# EDGAR Filing Document

**Accession Number:** 0000790166
**File Stem:** 0001752724-23-044422
**Filing Date:** 2023-2
**Character Count:** 74054
**Document Hash:** daa5a3e579c33dd42844084c42c5af4a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-044422.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-044422

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** THRIVENT SERIES FUND INC
- **CENTRAL INDEX KEY:** 0000790166
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04603
- **FILM NUMBER:** 23679451

**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:** LB SERIES FUND INC
- **DATE OF NAME CHANGE:** 19950428

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LBVIP SERIES FUND INC/
- **DATE OF NAME CHANGE:** 19940824

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LBVIP SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Thrivent Government Bond Portfolio (Series ID: S000001436)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000003843 | Class A      |  |

## 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 Series Fund, Inc.

- **b. Investment Company Act file number:** 811-04603

- **c. CIK number of Registrant:** 0000790166

- **d. LEI of Registrant:** 549300VNHRP1O3O9AF57

- **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 PORTFOLIO

- **b. EDGAR series identifier (if any):** S000001436

- **c. LEI of Series:** PTYX6G0PXHD3T51KVA56

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-30

**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:** $194579199.74

**Total Liabilities:** $26666776.79

**Net Assets:** $167912422.95

**Delayed Delivery Securities:** $26174140.25

**Cash Not Reported:** $49405.07

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -243.58000000 | **1-Year:** -4582.40000000 | **5-Year:** -17518.20000000 | **10-Year:** -23948.44000000 | **30-Year:** -51077.03000000

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

- **3-Month:** 0.00000000 | **1-Year:** -38.02000000 | **5-Year:** -17.33000000 | **10-Year:** -2.94000000 | **30-Year:** -0.45000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000003843 | -1.44%               | 2.91%                | -0.55%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1312056.15             | $-1380790.54                               |
| Month 2  | $-15017.04               | $4219682.24                                |
| Month 3  | $512539.08               | $-1678937.70                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Thrivent Mutual Funds                                                                  | Thrivent Core Short-Term Reserve Fund                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |   1825153 | PA      | $18251531.83  | 10.87%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation - REMIC                                          | CUSIP: 3137H8JT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    203792 | PA      | $196585.13    | 0.12%             | 2051-01-25      | Fixed         | 0.04%                 | 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        |    660443 | PA      | $652444.25    | 0.39%             | 2060-09-25      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Quebec Province Cda                                                                    | Province of Quebec                                                                      | CUSIP: 748148PB3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $405263.44    | 0.24%             | 2023-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association Conventional 30-Yr. Pass Through                  | CUSIP: 3140XJQS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1269552 | PA      | $1129664.75   | 0.67%             | 2051-05-01      | Fixed         | 0.03%                 | 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        |    729754 | PA      | $629714.32    | 0.38%             | 2042-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Notes                                                                     | CUSIP: 91282CCG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $938515.62    | 0.56%             | 2024-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation - REMIC                                          | CUSIP: 3137FYPQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1700000 | PA      | $1349806.80   | 0.80%             | 2048-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corporation                                          | Federal Farm Credit Bank                                                                | CUSIP: 3133EAD88<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    400000 | PA      | $385940.94    | 0.23%             | 2024-08-01      | Fixed         | 0.02%                 | 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        |        -5 | NC      | $-6481.08     | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| MISSOURI ST HGR EDU LOAN AUTH                                                          | Missouri Higher Education Loan Auth.                                                    | CUSIP: 606072LC8<br>LEI: 549300MTJ0T46T0MPL41 | Long             | ABS-O            | MUN               | US        |   1243032 | PA      | $1073284.31   | 0.64%             | 2061-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                  | Thrivent Cash Management Trust                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |    214000 | PA      | $214000.00    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Bonds                                                                     | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1950000 | PA      | $1797046.88   | 1.07%             | 2032-05-15      | Fixed         | 0.03%                 | 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        |    245862 | PA      | $238563.12    | 0.14%             | 2025-03-25      | Floating      | 0.05%                 | 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        |   1786289 | PA      | $1450581.76   | 0.86%             | 2051-01-25      | Variable      | 0.02%                 | 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        |   1144407 | PA      | $934222.41    | 0.56%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Bonds                                                                     | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4180000 | PA      | $3118182.02   | 1.86%             | 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: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2400000 | PA      | $2364531.38   | 1.41%             | 2049-01-01      | Fixed         | 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        |   1305386 | PA      | $1074530.76   | 0.64%             | 2059-11-25      | Fixed         | 0.02%                 | No            |                  2 | 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        |   1600000 | PA      | $1415393.28   | 0.84%             | 2032-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Notes                                                                     | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $219612.31    | 0.13%             | 2024-06-30      | Fixed         | 0.03%                 | 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        |   1800000 | PA      | $1465388.64   | 0.87%             | 2031-05-26      | Fixed         | 0.02%                 | 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        |    802604 | PA      | $766287.46    | 0.46%             | 2050-11-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Notes                                                                     | CUSIP: 91282CDR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5270000 | PA      | $5065862.28   | 3.02%             | 2023-12-31      | Fixed         | 0.01%                 | 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        |   1316994 | PA      | $1114100.39   | 0.66%             | 2060-09-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Notes                                                                     | CUSIP: 91282CBE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1175000 | PA      | $1120346.31   | 0.67%             | 2024-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association                                                   | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1500000 | PA      | $1291853.55   | 0.77%             | 2027-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Bonds                                                                     | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5340000 | PA      | $4935328.13   | 2.94%             | 2029-02-15      | 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        |   1600000 | PA      | $1477764.00   | 0.88%             | 2032-10-25      | Fixed         | 0.04%                 | 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        |   3000000 | PA      | $2831620.80   | 1.69%             | 2032-12-25      | Fixed         | 0.04%                 | 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        |   1351049 | PA      | $1235815.31   | 0.74%             | 2051-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                                                                        | Goodgreen                                                                               | CUSIP: 38218DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    948897 | PA      | $880372.58    | 0.52%             | 2054-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                             | Navient Student Loan Trust                                                              | CUSIP: 63942FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    752293 | PA      | $738840.14    | 0.44%             | 2069-06-25      | Floating      | 0.05%                 | 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        |   1700000 | PA      | $1566661.86   | 0.93%             | 2032-09-25      | Fixed         | 0.04%                 | 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        |   1638487 | PA      | $1324459.17   | 0.79%             | 2050-03-25      | Fixed         | 0.01%                 | 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        |    995183 | PA      | $959495.82    | 0.57%             | 2031-02-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                              | Federal Home Loan Bank                                                                  | CUSIP: 3130AFW94<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2500000 | PA      | $2438545.08   | 1.45%             | 2024-02-13      | Fixed         | 0.03%                 | 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        |   1350000 | PA      | $1013350.10   | 0.60%             | 2048-09-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                             | Navient Student Loan Trust                                                              | CUSIP: 63942NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1275444 | PA      | $1061408.01   | 0.63%             | 2069-12-26      | Fixed         | 0.01%                 | 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        |   1070973 | PA      | $1000534.67   | 0.60%             | 2056-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Bonds                                                                     | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2565000 | PA      | $1425278.31   | 0.85%             | 2050-08-15      | Fixed         | 0.01%                 | 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        |    395601 | PA      | $370925.97    | 0.22%             | 2030-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Notes                                                                     | CUSIP: 912828G38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6850000 | PA      | $6578943.38   | 3.92%             | 2024-11-15      | Fixed         | 0.02%                 | 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        |   2329457 | PA      | $2048084.33   | 1.22%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Gmacm Home Equity Loan Tr                                                              | GMAC Mortgage Corporation Loan Trust                                                    | CUSIP: 361856EB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31408 | PA      | $16186.21     | 0.01%             | 2035-08-25      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Notes                                                                     | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $773531.25    | 0.46%             | 2027-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                              | Federal Home Loan Bank Discount Notes                                                   | CUSIP: 313384BQ1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    400000 | PA      | $398235.57    | 0.24%             |  |  |  | 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        |   2536722 | PA      | $2306836.52   | 1.37%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Notes                                                                     | CUSIP: 91282CBX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $986250.00    | 0.59%             | 2023-04-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Notes                                                                     | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $686630.86    | 0.41%             | 2026-12-31      | Fixed         | 0.02%                 | 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        |   1475097 | PA      | $1389448.16   | 0.83%             | 2052-10-01      | Fixed         | 0.04%                 | 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        |       157 | NC      | $-7848.43     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Bonds, TIPS                                                               | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    905887 | PA      | $851835.33    | 0.51%             | 2028-01-15      | Fixed         | 0.01%                 | 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        |   2217778 | PA      | $1883724.92   | 1.12%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association Conventional 30-Yr. Pass Through                  | CUSIP: 3140XHHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    774591 | PA      | $632116.92    | 0.38%             | 2051-08-01      | Fixed         | 0.02%                 | 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        |       -17 | NC      | $2875.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association - REMIC                                           | CUSIP: 3136A9YP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    406705 | PA      | $368781.16    | 0.22%             | 2032-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Seasoned Loans Structured Transaction Trust                                             | CUSIP: 35564CGQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1084928 | PA      | $972457.83    | 0.58%             | 2030-09-25      | Fixed         | 0.02%                 | 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        |    750000 | PA      | $706813.62    | 0.42%             | 2025-01-16      | 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        |    958540 | PA      | $826342.01    | 0.49%             | 2049-09-25      | Fixed         | 0.02%                 | 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        |   1519885 | PA      | $1439459.97   | 0.86%             | 2061-03-25      | Floating      | 0.05%                 | 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        |    837673 | PA      | $824816.67    | 0.49%             | 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: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5215000 | PA      | $5227863.32   | 3.11%             | 2041-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Bonds                                                                     | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1589062.50   | 0.95%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Notes                                                                     | CUSIP: 9128286A3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    525000 | PA      | $501621.09    | 0.30%             | 2026-01-31      | Fixed         | 0.03%                 | 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        |   1410907 | PA      | $1358701.74   | 0.81%             | 2024-10-15      | Fixed         | 0.00%                 | 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        |    882949 | PA      | $814557.06    | 0.49%             | 2050-08-01      | 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        |   1403435 | PA      | $1192217.19   | 0.71%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3137EAEV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $970883.74    | 0.58%             | 2023-08-24      | Fixed         | 0.00%                 | 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        |    750000 | PA      | $747634.64    | 0.45%             | 2023-02-13      | Fixed         | 0.02%                 | 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        |        55 | NC      | $-52451.68    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association Conventional 15-Yr. Pass Through                  | CUSIP: 01F050411<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $4017469.92   | 2.39%             | 2038-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NewRez Warehouse Securitization Trust                                                  | NewRez Warehouse Securitization Trust                                                   | CUSIP: 65246PAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1750000 | PA      | $1722142.63   | 1.03%             | 2055-05-25      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Notes                                                                     | CUSIP: 9128285Z9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $341728.52    | 0.20%             | 2024-01-31      | 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        |    839276 | PA      | $687390.06    | 0.41%             | 2047-02-15      | Fixed         | 0.01%                 | 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        |    740258 | PA      | $713392.54    | 0.42%             | 2032-02-25      | Variable      | 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      | $281995.62    | 0.17%             | 2033-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation Multifamily Structured Pass Through Certificates | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1405649.10   | 0.84%             | 2032-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Notes                                                                     | CUSIP: 91282CCU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1454707.04   | 0.87%             | 2023-08-31      | Fixed         | 0.00%                 | 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        |    874849 | PA      | $798710.79    | 0.48%             | 2052-09-01      | Fixed         | 0.04%                 | 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        |    147331 | PA      | $139505.31    | 0.08%             | 2041-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association Conventional 30-Yr. Pass Through                  | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    325000 | PA      | $304739.48    | 0.18%             | 2049-01-01      | Fixed         | 0.04%                 | 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        |    622806 | PA      | $577062.44    | 0.34%             | 2045-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                    | Petroleos Mexicanos                                                                     | CUSIP: 71654QBT8<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     75000 | PA      | $72477.35     | 0.04%             | 2025-04-15      | Fixed         | 0.02%                 | 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        |    778114 | PA      | $709160.48    | 0.42%             | 2057-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Preferred Terminal Secs XxIII Limited  Preferred Terminal Secs XxIII Inc               | Preferred Term Securities XXIII, Ltd.                                                   | CUSIP: 74043AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     33150 | PA      | $32930.22     | 0.02%             | 2036-12-22      | Floating      | 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        |   1357211 | PA      | $1152577.29   | 0.69%             | 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: 3140X9SV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    869591 | PA      | $743528.19    | 0.44%             | 2051-02-01      | Fixed         | 0.03%                 | 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        |    458059 | PA      | $454512.50    | 0.27%             | 2070-01-27      | Floating      | 0.05%                 | 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        |   1140755 | PA      | $964941.12    | 0.57%             | 2060-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Notes                                                                     | CUSIP: 9128282N9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $240458.99    | 0.14%             | 2024-07-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Notes                                                                     | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $2100656.25   | 1.25%             | 2029-10-31      | Fixed         | 0.04%                 | 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        |   2374859 | PA      | $2089813.89   | 1.24%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Hsbc Bank Cda                                                                          | HSBC Bank Canada                                                                        | CUSIP: 40427HTL7<br>LEI: DMB80L5QKUQ124HSYW98 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $739275.02    | 0.44%             | 2023-05-14      | Fixed         | 0.01%                 | 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        |   1445551 | PA      | $1279644.48   | 0.76%             | 2050-05-01      | Fixed         | 0.03%                 | 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        |    845891 | PA      | $798951.85    | 0.48%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| British Columbia Province Cda                                                          | Province of British Columbia                                                            | CUSIP: 110709AD4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1550000 | PA      | $1473242.85   | 0.88%             | 2024-09-27      | Fixed         | 0.02%                 | 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        |    365683 | PA      | $354531.21    | 0.21%             | 2030-12-26      | Variable      | 0.01%                 | 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        |   4575000 | PA      | $4437658.82   | 2.64%             | 2052-12-01      | Fixed         | 0.04%                 | 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        |   1161179 | PA      | $1084127.75   | 0.65%             | 2040-05-01      | 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        |    708598 | PA      | $644483.27    | 0.38%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association - REMIC                                           | CUSIP: 3136BNET9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1300000 | PA      | $1064883.69   | 0.63%             | 2032-04-25      | Variable      | 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        |    434048 | PA      | $394525.79    | 0.23%             | 2046-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                             | Navient Student Loan Trust                                                              | CUSIP: 63942HAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    932166 | PA      | $906202.41    | 0.54%             | 2069-08-26      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| RMF Buyout Issuance Trust                                                              | RMF Buyout Issuance Trust                                                               | CUSIP: 74969TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    811109 | PA      | $761011.76    | 0.45%             | 2031-11-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association - REMIC                                           | CUSIP: 3136AES81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    517246 | PA      | $474433.93    | 0.28%             | 2043-06-25      | 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        |        19 | NC      | $-12755.83    | -0.01%            |  |  |  | No            |                  1 | 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        |    756794 | PA      | $717377.37    | 0.43%             | 2061-12-01      | Fixed         | 0.04%                 | 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        |   1824389 | PA      | $1619363.72   | 0.96%             | 2050-02-01      | Fixed         | 0.03%                 | 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        |    496840 | PA      | $455023.20    | 0.27%             | 2047-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Bonds                                                                     | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4150000 | PA      | $3339291.03   | 1.99%             | 2049-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                                                       | Santander UK plc                                                                        | CUSIP: 80283LAZ6<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $697268.60    | 0.42%             | 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: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    900000 | PA      | $817472.45    | 0.49%             | 2049-01-01      | 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        |   1386726 | PA      | $1300669.29   | 0.77%             | 2031-10-27      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation - REMIC                                          | CUSIP: 3137FKVF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    941979 | PA      | $882375.40    | 0.53%             | 2047-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Notes                                                                     | CUSIP: 91282CAJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $809296.88    | 0.48%             | 2025-08-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Bonds                                                                     | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3560000 | PA      | $3033787.50   | 1.81%             | 2030-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Notes                                                                     | CUSIP: 912828Z52<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $187968.75    | 0.11%             | 2025-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association - REMIC                                           | CUSIP: 3136BNTZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    824176 | PA      | $804966.38    | 0.48%             | 2052-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Bonds                                                                     | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25000 | PA      | $20347.66     | 0.01%             | 2031-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Notes                                                                     | CUSIP: 912828YE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3313378.92   | 1.97%             | 2024-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Bonds                                                                     | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1115000 | PA      | $937471.09    | 0.56%             | 2042-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation - REMIC                                          | CUSIP: 3137BCF94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      4063 | PA      | $4055.19      | 0.00%             | 2034-10-15      | 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        |       -13 | NC      | $-3997.63     | -0.00%            |  |  |  | No            |                  1 | 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        |   2316428 | PA      | $1891768.36   | 1.13%             | 2051-03-01      | Fixed         | 0.02%                 | 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        |   1000338 | PA      | $896628.89    | 0.53%             | 2050-06-01      | 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        |   2342937 | PA      | $1994726.62   | 1.19%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Notes                                                                     | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $849140.62    | 0.51%             | 2027-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association - REMIC                                           | CUSIP: 3136BPCE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    853510 | PA      | $838574.66    | 0.50%             | 2046-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Ontario Province Cda                                                                   | Province of Ontario                                                                     | CUSIP: 68323AFB5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $987471.86    | 0.59%             | 2023-10-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXPORT DEV CDA                                                                         | Export Development Canada                                                               | CUSIP: 30216BHA3<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   2000000 | PA      | $1997705.14   | 1.19%             | 2023-01-24      | Fixed         | 0.03%                 | 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        |   1182009 | PA      | $1003381.71   | 0.60%             | 2059-08-25      | 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        |    610562 | PA      | $560124.60    | 0.33%             | 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: 3140XJF73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    510471 | PA      | $469451.05    | 0.28%             | 2051-07-01      | 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        |    483189 | PA      | $463542.75    | 0.28%             | 2052-07-25      | Fixed         | 0.04%                 | 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        |   3318414 | PA      | $3153614.84   | 1.88%             | 2025-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association - REMIC                                           | CUSIP: 3136ASFZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    409810 | PA      | $395229.09    | 0.24%             | 2042-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                               | U.S. Treasury Bonds                                                                     | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $457929.69    | 0.27%             | 2027-02-28      | Fixed         | 0.02%                 | 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        |   1380540 | PA      | $1217281.84   | 0.72%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association                                                   | CUSIP: 31364F6P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $546975.96    | 0.33%             | 2028-09-11      | Fixed         | 0.06%                 | 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        |       -39 | NC      | $-9565.14     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association - REMIC                                           | CUSIP: 3136B13C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    118538 | PA      | $111458.80    | 0.07%             | 2047-12-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association - REMIC                                           | CUSIP: 3136AGT44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    432076 | PA      | $406074.99    | 0.24%             | 2043-01-25      | Fixed         | 0.03%                 | 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        |    477386 | PA      | $399688.53    | 0.24%             | 2042-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | Federal National Mortgage Association                                                   | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    875000 | PA      | $694567.20    | 0.41%             | 2030-08-05      | Fixed         | 0.01%                 | 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        |   1632832 | PA      | $1387235.56   | 0.83%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation Multifamily Structured Pass Through Certificates | CUSIP: 3137H7ZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1054613.52   | 0.63%             | 2032-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                             | Tennessee Valley Authority                                                              | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   1115000 | PA      | $1160095.68   | 0.69%             | 2039-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-26

**Name of Applicant:** Thrivent Series Fund, Inc.

**Signature:** Sarah L. Bergstrom

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

**Title:** Treasurer and Principal Accounting Officer