# EDGAR Filing Document

**Accession Number:** 0000811869
**File Stem:** 0001752724-23-064430
**Filing Date:** 2023-3
**Character Count:** 69303
**Document Hash:** cc7b648160feade2fedc2d560523bb19
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-064430.hdr.sgml**: 20230323

**ACCESSION NUMBER**: 0001752724-23-064430

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230323

**DATE AS OF CHANGE**: 20230323

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** THRIVENT MUTUAL FUNDS
- **CENTRAL INDEX KEY:** 0000811869
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05075
- **FILM NUMBER:** 23755409

**BUSINESS ADDRESS:**
- **STREET 1:** 901 MARQUETTE AVENUE, SUITE 2500
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55402-3211
- **BUSINESS PHONE:** 612-844-7190

**MAIL ADDRESS:**
- **STREET 1:** 901 MARQUETTE AVENUE, SUITE 2500
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55402-3211

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AAL MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Thrivent Government Bond Fund (Series ID: S000028848)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000088463 | Class A      | TBFAX           |
| C000088464 | Class S      | TBFIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Thrivent Mutual Funds

- **b. Investment Company Act file number:** 811-05075

- **c. CIK number of Registrant:** 0000811869

- **d. LEI of Registrant:** 549300K3CUETFK7U3B57

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 901 Marquette Avenue

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55402-3211

  - **Telephone number:** 612-844-5168

**Item A.2. Information about the Series.**

- **a. Name of Series:** THRIVENT GOVERNMENT BOND FUND

- **b. EDGAR series identifier (if any):** S000028848

- **c. LEI of Series:** 549300BMAP0CZO213A55

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $98870093.29

**Total Liabilities:** $11632837.80

**Net Assets:** $87237255.49

**Delayed Delivery Securities:** $10870722.56

**Cash Not Reported:** $60225.40

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -533.90000000 | **1-Year:** -1878.38000000 | **5-Year:** -10039.58000000 | **10-Year:** -13132.66000000 | **30-Year:** -26833.72000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** -30.88000000 | **5-Year:** -12.96000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000088464 | 3.00%                | -0.67%               | 2.95%                |
| Class ID C000088463 | 2.99%                | -0.69%               | 2.93%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5750.98                | $2349809.36                                |
| Month 2  | $262459.97               | $-965176.65                                |
| Month 3  | $-485928.61              | $2738931.55                                |

**Designated Index Information**

- **Index Name:** 50% Bloomberg US Mortgage Backed Securities Index, 40% Bloomberg US Treasury Index, 10% Bloomberg US Agency Index

- **Index Identifier:** LUMSTRUU, LUATTRUU, LUAATRUU

### Schedule of Portfolio Investments

| Name                                                                                   | Title                                                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Federal Home Loan Mortgage Corporation                                                 | Seasoned Loans Structured Transaction Trust                                             | CUSIP: 35564CGQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    460018 | PA      | $419581.44    | 0.48%             | 2030-09-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation - REMIC                                          | CUSIP: 3137BSZU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    206155 | PA      | $195629.43    | 0.22%             | 2045-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association                                                   | CUSIP: 3135GA4L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1500000 | PA      | $1109807.85   | 1.27%             | 2035-11-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation - REMIC                                          | CUSIP: 3137FBXS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    155467 | PA      | $146681.74    | 0.17%             | 2047-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NewRez Warehouse Securitization Trust                                                  | NewRez Warehouse Securitization Trust                                                   | CUSIP: 65246PAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $740389.05    | 0.85%             | 2055-05-25      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Notes, TIPS                                                               | CUSIP: 912828YL8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    620819 | PA      | $600854.92    | 0.69%             | 2024-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Seasoned Credit Risk Transfer Trust                                                     | CUSIP: 35563P2S7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    487382 | PA      | $421112.48    | 0.48%             | 2060-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society Senior Non-Pfd Medium Terminal Nts Book Entry Registered S | Nationwide Building Society                                                             | CUSIP: 638602BR2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $249764.50    | 0.29%             | 2023-02-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Bonds                                                                     | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $570566.41    | 0.65%             | 2037-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation - REMIC                                          | CUSIP: 3137ASKK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     41195 | PA      | $39193.09     | 0.04%             | 2041-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association - REMIC                                           | CUSIP: 3136BNTZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    490872 | PA      | $486200.27    | 0.56%             | 2052-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association Conventional 30-Yr. Pass Through                  | CUSIP: 3140X9Y25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    799382 | PA      | $704812.37    | 0.81%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Bonds                                                                     | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1470000 | PA      | $1290384.38   | 1.48%             | 2030-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Bonds                                                                     | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    735000 | PA      | $445622.46    | 0.51%             | 2050-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association Conventional 30-Yr. Pass Through                  | CUSIP: 3140L2PV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104869 | PA      | $88719.38     | 0.10%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation - REMIC                                          | CUSIP: 3137FNV80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    238054 | PA      | $210920.72    | 0.24%             | 2049-09-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association - REMIC                                           | CUSIP: 3136A9YP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    124651 | PA      | $115180.22    | 0.13%             | 2032-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association - REMIC                                           | CUSIP: 3136B13C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     29539 | PA      | $28640.34     | 0.03%             | 2047-12-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Bonds                                                                     | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $526015.63    | 0.60%             | 2032-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                                         | Cascade Funding Mortgage Trust, LLC                                                     | CUSIP: 12530BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    534473 | PA      | $502925.10    | 0.58%             | 2031-10-27      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation - REMIC                                          | CUSIP: 3137H8WJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    800000 | PA      | $763788.48    | 0.88%             | 2052-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Hsbc Bank Cda                                                                          | HSBC Bank Canada                                                                        | CUSIP: 40427HTL7<br>LEI: DMB80L5QKUQ124HSYW98 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $247244.66    | 0.28%             | 2023-05-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                             | Navient Student Loan Trust                                                              | CUSIP: 63942NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    585430 | PA      | $508203.01    | 0.58%             | 2069-12-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association Conventional 30-Yr. Pass Through                  | CUSIP: 01F050627<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1225000 | PA      | $1229498.04   | 1.41%             | 2042-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Bonds                                                                     | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2205000 | PA      | $1770976.75   | 2.03%             | 2046-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association Conventional 30-Yr. Pass Through                  | CUSIP: 3140XGNM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1325979 | PA      | $1206403.44   | 1.38%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                    | Ultra 10-Yr. U.S. Treasury Note                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        -8 | NC      | $-22021.76    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation Multifamily WI Certificates                      | CUSIP: 3137H7LM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $689347.88    | 0.79%             | 2032-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association Conventional 30-Yr. Pass Through                  | CUSIP: 3140XHSJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    956991 | PA      | $843877.83    | 0.97%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation Multifamily WI Certificates                      | CUSIP: 3137H8WB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1450000 | PA      | $1423437.45   | 1.63%             | 2032-12-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3137EAEV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $487348.31    | 0.56%             | 2023-08-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation - REMIC                                          | CUSIP: 3137ATPA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    182144 | PA      | $160670.39    | 0.18%             | 2042-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Bonds                                                                     | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    475000 | PA      | $400465.82    | 0.46%             | 2031-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association Conventional 30-Yr. Pass Through                  | CUSIP: 3140XJQS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    723566 | PA      | $669023.29    | 0.77%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association Conventional 30-Yr. Pass Through                  | CUSIP: 01F042624<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $691250.00    | 0.79%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corporation Global Covered Bond Program Book Entry Registered S        | Westpac Banking Corporation                                                             | CUSIP: 96122WAN0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $236953.61    | 0.27%             | 2025-01-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                                                       | Santander UK plc                                                                        | CUSIP: 80283LAZ6<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $299724.00    | 0.34%             | 2023-02-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association Conventional 30-Yr. Pass Through                  | CUSIP: 3140XDND4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139493 | PA      | $117526.98    | 0.13%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Notes                                                                     | CUSIP: 91282CAJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $409324.22    | 0.47%             | 2025-08-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Slm Student Loan Trust 2010-1                                                          | SLM Student Loan Trust                                                                  | CUSIP: 78445XAA4<br>LEI: 549300WLW67V4O2Z6P70 | Long             | ABS-O            | CORP              | US        |    111050 | PA      | $107965.02    | 0.12%             | 2025-03-25      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                             | Navient Student Loan Trust                                                              | CUSIP: 63942FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    269894 | PA      | $269382.01    | 0.31%             | 2069-06-25      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Bonds                                                                     | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1350000 | PA      | $1285664.06   | 1.47%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association - REMIC                                           | CUSIP: 3136AES81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    163196 | PA      | $153550.67    | 0.18%             | 2043-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association Conventional 30-Yr. Pass Through                  | CUSIP: 3140XHQG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    691530 | PA      | $658463.74    | 0.75%             | 2050-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Finance of America HECM Buyout                                                         | Finance of America HECM Buyout                                                          | CUSIP: 31735JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    364876 | PA      | $352328.52    | 0.40%             | 2032-02-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| RMF Buyout Issuance Trust                                                              | RMF Buyout Issuance Trust                                                               | CUSIP: 74969TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    372002 | PA      | $350978.00    | 0.40%             | 2031-11-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation Multifamily WI Certificates                      | CUSIP: 3137H7Z63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $766008.56    | 0.88%             | 2032-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association - REMIC                                           | CUSIP: 3136ASFZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    119765 | PA      | $116034.58    | 0.13%             | 2042-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association Conventional 40-Yr. Pass Through                  | CUSIP: 3140FXTF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    438467 | PA      | $408522.58    | 0.47%             | 2061-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association Conventional 30-Yr. Pass Through                  | CUSIP: 3140QDLN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    842399 | PA      | $775694.05    | 0.89%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation Multifamily WI Certificates                      | CUSIP: 3137H8CC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $720373.58    | 0.83%             | 2032-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association Conventional 30-Yr. Pass Through                  | CUSIP: 3140XJYU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2064578 | PA      | $2059274.91   | 2.36%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Bonds                                                                     | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1862265.62   | 2.13%             | 2027-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Bonds                                                                     | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3160000 | PA      | $2992495.32   | 3.43%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                    | CBOT 5-Yr. U.S. Treasury Note                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        38 | NC      | $35324.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ontario Province Cda                                                                   | Province of Ontario                                                                     | CUSIP: 68323AFB5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $247232.30    | 0.28%             | 2023-10-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Seasoned Credit Risk Transfer Trust                                                     | CUSIP: 35563PUZ0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    560130 | PA      | $483996.72    | 0.55%             | 2060-09-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                    | CBOT 2-Yr. U.S. Treasury Note                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       -22 | NC      | $-3990.79     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation - REMIC                                          | CUSIP: 3137FKVF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    187891 | PA      | $181923.53    | 0.21%             | 2047-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Seasoned Loans Structured Transaction Trust                                             | CUSIP: 35564CKA4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    700000 | PA      | $590441.81    | 0.68%             | 2031-05-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association - REMIC                                           | CUSIP: 3136ATNQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    101878 | PA      | $94610.62     | 0.11%             | 2046-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                 | CUSIP: 3133KHK54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    453315 | PA      | $418183.96    | 0.48%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association Conventional 30-Yr. Pass Through                  | CUSIP: 3140XJF73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    386168 | PA      | $367347.89    | 0.42%             | 2051-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                    | FNMA Conventional 30-Yr. Pass Through Call Option                                       | CUSIP: 01F994699<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -2 | NC      | $-4714.23     | -0.01%            |  |  |  | No            |                  3 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Notes                                                                     | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1519355.46   | 1.74%             | 2027-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                                         | Cascade Funding Mortgage Trust, LLC                                                     | CUSIP: 12530AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    368900 | PA      | $352732.79    | 0.40%             | 2050-11-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| New Hampshire Higher Education Loan Corp                                               | New Hampshire Higher Education Loan Corporation                                         | CUSIP: 644622AC6<br>LEI: 254900HSRKF2XFNCHT93 | Long             | ABS-O            | CORP              | US        |    261486 | PA      | $259123.42    | 0.30%             | 2060-09-25      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association Conventional 40-Yr. Pass Through                  | CUSIP: 3140FXUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    425241 | PA      | $410392.91    | 0.47%             | 2061-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association Conventional 30-Yr. Pass Through                  | CUSIP: 3140QKRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129971 | PA      | $109713.09    | 0.13%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KENTUCKY ST HGR EDU STUDENT LOAN CORP                                                  | Kentucky Higher Education Student Loan Corporation Student Loan Rev.                    | CUSIP: 49130NFB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    547375 | PA      | $510283.11    | 0.58%             | 2051-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Notes                                                                     | CUSIP: 9128286A3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    375000 | PA      | $362109.38    | 0.42%             | 2026-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association Conventional 30-Yr. Pass Through                  | CUSIP: 3140XJBQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    581591 | PA      | $547769.48    | 0.63%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                                         | Cascade Funding Mortgage Trust, LLC                                                     | CUSIP: 12529LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    121116 | PA      | $117651.84    | 0.13%             | 2030-12-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation - REMIC                                          | CUSIP: 3137AX2D4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    157939 | PA      | $137144.08    | 0.16%             | 2042-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association Conventional 30-Yr. Pass Through                  | CUSIP: 01F052623<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2630000 | PA      | $2672532.02   | 3.06%             | 2041-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MISSOURI ST HGR EDU LOAN AUTH                                                          | Missouri Higher Education Loan Auth.                                                    | CUSIP: 606072LG9<br>LEI: 549300MTJ0T46T0MPL41 | Long             | ABS-O            | MUN               | US        |    727249 | PA      | $689338.94    | 0.79%             | 2061-03-25      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Seasoned Credit Risk Transfer Trust                                                     | CUSIP: 35563PQN2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    396441 | PA      | $335050.78    | 0.38%             | 2059-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association Conventional 30-Yr. Pass Through                  | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1475470 | PA      | $1245713.09   | 1.43%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                                         | Cascade Funding Mortgage Trust, LLC                                                     | CUSIP: 12526PAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    481106 | PA      | $464964.96    | 0.53%             | 2031-02-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                              | Federal Home Loan Bank                                                                  | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $489740.99    | 0.56%             | 2028-11-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                  | Thrivent Core Short-Term Reserve Fund                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |    696789 | PA      | $6967885.07   | 7.99%             |  |  |  | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                             | Tennessee Valley Authority                                                              | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    385000 | PA      | $418573.16    | 0.48%             | 2039-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation - REMIC                                          | CUSIP: 3137H72B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    650000 | PA      | $534327.69    | 0.61%             | 2048-09-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                    | Petroleos Mexicanos                                                                     | CUSIP: 71654QBT8<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    125000 | PA      | $122592.80    | 0.14%             | 2025-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Notes                                                                     | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1670980.47   | 1.92%             | 2027-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                    | CBOT U.S. Long Bond                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         6 | NC      | $20545.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation - REMIC                                          | CUSIP: 3137H8JT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     97338 | PA      | $95186.18     | 0.11%             | 2051-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corporation                                          | Federal Farm Credit Bank                                                                | CUSIP: 3133EAD88<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $484429.47    | 0.56%             | 2024-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association Conventional 30-Yr. Pass Through                  | CUSIP: 3140X9S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85975 | PA      | $72659.52     | 0.08%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Notes                                                                     | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $232451.17    | 0.27%             | 2026-12-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation Multifamily WI Certificates                      | CUSIP: 3137H9PJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $204904.76    | 0.23%             | 2033-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation Multifamily Structured Pass Through Certificates | CUSIP: 3137H7ZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    550000 | PA      | $502252.85    | 0.58%             | 2032-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association Conventional 20-Yr. Pass Through                  | CUSIP: 31418DPM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    617915 | PA      | $594898.91    | 0.68%             | 2040-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal Agricultural Mortgage Corp.                                                    | Federal Agricultural Mortgage Corporation Real Estate Trust                             | CUSIP: 30768WAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    880963 | PA      | $732608.28    | 0.84%             | 2051-01-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| British Columbia Province Cda                                                          | Province of British Columbia                                                            | CUSIP: 110709AD4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    450000 | PA      | $429824.91    | 0.49%             | 2024-09-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                 | CUSIP: 3132DNNA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1461105 | PA      | $1371294.68   | 1.57%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Bonds                                                                     | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $150000.00    | 0.17%             | 2024-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association - REMIC                                           | CUSIP: 3136BNYA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    288962 | PA      | $280956.50    | 0.32%             | 2052-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Notes                                                                     | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3150000 | PA      | $3228503.92   | 3.70%             | 2029-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MISSOURI ST HGR EDU LOAN AUTH                                                          | Missouri Higher Education Loan Auth.                                                    | CUSIP: 606072LC8<br>LEI: 549300MTJ0T46T0MPL41 | Long             | ABS-O            | MUN               | US        |    553714 | PA      | $491800.93    | 0.56%             | 2061-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                             | Navient Student Loan Trust                                                              | CUSIP: 63942HAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    348614 | PA      | $343850.49    | 0.39%             | 2069-08-26      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Notes                                                                     | CUSIP: 912828Y79<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2921015.64   | 3.35%             | 2025-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Notes                                                                     | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2900000 | PA      | $2620308.60   | 3.00%             | 2026-02-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Notes, TIPS                                                               | CUSIP: 91282CAQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2421056 | PA      | $2321818.12   | 2.66%             | 2025-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                              | Federal Home Loan Bank Discount Notes                                                   | CUSIP: 313384BX6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99825.63     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Arkansas St Student Loan Authority Rev                                                 | Arkansas Student Loan Auth.                                                             | CUSIP: 041150DJ9<br>LEI: N/A                  | Long             | ABS-O            | MUN               | US        |    276972 | PA      | $272202.43    | 0.31%             | 2043-11-25      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association Conventional 30-Yr. Pass Through                  | CUSIP: 3140QNPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1325875 | PA      | $1208644.45   | 1.39%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association Conventional 30-Yr. Pass Through                  | CUSIP: 3140QMUB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1401291 | PA      | $1234389.08   | 1.41%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association Conventional 30-Yr. Pass Through                  | CUSIP: 3140XBZC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1258503 | PA      | $1107406.54   | 1.27%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association - REMIC                                           | CUSIP: 3136BPCE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    303176 | PA      | $300400.34    | 0.34%             | 2046-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                 | CUSIP: 3133KPCQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    518777 | PA      | $486960.93    | 0.56%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Quebec Province Cda                                                                    | Province of Quebec                                                                      | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $475980.00    | 0.55%             | 2027-04-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association Conventional 30-Yr. Pass Through                  | CUSIP: 3140KYBS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    787819 | PA      | $665012.14    | 0.76%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                                                                        | Goodgreen                                                                               | CUSIP: 38218DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235878 | PA      | $223631.57    | 0.26%             | 2054-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation Gold 15-Yr. Pass Through                         | CUSIP: 3132A9Q26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230494 | PA      | $219261.11    | 0.25%             | 2030-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Seasoned Credit Risk Transfer Trust                                                     | CUSIP: 35563PDD8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    355040 | PA      | $329353.14    | 0.38%             | 2057-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association Conventional 30-Yr. Pass Through                  | CUSIP: 3140X8TA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    537410 | PA      | $454776.23    | 0.52%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Bonds                                                                     | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2060000 | PA      | $1778198.43   | 2.04%             | 2049-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation Multifamily WI Certificates                      | CUSIP: 3137H9CE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $294549.72    | 0.34%             | 2033-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ECMC Group Student Loan Trust                                                          | ECMC Group Student Loan Trust                                                           | CUSIP: 26833BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    188969 | PA      | $183794.92    | 0.21%             | 2070-01-27      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association Conventional 30-Yr. Pass Through                  | CUSIP: 3140QKC97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    793264 | PA      | $724051.95    | 0.83%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association Conventional 15-Yr. Pass Through                  | CUSIP: 01F050437<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1400000 | PA      | $1419106.79   | 1.63%             | 2038-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                 | CUSIP: 3133KL2H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    717938 | PA      | $631657.46    | 0.72%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Seasoned Credit Risk Transfer Trust                                                     | CUSIP: 35563PBF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    451375 | PA      | $426315.46    | 0.49%             | 2056-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                    | CME Ultra Long Term U.S. Treasury Bond                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        -8 | NC      | $-61960.08    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation - REMIC                                          | CUSIP: 3137FYPQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    800000 | PA      | $665092.16    | 0.76%             | 2048-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association Conventional 30-Yr. Pass Through                  | CUSIP: 3140XJJY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    854242 | PA      | $829394.14    | 0.95%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association Conventional 30-Yr. Pass Through                  | CUSIP: 3140X9SV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    878291 | PA      | $776858.10    | 0.89%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Bonds, TIPS                                                               | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    228170 | PA      | $196925.65    | 0.23%             | 2047-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                 | CUSIP: 3133KPF52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    504569 | PA      | $491391.32    | 0.56%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Notes                                                                     | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1329785.16   | 1.52%             | 2028-05-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                    | CBOT 10-Yr. U.S. Treasury Note                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        22 | NC      | $22713.47     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Notes                                                                     | CUSIP: 9128283J7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $240537.11    | 0.28%             | 2024-11-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Bonds                                                                     | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    625000 | PA      | $558984.38    | 0.64%             | 2042-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association Conventional 30-Yr. Pass Through                  | CUSIP: 3140QDWK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    592188 | PA      | $551246.93    | 0.63%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation Multifamily Structured Pass Through Certificates | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $730509.98    | 0.84%             | 2032-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Seasoned Credit Risk Transfer Trust                                                     | CUSIP: 35563PNN5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    390117 | PA      | $339172.61    | 0.39%             | 2059-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation - REMIC                                          | CUSIP: 3137FTPL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    700745 | PA      | $567448.07    | 0.65%             | 2050-03-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-24

**Name of Applicant:** Thrivent Mutual Funds

**Signature:** Sarah L. Bergstrom

**Name of Signer:** Sarah L. Bergstrom

**Title:** Treasurer and Principal Accounting Officer