N
2
2048-04-15
Fixed
3.31000000
N
N
N
N
N
N
Verizon Owner Trust
549300DBBHVB9QKK8Q94
Verizon Owner Trust 2018-A
92348XAA3
118298.24000000
PA
USD
119071.07000000
0.092173560163
Long
ABS-O
CORP
US
N
2
2023-04-20
Fixed
3.23000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BK4
266000.00000000
PA
USD
295831.08000000
0.229004441218
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.40000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDG3
392000.00000000
PA
USD
438045.57000000
0.339093448146
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132CWLH5
356539.85000000
PA
USD
377377.57000000
0.292130020774
Long
ABS-MBS
USGSE
US
N
2
2034-06-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SW9
920000.00000000
PA
USD
930637.50000000
0.720411528986
Long
DBT
UST
US
N
2
2041-02-15
Fixed
1.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L4HJ1
374117.37000000
PA
USD
382964.98000000
0.296455265116
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
FEDERAL REALTY INVESTMEN
549300LI6XZ51GOCJ427
Federal Realty Investment Trust
313747BB2
582000.00000000
PA
USD
584662.23000000
0.452590198712
Long
DBT
US
N
2
2026-02-15
Fixed
1.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XV7H0
747958.45000000
PA
USD
799903.75000000
0.619209825070
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes 2018-SFR1 Trust
46185JAA6
105525.85000000
PA
USD
105452.74000000
0.081631537155
Long
ABS-O
CORP
US
N
2
2037-03-17
Floating
0.79000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBQ8
270000.00000000
PA
USD
315594.51000000
0.244303419418
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7YE9
243377.63000000
PA
USD
272355.94000000
0.210832208205
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132H7D84
317880.77000000
PA
USD
341475.75000000
0.264338227472
Long
ABS-MBS
USGSE
US
N
2
2043-11-01
Fixed
3.00000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust 2021-PJ2
36264DAB2
393274.93000000
PA
USD
401822.01000000
0.311052594167
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Variable
2.50000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR3
74333VAA2
349178.91000000
PA
USD
355037.47000000
0.274836428373
Long
ABS-O
CORP
US
N
2
2026-05-17
Fixed
1.64000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BN2
95000.00000000
PA
USD
105896.77000000
0.081975263182
Long
DBT
CORP
US
N
2
2031-03-30
Fixed
3.15000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR1
74331FAA9
385000.00000000
PA
USD
381290.29000000
0.295158878517
Long
ABS-O
CORP
US
N
2
2038-04-17
Fixed
1.05000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2020-3
35563PSC4
256472.67000000
PA
USD
261536.34000000
0.202456697247
Long
ABS-MBS
USGSE
US
N
2
2060-05-25
Fixed
2.00000000
N
N
N
N
N
N
BAE Systems Holdings Inc
MF62XBVMNYTYMC18DL76
BAE Systems Holdings Inc
05523UAK6
489000.00000000
PA
USD
533157.52000000
0.412720123757
Long
DBT
CORP
US
N
2
2024-10-07
Fixed
3.80000000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2013-2 Ltd
69688AAL5
447000.00000000
PA
USD
446987.04000000
0.346015088499
Long
ABS-CBDO
CORP
KY
N
2
2031-10-17
Floating
1.13000000
N
N
N
N
N
N
World Omni Automobile Lease Securitization Trust 2020-A
N/A
World Omni Auto Receivables Trust 2020-A
98162HAC4
1012000.00000000
PA
USD
1026574.01000000
0.794676500959
Long
ABS-O
CORP
US
N
2
2023-01-17
Fixed
1.70000000
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust 2018-A
12652VAC1
101676.84000000
PA
USD
102544.57000000
0.079380307007
Long
ABS-O
CORP
US
N
2
2023-07-17
Fixed
3.12000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90351DAF4
300000.00000000
PA
USD
338312.25000000
0.261889344989
Long
DBT
CORP
CH
N
2
2026-04-15
Fixed
4.13000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFL7
250000.00000000
PA
USD
264548.30000000
0.204788271796
Long
DBT
CORP
US
N
2
2023-06-08
Fixed
3.50000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AE1
241875.00000000
PA
USD
245166.31000000
0.189784568366
Long
ABS-O
CORP
US
N
2
2047-11-20
Fixed
3.63000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCX0
247000.00000000
PA
USD
312920.44000000
0.242233407348
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
4.52000000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QAV0
251000.00000000
PA
USD
268969.66000000
0.208210870517
Long
DBT
CORP
XX
N
2
2023-06-01
Fixed
4.63000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAV8
476000.00000000
PA
USD
549753.92000000
0.425567486882
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
4.20000000
N
N
N
N
N
N
JUNIPER NETWORKS INC
AUHIXNGG7U2U7JEHM527
Juniper Networks Inc
48203RAN4
365000.00000000
PA
USD
365947.32000000
0.283281802344
Long
DBT
CORP
US
N
2
2025-12-10
Fixed
1.20000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-1
46592EAC0
311113.00000000
PA
USD
319409.79000000
0.247256848329
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JVR46
116940.61000000
PA
USD
125273.02000000
0.096974523247
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.50000000
N
N
N
N
N
N
Stack Infrastructure Issuer LLC
N/A
Stack Infrastructure Issuer LLC
85236KAE2
613000.00000000
PA
USD
621459.40000000
0.481075087299
Long
ABS-O
CORP
US
N
2
2046-03-26
Fixed
1.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4M60
589108.17000000
PA
USD
638903.33000000
0.494578527987
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X56L2
208546.29000000
PA
USD
225630.00000000
0.174661404988
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
4.00000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAC2
260000.00000000
PA
USD
263483.98000000
0.203964375919
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
2.75000000
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203CB5
370000.00000000
PA
USD
396387.28000000
0.306845540240
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.00000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142EB5
166000.00000000
PA
USD
202835.91000000
0.157016376469
Long
DBT
CORP
US
N
2
2038-06-28
Fixed
3.95000000
N
N
N
N
N
N
DELTA AIR LINES 2015-1AA
N/A
Delta Air Lines 2015-1 Class AA Pass Through Trust
24736XAA6
266083.98000000
PA
USD
288859.17000000
0.223607447928
Long
DBT
CORP
US
N
2
2027-07-30
Fixed
3.63000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BB9
500000.00000000
PA
USD
536981.42000000
0.415680225457
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KH2D7
207676.27000000
PA
USD
223066.56000000
0.172677032201
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.50000000
N
N
N
N
N
N
Vantage Data Centers LLC
5493000RL8X7WTQ7HO20
Vantage Data Centers LLC
92212KAB2
567000.00000000
PA
USD
572923.51000000
0.443503191985
Long
ABS-O
CORP
US
N
2
2045-09-15
Fixed
1.65000000
N
N
N
N
N
N
UNITED AIR 2016-1 AA PTT
N/A
United Airlines 2016-1 Class AA Pass Through Trust
90931LAA6
170410.09000000
PA
USD
180859.88000000
0.140004612626
Long
DBT
CORP
US
N
2
2028-07-07
Fixed
3.10000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AU9
248000.00000000
PA
USD
228967.83000000
0.177245237268
Long
DBT
CORP
US
N
2
2060-08-18
Fixed
2.55000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CB4
495000.00000000
PA
USD
548451.17000000
0.424559021051
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KJC34
751991.15000000
PA
USD
784219.23000000
0.607068353192
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAY7
82000.00000000
PA
USD
106811.72000000
0.082683530933
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.70000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAR0
300000.00000000
PA
USD
369076.55000000
0.285704156235
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.50000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59259YBF5
195000.00000000
PA
USD
263032.87000000
0.203615169225
Long
DBT
MUN
US
N
2
2039-11-15
Fixed
5.87000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SU3
1791000.00000000
PA
USD
1778826.79000000
1.376999452080
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.88000000
N
N
N
N
N
N
CVS Pass-Through Trust
N/A
CVS Pass-Through Trust
126650BC3
109302.99000000
PA
USD
126044.34000000
0.097571606237
Long
DBT
CORP
US
N
2
2028-01-10
Fixed
5.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8RT2
293689.02000000
PA
USD
327351.13000000
0.253404282632
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.50000000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
Lam Research Corp
512807AW8
110000.00000000
PA
USD
114515.80000000
0.088647300985
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.88000000
N
N
N
N
N
N
KKR GROUP FINANCE CO III
N/A
KKR Group Finance Co III LLC
48250AAA1
140000.00000000
PA
USD
186524.91000000
0.144389943030
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
5.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RZV4
139848.66000000
PA
USD
155322.48000000
0.120235972978
Long
ABS-MBS
USGA
US
N
2
2046-02-20
Fixed
4.50000000
N
N
N
N
N
N
VERISK ANALYTICS INC
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345YAG1
610000.00000000
PA
USD
672277.89000000
0.520413955636
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.63000000
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CL9
390000.00000000
PA
USD
379104.33000000
0.293466715042
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KM3J7
447478.44000000
PA
USD
457222.01000000
0.353938034207
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.00000000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust 2019-A
98162YAD5
143748.62000000
PA
USD
145596.31000000
0.112706892105
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
3.04000000
N
N
N
N
N
N
PSMC Trust
N/A
PSMC 2020-2 Trust
693652AB5
138989.44000000
PA
USD
140837.92000000
0.109023396635
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
3.00000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2019-SFR3 Trust
74332WAA1
442663.20000000
PA
USD
452938.21000000
0.350621921427
Long
ABS-O
CORP
US
N
2
2036-09-17
Fixed
2.27000000
N
N
N
N
N
N
NextGear Floorplan Master Owner Trust
N/A
NextGear Floorplan Master Owner Trust
65341KBK1
880000.00000000
PA
USD
899042.67000000
0.695953799968
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
2.07000000
N
N
N
N
N
N
Store Master Funding I - VII, XIV
N/A
Store Master Funding I-VII and XIV
86212XAA8
166099.59000000
PA
USD
175743.23000000
0.136043786150
Long
ABS-O
CORP
US
N
2
2049-11-20
Fixed
2.82000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAS0
368000.00000000
PA
USD
493920.25000000
0.382346340545
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
5.10000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GGS7
420000.00000000
PA
USD
431007.16000000
0.333644976846
Long
DBT
CORP
US
N
2
2022-01-24
Fixed
5.75000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2020-C6
05492TAB6
380000.00000000
PA
USD
399047.80000000
0.308905063181
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
2.69000000
N
N
N
N
N
N
CANADIAN NATL RAILWAY
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375CP5
172000.00000000
PA
USD
196953.19000000
0.152462531057
Long
DBT
CORP
CA
N
2
2048-02-03
Fixed
3.65000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAA5
425000.00000000
PA
USD
431876.62000000
0.334318030540
Long
DBT
CORP
US
N
2
2025-07-07
Fixed
1.40000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAL5
272000.00000000
PA
USD
307187.05000000
0.237795159098
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.11000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBW0
4368000.00000000
PA
USD
4386512.81000000
3.395623323118
Long
DBT
UST
US
N
2
2026-04-30
Fixed
0.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ABL40
343278.07000000
PA
USD
359877.95000000
0.278583470156
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AJ0
341910.00000000
PA
USD
347082.28000000
0.268678272709
Long
ABS-O
CORP
US
N
2
2049-05-20
Fixed
3.79000000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09256BAM9
286000.00000000
PA
USD
328822.56000000
0.254543324564
Long
DBT
CORP
US
N
2
2049-09-10
Fixed
3.50000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TBA4
401000.00000000
PA
USD
405989.20000000
0.314278438515
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.45000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortage-Backed Securities Trust 2020-PJ1
36258FAF6
28840.60000000
PA
USD
28846.41000000
0.022330162210
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KG5A2
358211.21000000
PA
USD
382149.01000000
0.295823618320
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DG7
1313000.00000000
PA
USD
690644.57000000
0.534631702096
Long
DBT
CORP
US
N
2
2036-10-10
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDFM1
311623.06000000
PA
USD
336450.62000000
0.260448247123
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
4.00000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGX7
572000.00000000
PA
USD
617414.64000000
0.477944016677
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDZ6
252000.00000000
PA
USD
282816.37000000
0.218929683721
Long
DBT
CORP
US
N
2
2026-01-27
Fixed
3.88000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
358000.00000000
PA
USD
459827.39000000
0.355954872976
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CWR0
276162.73000000
PA
USD
295438.14000000
0.228700264236
Long
ABS-O
USGA
US
N
2
2034-11-01
Fixed
2.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KJE24
614258.93000000
PA
USD
640518.32000000
0.495828700492
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063A5E0
300000.00000000
PA
USD
480054.99000000
0.371613167686
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
7.50000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AV1
300000.00000000
PA
USD
314332.73000000
0.243326668686
Long
DBT
CORP
GB
N
2
2026-02-05
Fixed
2.44000000
N
N
N
N
N
N
FRESB Multifamily Mortgage Pass-Through Certifica
N/A
FRESB 2019-SB63 Mortgage Trust
30298BAE3
310858.72000000
PA
USD
320887.02000000
0.248400380072
Long
ABS-MBS
USGSE
US
N
2
2039-02-25
Variable
2.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JBCK0
365241.94000000
PA
USD
382188.56000000
0.295854234189
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Floating
2.67000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216DL1
270000.00000000
PA
USD
293087.97000000
0.226880984911
Long
DBT
CORP
US
N
2
2051-03-05
Fixed
3.00000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/Ford Credit
N/A
Ford Credit Auto Owner Trust 2020-REV1
34531NAA4
500000.00000000
PA
USD
522480.60000000
0.404455062160
Long
ABS-O
CORP
US
N
2
2031-08-15
Fixed
2.04000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KJBD3
276953.92000000
PA
USD
285693.41000000
0.221156815966
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX
46637WAD5
94796.03000000
PA
USD
95817.63000000
0.074172946321
Long
ABS-MBS
CORP
US
N
2
2045-06-15
Fixed
3.48000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAD0
220000.00000000
PA
USD
214623.96000000
0.166141569817
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.75000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBH4
291000.00000000
PA
USD
312660.22000000
0.242031969637
Long
DBT
CORP
US
N
2
2025-03-19
Fixed
2.99000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448EU8
145000.00000000
PA
USD
174215.36000000
0.134861053708
Long
DBT
CORP
US
N
2
2050-03-19
Fixed
3.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622A22A9
148778.69000000
PA
USD
167158.65000000
0.129398416278
Long
ABS-MBS
USGA
US
N
2
2045-08-15
Fixed
4.00000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH OF NEW YORK & NEW JERSEY NY
73358W4V3
555000.00000000
PA
USD
562940.44000000
0.435775243430
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
1.09000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGY5
197000.00000000
PA
USD
224573.11000000
0.173843260715
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.38000000
N
N
N
N
N
N
Phillips 66 Partners LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AB4
197000.00000000
PA
USD
212807.09000000
0.164735120910
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.61000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622AABF0
179409.05000000
PA
USD
196896.12000000
0.152418352860
Long
ABS-MBS
USGA
US
N
2
2046-09-15
Fixed
4.00000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Securities Trust
N/A
JPMDB Commercial Mortgage Securities Trust 2019-COR6
48129RAX3
351000.00000000
PA
USD
385273.96000000
0.298242659039
Long
ABS-MBS
CORP
US
N
2
2052-11-13
Fixed
3.06000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AT8
195000.00000000
PA
USD
217238.75000000
0.168165692917
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.05000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFP4
225000.00000000
PA
USD
251541.83000000
0.194719892927
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
3.50000000
N
N
N
N
N
N
FirstKey Homes 2020-SFR1 Trust
N/A
FirstKey Homes 2020-SFR1 Trust
33767MAA3
634265.35000000
PA
USD
639838.07000000
0.495302115283
Long
ABS-O
CORP
US
N
2
2025-09-17
Fixed
1.34000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDK4
146000.00000000
PA
USD
161820.40000000
0.125266048042
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDX33
539150.09000000
PA
USD
574587.21000000
0.444791071165
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBL4
1724000.00000000
PA
USD
1709319.07000000
1.323193149581
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.13000000
N
N
N
N
N
N
CNH Equipment Trust
549300BIZ8MA1TOD5D46
CNH Equipment Trust 2018-B
12596EAC8
90276.62000000
PA
USD
91480.54000000
0.070815581463
Long
ABS-O
CORP
US
N
2
2023-11-15
Fixed
3.19000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A8S59
197680.69000000
PA
USD
209082.41000000
0.161851825949
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
2.50000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAU8
111000.00000000
PA
USD
134060.71000000
0.103777121669
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QERV6
1190203.95000000
PA
USD
1218790.17000000
0.943472071438
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.00000000
N
N
N
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
Apollo Management Holdings LP
03765HAA9
250000.00000000
PA
USD
272650.62000000
0.211060321589
Long
DBT
CORP
US
N
2
2024-05-30
Fixed
4.00000000
N
N
N
N
N
N
firstkey homes 2020-sfr1 trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JAA0
363196.62000000
PA
USD
364903.57000000
0.282473829816
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
1.27000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BU5
107000.00000000
PA
USD
154268.97000000
0.119420445181
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RGB9
718297.47000000
PA
USD
796613.77000000
0.616663033734
Long
ABS-MBS
USGA
US
N
2
2045-06-20
Fixed
4.50000000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09256BAJ6
205000.00000000
PA
USD
224081.18000000
0.173462455038
Long
DBT
CORP
US
N
2
2027-10-02
Fixed
3.15000000
N
N
N
N
N
N
STORE Master Funding LLC
N/A
Store Master Funding I-VII
86212VAD6
196893.69000000
PA
USD
205337.00000000
0.158952483783
Long
ABS-O
CORP
US
N
2
2048-10-20
Fixed
3.96000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SD1
1339000.00000000
PA
USD
1655234.15000000
1.281325720091
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BL2
225000.00000000
PA
USD
305403.29000000
0.236414340821
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A3PB8
292732.87000000
PA
USD
312184.65000000
0.241663828324
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JXJX7
396312.24000000
PA
USD
429857.45000000
0.332754980108
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828Z37
582638.71000000
PA
USD
658825.89000000
0.510000689581
Long
DBT
UST
US
N
2
2030-01-15
Fixed
0.13000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust
N/A
UBS-Barclays Commercial Mortgage Trust 2012-C2
90269CAD2
517000.00000000
PA
USD
526574.84000000
0.407624435518
Long
ABS-MBS
CORP
US
N
2
2063-05-10
Fixed
3.53000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q7VR5
445593.10000000
PA
USD
484981.24000000
0.375426604492
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2018-4
35563PHF9
525287.50000000
PA
USD
554809.76000000
0.429481240008
Long
ABS-MBS
USGSE
US
N
2
2058-03-25
Fixed
3.50000000
N
N
N
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co
575767AQ1
170000.00000000
PA
USD
182847.61000000
0.141543325184
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.38000000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2019-A
60700FAE3
241004.07000000
PA
USD
244795.64000000
0.189497630711
Long
ABS-O
CORP
US
N
2
2023-11-13
Fixed
2.84000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QLMX1
852000.00000000
PA
USD
870997.36000000
0.674243773607
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.00000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CC4
220000.00000000
PA
USD
246257.41000000
0.190629194785
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
3.30000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJZ6
306000.00000000
PA
USD
325495.55000000
0.251967868105
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XCRW7
143570.00000000
PA
USD
154830.78000000
0.119855345345
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QET69
484365.02000000
PA
USD
509429.69000000
0.394352282047
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
2.50000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FS0
164000.00000000
PA
USD
224447.52000000
0.173746040816
Long
DBT
CORP
US
N
2
2050-03-23
Fixed
4.70000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2019-XL
N/A
BX Commercial Mortgage Trust 2019-XL
056054AA7
499561.44000000
PA
USD
501216.09000000
0.387994089803
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
1.01000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCK2
600000.00000000
PA
USD
597138.40000000
0.462248069479
Long
DBT
CORP
CA
N
2
2025-09-11
Fixed
0.75000000
N
N
N
N
N
N
Stack Infrastructure Issuer LLC
N/A
Stack Infrastructure Issuer LLC
85236KAA0
223465.83000000
PA
USD
236894.54000000
0.183381346410
Long
ABS-O
CORP
US
N
2
2044-02-25
Fixed
4.54000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CV7
430000.00000000
PA
USD
470339.23000000
0.364092145251
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.25000000
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBG8
400000.00000000
PA
USD
472310.24000000
0.365617914767
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.57000000
N
N
N
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JAL2
250000.00000000
PA
USD
264400.02000000
0.204673487445
Long
DBT
CORP
AU
N
2
2024-03-27
Fixed
4.15000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CR14 Mortgage Trust
12630DAV6
195359.49000000
PA
USD
197859.45000000
0.153164071831
Long
ABS-MBS
CORP
US
N
2
2047-02-10
Fixed
3.15000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAG3
168210.00000000
PA
USD
180623.76000000
0.139821830855
Long
ABS-O
CORP
US
N
2
2049-06-15
Fixed
3.78000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR4 Trust
66981FAA8
479000.00000000
PA
USD
482040.64000000
0.373150270106
Long
ABS-O
CORP
US
N
2
2037-11-17
Fixed
1.36000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622AAAE4
94131.12000000
PA
USD
106142.51000000
0.082165491847
Long
ABS-MBS
USGA
US
N
2
2042-01-15
Fixed
4.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFX2
500000.00000000
PA
USD
552692.56000000
0.427842304021
Long
DBT
CORP
US
N
2
2026-04-19
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2021-1
35563PUV9
351488.75000000
PA
USD
357711.51000000
0.276906417219
Long
ABS-MBS
USGSE
US
N
2
2060-09-25
Fixed
2.00000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RAX2
190000.00000000
PA
USD
303740.40000000
0.235127088666
Long
DBT
CORP
CA
N
2
2115-09-15
Fixed
6.13000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-UBS3 Mortgage Trust
12591YBB0
443048.32000000
PA
USD
471206.52000000
0.364763519137
Long
ABS-MBS
CORP
US
N
2
2047-06-10
Fixed
3.55000000
N
N
N
N
N
N
Stack Infrastructure Issuer LLC
N/A
Stack Infrastructure Issuer LLC
85236KAC6
185000.00000000
PA
USD
191287.71000000
0.148076852305
Long
ABS-O
CORP
US
N
2
2044-10-25
Fixed
3.08000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5GA7
271757.53000000
PA
USD
287484.28000000
0.222543138133
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKL2
307000.00000000
PA
USD
330369.95000000
0.255741167544
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
3.65000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B26 Mortgage Trust
08163EBA2
387000.00000000
PA
USD
406007.08000000
0.314292279520
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Fixed
2.39000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BW5
73000.00000000
PA
USD
109385.11000000
0.084675606069
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
5.30000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2018-1
35563PDZ9
173829.68000000
PA
USD
182797.38000000
0.141504441869
Long
ABS-MBS
USGSE
US
N
2
2057-05-25
Fixed
3.00000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAA3
322556.73000000
PA
USD
330085.98000000
0.255521344829
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
1.69000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2020-2
35563PQP7
223967.84000000
PA
USD
228466.73000000
0.176857333045
Long
ABS-MBS
USGSE
US
N
2
2059-11-25
Fixed
2.00000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2015-UBS8
61691ABL6
438000.00000000
PA
USD
483848.09000000
0.374549426940
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Fixed
3.81000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDE1
400000.00000000
PA
USD
429242.30000000
0.332278789161
Long
DBT
CORP
NL
N
2
2023-09-26
Fixed
3.88000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAG8
225000.00000000
PA
USD
255294.47000000
0.197624831875
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.91000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A1A44
619790.73000000
PA
USD
661366.74000000
0.511967575327
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBJ4
330000.00000000
PA
USD
395034.21000000
0.305798121425
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
4.49000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
59562VAM9
525000.00000000
PA
USD
753237.90000000
0.583085537848
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.13000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-A
63942BAA2
240287.20000000
PA
USD
240368.97000000
0.186070921490
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
0.84000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAF2
272000.00000000
PA
USD
287882.16000000
0.222851139195
Long
DBT
CORP
IE
N
2
2023-07-03
Fixed
4.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SR0
1497000.00000000
PA
USD
1338002.22000000
1.035754764983
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.13000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAD0
200000.00000000
PA
USD
213062.46000000
0.164932804210
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.90000000
N
N
N
N
N
N
CVS Pass-Through Trust
N/A
CVS Pass-Through Trust
126650BV1
255147.23000000
PA
USD
304385.06000000
0.235626123463
Long
DBT
CORP
US
N
2
2033-01-10
Fixed
5.77000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CF7
267000.00000000
PA
USD
281607.21000000
0.217993666416
Long
DBT
CORP
NL
N
2
2025-04-06
Fixed
2.38000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CZM8
584327.03000000
PA
USD
657177.54000000
0.508724692919
Long
ABS-O
USGA
US
N
2
2038-06-01
Fixed
3.60000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2020-INV1
12560AAB0
142875.14000000
PA
USD
146595.34000000
0.113480246639
Long
ABS-MBS
CORP
US
N
2
2050-04-25
Variable
2.50000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST 2020-1
59166CAE9
237430.22000000
PA
USD
243762.03000000
0.188697507612
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
2.50000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JAR9
363000.00000000
PA
USD
362536.36000000
0.280641359735
Long
DBT
CORP
AU
N
2
2027-01-12
Fixed
1.34000000
N
N
N
N
N
N
PSMC Trust
N/A
PSMC Trust
69376CAC8
603347.98000000
PA
USD
624214.17000000
0.483207569676
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
2.50000000
N
N
N
N
N
N
CVS PASS THRU TR 2009
N/A
CVS Pass-Through Trust Series 2009
126659AA9
478209.09000000
PA
USD
629083.11000000
0.486976642499
Long
DBT
CORP
US
N
2
2031-07-10
Fixed
8.35000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAQ7
71000.00000000
PA
USD
88006.24000000
0.068126107016
Long
DBT
CORP
US
N
2
2050-03-26
Fixed
3.85000000
N
N
N
N
N
N
EASTERN ENERGY GAS
549300BFOD6TDMVV4O24
Eastern Energy Gas Holdings LLC
257375AN5
170000.00000000
PA
USD
178436.46000000
0.138128630079
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2020-1
35563PNP0
245666.44000000
PA
USD
255023.43000000
0.197415018343
Long
ABS-MBS
USGSE
US
N
2
2059-08-25
Fixed
2.50000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAW0
248000.00000000
PA
USD
272125.61000000
0.210653908505
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
5.40000000
N
N
N
N
N
N
Digital Realty Trust LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAR7
491000.00000000
PA
USD
553876.08000000
0.428758473263
Long
DBT
US
N
2
2027-08-15
Fixed
3.70000000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BQ1
198000.00000000
PA
USD
204776.40000000
0.158518520287
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.80000000
N
N
N
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JAH1
165000.00000000
PA
USD
170717.84000000
0.132153604534
Long
DBT
CORP
AU
N
2
2023-11-28
Fixed
3.19000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ET4W3
317937.97000000
PA
USD
351193.65000000
0.271860906493
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A86D4
465093.66000000
PA
USD
487499.87000000
0.377376289615
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9UE3
717793.42000000
PA
USD
737393.69000000
0.570820449076
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BFZ4
634268.21000000
PA
USD
691951.27000000
0.535643225643
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CYU1
145715.34000000
PA
USD
157853.59000000
0.122195318937
Long
ABS-O
USGA
US
N
2
2037-08-01
Fixed
2.75000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBA1
468000.00000000
PA
USD
553350.10000000
0.428351309296
Long
DBT
US
N
2
2028-12-01
Fixed
4.50000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874CY1
465000.00000000
PA
USD
506005.38000000
0.391701505130
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
4.13000000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2021-A
55317JAC4
584000.00000000
PA
USD
585090.68000000
0.452921864178
Long
ABS-O
CORP
US
N
2
2028-06-13
Fixed
0.56000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCQC3
233154.33000000
PA
USD
248619.88000000
0.192457995607
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.50000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CYE7
955726.36000000
PA
USD
1037418.31000000
0.803071132320
Long
ABS-O
USGA
US
N
2
2036-12-01
Fixed
2.81000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAY6
220000.00000000
PA
USD
245400.27000000
0.189965678069
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.40000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2012-GC6
36192BAY3
101658.17000000
PA
USD
101704.23000000
0.078729795262
Long
ABS-MBS
CORP
US
N
2
2045-01-10
Fixed
3.48000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617AVGG7
371482.66000000
PA
USD
401378.07000000
0.310708937808
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
4.50000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBT1
443000.00000000
PA
USD
466557.92000000
0.361165012701
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.50000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CXE8
303773.79000000
PA
USD
325841.71000000
0.252235832435
Long
ABS-O
USGA
US
N
2
2035-08-01
Fixed
2.82000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAT6
375000.00000000
PA
USD
412842.66000000
0.319583739018
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.90000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DV6
59000.00000000
PA
USD
77425.69000000
0.059935645958
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
5.00000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BM4
110000.00000000
PA
USD
118039.98000000
0.091375387810
Long
DBT
CORP
US
N
2
2026-03-30
Fixed
2.90000000
N
N
N
N
N
N
PEACEHEALTH OBLIGATED GR
N/A
PeaceHealth Obligated Group
70462GAB4
580000.00000000
PA
USD
590043.25000000
0.456755675437
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
1.38000000
N
N
N
N
N
N
Verizon Owner Trust
549300P0XXSIS1ESEJ26
Verizon Owner Trust 2019-B
92349GAA9
333294.64000000
PA
USD
336870.72000000
0.260773448808
Long
ABS-O
CORP
US
N
2
2023-12-20
Fixed
2.33000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SQ2
3786000.00000000
PA
USD
3372202.01000000
2.610439839436
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.13000000
N
N
N
N
N
N
AIR CANADA 2015-1A PTT
N/A
Air Canada 2015-1 Class A Pass Through Trust
009090AA9
297249.15000000
PA
USD
305030.78000000
0.236125978813
Long
DBT
CORP
CA
N
2
2027-03-15
Fixed
3.60000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BX7
179000.00000000
PA
USD
187099.97000000
0.144835100091
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QFKQ1
289988.23000000
PA
USD
309188.76000000
0.239344693650
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
3.00000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CUR2
131750.99000000
PA
USD
138167.76000000
0.106956411318
Long
ABS-O
USGA
US
N
2
2032-03-01
Fixed
2.51000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Corp Trust 2020-PJ4
36259VAB9
188195.61000000
PA
USD
192874.55000000
0.149305233743
Long
ABS-MBS
CORP
US
N
2
2051-01-25
Variable
3.00000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABJ5
468000.00000000
PA
USD
506467.71000000
0.392059397287
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
5.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FXB7
213168.98000000
PA
USD
233449.55000000
0.180714560993
Long
ABS-MBS
USGA
US
N
2
2041-09-20
Fixed
4.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-3
46592KAC6
528760.70000000
PA
USD
542528.62000000
0.419974343020
Long
ABS-MBS
CORP
US
N
2
2051-07-01
Variable
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329QHG9
264888.69000000
PA
USD
287608.46000000
0.222639266543
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
4.50000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2012-C10
92890NAU3
244000.00000000
PA
USD
249662.07000000
0.193264760530
Long
ABS-MBS
CORP
US
N
2
2045-12-15
Fixed
2.88000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE21 Mortgage Trust
12592RBF5
239374.14000000
PA
USD
256179.93000000
0.198310271256
Long
ABS-MBS
CORP
US
N
2
2047-12-10
Fixed
3.53000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
31288QF54
308586.86000000
PA
USD
321784.16000000
0.249094861005
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Floating
2.77000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2021-C59
95003CAJ9
639000.00000000
PA
USD
681930.32000000
0.527885953975
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Fixed
2.63000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABB0
132000.00000000
PA
USD
143707.74000000
0.111244939840
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9LB9
1037659.77000000
PA
USD
1094346.64000000
0.847139660891
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8D46
776080.28000000
PA
USD
833709.23000000
0.645378830225
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BJ6
59000.00000000
PA
USD
77038.11000000
0.059635618181
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KKAG4
575638.00000000
PA
USD
617578.05000000
0.478070513243
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMRU1
996923.26000000
PA
USD
1073279.39000000
0.830831388568
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.00000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BC5
413000.00000000
PA
USD
421116.22000000
0.325988346623
Long
DBT
CORP
US
N
2
2022-05-13
Fixed
2.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335AUL0
398262.31000000
PA
USD
434449.47000000
0.336309687660
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
4.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXH2
291000.00000000
PA
USD
330804.13000000
0.256077268633
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.80000000
N
N
N
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp
806851AK7
252000.00000000
PA
USD
283570.61000000
0.219513544989
Long
DBT
CORP
US
N
2
2028-05-17
Fixed
3.90000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CZF3
279319.94000000
PA
USD
308841.66000000
0.239076001660
Long
ABS-O
USGA
US
N
2
2038-02-01
Fixed
3.22000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JPMCC Commercial Mortgage Securities Trust 2019-COR5
46591EAR8
635000.00000000
PA
USD
665187.84000000
0.514925509532
Long
ABS-MBS
CORP
US
N
2
2052-06-13
Fixed
3.15000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SP4
1744000.00000000
PA
USD
1532335.62000000
1.186189302412
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.38000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
5493005SNWQW3UUOQX45
Morgan Stanley Capital I Trust 2012-C4
61760VAP8
183755.31000000
PA
USD
184955.01000000
0.143174674938
Long
ABS-MBS
CORP
US
N
2
2045-03-15
Fixed
3.24000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2018-SFR3 Trust
74331MAA4
432258.76000000
PA
USD
437792.71000000
0.338897707850
Long
ABS-O
CORP
US
N
2
2035-10-17
Fixed
3.88000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAN0
397005.00000000
PA
USD
415846.62000000
0.321909120724
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
2.66000000
N
N
N
N
N
N
FIVE CORNERS FUNDING TRS
N/A
Five Corners Funding Trust
33829TAA4
250000.00000000
PA
USD
271876.12000000
0.210460776944
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.42000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844BH0
310000.00000000
PA
USD
403502.68000000
0.312353609916
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
4.84000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810SG4
133688.75000000
PA
USD
187200.81000000
0.144913160881
Long
DBT
UST
US
N
2
2049-02-15
Fixed
1.00000000
N
N
N
N
N
N
City & County of Denver CO Airport System Revenue
N/A
DENVER CITY & CNTY CO ARPT REVENUE
249182PP5
375000.00000000
PA
USD
385207.01000000
0.298190832682
Long
DBT
MUN
US
N
2
2027-11-15
Fixed
1.72000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132FCDW2
439527.84000000
PA
USD
467486.10000000
0.361883521866
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6FN2
782288.28000000
PA
USD
859190.09000000
0.665103701953
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCXK7
307304.14000000
PA
USD
337574.62000000
0.261318341611
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
4.50000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAC7
232000.00000000
PA
USD
275235.06000000
0.213060950590
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.19000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
31288QF62
286095.80000000
PA
USD
298685.75000000
0.231214256726
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Floating
2.04000000
N
N
N
N
N
N
UNITED AIR 2014-1 A PTT
N/A
United Airlines 2014-1 Class A Pass Through Trust
90932PAA6
726455.45000000
PA
USD
769696.91000000
0.595826546629
Long
DBT
CORP
US
N
2
2026-04-11
Fixed
4.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RGD8
664000.00000000
PA
USD
680929.93000000
0.527111546658
Long
DBT
CORP
US
N
2
2024-06-12
Floating
1.30000000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09261BAB6
223000.00000000
PA
USD
225101.40000000
0.174252212865
Long
DBT
CORP
US
N
2
2050-09-30
Fixed
2.80000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK16
065405AC6
651000.00000000
PA
USD
731206.72000000
0.566031082091
Long
ABS-MBS
CORP
US
N
2
2052-02-15
Fixed
3.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KJR38
292743.19000000
PA
USD
300107.70000000
0.232314995922
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LS8
169000.00000000
PA
USD
186378.09000000
0.144276288873
Long
DBT
CORP
US
N
2
2028-10-27
Fixed
3.52000000
N
N
N
N
N
N
Oak Street Investment Grade Net Lease Fund
N/A
Oak Street Investment Grade Net Lease Fund Series 2020-1
67181DAA9
344942.52000000
PA
USD
352572.96000000
0.272928637834
Long
ABS-O
CORP
US
N
2
2050-11-20
Fixed
1.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XAGF3
351515.90000000
PA
USD
359968.10000000
0.278653255759
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
New York State Urban Development Corp
54930039Y2EMGXN6LM88
NEW YORK ST URBAN DEV CORP REVENUE
650035TD0
555000.00000000
PA
USD
707498.40000000
0.547678343177
Long
DBT
MUN
US
N
2
2039-03-15
Fixed
5.77000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AT5
291000.00000000
PA
USD
286991.14000000
0.222161395788
Long
DBT
CORP
CH
N
2
2027-02-02
Fixed
1.31000000
N
N
N
N
N
N
Ferguson Finance PLC
2138003A7ZEU931DZL61
Ferguson Finance PLC
314890AA2
236000.00000000
PA
USD
277247.11000000
0.214618489392
Long
DBT
CORP
GB
N
2
2028-10-24
Fixed
4.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2012-GCJ7
36192KAT4
104390.38000000
PA
USD
104973.88000000
0.081260849035
Long
ABS-MBS
CORP
US
N
2
2045-05-10
Fixed
3.38000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAE8
255000.00000000
PA
USD
269965.08000000
0.208981430530
Long
DBT
CORP
XX
N
2
2025-05-01
Fixed
2.70000000
N
N
N
N
N
N
Metropolitan Water Reclamation District of Greater Chicago
254900GOGQEZEWCZ4D37
CHICAGO IL MET WTR RECLAMATION DIST GREATER CHICAGO
167560PL9
145000.00000000
PA
USD
208670.62000000
0.161533057080
Long
DBT
MUN
US
N
2
2038-12-01
Fixed
5.72000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-2
35563PKG3
264832.84000000
PA
USD
280438.01000000
0.217088582364
Long
ABS-MBS
USGSE
US
N
2
2058-08-25
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7Y45
324703.73000000
PA
USD
341077.56000000
0.264029986436
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7UL7
103685.80000000
PA
USD
114185.94000000
0.088391954573
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.50000000
N
N
N
N
N
N
KKR GROUP FIN CO II
N/A
KKR Group Finance Co II LLC
48249DAA9
289000.00000000
PA
USD
397511.86000000
0.307716083708
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QBNC8
561694.61000000
PA
USD
617324.78000000
0.477874455564
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
5.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2021-1
81747KAA1
422320.49000000
PA
USD
432474.38000000
0.334780759794
Long
ABS-MBS
CORP
US
N
2
2051-03-25
Variable
2.50000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BS7
150000.00000000
PA
USD
156912.59000000
0.121466885741
Long
DBT
CORP
US
N
2
2023-02-27
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KDB82
161243.50000000
PA
USD
169124.20000000
0.130919959179
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2020-SFR1
89613GAA4
334696.59000000
PA
USD
337613.34000000
0.261348314972
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QEPY2
955422.73000000
PA
USD
1020102.25000000
0.789666676492
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.00000000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust 2017-B
98161TAD7
48530.46000000
PA
USD
48660.69000000
0.037668503670
Long
ABS-O
CORP
US
N
2
2023-02-15
Fixed
1.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KQLB5
291956.45000000
PA
USD
307261.73000000
0.237852969290
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBC7
374000.00000000
PA
USD
396682.70000000
0.307074226462
Long
DBT
CORP
US
N
2
2023-07-03
Fixed
3.88000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAE5
529395.34000000
PA
USD
539187.46000000
0.417387932969
Long
ABS-O
CORP
US
N
2
2061-03-15
Fixed
1.53000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FU3
305000.00000000
PA
USD
334714.92000000
0.259104632353
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.15000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust 2020-INV1
36258KAS7
271305.75000000
PA
USD
277424.26000000
0.214755622166
Long
ABS-MBS
CORP
US
N
2
2050-10-25
Variable
2.98000000
N
N
N
N
N
N
State Board of Administration Finance Corp
549300S34SOJ0RULXM35
FLORIDA ST BRD OF ADMIN FIN CORP REVENUE
341271AD6
274000.00000000
PA
USD
278743.52000000
0.215776868477
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
1.26000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-GC27
17323CAF4
313563.60000000
PA
USD
325004.03000000
0.251587379811
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
2.94000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAL4
59100.00000000
PA
USD
64549.95000000
0.049968465890
Long
ABS-O
CORP
US
N
2
2049-10-25
Fixed
3.67000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CYX5
219938.52000000
PA
USD
236067.71000000
0.182741292829
Long
ABS-O
USGA
US
N
2
2037-10-01
Fixed
2.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XBD31
366064.09000000
PA
USD
398905.13000000
0.308794621561
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
4.00000000
N
N
N
N
N
N
2021-08-30
HARBOR FUNDS
Gregg Boland
Gregg Boland
Vice President, Harbor Funds
XXXX