0001752724-21-042601.txt : 20210226
0001752724-21-042601.hdr.sgml : 20210226
20210226110102
ACCESSION NUMBER: 0001752724-21-042601
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201231
FILED AS OF DATE: 20210226
PERIOD START: 20201231
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: 21685224
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
0000790166
S000001436
Thrivent Government Bond Portfolio
C000003843
Class A
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000790166
XXXXXXXX
S000001436
C000003843
Thrivent Series Funds, Inc.
811-04603
0000790166
549300VNHRP1O3O9AF57
901 Marquette Avenue
Suite 2500
Minneapolis
55402-3211
612-844-5168
THRIVENT GOVERNMENT BOND PORTFOLIO
S000001436
PTYX6G0PXHD3T51KVA56
2020-12-31
2020-12-31
N
292119749.82
52303401.04
239816348.78
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
51919603.92000000
0.00000000
0.00000000
0.00000000
USD
N
Thrivent Mutual Funds
N/A
Thrivent Core Short-Term Reserve Fund
N/A
4956663.82600000
PA
USD
49566638.26000000
20.66858181777
Long
STIV
PF
US
N
2
N
N
N
ECMC Group Student Loan Trust
N/A
ECMC Group Student Loan Trust
26829HAA4
1049310.03000000
PA
USD
1053654.17000000
0.439358774061
Long
ABS-O
CORP
US
N
2
2069-11-25
Floating
0.01298000
N
N
N
N
N
N
New Hampshire Higher Education Loan Corp
254900HSRKF2XFNCHT93
New Hampshire Higher Education Loan Corporation
644622AC6
1075322.58000000
PA
USD
1096750.00000000
0.457329121045
Long
ABS-O
CORP
US
N
2
2060-09-25
Floating
0.01348000
N
N
N
N
N
N
Province of Quebec
549300WN65YFEQH74Y36
Province of Quebec
748148PB3
400000.00000000
PA
USD
470829.64000000
0.196329250443
Long
DBT
NUSS
CA
N
2
2023-07-15
Fixed
0.07500000
N
N
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation - REMIC
3137ATPA4
1992199.05800000
PA
USD
2032155.60000000
0.847379926488
Long
ABS-CBDO
USGSE
US
N
2
2042-06-15
Fixed
0.01750000
N
N
N
N
N
N
Federal Farm Credit Banks Funding Corporation
N/A
Federal Farm Credit Bank
3133EAD88
400000.00000000
PA
USD
427512.10000000
0.178266453548
Long
DBT
USGSE
US
N
2
2024-08-01
Fixed
0.02210000
N
N
N
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Cash Management Trust
N/A
1374750.00000000
PA
USD
1374750.00000000
0.573251159478
Long
STIV
PF
US
N
2
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - ACES
3136AV7G8
1250000.00000000
PA
USD
1396522.13000000
0.582329827430
Long
ABS-MBS
USGSE
US
N
2
2027-02-25
Variable
0.02961000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAC5
3185000.00000000
PA
USD
3185373.25000000
1.328255252906
Long
DBT
UST
US
N
2
2022-07-31
Fixed
0.00125000
N
N
N
N
N
N
Navient Corporation
549300WLW67V4O2Z6P70
SLM Student Loan Trust
78445XAA4
512278.43100000
PA
USD
498552.65000000
0.207889350553
Long
ABS-O
CORP
US
N
2
2025-03-25
Floating
0.00548000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
N/A
FRESB Multifamily Mortgage Pass-Through Trust
30305JAG2
1483635.45000000
PA
USD
1566230.18000000
0.653095665899
Long
ABS-MBS
USGSE
US
N
2
2027-08-25
Variable
0.02950000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RS9
4180000.00000000
PA
USD
4983996.88000000
2.078255675793
Long
DBT
UST
US
N
2
2046-05-15
Fixed
0.02500000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
Put on 10-Yr. U.S. Treasury Bond Futures
TYH1P1365
30.00000000
NC
USD
7031.25000000
0.002931931052
N/A
DIR
CORP
US
N
1
Morgan Stanley & Company
N/A
Put
Purchased
N/A
N/A
Board of Trade of the City of Chicago, Inc.
549300EX04Q2QBFQTQ27
10-Yr. U.S. Treasury Bond Futures
N/A
30
NC
USD
N/A
N/A
DIR
CORP
US
Short
United States Department of The Treasury
United States Treasury Note/Bond
2021-03-23
4142343.90
USD
1000.00000000
136.50000000
USD
2021-02-19
XXXX
-7106.85000000
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Seasoned Credit Risk Transfer Trust
35563PQN2
1867145.85000000
PA
USD
1923577.16000000
0.802104264277
Long
ABS-MBS
USGSE
US
N
2
2059-11-25
Fixed
0.02000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G05Y5
1500000.00000000
PA
USD
1505915.72000000
0.627945395574
Long
DBT
USGSE
US
N
2
2027-10-08
Fixed
0.00750000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
9128286B1
8840000.00000000
PA
USD
10142864.04000000
4.229429766402
Long
DBT
UST
US
N
2
2029-02-15
Fixed
0.02625000
N
N
N
N
N
N
Goodgreen 2019-1
N/A
Goodgreen
38218DAA7
1541903.60000000
PA
USD
1629663.51000000
0.679546460568
Long
ABS-O
CORP
US
N
2
2054-10-15
Fixed
0.03860000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Student Loan Trust
63942FAB1
977427.23000000
PA
USD
989975.34000000
0.412805609390
Long
ABS-O
CORP
US
N
2
2069-06-25
Floating
0.01198000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAR2
7845000.00000000
PA
USD
7845919.36000000
3.271636566862
Long
DBT
UST
US
N
2
2022-10-31
Fixed
0.00125000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AFW94
2500000.00000000
PA
USD
2679408.23000000
1.117275049691
Long
DBT
USGSE
US
N
2
2024-02-13
Fixed
0.02500000
N
N
N
N
N
N
Nationstar Hecm Loan Trust 2020-1
N/A
Nationstar HECM Loan Trust
63862XAA0
1031253.69000000
PA
USD
1032295.05000000
0.430452325394
Long
ABS-O
CORP
US
N
2
2030-09-25
Variable
0.01268600
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Seasoned Credit Risk Transfer Trust
35563PBF5
1593037.32800000
PA
USD
1673053.36000000
0.697639409702
Long
ABS-CBDO
USGSE
US
N
2
2056-08-25
Fixed
0.03000000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SP4
2090000.00000000
PA
USD
1952843.75000000
0.814308015251
Long
DBT
UST
US
N
2
2050-08-15
Fixed
0.01375000
N
N
N
N
N
N
CCM Futures, LLC
N/A
Put on 30-Yr. U.S. Treasury Bond Futures
USH1P1680
29.00000000
NC
USD
17671.88000000
0.007368922131
N/A
DIR
CORP
US
N
1
CCM Futures, LLC
N/A
Put
Purchased
N/A
N/A
Board of Trade of the City of Chicago, Inc.
549300EX04Q2QBFQTQ27
20-Yr. U.S. Treasury Bond Futures
N/A
29
NC
USD
N/A
N/A
DIR
CORP
US
Long
United States Department of The Treasury
United States Treasury Note/Bond
2021-03-23
5022437.50
USD
1000.00000000
168.00000000
USD
2021-02-19
XXXX
-4165.70000000
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZA1
7000000.00000000
PA
USD
7082578.16000000
2.953334164259
Long
DBT
UST
US
N
2
2022-02-28
Fixed
0.01125000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828G38
6850000.00000000
PA
USD
7378199.25000000
3.076603946117
Long
DBT
UST
US
N
2
2024-11-15
Fixed
0.02250000
N
N
N
N
N
N
GMACM Home Equity Loan Trust 2005-HE1
N/A
GMAC Mortgage Corporation Loan Trust
361856EB9
28533.11200000
PA
USD
34079.40000000
0.014210624160
Long
ABS-CBDO
CORP
US
N
2
2035-08-25
Floating
0.00648000
N
N
N
N
N
N
Federal Farm Credit Banks Funding Corporation
N/A
Federal Farm Credit Discount Notes
313313AD0
254000.00000000
PA
USD
254000.00000000
0.105914380438
Long
STIV
USGSE
US
N
2
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YX2
750000.00000000
PA
USD
805722.66000000
0.335974867476
Long
DBT
UST
US
N
2
2026-12-31
Fixed
0.01750000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283J7
250000.00000000
PA
USD
268193.36000000
0.111832809299
Long
DBT
UST
US
N
2
2024-11-30
Fixed
0.02125000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds, TIPS
9128283R9
2111239.99800000
PA
USD
2393121.32000000
0.997897487879
Long
DBT
UST
US
N
2
2028-01-15
Fixed
0.00500000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - REMIC
3136A9YP7
720757.60400000
PA
USD
752535.95000000
0.313796767329
Long
ABS-CBDO
USGSE
US
N
2
2032-11-25
Fixed
0.02000000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CBOT 10-Yr. U.S. Treasury Note
N/A
-50.00000000
NC
USD
-14223.50000000
-0.00593099681
N/A
DIR
CORP
US
N
1
CCM Futures, LLC
N/A
Short
United States Department of The Treasury
United States Treasury Note/Bond
2021-03-23
-6889683.00000000
USD
-14223.50000000
N
N
N
Westpac Banking Corporation
EN5TNI6CI43VEPAMHL14
Westpac Banking Corporation
96122WAN0
750000.00000000
PA
USD
792016.60000000
0.330259635770
Long
DBT
CORP
AU
N
2
2025-01-16
Fixed
0.02000000
N
N
N
N
N
N
Brazos Higher Education Authority Inc., Series 2011-2
N/A
Brazos Higher Education Authority, Inc.
10620NCK2
154172.64800000
PA
USD
154219.45000000
0.064307312985
Long
ABS-O
CORP
US
N
2
2029-07-25
Floating
0.01064750
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation - REMIC
3137FNV80
1676563.98000000
PA
USD
1720009.79000000
0.717219571872
Long
ABS-CBDO
USGSE
US
N
2
2049-09-25
Fixed
0.02000000
N
N
N
N
N
N
Arkansas Student Loan Authority
N/A
Arkansas Student Loan Authority
041150DJ9
1433020.59400000
PA
USD
1438996.29000000
0.600040946883
Long
ABS-O
CORP
US
N
2
2043-11-25
Floating
0.01106500
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Y61
275000.00000000
PA
USD
293390.63000000
0.122339711822
Long
DBT
UST
US
N
2
2023-07-31
Fixed
0.02750000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Y79
1350000.00000000
PA
USD
1506673.83000000
0.628261516641
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.02875000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810FF0
1500000.00000000
PA
USD
2021484.38000000
0.842930179816
Long
DBT
UST
US
N
2
2028-11-15
Fixed
0.05250000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286A3
2275000.00000000
PA
USD
2533248.04000000
1.056328333279
Long
DBT
UST
US
N
2
2026-01-31
Fixed
0.02625000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes, TIPS
912828YL8
2993925.49800000
PA
USD
3209564.15000000
1.338342513480
Long
DBT
UST
US
N
2
2024-10-15
Fixed
0.00125000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
01F012619
4300000.00000000
PA
USD
4343834.29000000
1.811316998235
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
0.01500000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385AU0
300000.00000000
PA
USD
299991.25000000
0.125092076301
Long
STIV
USGSE
US
N
2
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation Multifamily Structured Pass Through Certificates
3137FCBJ2
1147165.32700000
PA
USD
1187046.30000000
0.494981391401
Long
ABS-MBS
USGSE
US
N
2
2045-03-15
Fixed
0.03000000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
FNMA Conventional 30-Yr. Pass Through Call Option
01F991699
-0.87500000
NC
USD
-6139.25000000
-0.00255997976
N/A
DIR
CORP
US
N
3
Morgan Stanley & Company
N/A
Call
Written
Federal National Mortgage Association
Federal National Mortgage Association Conventional 30-Yr. Pass Through
1000000.00000000
103.25000000
USD
2021-02-04
XXXX
-1969.33000000
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
01F020620
875000.00000000
PA
USD
907196.13000000
0.378287858444
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
0.02000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 15-Yr. Pass Through
01F020414
9650000.00000000
PA
USD
10087334.72000000
4.206274831268
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
0.02000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3137EAEV7
1000000.00000000
PA
USD
1001512.85000000
0.417616586648
Long
DBT
USGSE
US
N
2
2023-08-24
Fixed
0.00250000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CBOT 2-Yr. U.S. Treasury Note
N/A
-40.00000000
NC
USD
-9810.00000000
-0.00409063020
N/A
DIR
CORP
US
N
1
CCM Futures, LLC
N/A
Short
United States Department of The Treasury
United States Treasury Note/Bond
2021-03-31
-8829252.40000000
USD
-9810.00000000
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
638602BR2
750000.00000000
PA
USD
770323.23000000
0.321213809616
Long
DBT
CORP
GB
N
2
2023-02-13
Fixed
0.01700000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - REMIC
3136AF7G3
1072216.75300000
PA
USD
1081019.01000000
0.450769522386
Long
ABS-CBDO
USGSE
US
N
2
2037-11-25
Fixed
0.03000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through
3133KHVG8
2402210.89200000
PA
USD
2520753.92000000
1.051118463283
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
0.03000000
N
N
N
N
N
N
Wells Fargo & Company
N/A
Wachovia Asset Securitization, Inc.
92976YAA0
282788.80000000
PA
USD
259499.95000000
0.108207781212
Long
ABS-CBDO
CORP
US
N
2
2037-07-25
Floating
0.00288000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CME Ultra Long Term U.S. Treasury Bond
N/A
45.00000000
NC
USD
-24755.56000000
-0.01032271574
N/A
DIR
CORP
US
N
1
Morgan Stanley & Co.
N/A
Ccm Futures, Llc
N/A
Long
United States Department of The Treasury
United States Treasury Note/Bond
2021-03-23
9635068.06000000
USD
-24755.56000000
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128285Z9
1050000.00000000
PA
USD
1124853.51000000
0.469047884234
Long
DBT
UST
US
N
2
2024-01-31
Fixed
0.02500000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds, TIPS
912810RW0
1105647.00400000
PA
USD
1484649.02000000
0.619077484730
Long
DBT
UST
US
N
2
2047-02-15
Fixed
0.00875000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CBOT 5-Yr. U.S. Treasury Note
N/A
71.00000000
NC
USD
19387.70000000
0.008084394620
N/A
DIR
CORP
US
N
1
CCM Futures, LLC
N/A
Long
United States Department of The Treasury
United States Treasury Note/Bond
2021-03-31
8938260.56000000
USD
19387.70000000
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140X5DP5
1079605.98000000
PA
USD
1141015.29000000
0.475787116184
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
0.03500000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YJ3
5125000.00000000
PA
USD
5177851.56000000
2.159090314876
Long
DBT
UST
US
N
2
2021-09-30
Fixed
0.01500000
N
N
N
N
N
N
Oesterreichische Kontrollbank AG
5299000OVRLMF858L016
Oesterreichische Kontrollbank AG
676167BW8
2000000.00000000
PA
USD
2035864.12000000
0.848926326481
Long
DBT
CORP
AT
N
2
2021-09-07
Fixed
0.02875000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation - REMIC
3137ASKK9
523294.84400000
PA
USD
536550.90000000
0.223734079319
Long
ABS-CBDO
USGSE
US
N
2
2041-01-15
Fixed
0.02000000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385AF3
400000.00000000
PA
USD
399998.44000000
0.166793649405
Long
STIV
USGSE
US
N
2
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation - REMIC
3137BSZU0
913355.31500000
PA
USD
971238.84000000
0.404992755890
Long
ABS-CBDO
USGSE
US
N
2
2045-05-15
Fixed
0.03000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBT8
135000.00000000
PA
USD
140626.65000000
0.058639309086
Long
DBT
NUSS
MX
N
2
2025-04-15
Fixed
0.02378000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 15-Yr. Pass Through
01F012411
6730000.00000000
PA
USD
6923535.69000000
2.887015720663
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
0.01500000
N
N
N
N
N
N
Preferred Term Securities Xxiii Ltd
N/A
Preferred Term Securities XXIII, Ltd.
74043AAC5
42176.87700000
PA
USD
34975.72000000
0.014584376827
Long
DBT
CORP
KY
N
2
2036-12-22
Floating
0.00416500
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through
3131XXDN8
1119095.64000000
PA
USD
1187554.69000000
0.495193382787
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
0.03500000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128282P4
1500000.00000000
PA
USD
1541367.18000000
0.642728149203
Long
DBT
UST
US
N
2
2022-07-31
Fixed
0.01875000
N
N
N
N
N
N
Ecmc Group Student Loan Trust 2020-3
N/A
ECMC Group Student Loan Trust
26833BAB9
700000.00000000
PA
USD
708401.05000000
0.295393142962
Long
ABS-O
CORP
US
N
2
2070-01-27
Floating
0.01173880
N
N
N
N
N
N
CPPIB Capital Inc.
549300KW9NB55HTDK075
CPPIB Capital, Inc.
22411VAG3
2000000.00000000
PA
USD
2154469.02000000
0.898382879632
Long
DBT
NUSS
CA
N
2
2023-09-25
Fixed
0.03125000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
CBOT U.S. Long Bond
N/A
33.00000000
NC
USD
-47029.29000000
-0.01961054375
N/A
DIR
CORP
US
N
1
CCM Futures, LLC
N/A
Long
United States Department of The Treasury
United States Treasury Note/Bond
2021-03-23
5762216.79000000
USD
-47029.29000000
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128282N9
250000.00000000
PA
USD
267050.78000000
0.111356369721
Long
DBT
UST
US
N
2
2024-07-31
Fixed
0.02125000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
01F020612
8970000.00000000
PA
USD
9316524.73000000
3.884858049668
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
0.02000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
31418CYM0
1430384.37600000
PA
USD
1527877.27000000
0.637103048967
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
0.04000000
N
N
N
N
N
N
HSBC Holdings plc
DMB80L5QKUQ124HSYW98
HSBC Bank Canada
40427HTL7
750000.00000000
PA
USD
759401.19000000
0.316659474578
Long
DBT
CORP
CA
N
2
2023-05-14
Fixed
0.00950000
N
N
N
N
N
N
British Columbia (Province of)
54930058TO7MEKUHWL16
Province of British Columbia Canada
110709AD4
1550000.00000000
PA
USD
1631563.00000000
0.680338520830
Long
DBT
NUSS
CA
N
2
2024-09-27
Fixed
0.01750000
N
N
N
N
N
N
Cfmt 2020-Hb4 LLC
N/A
Cascade Funding Mortgage Trust
12529LAA8
1000000.00000000
PA
USD
999000.00000000
0.416568764007
Long
ABS-CBDO
CORP
US
N
3
2030-12-26
Variable
0.00946100
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - REMIC
3136ATNQ3
1299433.38800000
PA
USD
1331876.86000000
0.555373671051
Long
ABS-CBDO
USGSE
US
N
2
2046-03-25
Fixed
0.03000000
N
N
N
N
N
N
Navient Student Loan Trust 2020-2
N/A
Navient Student Loan Trust
63942HAB7
1286729.81000000
PA
USD
1293455.93000000
0.539352690748
Long
ABS-O
CORP
US
N
2
2069-08-26
Floating
0.01048000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140X5CX9
963842.98800000
PA
USD
1018260.56000000
0.424600143059
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
0.03500000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - REMIC
3136AES81
1029273.96800000
PA
USD
1110707.04000000
0.463149007834
Long
ABS-CBDO
USGSE
US
N
2
2043-06-25
Fixed
0.03250000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through
3133KHK54
3420190.04000000
PA
USD
3656470.96000000
1.524696284720
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
0.03000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation - REMIC
3137FBXS0
956445.80500000
PA
USD
1007755.68000000
0.420219757796
Long
ABS-CBDO
USGSE
US
N
2
2047-03-15
Fixed
0.03000000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SH2
4150000.00000000
PA
USD
5347339.82000000
2.229764504047
Long
DBT
UST
US
N
2
2049-05-15
Fixed
0.02875000
N
N
N
N
N
N
Banco Santander, S.A.
PTCQB104N23FMNK2RZ28
Santander UK plc
80283LAZ6
700000.00000000
PA
USD
717766.00000000
0.299298193660
Long
DBT
CORP
GB
N
2
2023-02-12
Fixed
0.01625000
N
N
N
N
N
N
Morgan Stanley & Co
N/A
Ultra 10-Yr. U.S. Treasury Note
N/A
-69.00000000
NC
USD
42472.95000000
0.017710614900
N/A
DIR
CORP
US
N
1
Morgan Stanley & Company
N/A
Short
United States Department of The Treasury
United States Treasury Note/Bond
2021-03-23
-10831270.17000000
USD
42472.95000000
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
01F022626
3500000.00000000
PA
USD
3682514.99000000
1.535556274096
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
0.02500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation - REMIC
3137FKVF0
1884949.15000000
PA
USD
1984881.80000000
0.827667425551
Long
ABS-CBDO
USGSE
US
N
2
2047-08-15
Fixed
0.03500000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAJ0
3550000.00000000
PA
USD
3537796.88000000
1.475210884494
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.00250000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912828Z94
13560000.00000000
PA
USD
14337051.60000000
5.978346210729
Long
DBT
UST
US
N
2
2030-02-15
Fixed
0.01500000
N
N
N
N
N
N
Development Bank of Japan Inc.
5493001HGBABMWFZUI25
Development Bank of Japan, Inc.
25159MAT4
750000.00000000
PA
USD
770730.00000000
0.321383426910
Long
DBT
NUSS
JP
N
2
2022-09-01
Fixed
0.02125000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z52
1450000.00000000
PA
USD
1515023.44000000
0.631743185027
Long
DBT
UST
US
N
2
2025-01-31
Fixed
0.01375000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z86
4020000.00000000
PA
USD
4125682.02000000
1.720350610368
Long
DBT
UST
US
N
2
2023-02-15
Fixed
0.01375000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
01F022618
12600000.00000000
PA
USD
13280186.81000000
5.537648653880
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
0.02500000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YE4
5200000.00000000
PA
USD
5393578.11000000
2.249045212070
Long
DBT
UST
US
N
2
2024-08-31
Fixed
0.01250000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828M80
225000.00000000
PA
USD
233050.78000000
0.097178854229
Long
DBT
UST
US
N
2
2022-11-30
Fixed
0.02000000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QW1
1115000.00000000
PA
USD
1431686.14000000
0.596992718504
Long
DBT
UST
US
N
2
2042-05-15
Fixed
0.03000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Conventional 30-Yr. Pass Through
31371JFZ2
617.44800000
PA
USD
753.24000000
0.000314090346
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Fixed
0.08000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation - REMIC
3137BCF94
1600000.00000000
PA
USD
1637586.24000000
0.682850126078
Long
ABS-CBDO
USGSE
US
N
2
2034-10-15
Fixed
0.03000000
N
N
N
N
N
N
Kommunalbanken AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS
50048MCJ7
2000000.00000000
PA
USD
2088840.00000000
0.871016513522
Long
DBT
NUSS
NO
N
2
2023-01-11
Fixed
0.02500000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAY7
2000000.00000000
PA
USD
1998750.00000000
0.833450267326
Long
DBT
UST
US
N
2
2027-11-30
Fixed
0.00625000
N
N
N
N
N
N
Province of Ontario
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323AFB5
1000000.00000000
PA
USD
1084832.58000000
0.452359726732
Long
DBT
NUSS
CA
N
2
2023-10-17
Fixed
0.03400000
N
N
N
N
N
Export Development Canada
Z6MHCSLXHKYG4B6PHW02
Export Development Canada
30216BHA3
2000000.00000000
PA
USD
2095214.28000000
0.873674497447
Long
DBT
NUSS
CA
N
2
2023-01-24
Fixed
0.02500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation Multifamily Structured Pass Through Certificates
3137FUZH0
1490439.28000000
PA
USD
1492287.28000000
0.622262530303
Long
ABS-MBS
USGSE
US
N
2
2035-01-25
Fixed
0.01238000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Seasoned Credit Risk Transfer Trust
35563PNN5
1676706.70000000
PA
USD
1743342.21000000
0.726948858519
Long
ABS-MBS
USGSE
US
N
2
2059-08-25
Fixed
0.02500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through
3133KHMS2
2055008.83500000
PA
USD
2156794.76000000
0.899352680070
Long
ABS-MBS
USGSE
US
N
2
2050-03-25
Fixed
0.03000000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
9128283F5
1375000.00000000
PA
USD
1526142.59000000
0.636379712127
Long
DBT
UST
US
N
2
2027-11-15
Fixed
0.02250000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes, TIPS
91282CAQ4
2438553.60100000
PA
USD
2651008.95000000
1.105432954628
Long
DBT
UST
US
N
2
2025-10-15
Fixed
0.00125000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZN3
2250000.00000000
PA
USD
2243583.99000000
0.935542552212
Long
DBT
UST
US
N
2
2027-04-30
Fixed
0.00500000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - REMIC
3136ASFZ4
1336977.12000000
PA
USD
1372845.54000000
0.572457026797
Long
ABS-CBDO
USGSE
US
N
2
2042-06-25
Fixed
0.03000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31364F6P1
500000.00000000
PA
USD
694794.52000000
0.289719413849
Long
DBT
USGSE
US
N
2
2028-09-11
Fixed
0.05960000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - REMIC
3136B13C6
551810.74000000
PA
USD
577517.01000000
0.240816363412
Long
ABS-CBDO
USGSE
US
N
2
2047-12-25
Fixed
0.03500000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - REMIC
3136AGT44
859341.97000000
PA
USD
886870.13000000
0.369812206095
Long
ABS-CBDO
USGSE
US
N
2
2043-01-25
Fixed
0.03000000
N
N
N
N
N
N
J.P. Morgan
N/A
FNMA Conventional 30-Yr. Pass Through Call Option
01F991799
-0.87500000
NC
USD
-3828.13000000
-0.00159627565
N/A
DIR
CORP
US
N
3
J.P. Morgan
N/A
Call
Written
Federal National Mortgage Association
Federal National Mortgage Association Conventional 30-Yr. Pass Through
1000000.00000000
103.43750000
USD
2021-01-07
XXXX
-922.86000000
N
N
N
Federal Home Loan Mortgage Corporation
N/A
Federal Home Loan Mortgage Corporation - REMIC
3137AX2D4
902816.85000000
PA
USD
918893.49000000
0.383165490874
Long
ABS-CBDO
USGSE
US
N
2
2042-12-15
Fixed
0.01750000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G05Q2
875000.00000000
PA
USD
858847.20000000
0.358127043618
Long
DBT
USGSE
US
N
2
2030-08-05
Fixed
0.00875000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SR0
630000.00000000
PA
USD
597121.88000000
0.248991314828
Long
DBT
UST
US
N
2
2040-05-15
Fixed
0.01125000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association - ACES
3136B1XP4
727498.23000000
PA
USD
730989.35000000
0.304812142174
Long
ABS-MBS
USGSE
US
N
2
2021-09-25
Variable
0.03560000
N
N
N
N
N
N
Tennessee Valley Authority
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EH1
1115000.00000000
PA
USD
1672863.86000000
0.697560390903
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
0.05250000
N
N
N
N
N
N
2021-01-27
Thrivent Series Fund, Inc.
Sarah L. Bergstrom
Sarah L. Bergstrom
Head of Fund Accounting & Assistant Treasurer