0001752724-22-038336.txt : 20220222
0001752724-22-038336.hdr.sgml : 20220222
20220222130833
ACCESSION NUMBER: 0001752724-22-038336
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211231
FILED AS OF DATE: 20220222
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PENN SERIES FUNDS INC
CENTRAL INDEX KEY: 0000702340
IRS NUMBER: 232209178
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03459
FILM NUMBER: 22657009
BUSINESS ADDRESS:
STREET 1: 600 DRESHER RD
STREET 2: C3D
CITY: HORSHAM
STATE: PA
ZIP: 19044
BUSINESS PHONE: (215) 956-8835
MAIL ADDRESS:
STREET 1: 600 DRESHER ROAD
STREET 2: C3D
CITY: HORSHAM
STATE: PA
ZIP: 19044
0000702340
S000006730
Quality Bond Fund
C000018293
Quality Bond Fund
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000702340
XXXXXXXX
S000006730
C000018293
Penn Series Funds Inc
811-03459
0000702340
549300GLJSCMRCVZWX45
600 Dresher Road
Horsham
19044
215-956-8000
Penn Series Quality Bond Fund
S000006730
6EJYQY10X26QDQ79NP61
2021-12-31
2021-12-31
N
471193144.55
2715759.99
468477384.56
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
916627.00000000
USD
N
MONONGAHELA POWER CO
N/A
Monongahela Power Co
610202BR3
2500000.00000000
PA
USD
2675337.25000000
0.571070736426
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.55000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
40.00000000
NC
USD
51173.20000000
0.010923302103
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-03-22
5167576.80000000
USD
51173.20000000
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2021-5
81748XAE4
3665635.51000000
PA
USD
3682336.15000000
0.786022179802
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Variable
2.00000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAA4
800000.00000000
PA
USD
843979.89000000
0.180153816985
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.45000000
N
N
N
N
N
N
KIMCO REALTY CORP
549300EA7I6T15IBYS12
Kimco Realty Corp
49446RAP4
3000000.00000000
PA
USD
3119800.47000000
0.665944733475
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.80000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAC2
2000000.00000000
PA
USD
2104405.42000000
0.449201069113
Long
DBT
CORP
N/A
N
2
2027-05-01
Fixed
3.15000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FRZ95
7336967.56000000
PA
USD
7275072.90000000
1.552918697843
Long
ABS-MBS
USGSE
US
N
2
2029-10-25
Fixed
1.22800000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C402
134000.00000000
NS
USD
3580480.00000000
0.764280223123
Long
EP
CORP
US
N
1
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CF9
3000000.00000000
PA
USD
3449979.51000000
0.736423917931
Long
DBT
CORP
US
N
2
2037-03-03
Fixed
3.62500000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AN6
1500000.00000000
PA
USD
1456534.34000000
0.310908143702
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
1.40000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XQ8
600000.00000000
PA
USD
606164.06000000
0.129390250197
Long
DBT
UST
US
N
2
2022-07-31
Fixed
2.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-7
46592NBP0
5564886.83000000
PA
USD
5501413.73000000
1.174317888400
Long
ABS-MBS
CORP
US
N
2
2051-11-25
Variable
2.50000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YAV7
2200000.00000000
PA
USD
2588422.54000000
0.552518141816
Long
DBT
CORP
US
N
2
2039-03-07
Fixed
3.90000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR ULTRA
000000000
-100.00000000
NC
USD
-210348.00000000
-0.04490035312
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-03-22
-14433402.00000000
USD
-210348.00000000
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AN9
2000000.00000000
PA
USD
1947022.66000000
0.415606542422
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.25000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2012-K19 Mortgage Trust
30290MAQ0
4500000.00000000
PA
USD
4506567.30000000
0.961960480596
Long
ABS-MBS
CORP
US
N
2
2045-05-25
Variable
4.01258900
N
N
N
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co/The
114259AN4
2500000.00000000
PA
USD
2628589.28000000
0.561092032749
Long
DBT
CORP
US
N
2
2026-03-10
Fixed
3.40700000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-1
46592EBM7
4410697.57000000
PA
USD
4379685.96000000
0.934876710028
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RB6
1750000.00000000
PA
USD
2040390.63000000
0.435536633623
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.87500000
N
N
N
N
N
N
SLM Student Loan Trust
N/A
SLM Student Loan Trust 2012-6
78447GAD3
4860000.00000000
PA
USD
4509887.54000000
0.962669210646
Long
ABS-O
CORP
US
N
2
2043-04-27
Floating
1.10275000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BLQ35
2400000.00000000
PA
USD
2446825.20000000
0.522293131033
Long
ABS-MBS
USGSE
US
N
2
2034-08-15
Fixed
3.50000000
N
N
N
N
N
N
BNSF RAILWAY CO 2015-1 P
N/A
BNSF Railway Co 2015-1 Pass Through Trust
05581JAA2
2266542.86580000
PA
USD
2466342.70000000
0.526459287317
Long
DBT
CORP
US
N
2
2028-06-16
Fixed
3.44200000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBB8
3500000.00000000
PA
USD
3493531.86000000
0.745720492629
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.87500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2018-K731 Mortgage Trust
30296NAN9
6610000.00000000
PA
USD
6983533.74000000
1.490687484638
Long
ABS-MBS
CORP
US
N
2
2025-02-25
Variable
3.93280600
N
N
N
N
N
N
KEYCORP CAPITAL I
N/A
KeyCorp Capital I
49326MAA3
2640000.00000000
PA
USD
2540523.66000000
0.542293767795
Long
DBT
CORP
US
N
2
2028-07-01
Floating
0.87088000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2020-4
81748RAV9
3424371.08000000
PA
USD
3412067.31000000
0.728331275415
Long
ABS-MBS
CORP
US
N
2
2050-11-25
Variable
2.50000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CD0
4000000.00000000
PA
USD
4755855.52000000
1.015172914796
Long
DBT
CORP
US
N
2
2046-08-04
Fixed
3.85000000
N
N
N
N
N
N
MARS INC
54930073HKEO6GZBSS03
Mars Inc
571676AL9
3000000.00000000
PA
USD
2835299.79000000
0.605215936445
Long
DBT
CORP
US
N
2
2032-07-16
Fixed
1.62500000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAV3
1000000.00000000
PA
USD
1020210.00000000
0.217771451434
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.37500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABU8
3000000.00000000
PA
USD
3015000.00000000
0.643574289681
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.62500000
N
N
N
N
N
N
Trinitas CLO Ltd
549300095MXHZZMH2053
Trinitas CLO XIV Ltd
89641QAJ9
2500000.00000000
PA
USD
2509942.50000000
0.535765990573
Long
ABS-CBDO
CORP
KY
N
2
2034-01-25
Floating
4.42388000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAP5
1500000.00000000
PA
USD
1498024.05000000
0.319764432472
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.88400000
N
N
N
N
N
N
Steele Creek CLO Ltd
5493003PZ3HX9NW9PS65
Steele Creek CLO 2016-1 Ltd
858102AY2
3250000.00000000
PA
USD
3180225.75000000
0.678842961221
Long
ABS-CBDO
CORP
KY
N
2
2031-06-15
Floating
1.85275000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 2 YEAR US TREASURY NOTE
000000000
818.00000000
NC
USD
-103697.04000000
-0.02213490841
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-03-31
178568291.61000000
USD
-103697.04000000
N
N
N
ALLFIRST PFD CAP TRUST
N/A
Allfirst Preferred Capital Trust
01852FAC7
3500000.00000000
PA
USD
3462994.29000000
0.739202020019
Long
DBT
CORP
US
N
2
2029-07-15
Floating
1.62375000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAR3
1500000.00000000
PA
USD
1467999.80000000
0.313355531853
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
1.95000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-K735 Mortgage Trust
30298FAJ3
6000000.00000000
PA
USD
6461956.20000000
1.379352859491
Long
ABS-MBS
USGSE
US
N
2
2026-05-25
Variable
4.01856200
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AB1
3000000.00000000
PA
USD
3035246.64000000
0.647896086350
Long
DBT
CORP
US
N
2
2022-08-21
Fixed
2.95000000
N
N
N
N
N
N
MEAD JOHNSON NUTRITION C
E4BJRFT3MF4GJDY1SC50
Mead Johnson Nutrition Co
582839AH9
2000000.00000000
PA
USD
2179958.14000000
0.465328362018
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.12500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2012-K23 Mortgage Trust
30290WAG0
5000000.00000000
PA
USD
5071063.50000000
1.082456414574
Long
ABS-MBS
CORP
US
N
2
2045-10-25
Variable
3.65582900
N
N
N
N
N
N
KIMBERLY-CLARK CORP
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368CB7
2000000.00000000
PA
USD
2157089.56000000
0.460446892655
Long
DBT
CORP
US
N
2
2030-03-26
Fixed
3.10000000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAK9
3000000.00000000
PA
USD
3303990.42000000
0.705261455278
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
4.50000000
N
N
N
N
N
N
NORTHERN STATES PWR-MINN
3S1GHB0TEH85KX44SB51
Northern States Power Co/MN
665772CQ0
4000000.00000000
PA
USD
4512442.00000000
0.963214479230
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.60000000
N
N
N
N
N
N
SMB Private Education Loan Tru
549300GD7VLLBVPDNJ81
SMB Private Education Loan Trust 2015-C
78448RAE6
5000000.00000000
PA
USD
5138801.50000000
1.096915597073
Long
ABS-O
CORP
US
N
2
2043-09-15
Fixed
3.50000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBH0
3000000.00000000
PA
USD
2935552.53000000
0.626615633272
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.25000000
N
N
N
N
N
N
Arch Street CLO, Ltd.
5493005A489KGIV6GS45
Arch Street CLO Ltd
03940AAW4
4000000.00000000
PA
USD
4000204.00000000
0.853873448716
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
1.83150000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2013-K27 Mortgage Trust
30291GAQ2
3647000.00000000
PA
USD
3719483.76000000
0.793951614866
Long
ABS-MBS
USGSE
US
N
2
2046-01-25
Variable
3.49566100
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust 2020-PJ3
36258WAR3
3293566.10000000
PA
USD
3301032.94000000
0.704630159063
Long
ABS-MBS
CORP
US
N
2
2050-10-25
Variable
2.50000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2018-K85 Mortgage Trust
30308KAC5
3500000.00000000
PA
USD
3793464.15000000
0.809743282178
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Variable
4.31972500
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CK6
2357000.00000000
PA
USD
2350250.38000000
0.501678513725
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.75000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477AX1
3830000.00000000
PA
USD
3691530.68000000
0.787984820967
Long
DBT
CORP
US
N
2
2028-05-15
Floating
0.71600000
N
N
N
N
N
N
Fortress Credit BSL Limited
254900YLOC3GWX1QOU79
Fortress Credit BSL III Ltd
34960NAN6
3000000.00000000
PA
USD
3000033.00000000
0.640379471640
Long
ABS-CBDO
CORP
KY
N
2
2031-04-18
Floating
1.85225000
N
N
N
N
N
N
KVK CLO Ltd
549300MXPW1QT1VNHC87
KVK CLO 2018-1 Ltd
48273LAE2
3000000.00000000
PA
USD
2977647.00000000
0.635601012586
Long
ABS-CBDO
CORP
KY
N
2
2029-05-20
Floating
3.15963000
N
N
N
N
N
N
UAL 2007 PASS TRUST
N/A
UAL 2007-1 Pass Through Trust
909287AA2
2226195.92570000
PA
USD
2273711.18000000
0.485340649289
Long
DBT
CORP
US
N
2
2022-07-02
Fixed
6.63600000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2017-K63 Mortgage Trust
30300HAG1
1500000.00000000
PA
USD
1611144.30000000
0.343910795504
Long
ABS-MBS
USGSE
US
N
2
2050-02-25
Variable
3.87295500
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SQ2
4500000.00000000
PA
USD
3941718.75000000
0.841389334877
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.12500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DG7
2000000.00000000
PA
USD
2000074.38000000
0.426930828662
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
FEDEX CORP 1999 PASS TST
N/A
Federal Express Corp 1999 Pass Through Trust
31331FBA8
130669.29000000
PA
USD
135137.46000000
0.028846101104
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
7.65000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AQ0
2000000.00000000
PA
USD
2092428.12000000
0.446644424888
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.55000000
N
N
N
N
N
N
Trinitas CLO Ltd
N/A
Trinitas CLO XII Ltd
89641GAE2
2000000.00000000
PA
USD
2004294.00000000
0.427831538097
Long
ABS-CBDO
CORP
KY
N
2
2033-04-25
Floating
3.12388000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2020-3 Trust
95002TAA2
1715879.20000000
PA
USD
1744512.42000000
0.372379217758
Long
ABS-MBS
CORP
US
N
2
2050-06-25
Variable
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YB0
2950000.00000000
PA
USD
2995517.59000000
0.639415623619
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.62500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE20 Mortgage Trust
12592LBH4
4525332.69000000
PA
USD
4657727.18000000
0.994226687030
Long
ABS-MBS
CORP
US
N
2
2047-11-10
Fixed
3.32600000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAW5
3000000.00000000
PA
USD
3045014.55000000
0.649981119763
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
COMCAST CABLE HOLDINGS
549300PBDHO6M483PB82
Comcast Cable Holdings LLC
879240AR0
1000000.00000000
PA
USD
1038794.84000000
0.221738524470
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
9.87500000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696AR9
2750000.00000000
PA
USD
2940441.10000000
0.627659135085
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.37500000
N
N
N
N
N
N
Black Diamond CLO Ltd
N/A
Black Diamond Clo 2019-2 Ltd
09204GAA7
2760978.00000000
PA
USD
2759901.22000000
0.589121548010
Long
ABS-CBDO
CORP
KY
N
2
2032-07-23
Floating
1.55388000
N
N
N
N
N
N
Honda Auto Receivables Owner T
N/A
Honda Auto Receivables 2020-1 Owner Trust
43813RAD9
3000000.00000000
PA
USD
3031063.80000000
0.647003227881
Long
ABS-O
CORP
US
N
2
2026-10-21
Fixed
1.63000000
N
N
N
N
N
N
Battalion CLO LTD
549300CJP8HGT746II19
Battalion Clo XV Ltd
07131AAA2
4000000.00000000
PA
USD
4000308.00000000
0.853895648294
Long
ABS-CBDO
CORP
KY
N
2
2033-01-17
Floating
1.47225000
N
N
N
N
N
N
UNIV SOUTHERN CALIFORIA
0GMCSQ6M60R4T46U5511
University of Southern California
914886AB2
2820000.00000000
PA
USD
2999125.64000000
0.640185788865
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
3.02800000
N
N
N
N
N
N
GEORGETOWN UNIVERSITY
549300GCL3B0KVXSX752
Georgetown University/The
37310PAC5
2485000.00000000
PA
USD
3054147.20000000
0.651930552179
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
4.31500000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HR1
3000000.00000000
PA
USD
2921495.34000000
0.623615020977
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
4.00000000
N
N
N
N
N
N
SLM Student Loan Trust
N/A
SLM Student Loan Trust 2014-2
78448GAC4
4220093.03000000
PA
USD
4209123.32000000
0.898468839419
Long
ABS-O
CORP
US
N
2
2055-03-25
Floating
0.69275000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
161480AB4
3200000.00000000
PA
USD
3120111.42000000
0.666011108077
Long
DBT
CORP
US
N
2
2027-02-01
Floating
0.63163000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EAW5
4000000.00000000
PA
USD
4125107.64000000
0.880535064435
Long
DBT
CORP
US
N
2
2023-04-12
Fixed
3.45000000
N
N
N
N
N
N
WR GRACE HOLDING LLC
N/A
WR Grace Holdings LLC
92943GAC5
3000000.00000000
PA
USD
3157920.00000000
0.674081632129
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.62500000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAF2
3000000.00000000
PA
USD
3303750.00000000
0.705210135832
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.87500000
N
N
N
N
N
N
HERSHEY COMPANY
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866BE7
2000000.00000000
PA
USD
1959047.10000000
0.418173249033
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
1.70000000
N
N
N
N
N
N
OZLM Ltd
5493009CITK5BZZY6417
OZLM XI Ltd
67109UAU6
4000000.00000000
PA
USD
3993008.00000000
0.852337408720
Long
ABS-CBDO
CORP
KY
N
2
2030-10-30
Floating
1.88163000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CQ1
2000000.00000000
PA
USD
2207500.00000000
0.471207377934
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
Deerpath Capital CLO LTD
9845003DAB58C69E1D91
Deerpath Capital CLO 2020-1 LTD
24460RAA1
2500000.00000000
PA
USD
2503352.50000000
0.534359305807
Long
ABS-CBDO
CORP
KY
N
2
2032-04-17
Floating
1.97225000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B9 Mortgage Trust
08160JAE7
5000000.00000000
PA
USD
5614452.50000000
1.198446858917
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Fixed
4.01560000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BG2
3000000.00000000
PA
USD
3199484.52000000
0.682953889653
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.50000000
N
N
N
N
N
N
Fontainebleau Miami Beach Trus
N/A
Fontainebleau Miami Beach Trust 2019-FBLU
34461LAG9
2500000.00000000
PA
USD
2551643.00000000
0.544667274044
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Fixed
3.44700000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-1
46592EAC0
5899308.00000000
PA
USD
5900599.95000000
1.259527171315
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BKC9
1007033.65000000
PA
USD
1046993.43000000
0.223488574797
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
3.50000000
N
N
N
N
N
N
SMB Private Education Loan Tru
549300XC4C7GRVLU6076
SMB Private Education Loan Trust 2014-A
784456AE5
2430000.00000000
PA
USD
2539996.14000000
0.542181164707
Long
ABS-O
CORP
US
N
2
2042-09-15
Fixed
4.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2015-K48 Mortgage Trust
30293HAE5
5000000.00000000
PA
USD
5273251.50000000
1.125614954701
Long
ABS-MBS
CORP
US
N
2
2048-08-25
Variable
3.64212700
N
N
N
N
N
N
MARTIN MARIETTA MATERIAL
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284AN6
3000000.00000000
PA
USD
3195588.45000000
0.682122244385
Long
DBT
CORP
US
N
2
2024-07-02
Fixed
4.25000000
N
N
N
N
N
N
UNIV OF MASSACHUSETTS MA BLDG
6ILE2573NPR1XO2TR556
University of Massachusetts Building Authority
914437UJ5
4690000.00000000
PA
USD
4873299.74000000
1.040242261550
Long
DBT
MUN
US
N
2
2028-11-01
Fixed
2.41700000
N
N
N
N
N
N
ALIBABA GROUP HOLDING
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAX0
3000000.00000000
PA
USD
2899600.95000000
0.618941499753
Long
DBT
CORP
KY
N
2
2031-02-09
Fixed
2.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWCH4
4935856.70000000
PA
USD
4927669.20000000
1.051847829245
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.00000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QCB2
2500000.00000000
PA
USD
2540243.35000000
0.542233933530
Long
DBT
CORP
GB
N
2
2022-11-06
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust
35563P2U2
3100000.00000000
PA
USD
3089915.39000000
0.659565539732
Long
ABS-MBS
CORP
US
N
2
2060-11-25
Fixed
2.50000000
N
N
N
N
N
N
UNITED AIR 2014-1 B PTT
N/A
United Airlines 2014-1 Class B Pass Through Trust
90932PAB4
1198069.85930000
PA
USD
1210066.61000000
0.258297764178
Long
DBT
CORP
US
N
2
2022-04-11
Fixed
4.75000000
N
N
N
N
N
N
DELTA AIRLINES 2015B
N/A
Delta Air Lines 2015-1 Class B Pass Through Trust
24737AAA5
1808852.26794000
PA
USD
1868453.59000000
0.398835387060
Long
DBT
CORP
US
N
2
2023-07-30
Fixed
4.25000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAL4
2000000.00000000
PA
USD
2012500.00000000
0.429583170143
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
3.87500000
N
N
N
N
N
N
HEALTH CARE SERVICE CORP
549300TMJ1FKCKECR148
Health Care Service Corp A Mutual Legal Reserve Co
42218SAF5
2000000.00000000
PA
USD
1960733.82000000
0.418533292026
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.20000000
N
N
N
N
N
N
SMB Private Education Loan Tru
549300GD7VLLBVPDNJ81
SMB Private Education Loan Trust 2015-C
78448RAD8
5000000.00000000
PA
USD
5071389.50000000
1.082526001711
Long
ABS-O
CORP
US
N
2
2032-08-16
Floating
2.05975000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-INV2
92537HAC5
2531436.46000000
PA
USD
2541962.17000000
0.542600828509
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
3.21900000
N
N
N
N
N
N
ECMC Group Student Loan Trust
N/A
ECMC Group Student Loan Trust 2018-2
26829GAA6
3343064.72000000
PA
USD
3365262.67000000
0.718340475103
Long
ABS-O
CORP
US
N
2
2068-09-25
Floating
0.90275000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CP8
1950000.00000000
PA
USD
1967734.33000000
0.420027603221
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.25000000
N
N
N
N
N
N
VULCAN MATERIALS CO
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160AS8
3565000.00000000
PA
USD
3868015.66000000
0.825656859323
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.50000000
N
N
N
N
N
N
Ocean Trails CLO
549300RX29DPTX81VW10
Ocean Trails CLO V
67515EAR7
2457288.92000000
PA
USD
2457355.27000000
0.524540853195
Long
ABS-CBDO
CORP
KY
N
2
2031-10-13
Floating
1.40175000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AW9
2000000.00000000
PA
USD
1912456.66000000
0.408228171312
Long
DBT
CORP
US
N
2
2032-05-18
Fixed
2.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2017-K729 Mortgage Trust
30306HAU4
2460000.00000000
PA
USD
2544778.24000000
0.543201939703
Long
ABS-MBS
USGSE
US
N
2
2049-11-25
Variable
3.67309600
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAX9
2000000.00000000
PA
USD
1947030.00000000
0.415608109200
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376GU24
2550.58000000
PA
USD
2549.34000000
0.000544175681
Long
ABS-MBS
USGA
US
N
2
2045-10-16
Variable
4.30943000
N
N
N
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AJ5
3500000.00000000
PA
USD
3607004.84000000
0.769942148517
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DUA8
1890267.62000000
PA
USD
1909896.88000000
0.407681767134
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
2.00000000
N
N
N
N
N
N
VF CORP
CWAJJ9DJ5Z7P057HV541
VF Corp
918204BB3
3000000.00000000
PA
USD
3139318.50000000
0.670111002892
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
2.80000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGH1
3000000.00000000
PA
USD
3008140.80000000
0.642110142163
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill Inc
141781BG8
3000000.00000000
PA
USD
3086660.01000000
0.658870654535
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
3.25000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
80.00000000
NC
USD
40479.20000000
0.008640587856
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-03-31
9637645.60000000
USD
40479.20000000
N
N
N
CROWN CASTLE TOWERS LLC
N/A
Crown Castle Towers LLC
22822RBD1
4000000.00000000
PA
USD
4162777.20000000
0.888575913629
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.66300000
N
N
N
N
N
N
Highbridge Loan Management Ltd
254900IU43NDZ7HEB142
Highbridge Loan Management 7-2015 Ltd
40437RAC3
2000000.00000000
PA
USD
1999996.00000000
0.426914097865
Long
ABS-CBDO
CORP
KY
N
2
2027-03-15
Floating
1.05600000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818EB0
3336000.00000000
PA
USD
3651194.32000000
0.779374723377
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SY5
3000000.00000000
PA
USD
3160781.25000000
0.674692387332
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.25000000
N
N
N
N
N
N
CHURCH & DWIGHT CO INC
POOXSI30AWAQGYJZC921
Church & Dwight Co Inc
17136MAA0
3000000.00000000
PA
USD
3029247.54000000
0.646615533606
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.30000000
N
N
N
N
N
N
BHMS Mortgage Trust
N/A
BHMS 2018-ATLS
05549GAG6
2000000.00000000
PA
USD
1992446.00000000
0.425302493923
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
1.60975000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137ASNK6
34761332.56000000
PA
USD
347.61000000
0.000074199953
Long
ABS-MBS
USGSE
US
N
2
2022-03-25
Variable
1.58058900
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BW8
1956000.00000000
PA
USD
2132925.11000000
0.455288810153
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.70000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C51
95001VAT7
3000000.00000000
PA
USD
3144027.00000000
0.671116067417
Long
ABS-MBS
CORP
US
N
2
2052-06-15
Fixed
3.05500000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2017-5
81746DAA8
1020996.70000000
PA
USD
1030494.11000000
0.219966671596
Long
ABS-MBS
CORP
US
N
2
2047-08-25
Variable
3.50000000
N
N
N
N
N
N
Telos CLO Ltd
25490083G97ZZN6SR263
Telos Clo 2013-3 Ltd
87969DAN7
2210440.47000000
PA
USD
2210539.94000000
0.471856275853
Long
ABS-CBDO
CORP
KY
N
2
2026-07-17
Floating
2.12225000
N
N
N
N
N
N
BLACKROCK LIQUIDITY FUNDS FEDFUND PORTFOLIO
549300T8K043VZEOVK74
BLACKROCK LIQUIDITY FUNDS FEDFUND PORTFOLIO
09248U700
4909090.98000000
NS
USD
4909090.98000000
1.047882169298
Long
STIV
RF
US
N
1
N
N
N
IHS MARKIT LTD
549300HLPTRASHS0E726
IHS Markit Ltd
44962LAA5
2500000.00000000
PA
USD
2571250.03000000
0.548852541177
Long
DBT
CORP
BM
N
2
2022-11-01
Fixed
5.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94988U151
60000.00000000
NS
USD
1551600.00000000
0.331200619525
Long
EP
CORP
US
N
1
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAF6
3000000.00000000
PA
USD
3303750.00000000
0.705210135832
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
8.25000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BD5
1900000.00000000
PA
USD
2242529.25000000
0.478684633220
Long
DBT
CORP
US
N
2
2045-02-12
Fixed
3.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYJ7
3000000.00000000
PA
USD
2957238.69000000
0.631244706247
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.38300000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828ZZ6
2589072.00000000
PA
USD
2897839.06000000
0.618565411161
Long
DBT
UST
US
N
2
2030-07-15
Fixed
0.12500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CME ULTRA LONG TERM US TREASURY BOND
000000000
149.00000000
NC
USD
466487.71000000
0.099575289090
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-03-22
28905137.29000000
USD
466487.71000000
N
N
N
ALIBABA GROUP HOLDING
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAT9
1000000.00000000
PA
USD
1059288.10000000
0.226112964021
Long
DBT
CORP
KY
N
2
2027-12-06
Fixed
3.40000000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869AAD9
1000000.00000000
PA
USD
1010700.00000000
0.215741470839
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
3.75000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FMTY8
2000000.00000000
PA
USD
2162870.60000000
0.461680898861
Long
ABS-MBS
USGSE
US
N
2
2029-06-25
Fixed
2.90300000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAM9
2204000.00000000
PA
USD
2325220.00000000
0.496335591991
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466LAK0
3000000.00000000
PA
USD
3005035.65000000
0.641447324681
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
2.70000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZD5
4500000.00000000
PA
USD
4501757.79000000
0.960933854731
Long
DBT
UST
US
N
2
2023-03-15
Fixed
0.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QX9
1800000.00000000
PA
USD
2057554.69000000
0.439200430546
Long
DBT
UST
US
N
2
2042-08-15
Fixed
2.75000000
N
N
N
N
N
N
ALM Loan Funding
N/A
ALM 2020 Ltd
00166FAG1
3000000.00000000
PA
USD
3000483.00000000
0.640475527504
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Floating
1.97375000
N
N
N
N
N
N
First Eagle BSL CLO LLC
N/A
First Eagle BSL CLO 2019-1 Ltd
32010FAA5
4000000.00000000
PA
USD
3924808.00000000
0.837779608867
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Floating
3.38150000
N
N
N
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital Inc
377372AB3
1000000.00000000
PA
USD
1324602.82000000
0.282746374458
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
5.37500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HHA1
2000000.00000000
PA
USD
2010000.00000000
0.429049526454
Long
DBT
CORP
US
N
2
N/A
Floating
3.59863000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCY5
4000000.00000000
PA
USD
4231308.28000000
0.903204384983
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CP1
3000000.00000000
PA
USD
3288103.59000000
0.701870292647
Long
DBT
CORP
US
N
2
2029-07-26
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D6B3
4967402.95000000
PA
USD
4959163.12000000
1.058570441913
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BGK24
3000000.00000000
PA
USD
3150695.10000000
0.672539423212
Long
ABS-MBS
USGSE
US
N
2
2024-12-25
Fixed
3.06200000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZS2
1500000.00000000
PA
USD
1437363.29000000
0.306815939759
Long
DBT
UST
US
N
2
2027-05-31
Fixed
0.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BB9
3000000.00000000
PA
USD
3044276.49000000
0.649823575338
Long
DBT
CORP
US
N
2
2022-07-23
Fixed
4.46400000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-K102 Mortgage Trust
30312WAE9
5000000.00000000
PA
USD
5251470.00000000
1.120965530690
Long
ABS-MBS
USGSE
US
N
2
2051-12-25
Variable
3.53041000
N
N
N
N
N
N
LOUISVILLE GAS & ELEC
KO3GRIB3RPH1XDX50U72
Louisville Gas and Electric Co
546676AY3
3000000.00000000
PA
USD
3668474.43000000
0.783063292040
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
4.25000000
N
N
N
N
N
N
Nassau LTD
N/A
Nassau 2017-I Ltd
631707AQ9
3000000.00000000
PA
USD
3001197.00000000
0.640627936142
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Fixed
2.73000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810RR1
2042810.00000000
PA
USD
2792984.09000000
0.596183333934
Long
DBT
UST
US
N
2
2046-02-15
Fixed
1.00000000
N
N
N
N
N
N
KELLOGG CO
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836BS6
2501000.00000000
PA
USD
2577640.59000000
0.550216653984
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
2.65000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2017-CH2
81746JAA5
682393.12000000
PA
USD
689154.48000000
0.147105175770
Long
ABS-MBS
CORP
US
N
2
2047-12-25
Variable
4.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2016-K52 Mortgage Trust
30294DAN3
5065000.00000000
PA
USD
5435481.96000000
1.160244259198
Long
ABS-MBS
CORP
US
N
2
2049-01-25
Variable
3.92577200
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BY8
3000000.00000000
PA
USD
2878495.41000000
0.614436364458
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.65000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZV5
4000000.00000000
PA
USD
3830468.76000000
0.817642192823
Long
DBT
UST
US
N
2
2027-06-30
Fixed
0.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D7E6
2992241.49000000
PA
USD
2987277.96000000
0.637656812997
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
Steele Creek CLO Ltd
N/A
Steele Creek Clo 2018-2 Ltd
85816LAA6
4500000.00000000
PA
USD
4493218.50000000
0.959111079443
Long
ABS-CBDO
CORP
KY
N
2
2031-08-18
Floating
1.36000000
N
N
N
N
N
N
2022-02-18
Penn Series Funds Inc
Steve Viola
Steve Viola
Treasurer