0001752724-20-246949.txt : 20201125
0001752724-20-246949.hdr.sgml : 20201125
20201125102917
ACCESSION NUMBER: 0001752724-20-246949
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200930
FILED AS OF DATE: 20201125
PERIOD START: 20210331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Tributary Funds, Inc.
CENTRAL INDEX KEY: 0000932381
IRS NUMBER: 000000000
STATE OF INCORPORATION: NE
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-08846
FILM NUMBER: 201347423
BUSINESS ADDRESS:
STREET 1: 1620 DODGE STREET
STREET 2: STOP 1075
CITY: OMAHA
STATE: NE
ZIP: 68197
BUSINESS PHONE: 1-800-662-4203
MAIL ADDRESS:
STREET 1: 1620 DODGE STREET
STREET 2: STOP 1075
CITY: OMAHA
STATE: NE
ZIP: 68197
FORMER COMPANY:
FORMER CONFORMED NAME: FIRST FOCUS FUNDS INC
DATE OF NAME CHANGE: 20010731
FORMER COMPANY:
FORMER CONFORMED NAME: FIRST OMAHA FUNDS INC
DATE OF NAME CHANGE: 19941103
0000932381
S000022134
Short-Intermediate Bond Fund
C000063508
Institutional
FOSIX
C000091254
Institutional Plus
FOSPX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000932381
XXXXXXXX
S000022134
C000063508
C000091254
TRIBUTARY CAPITAL MANAGEMENT, LLC
811-08846
0000932381
2549000T9YMVQWFGOI81
1620 DODGE STREET
OMAHA
68197
800-662-4203
TRIBUTARY SHORT-INTERMEDIATE BOND FUND
S000022134
254900MTH2CGXD4X4905
2021-03-31
2020-09-30
N
219100589.59
3555730.62
215544858.97
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
0.00000000
USD
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AC0
1907000.00000000
PA
USD
1955186.40000000
0.907090249956
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
2.80000000
N
N
N
N
N
N
PRINCIPAL LFE GLB FND II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LEE5
1490000.00000000
PA
USD
1515506.04000000
0.703104702771
Long
DBT
CORP
US
Y
2
2025-06-23
Fixed
1.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp.
3137BWNS9
1007160.78000000
PA
USD
1052717.58000000
0.488398371007
Long
ABS-MBS
USGSE
US
N
2
2054-12-15
Variable
2.75000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp.
05531FBD4
475000.00000000
PA
USD
486627.09000000
0.225766038830
Long
DBT
CORP
US
N
2
2021-09-03
Fixed
3.20000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36213NGN0
127008.27000000
PA
USD
127167.03000000
0.058997941592
Long
ABS-MBS
USGSE
US
N
2
2031-09-15
Fixed
7.25000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89176VAK8
387032.26000000
PA
USD
408116.46000000
0.189341774120
Long
ABS-MBS
CORP
US
Y
2
2058-07-25
Variable
3.25000000
N
N
N
N
N
N
HALL CNTY NE SCH DIST #2 GRAND
N/A
Grand Island Public Schools
40603RAT4
240000.00000000
PA
USD
239731.20000000
0.111221024312
Long
DBT
MUN
US
N
2
2025-12-15
Fixed
0.95300000
N
N
N
N
N
N
APPLIED MATERIALS INC
41BNNE1AFPNAZELZ6K07
Applied Materials, Inc.
038222AJ4
735000.00000000
PA
USD
842643.08000000
0.390936292346
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.90000000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
The Goodyear Tire & Rubber Co.
382550BE0
420000.00000000
PA
USD
418950.00000000
0.194367892605
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
5.12500000
N
N
N
N
N
N
TRUIST FIN CORP
549300DRQQI75D2JP341
Truist Financial Corp.
05531FAZ6
1130000.00000000
PA
USD
1135295.52000000
0.526709625748
Long
DBT
CORP
US
N
2
2021-02-01
Fixed
2.15000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trus
N/A
CFCRE Commercial Mortgage Trust
12532CAY1
1166000.00000000
PA
USD
1271214.24000000
0.589767831195
Long
ABS-CBDO
CORP
US
N
2
2050-06-15
Fixed
3.36740000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10568YAA6
802082.19000000
PA
USD
828451.76000000
0.384352363567
Long
ABS-MBS
CORP
US
Y
2
2059-05-26
Variable
2.50000000
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust REMIC
12509DAB8
1480000.00000000
PA
USD
1480034.19000000
0.686647873242
Long
ABS-CBDO
CORP
US
Y
2
2027-12-14
Fixed
0.54000000
N
N
N
N
N
N
Cloud Pass-Through Trust
N/A
Cloud Pass-Through Trust
18913AAA3
583255.38000000
PA
USD
592515.14000000
0.274891798779
Long
ABS-MBS
CORP
US
Y
2
2022-12-05
Variable
3.55423000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGK9
1965000.00000000
PA
USD
2031960.93000000
0.942709067481
Long
DBT
CORP
US
N
2
2023-04-24
Variable
2.88100000
N
N
N
N
N
N
SCOTTS BLUFF CNTY NE SCH DIST#
N/A
Scotts Bluff County School District No. 32
810181FN2
170000.00000000
PA
USD
170095.20000000
0.078914060308
Long
DBT
MUN
US
N
2
2024-12-01
Fixed
0.76000000
N
N
N
N
N
N
VANTAGE DATA CENTERS ISSUER, L
N/A
Vantage Data Centers Issuer, LLC
92211MAC7
628337.50000000
PA
USD
649958.03000000
0.301541884647
Long
ABS-CBDO
CORP
US
Y
2
2043-02-16
Fixed
4.07200000
N
N
N
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp.
7591EPAP5
1890000.00000000
PA
USD
2049047.92000000
0.950636414986
Long
DBT
CORP
US
N
2
2023-08-14
Fixed
3.80000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33850RAE2
191392.78000000
PA
USD
192030.35000000
0.089090665821
Long
ABS-MBS
CORP
US
Y
2
2047-10-25
Variable
3.50000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89176VAA0
1163235.93000000
PA
USD
1240969.40000000
0.575736023549
Long
ABS-MBS
CORP
US
Y
2
2058-07-25
Variable
3.25000000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Colony American Finance, Ltd.
21872UAA2
1887994.36000000
PA
USD
1908630.70000000
0.885491172983
Long
ABS-CBDO
CORP
US
Y
2
2050-03-15
Fixed
1.83200000
N
N
N
N
N
N
TTX CO
549300I8CNSYS1OGX775
TTX Co.
87305QCH2
1525000.00000000
PA
USD
1689869.70000000
0.783999074751
Long
DBT
CORP
US
Y
2
2025-01-15
Fixed
3.60000000
N
N
N
N
N
N
DOUGLAS CNTY NE SCH DIST #17
N/A
Douglas County School District No. 17/NE
259327R30
250000.00000000
PA
USD
253505.00000000
0.117611248633
Long
DBT
MUN
US
N
2
2025-06-15
Fixed
1.22900000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRU
N/A
Sofi Consumer Loan Program Trust
78471WAB1
286692.59000000
PA
USD
288186.60000000
0.133701449144
Long
ABS-MBS
CORP
US
Y
2
2027-04-26
Fixed
3.35000000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables Owner Trust
89238KAD4
168149.28000000
PA
USD
168821.29000000
0.078323041805
Long
ABS-MBS
CORP
US
N
2
2022-01-18
Fixed
1.93000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association REMIC
38378BRE1
683321.26000000
PA
USD
712026.22000000
0.330337834733
Long
ABS-CBDO
USGSE
US
N
2
2052-11-16
Variable
3.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp. REMIC
3137APWF3
167753.17000000
PA
USD
170335.55000000
0.079025568419
Long
ABS-MBS
USGSE
US
N
2
2030-03-15
Fixed
2.25000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866FAA2
1997000.00000000
PA
USD
2195460.66000000
1.018563221823
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
4.00000000
N
N
N
N
N
N
CHURCH & DWIGHT CO INC
POOXSI30AWAQGYJZC921
Church & Dwight Co., Inc.
171340AH5
1011000.00000000
PA
USD
1059051.13000000
0.491336761665
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
2.87500000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust REMIC
64829DAG1
47680.85000000
PA
USD
51021.65000000
0.023671012263
Long
ABS-CBDO
CORP
US
Y
2
2054-11-25
Variable
3.75000000
N
N
N
N
N
N
ALBEMARLE CORP
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp.
012725AC1
2047000.00000000
PA
USD
2229894.60000000
1.034538522818
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.15000000
N
N
N
N
N
N
AGILENT TECHNOLOGIES INC
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies, Inc.
00846UAJ0
2165000.00000000
PA
USD
2344131.10000000
1.087537467236
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.87500000
N
N
N
N
N
N
CSMLT TRUST
N/A
CSMLT Trust
12650UAU5
461847.23000000
PA
USD
475383.79000000
0.220549816066
Long
ABS-CBDO
CORP
US
Y
2
2030-10-25
Variable
3.00000000
N
N
N
N
N
N
Stack Infrastructure Issuer LL
N/A
Stack Infrastructure Issuer, LLC
85236KAA0
703679.19000000
PA
USD
758144.87000000
0.351734146489
Long
ABS-MBS
CORP
US
Y
2
2044-02-25
Fixed
4.54000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust
17327RAA8
821166.43000000
PA
USD
877471.43000000
0.407094576132
Long
ABS-CBDO
CORP
US
Y
2
2066-01-25
Variable
3.50000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
U.S. Treasury Inflation Indexed Bonds
912828X39
1260000.00000000
PA
USD
1365974.72000000
0.633731060219
Long
DBT
UST
US
N
2
2022-04-15
Fixed
0.12500000
N
N
N
N
N
N
Sutherland Commercial Mortgage
N/A
Sutherland Commercial Mortgage Trust
86935CAA0
1158201.79000000
PA
USD
1166833.06000000
0.541341169339
Long
ABS-MBS
CORP
US
Y
2
2035-12-25
Variable
2.86000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
The Charles Schwab Corp.
808513AW5
1400000.00000000
PA
USD
1422422.09000000
0.659919283993
Long
DBT
CORP
US
N
2
2021-05-21
Fixed
3.25000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust REMIC
89173HAA4
268367.70000000
PA
USD
275875.39000000
0.127989779630
Long
ABS-MBS
CORP
US
Y
2
2057-04-25
Variable
2.75000000
N
N
N
N
N
N
BELLEVUE NE REDEV REVENUE
549300KRKQE0NF2MSP79
City of Bellevue NE
079238AY7
500000.00000000
PA
USD
500600.00000000
0.232248638354
Long
DBT
MUN
US
N
2
2021-12-15
Fixed
2.95000000
N
N
N
N
N
N
SLM Student Loan Trust
549300OORAXMFXOHG132
SLM Student Loan Trust
78444GAC8
860139.63000000
PA
USD
828839.32000000
0.384532168366
Long
ABS-MBS
CORP
US
N
2
2021-10-25
Floating
1.24450000
N
N
N
N
N
N
Ascentium Equipment Receivable
N/A
Ascentium Equipment Receivables Trust
04365JAC3
156984.59000000
PA
USD
157358.54000000
0.073005007288
Long
ABS-MBS
CORP
US
Y
2
2021-06-10
Fixed
2.29000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co.
59562VAY3
880000.00000000
PA
USD
959445.36000000
0.445125606142
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
3.75000000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables Owner Trust
89232HAB1
1707258.69000000
PA
USD
1718844.15000000
0.797441496964
Long
ABS-MBS
CORP
US
N
2
2022-11-15
Fixed
1.67000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413AN6
595000.00000000
PA
USD
653654.31000000
0.303256738816
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
3.84400000
N
N
N
N
N
N
Credit-Based Asset Servicing a
N/A
Credit-Based Asset Servicing & Securitization, LLC REMIC
1248MAAD9
186577.38000000
PA
USD
191109.34000000
0.088663371937
Long
ABS-MBS
CORP
US
Y
2
2037-12-25
Variable
5.05021500
N
N
N
N
N
N
Cascade Funding Mortgage Trust
549300HU3WTU5KNK1B36
Cascade Funding Mortgage Trust
147271AA8
1421440.52000000
PA
USD
1423804.66000000
0.660560714277
Long
ABS-MBS
CORP
US
Y
2
2069-06-25
Variable
2.80000000
N
N
N
N
N
N
DLL Securitization Trust
N/A
DLL Securitization Trust
23291RAC4
1500000.00000000
PA
USD
1527478.50000000
0.708659212425
Long
ABS-MBS
CORP
US
Y
2
2023-02-21
Fixed
2.08000000
N
N
N
N
N
N
Honda Auto Receivables Owner T
N/A
Honda Auto Receivables Owner Trust
43814WAB1
283071.37000000
PA
USD
283771.24000000
0.131652984606
Long
ABS-MBS
CORP
US
N
2
2021-09-20
Fixed
2.75000000
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust REMIC
12508VAB9
88879.30000000
PA
USD
89213.50000000
0.041389760083
Long
ABS-CBDO
CORP
US
Y
2
2025-06-16
Fixed
2.50000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust REMIC
89172EAA2
260260.45000000
PA
USD
264906.98000000
0.122901089483
Long
ABS-MBS
CORP
US
Y
2
2055-02-25
Variable
3.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JPMorgan Mortgage Trust
46648UAF1
293487.57000000
PA
USD
294493.91000000
0.136627666002
Long
ABS-MBS
CORP
US
Y
2
2048-11-25
Variable
3.00000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
Wells Fargo-RBS Commercial Mortgage Trust REMIC
92937EAC8
16625.18000000
PA
USD
16977.80000000
0.007876689836
Long
ABS-CBDO
CORP
US
N
2
2045-03-15
Fixed
2.69500000
N
N
N
N
N
N
XILINX INC
6EY4K7ZMF9UX1CU6KC79
Xilinx, Inc.
983919AJ0
2275000.00000000
PA
USD
2443395.55000000
1.133590270571
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
2.95000000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
549300LRCNJYVPZRKK63
Commonbond Student Loan Trust
20267VAA5
1243708.56000000
PA
USD
1275728.09000000
0.591861989237
Long
ABS-CBDO
CORP
US
Y
2
2041-05-25
Fixed
2.55000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDJ2
960000.00000000
PA
USD
1030439.24000000
0.478062545738
Long
DBT
CORP
US
N
2
2023-02-25
Fixed
3.75000000
N
N
N
N
N
N
Fanniemae-Aces
N/A
Federal National Mortgage Association Interest Only
3136ARP44
403660.16000000
PA
USD
27288.40000000
0.012660195251
Long
ABS-MBS
USGSE
US
N
2
2039-01-25
Variable
2.70130800
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203BT7
1805000.00000000
PA
USD
1826546.97000000
0.847409202301
Long
DBT
CORP
US
N
2
2021-03-01
Fixed
3.65000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust REMIC
94988HAD3
411439.83000000
PA
USD
416778.71000000
0.193360543133
Long
ABS-CBDO
CORP
US
N
2
2045-10-15
Fixed
2.52800000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818ET1
1330000.00000000
PA
USD
1356296.28000000
0.629240839461
Long
DBT
CORP
US
N
2
2021-06-08
Fixed
3.20000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Note
912828B90
1000000.00000000
PA
USD
1007500.00000000
0.467420102160
Long
DBT
UST
US
N
2
2021-02-28
Fixed
2.00000000
N
N
N
N
N
N
LAND O LAKES CAP TRST I
N/A
Land O'Lakes Capital Trust I
514665AA6
395000.00000000
PA
USD
448325.00000000
0.207996146204
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
7.45000000
N
N
N
N
N
N
CBRE SERVICES INC
549300CTE3HOMEUMM603
CBRE Services, Inc.
12505BAC4
840000.00000000
PA
USD
963359.63000000
0.446941594711
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
5.25000000
N
N
N
N
N
N
LEVI STRAUSS & CO
MB0UERO0RDFKU8258G77
Levi Strauss & Co.
52736RBG6
1175000.00000000
PA
USD
1202171.88000000
0.557736280858
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.00000000
N
N
N
N
N
N
Brazos Higher Education Author
N/A
Brazos Higher Education Authority, Inc.
10620NCK2
364152.33000000
PA
USD
364151.75000000
0.168944762468
Long
ABS-MBS
CORP
US
N
2
2029-07-25
Floating
1.09450000
N
N
N
N
N
N
TJX COS INC
V167QI9I69W364E2DY52
The TJX Cos., Inc.
872540AR0
1220000.00000000
PA
USD
1360572.85000000
0.631224913691
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
FEDERAL HOME LOAN MTGE CORP VA
N/A
Federal Home Loan Mortgage Corp.
31350ACY2
1525000.00000000
PA
USD
1580449.00000000
0.733234375225
Long
DBT
MUN
US
N
2
2025-12-15
Fixed
2.10800000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust REMIC
89173FAA8
1638637.95000000
PA
USD
1680661.97000000
0.779727235449
Long
ABS-MBS
CORP
US
Y
2
2056-10-25
Variable
2.75000000
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
eBay, Inc.
278642AS2
1928000.00000000
PA
USD
2021756.23000000
0.937974693370
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
2.75000000
N
N
N
N
N
N
RECKITT BENCKISER TSY
213800LAXWIUOOBZ3908
Reckitt Benckiser Treasury Services PLC
75625QAD1
2405000.00000000
PA
USD
2560197.03000000
1.187779213215
Long
DBT
CORP
GB
Y
2
2024-06-26
Fixed
2.75000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust REMIC
81746HAL5
175864.00000000
PA
USD
176821.60000000
0.082034710011
Long
ABS-CBDO
CORP
US
Y
2
2047-08-25
Variable
3.50000000
N
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GCT4
2003000.00000000
PA
USD
2191784.83000000
1.016857855238
Long
DBT
CORP
US
Y
2
2024-01-11
Fixed
3.60000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
Wells Fargo-RBS Commercial Mortgage Trust REMIC
92936TAA0
59081.51000000
PA
USD
59084.07000000
0.027411495816
Long
ABS-CBDO
CORP
US
N
2
2045-06-15
Fixed
2.30000000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
549300O1CSZVJJTIR319
Commonbond Student Loan Trust
20267XAA1
1090322.41000000
PA
USD
1135502.43000000
0.526805619686
Long
ABS-CBDO
CORP
US
Y
2
2046-02-25
Fixed
3.87000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust Interest Only REMIC
12624XAE8
963148.63000000
PA
USD
16358.31000000
0.007589283306
Long
ABS-CBDO
CORP
US
N
2
2046-03-10
Variable
1.15702500
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp. Interest Only REMIC
3137BQLW5
510187.03000000
PA
USD
87829.77000000
0.040747791628
Long
ABS-MBS
USGSE
US
N
2
2045-09-15
Fixed
4.00000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust REMIC
64829EAA2
148736.45000000
PA
USD
160890.88000000
0.074643803043
Long
ABS-CBDO
CORP
US
Y
2
2055-08-25
Variable
3.75000000
N
N
N
N
N
N
GTE Auto Receivables Trust
N/A
GTE Auto Receivables Trust
362303AC3
1292190.95000000
PA
USD
1299406.42000000
0.602847326635
Long
ABS-MBS
CORP
US
Y
2
2022-12-15
Fixed
2.17000000
N
N
N
N
N
N
Novastar Home Equity Loan
N/A
NovaStar Home Equity Loan Trust REMIC
66987WBX4
61827.77000000
PA
USD
62230.73000000
0.028871358981
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
1.87313000
N
N
N
N
N
N
Bayview Financial Acquisition
N/A
Bayview Financial Acquisition Trust REMIC
073247BP2
1096661.33000000
PA
USD
1092892.65000000
0.507037215001
Long
ABS-MBS
CORP
US
N
2
2044-05-28
Floating
2.46975000
N
N
N
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks, Inc.
00164VAC7
533000.00000000
PA
USD
532933.38000000
0.247249404391
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
4.75000000
N
N
N
N
N
N
BMW FINANCE NV
5299006ZHG3IXU0PNJ56
BMW Finance NV
05600LAB2
2055000.00000000
PA
USD
2162597.68000000
1.003316752871
Long
DBT
CORP
NL
Y
2
2024-08-14
Fixed
2.40000000
N
N
N
N
N
N
PREFERRED TERM SECS XII
N/A
Preferred Term Securities XII, Ltd./Preferred Term Securities XII, Inc.
74041NAL9
144253.60000000
PA
USD
142206.35000000
0.065975291955
Long
DBT
CORP
KY
Y
2
2033-12-24
Floating
0.77613000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HJE1
1945000.00000000
PA
USD
2055651.24000000
0.953699962886
Long
DBT
CORP
US
N
2
2022-09-23
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36211EV88
1416376.19000000
PA
USD
1418146.66000000
0.657935738656
Long
ABS-MBS
USGSE
US
N
2
2040-12-15
Fixed
6.30000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
Goldman Sachs Mortgage Securities Trust Interest Only REMIC
36191YAA6
4184806.71000000
PA
USD
23617.38000000
0.010957060220
Long
ABS-CBDO
CORP
US
Y
2
2044-08-10
Variable
1.49059400
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JPMorgan Mortgage Trust
46649HAE2
316041.96000000
PA
USD
317894.44000000
0.147484120715
Long
ABS-MBS
CORP
US
Y
2
2048-12-25
Variable
3.50000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust Interest Only
30263HAG6
189695054.93000000
PA
USD
77756.00000000
0.036074161254
Long
ABS-MBS
USGSE
US
Y
2
2044-08-25
Fixed
0.10000000
N
N
N
N
N
N
SCOTTS BLUFF CNTY NE SCH DIST#
N/A
Scotts Bluff County School District No. 32
810181FQ5
170000.00000000
PA
USD
170015.30000000
0.078876991458
Long
DBT
MUN
US
N
2
2026-12-01
Fixed
1.10000000
N
N
N
N
N
N
Park Place Securities Inc
N/A
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates REMIC
70069FAY3
103614.47000000
PA
USD
104030.81000000
0.048264111005
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Floating
1.12313000
N
N
N
N
N
N
GREAT AMERICA LEASING RECEIVAB
N/A
Great American Auto Leasing, Inc.
39154TAV0
263037.09000000
PA
USD
263722.70000000
0.122351653971
Long
ABS-MBS
CORP
US
Y
2
2021-06-15
Fixed
2.97000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MFL3
2530000.00000000
PA
USD
2604819.41000000
1.208481344647
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
1.45000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust Interest Only REMIC
17318UAK0
1647044.98000000
PA
USD
42987.54000000
0.019943662866
Long
ABS-CBDO
CORP
US
Y
2
2045-09-10
Variable
1.92062900
N
N
N
N
N
N
Fanniemae-Aces
N/A
Federal National Mortgage Association Interest Only
3136AMM71
2259822.71000000
PA
USD
11216.18000000
0.005203640696
Long
ABS-MBS
USGSE
US
N
2
2022-07-25
Variable
0.47554300
N
N
N
N
N
N
Salomon Brothers Mortgage Secu
549300VB2N1G56GWKB41
Salomon Brothers Mortgage Securities
79548KA57
34146.85000000
PA
USD
34353.87000000
0.015938153275
Long
ABS-MBS
CORP
US
N
2
2028-08-25
Fixed
6.93000000
N
N
N
N
N
N
Fanniemae-Aces
N/A
Federal National Mortgage Association Interest Only
3136A4TZ2
1180177.69000000
PA
USD
6678.86000000
0.003098593968
Long
ABS-MBS
USGSE
US
N
2
2022-02-25
Variable
0.77897500
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association REMIC
3136A0US4
203842.23000000
PA
USD
213918.74000000
0.099245577473
Long
ABS-MBS
USGSE
US
N
2
2041-05-25
Fixed
3.50000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer, LLC
12530MAA3
1330000.00000000
PA
USD
1344788.80000000
0.623902052884
Long
ABS-CBDO
CORP
US
Y
2
2060-07-15
Fixed
1.69000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
00774MAC9
670000.00000000
PA
USD
652542.42000000
0.302740887960
Long
DBT
CORP
IE
N
2
2025-01-15
Fixed
3.50000000
N
N
N
N
N
N
Oakwood Mortgage Investors Inc
N/A
Oakwood Mortgage Investors, Inc. REMIC
67087TCC3
49014.68000000
PA
USD
48867.42000000
0.022671577616
Long
ABS-MBS
CORP
US
Y
2
2021-03-15
Floating
0.52713000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association REMIC
36230KRZ6
1257.85000000
PA
USD
1275.55000000
0.000591779366
Long
ABS-MBS
USGSE
US
N
2
2061-06-20
Variable
5.02700000
N
N
N
N
N
N
Bayview Commercial Asset Trust
549300LFP60SWPOYB540
Bayview Commercial Mortgage Pass-Through Trust REMIC
07324MAF2
123574.62000000
PA
USD
123552.13000000
0.057320842905
Long
ABS-CBDO
CORP
US
Y
2
2036-04-25
Floating
1.00313000
N
N
N
N
N
N
Citibank Credit Card Issuance
R8AG6FXVDQAMDKCSJJ64
Citibank Credit Card Issuance Trust
17305EGK5
645000.00000000
PA
USD
649400.19000000
0.301283080052
Long
ABS-MBS
CORP
US
N
2
2023-01-20
Fixed
2.49000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
The Goldman Sachs Group, Inc.
38141GWD2
2150000.00000000
PA
USD
2158893.67000000
1.001598312442
Long
DBT
CORP
US
N
2
2022-04-26
Floating
1.35450000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp. Interest Only REMIC
3137BXNL2
321221.06000000
PA
USD
28590.67000000
0.013264371108
Long
ABS-CBDO
USGSE
US
N
2
2043-11-15
Fixed
4.00000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRU
N/A
SoFi Consumer Loan Program Trust
83404JAA4
436005.60000000
PA
USD
438416.62000000
0.203399246957
Long
ABS-MBS
CORP
US
Y
2
2026-05-25
Fixed
2.77000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BED4
985000.00000000
PA
USD
1009561.22000000
0.468376385697
Long
DBT
CORP
US
N
2
2021-11-17
Fixed
2.62500000
N
N
N
N
N
N
COMM Mortgage Trust
5493004GWEVMOU8S3L34
COMM Mortgage Trust REMIC
12591QAN2
489061.34000000
PA
USD
509570.76000000
0.236410537664
Long
ABS-CBDO
CORP
US
N
2
2047-08-10
Fixed
3.39000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
Wells Fargo-RBS Commercial Mortgage Trust Interest Only REMIC
92935JAE5
97185.75000000
PA
USD
2.94000000
0.000001363985
Long
ABS-CBDO
CORP
US
Y
2
2044-02-15
Variable
0.98677700
N
N
N
N
N
N
Bayview Financial Acquisition
N/A
Bayview Financial Acquisition Trust REMIC
07325NBC5
299562.83000000
PA
USD
299324.20000000
0.138868633392
Long
ABS-MBS
CORP
US
N
2
2039-04-28
Floating
2.24475000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36202UVP5
115249.30000000
PA
USD
115393.36000000
0.053535658679
Long
ABS-MBS
USGSE
US
N
2
2034-08-15
Fixed
5.60000000
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust REMIC
12509KAB2
847251.78000000
PA
USD
857723.22000000
0.397932580762
Long
ABS-CBDO
CORP
US
Y
2
2025-12-15
Fixed
3.09000000
N
N
N
N
N
N
Oceanview Mortgage Loan Trust
N/A
Oceanview Mortgage Loan Trust
676477AA0
1116476.83000000
PA
USD
1116268.83000000
0.517882372761
Long
ABS-MBS
CORP
US
Y
2
2050-05-28
Fixed
1.73291000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association REMIC
31397QE87
32235.40000000
PA
USD
32997.71000000
0.015308975661
Long
ABS-MBS
USGSE
US
N
2
2026-02-25
Fixed
4.00000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
549300EZH20KSD9JD814
Wells Fargo Mortgage Backed Securities
94989UAC5
455084.92000000
PA
USD
459663.44000000
0.213256508272
Long
ABS-CBDO
CORP
US
Y
2
2047-07-25
Variable
3.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LM1
2011000.00000000
PA
USD
2086616.76000000
0.968066123205
Long
DBT
CORP
US
N
2
2023-07-24
Variable
2.87600000
N
N
N
N
N
N
PREFERRED TERM SECS XII
N/A
Preferred Term Securities XII, Ltd./Preferred Term Securities XII, Inc.
74041NAA3
566520.34000000
PA
USD
565047.39000000
0.262148395791
Long
DBT
CORP
KY
Y
2
2033-12-24
Floating
0.94613000
N
N
N
N
N
N
Credit-Based Asset Servicing a
N/A
Credit-Based Asset Servicing & Securitization, LLC REMIC
12489WFD1
159521.14000000
PA
USD
153346.83000000
0.071143812352
Long
ABS-MBS
CORP
US
N
2
2033-02-25
Floating
0.89813000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc.
00206RGD8
2300000.00000000
PA
USD
2340848.00000000
1.086014304022
Long
DBT
CORP
US
N
2
2024-06-12
Floating
1.42913000
N
N
N
N
N
N
KEY COMMERCIAL MORTGAGE TRUST
N/A
Key Commercial Mortgage Securities Trust
49307XAA2
1225168.27000000
PA
USD
1276077.20000000
0.592023955522
Long
ABS-MBS
CORP
US
Y
2
2052-06-15
Fixed
2.65560000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Note
912828TY6
13495000.00000000
PA
USD
13917245.86000000
6.456774671641
Long
DBT
UST
US
N
2
2022-11-15
Fixed
1.62500000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
U.S. Bancorp
902973866
550.00000000
NS
USD
532867.50000000
0.247218839988
Long
EP
CORP
US
N
1
N
N
N
WHIRLPOOL CORP
WHENKOULSSK7WUM60H03
Whirlpool Corp.
96332HCF4
1439000.00000000
PA
USD
1535334.44000000
0.712303901534
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
3.70000000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525AT0
1222000.00000000
PA
USD
1314409.14000000
0.609807696774
Long
DBT
CORP
US
N
2
2024-05-20
Fixed
2.90000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust REMIC
81746NAK4
922125.44000000
PA
USD
940948.60000000
0.436544209171
Long
ABS-MBS
CORP
US
Y
2
2046-11-25
Variable
3.50000000
N
N
N
N
N
N
HILTON WORLDWIDE FIN LLC
N/A
Hilton Worldwide Finance, LLC/Hilton Worldwide Finance Corp.
432891AH2
285000.00000000
PA
USD
286425.00000000
0.132884171475
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.62500000
N
N
N
N
N
N
HARMAN INTL IND
1VWDHRIRERCQ5D5M5681
Harman International Industries, Inc.
413086AH2
2265000.00000000
PA
USD
2529721.85000000
1.173640541504
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.15000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
549300O5GNH0TNJ6B119
Wells Fargo-RBS Commercial Mortgage Trust REMIC
96221QAC7
1153337.39000000
PA
USD
1153938.28000000
0.535358758039
Long
ABS-CBDO
CORP
US
N
2
2046-12-15
Fixed
3.65100000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89177WAA7
771479.43000000
PA
USD
790824.59000000
0.366895593696
Long
ABS-MBS
CORP
US
Y
2
2058-11-25
Variable
3.00000000
N
N
N
N
N
N
N/A
N/A
BlackRock Liquidity Funds T-Fund Portfolio, Institutional Shares
09248U718
4959580.46000000
NS
USD
4959580.46000000
2.300950476712
Long
STIV
RF
US
N
1
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance, LLC
928668BE1
2418000.00000000
PA
USD
2639788.29000000
1.224704825999
Long
DBT
CORP
US
Y
2
2025-05-13
Fixed
3.35000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VBR4
1851000.00000000
PA
USD
2093012.94000000
0.971033570460
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
5.15000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association REMIC
38377V3U8
723687.29000000
PA
USD
821973.50000000
0.381346836072
Long
ABS-CBDO
USGSE
US
N
2
2034-07-16
Fixed
5.50000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389BAT7
645000.00000000
PA
USD
663161.13000000
0.307667338097
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
2.60000000
N
N
N
N
N
N
FirstKey Homes 2020-SFR1 Trust
N/A
FirstKey Homes 2020-SFR1 Trust
33767MAA3
1410000.00000000
PA
USD
1414998.17000000
0.656475026480
Long
ABS-CBDO
CORP
US
Y
2
2025-09-17
Fixed
1.33900000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust Interest Only REMIC
23305YAG4
34937.39000000
PA
USD
30.19000000
0.000014006365
Long
ABS-CBDO
CORP
US
Y
2
2044-08-10
Variable
0.32978600
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart, Inc.
931142EK5
1915000.00000000
PA
USD
2066287.22000000
0.958634425276
Long
DBT
CORP
US
N
2
2023-06-26
Fixed
3.40000000
N
N
N
N
N
N
New Residential Mortgage Loan
549300RCJSGOC0A85G53
New Residential Mortgage Loan Trust REMIC
64829CAA6
101736.12000000
PA
USD
109620.56000000
0.050857422683
Long
ABS-CBDO
CORP
US
Y
2
2052-05-28
Variable
3.75000000
N
N
N
N
N
N
Freddie Mac Whole Loan Securit
N/A
Federal Whole Loan Securities Trust
3137G1BW6
78015.62000000
PA
USD
78468.40000000
0.036404672500
Long
ABS-CBDO
CORP
US
N
2
2047-05-25
Fixed
3.50000000
N
N
N
N
N
N
MISSOURI ST HGR EDU LOAN AUTH
549300MTJ0T46T0MPL41
Missouri Higher Education Loan Authority
606072LA2
589379.27000000
PA
USD
549875.06000000
0.255109336695
Long
ABS-MBS
CORP
US
N
2
2026-01-26
Floating
0.97800000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRU
N/A
SoFi Consumer Loan Program Trust
83407AAA0
603762.03000000
PA
USD
610198.31000000
0.283095738360
Long
ABS-MBS
CORP
US
Y
2
2029-01-25
Fixed
2.02000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46645LAZ0
725000.00000000
PA
USD
773241.43000000
0.358738052809
Long
ABS-CBDO
CORP
US
N
2
2049-03-15
Fixed
3.31580000
N
N
N
N
N
N
Residential Asset Securities C
N/A
Residential Asset Securities Corp. Trust REMIC
76110WRQ1
2931.63000000
PA
USD
3011.22000000
0.001397027057
Long
ABS-MBS
CORP
US
N
2
2033-05-25
Variable
3.87000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36295NRJ8
1089238.25000000
PA
USD
1109942.60000000
0.514947378148
Long
ABS-MBS
USGSE
US
N
2
2035-04-15
Fixed
7.12500000
N
N
N
N
N
N
SLM Student Loan Trust
549300MTK92VF84VT259
SLM Student Loan Trust
78445JAA5
846425.34000000
PA
USD
830655.00000000
0.385374535940
Long
ABS-MBS
CORP
US
N
2
2023-04-25
Floating
1.74450000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AM8
1200000.00000000
PA
USD
1203012.11000000
0.558126097624
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
1.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp. REMIC
3137BDX76
798876.17000000
PA
USD
838458.09000000
0.388994705791
Long
ABS-MBS
USGSE
US
N
2
2050-06-15
Fixed
3.50000000
N
N
N
N
N
N
Goal Capital Funding Trust
N/A
Goal Capital Funding Trust
38021EAA2
252141.87000000
PA
USD
248461.43000000
0.115271332003
Long
ABS-MBS
CORP
US
Y
2
2048-08-25
Floating
0.95000000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association REMIC
3136ARSY5
1201910.08000000
PA
USD
1242317.22000000
0.576361331899
Long
ABS-MBS
USGSE
US
N
2
2042-08-25
Fixed
4.00000000
N
N
N
N
N
N
Bayview Commercial Asset Trust
N/A
Bayview Commercial Asset Trust REMIC
07324SAF9
286725.25000000
PA
USD
281493.23000000
0.130596123398
Long
ABS-CBDO
CORP
US
Y
2
2033-12-25
Floating
1.01813000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413AH9
1990000.00000000
PA
USD
2045402.63000000
0.948945217146
Long
DBT
CORP
US
Y
2
2025-11-15
Fixed
5.00000000
N
N
N
N
N
N
SLM Student Loan Trust
549300SRMXHPGI3BJ386
SLM Student Loan Trust
78444YAD7
681616.47000000
PA
USD
672927.97000000
0.312198571200
Long
ABS-MBS
CORP
US
N
2
2023-07-25
Floating
1.94450000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
Residential Accredit Loans, Inc. Trust REMIC
76110G6V8
11678.60000000
PA
USD
11097.91000000
0.005148770447
Long
ABS-CBDO
CORP
US
N
2
2021-03-25
Floating
14.48676200
N
N
N
N
N
N
Freddie Mac Whole Loan Securit
N/A
Federal Home Loan Mortgage Corp.
3137G1BD8
951527.31000000
PA
USD
986037.87000000
0.457462949806
Long
ABS-CBDO
CORP
US
N
2
2046-10-25
Fixed
3.50000000
N
N
N
N
N
N
Navient Student Loan Trust
54930094LU45XF2CP718
Navient Private Education Loan Trust
63939CAD9
840000.00000000
PA
USD
850491.18000000
0.394577344161
Long
ABS-MBS
CORP
US
Y
2
2031-10-15
Floating
1.75238000
N
N
N
N
N
N
TWDC ENTERPRISES 18 CORP
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp.
25468PCN4
1485000.00000000
PA
USD
1516750.86000000
0.703682225244
Long
DBT
CORP
US
N
2
2021-08-16
Fixed
2.75000000
N
N
N
N
N
N
EverBank Mortgage Loan Trust
N/A
EverBank Mortgage Loan Trust
29978CAD2
719858.27000000
PA
USD
728377.29000000
0.337923759110
Long
ABS-MBS
CORP
US
Y
2
2048-02-25
Variable
3.50000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust
00178UAA7
1100000.00000000
PA
USD
1110425.91000000
0.515171605254
Long
ABS-MBS
CORP
US
Y
2
2037-07-17
Fixed
1.63200000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36291M7K3
358215.46000000
PA
USD
358663.23000000
0.166398415491
Long
ABS-MBS
USGSE
US
N
2
2034-11-15
Fixed
5.12500000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program Trust
78490DAB0
1500000.00000000
PA
USD
1585422.45000000
0.735541760344
Long
ABS-MBS
CORP
US
Y
2
2048-01-25
Fixed
3.59000000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings, Inc.
00440EAT4
1229000.00000000
PA
USD
1230736.81000000
0.570988710137
Long
DBT
CORP
US
N
2
2020-11-03
Fixed
2.30000000
N
N
N
N
N
N
SLM Student Loan Trust
549300EQOYJZL2D96G46
SLM Student Loan Trust
78445AAD8
1149775.27000000
PA
USD
1130415.01000000
0.524445359263
Long
ABS-MBS
CORP
US
N
2
2022-07-25
Floating
1.89450000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
549300EZH20KSD9JD814
Wells Fargo Mortgage Backed Securities REMIC
94989UAG6
436408.28000000
PA
USD
438426.41000000
0.203403788935
Long
ABS-CBDO
CORP
US
Y
2
2047-07-25
Variable
3.50000000
N
N
N
N
N
N
NE COOPERATIVE REPUBLICAN PLAT
N/A
Nebraska Cooperative Republican Platte Enhancement Project
639662DE2
235000.00000000
PA
USD
235002.35000000
0.109027119052
Long
DBT
MUN
US
N
2
2027-12-15
Fixed
1.80000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36213NG59
167902.89000000
PA
USD
168112.77000000
0.077994330648
Long
ABS-MBS
USGSE
US
N
2
2033-01-15
Fixed
7.00000000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust
24704GAC7
780000.00000000
PA
USD
779987.68000000
0.361867911731
Long
ABS-MBS
CORP
US
Y
2
2023-10-23
Fixed
0.57000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp. REMIC
3137BCKY3
158270.80000000
PA
USD
159096.55000000
0.073811340599
Long
ABS-MBS
USGSE
US
N
2
2037-04-15
Fixed
3.00000000
N
N
N
N
N
N
Cantor Commercial Real Estate
N/A
Cantor Commercial Real Estate Lending
12529MAB4
900000.00000000
PA
USD
973302.57000000
0.451554527744
Long
ABS-CBDO
CORP
US
N
2
2024-04-15
Fixed
3.62340000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Note
912828WE6
13330000.00000000
PA
USD
14398482.81000000
6.680040005966
Long
DBT
UST
US
N
2
2023-11-15
Fixed
2.75000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust REMIC
17322GAA7
91131.43000000
PA
USD
95830.03000000
0.044459436637
Long
ABS-CBDO
CORP
US
Y
2
2035-01-25
Variable
4.00000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
48129RAU9
518411.99000000
PA
USD
529196.31000000
0.245515626087
Long
ABS-CBDO
CORP
US
N
2
2052-11-13
Fixed
2.04020000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp. REMIC
3137B6ES6
509847.54000000
PA
USD
522223.17000000
0.242280503694
Long
ABS-MBS
USGSE
US
N
2
2037-09-15
Fixed
3.00000000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345AJ1
380000.00000000
PA
USD
395120.20000000
0.183312282133
Long
DBT
CORP
US
Y
2
2024-05-15
Fixed
4.62500000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp. Interest Only REMIC
3137BXNM0
215180.29000000
PA
USD
26643.84000000
0.012361157731
Long
ABS-CBDO
USGSE
US
N
2
2045-08-15
Fixed
4.00000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust
59980AAA5
1457122.79000000
PA
USD
1486333.88000000
0.689570554873
Long
ABS-MBS
CORP
US
Y
2
2059-07-25
Variable
2.75000000
N
N
N
N
N
N
Pawnee Equipment Receivables
N/A
Pawnee Equipment Receivables
704102AB8
1777916.82000000
PA
USD
1794621.24000000
0.832597561628
Long
ABS-MBS
CORP
US
Y
2
2024-10-15
Fixed
2.29000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association REMIC
38378NRX3
12150.46000000
PA
USD
12145.08000000
0.005634595071
Long
ABS-CBDO
USGSE
US
N
2
2044-02-16
Fixed
2.67279000
N
N
N
N
N
N
Cosmopolitan Hotel Trust
N/A
Cosmopolitan Hotel Mortgage Trust REMIC
12546DAA5
1265000.00000000
PA
USD
1222157.11000000
0.567008239417
Long
ABS-CBDO
CORP
US
Y
2
2036-11-15
Floating
1.08238000
N
N
N
N
N
N
Fanniemae-Aces
N/A
Federal National Mortgage Association Interest Only
3136A4M71
1173637.80000000
PA
USD
4048.70000000
0.001878356096
Long
ABS-MBS
USGSE
US
N
2
2022-01-25
Variable
0.29476500
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JPMorgan Mortgage Trust
46648CAC8
876200.32000000
PA
USD
899764.33000000
0.417437156376
Long
ABS-MBS
CORP
US
Y
2
2047-01-25
Variable
3.50000000
N
N
N
N
N
N
Vantage Data Centers LLC
5493000RL8X7WTQ7HO20
Vantage Data Centers, LLC
92212KAB2
1320000.00000000
PA
USD
1320000.00000000
0.612401523426
Long
ABS-CBDO
CORP
US
Y
2
2045-09-15
Fixed
1.64500000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK16
065405AB8
1630000.00000000
PA
USD
1753607.63000000
0.813569684927
Long
ABS-CBDO
CORP
US
N
2
2052-02-15
Fixed
3.93300000
N
N
N
N
N
N
Conseco Finance
N/A
Conseco Finance Corp. REMIC
20846QJM1
127663.71000000
PA
USD
127733.36000000
0.059260685042
Long
ABS-MBS
CORP
US
N
2
2032-04-15
Floating
2.90238000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust REMIC
61763MAC4
1069436.30000000
PA
USD
1115595.84000000
0.517570145412
Long
ABS-CBDO
CORP
US
N
2
2047-06-15
Fixed
3.47700000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust Interest Only REMIC
61761QAF0
1237780.00000000
PA
USD
21146.36000000
0.009810653847
Long
ABS-CBDO
CORP
US
N
2
2048-12-15
Variable
1.10730100
N
N
N
N
N
N
FRESB Multifamily Mortgage Pas
N/A
FRESB Multifamily Mortgage Pass-Through Trust
30304AAE7
556588.74000000
PA
USD
567393.63000000
0.263236911662
Long
ABS-CBDO
USGSE
US
N
2
2022-04-25
Variable
2.16000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co.
075887BA6
1060000.00000000
PA
USD
1089825.46000000
0.505614221191
Long
DBT
CORP
US
N
2
2021-11-08
Fixed
3.12500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2C6
1900000.00000000
PA
USD
2064091.49000000
0.957615737096
Long
DBT
CORP
US
N
2
2024-01-24
Fixed
3.75000000
N
N
N
N
N
N
Citicorp Residential Mortgage
N/A
Citicorp Residential Mortgage Trust REMIC
17309NAF8
410.33000000
PA
USD
411.58000000
0.000190948650
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Variable
5.02409000
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
Credit Suisse First Boston Mortgage Securities Corp. REMIC
225458G28
1189.29000000
PA
USD
1048.38000000
0.000486385991
Long
ABS-CBDO
CORP
US
N
2
2021-08-31
Fixed
5.00000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244AN9
1390000.00000000
PA
USD
1472237.32000000
0.683030589101
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
3.10000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Note
912828XB1
4990000.00000000
PA
USD
5417463.66000000
2.513381059463
Long
DBT
UST
US
N
2
2025-05-15
Fixed
2.12500000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust REMIC
45660NRL1
5084.66000000
PA
USD
5204.61000000
0.002414629615
Long
ABS-CBDO
CORP
US
N
2
2021-10-25
Fixed
3.75000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
Barclays Commercial Mortgage Trust
05492JAT9
1840000.00000000
PA
USD
1960261.48000000
0.909444785353
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
3.04300000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association REMIC
3136AENP8
231193.63000000
PA
USD
237252.45000000
0.110071031679
Long
ABS-MBS
USGSE
US
N
2
2039-09-25
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138AVRH0
267111.87000000
PA
USD
280138.28000000
0.129967507153
Long
ABS-MBS
USGSE
US
N
2
2026-10-01
Fixed
3.00000000
N
N
N
N
N
N
GSAMP Trust
N/A
Goldman Sachs Alternative Mortgage Products Trust REMIC
36242DL43
218150.90000000
PA
USD
218101.25000000
0.101186013455
Long
ABS-CBDO
CORP
US
Y
2
2035-01-25
Floating
0.66813000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89173UAA5
855388.54000000
PA
USD
886728.35000000
0.411389236670
Long
ABS-MBS
CORP
US
Y
2
2057-06-25
Variable
2.75000000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525AF0
1218000.00000000
PA
USD
1357731.04000000
0.629906482802
Long
DBT
CORP
US
N
2
2025-05-20
Fixed
3.45000000
N
N
N
N
N
N
GSAMP Trust
N/A
Goldman Sachs Alternative Mortgage Products Trust REMIC
36244LAB9
219729.05000000
PA
USD
218974.85000000
0.101591311918
Long
ABS-MBS
CORP
US
Y
2
2036-05-25
Floating
0.64813000
N
N
N
N
N
N
NE COOPERATIVE REPUBLICAN PLAT
N/A
Nebraska Cooperative Republican Platte Enhancement Project
639662DD4
1425000.00000000
PA
USD
1425498.75000000
0.661346671320
Long
DBT
MUN
US
N
2
2026-12-15
Fixed
1.62000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
Cascade Funding Mortgage Trust
14727QAA3
545120.93000000
PA
USD
565371.74000000
0.262298874907
Long
ABS-MBS
CORP
US
Y
2
2068-10-25
Variable
4.00000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Trust
12647MAM7
614690.18000000
PA
USD
626957.61000000
0.290871057187
Long
ABS-CBDO
CORP
US
Y
2
2028-07-25
Variable
2.50000000
N
N
N
N
N
N
ELFI Graduate Loan Program 201
N/A
ELFI Graduate Loan Program 2020-A, LLC
26857LAA0
1765059.00000000
PA
USD
1785481.97000000
0.828357483696
Long
ABS-MBS
CORP
US
Y
2
2045-08-25
Fixed
1.73000000
N
N
N
N
N
N
Key Commercial Mortgage Trust
N/A
Key Commercial Mortgage Securities Trust
49308VAA5
2145000.00000000
PA
USD
2144999.57000000
0.995152276073
Long
ABS-MBS
CORP
US
Y
2
2052-09-16
Fixed
1.24570000
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677AC9
2405000.00000000
PA
USD
2551903.70000000
1.183931601149
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.25000000
N
N
N
N
N
N
NATIONAL RETAIL PROP INC
5493008JKH5SOTI0JS97
National Retail Properties, Inc.
637417AF3
935000.00000000
PA
USD
984022.70000000
0.456528030732
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.30000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
Goldman Sachs Mortgage-Backed Securities Corp. Trust
36258WAF9
1457565.87000000
PA
USD
1482861.93000000
0.687959776487
Long
ABS-CBDO
CORP
US
Y
2
2050-10-25
Variable
3.00000000
N
N
N
N
N
N
HARVEST COMMERCIAL CAPITAL LOA
N/A
Harvest Commercial Capital Loan Trust
41753CAA4
1013580.27000000
PA
USD
1021285.71000000
0.473815852013
Long
ABS-MBS
CORP
US
Y
2
2046-09-25
Variable
3.29000000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance, LLC
60700FAE3
1355000.00000000
PA
USD
1397723.01000000
0.648460379282
Long
ABS-CBDO
CORP
US
Y
2
2023-11-13
Fixed
2.84000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust REMIC
81745XAD9
193076.61000000
PA
USD
194946.42000000
0.090443548935
Long
ABS-CBDO
CORP
US
Y
2
2047-07-25
Variable
3.50000000
N
N
N
N
N
N
2020-11-25
Tributary Funds, Inc.
/s/ Karen Shaw
Karen Shaw
Treasurer