0001752724-21-119783.txt : 20210601
0001752724-21-119783.hdr.sgml : 20210601
20210601115116
ACCESSION NUMBER: 0001752724-21-119783
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210331
FILED AS OF DATE: 20210601
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: 21983811
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
C000091254
C000063508
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
2021-03-31
N
238162080.38
926913.17
237235167.21
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
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks, Inc.
00164VAF0
1070000.00000000
PA
USD
1040575.00000000
0.438625947509
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
Key Commercial Mortgage Trust
N/A
Key Commercial Mortgage Securities Trust
49308VAA5
2025125.42000000
PA
USD
2023556.15000000
0.852974781858
Long
ABS-MBS
CORP
US
Y
2
2052-09-16
Fixed
1.24570000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
The Goldman Sachs Group, Inc.
38141GWD2
2150000.00000000
PA
USD
2151227.65000000
0.906791212828
Long
DBT
CORP
US
N
2
2022-04-26
Floating
1.32525000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp. Interest Only REMIC
3137BXNM0
175034.00000000
PA
USD
26312.49000000
0.011091310917
Long
ABS-CBDO
USGSE
US
N
2
2045-08-15
Fixed
4.00000000
N
N
N
N
N
N
Novastar Home Equity Loan
N/A
NovaStar Home Equity Loan Trust REMIC
66987WBX4
37084.16000000
PA
USD
37260.03000000
0.015705947157
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
1.83363000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
Barclays Commercial Mortgage Trust
05492JAT9
1840000.00000000
PA
USD
1940606.42000000
0.818009590577
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
3.04300000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRU
N/A
SoFi Consumer Loan Program Trust
83407AAA0
389364.88000000
PA
USD
393116.29000000
0.165707426358
Long
ABS-MBS
CORP
US
Y
2
2029-01-25
Fixed
2.02000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp.
05531FBD4
475000.00000000
PA
USD
479638.46000000
0.202178482069
Long
DBT
CORP
US
N
2
2021-09-03
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association REMIC
3136A0US4
170067.48000000
PA
USD
178092.68000000
0.075070101155
Long
ABS-MBS
USGSE
US
N
2
2041-05-25
Fixed
3.50000000
N
N
N
N
N
N
Cloud Pass-Through Trust
N/A
Cloud Pass-Through Trust
18913AAA3
297712.19000000
PA
USD
300554.00000000
0.126690323165
Long
ABS-MBS
CORP
US
Y
2
2022-12-05
Variable
3.55423000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36213NGN0
123273.04000000
PA
USD
123420.97000000
0.052024736235
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
89173UAA5
2044259.24000000
PA
USD
2107875.97000000
0.888517497127
Long
ABS-MBS
CORP
US
Y
2
2057-06-25
Variable
2.75000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
Goldman Sachs Mortgage-Backed Securities Corp. Trust
36258WAF9
829231.00000000
PA
USD
842337.74000000
0.355064449299
Long
ABS-CBDO
CORP
US
Y
2
2050-10-25
Variable
3.00000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
549300HU3WTU5KNK1B36
Cascade Funding Mortgage Trust
147271AA8
2060984.08000000
PA
USD
2107456.59000000
0.888340718951
Long
ABS-MBS
CORP
US
Y
2
2069-06-25
Variable
2.80000000
N
N
N
N
N
N
N/A
N/A
BlackRock Liquidity Funds T-Fund Portfolio, Institutional Shares
09248U718
4008976.16000000
NS
USD
4008976.16000000
1.689874316336
Long
STIV
RF
US
N
1
N
N
N
Fanniemae-Aces
N/A
Federal National Mortgage Association Interest Only
3136ARP44
392363.29000000
PA
USD
20938.74000000
0.008826153494
Long
ABS-MBS
USGSE
US
N
2
2039-01-25
Variable
2.65952000
N
N
N
N
N
N
XILINX INC
6EY4K7ZMF9UX1CU6KC79
Xilinx, Inc.
983919AJ0
2310000.00000000
PA
USD
2451933.68000000
1.033545620084
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
2.95000000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Colony American Finance, Ltd.
21873AAA5
641120.02000000
PA
USD
632397.13000000
0.266569723804
Long
ABS-CBDO
CORP
US
Y
2
2052-12-15
Fixed
1.17400000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust
35563PFB0
1216598.88000000
PA
USD
1285467.62000000
0.541853737419
Long
ABS-CBDO
CORP
US
N
2
2057-11-25
Variable
3.00000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74331FAA9
1755000.00000000
PA
USD
1718938.79000000
0.724571660355
Long
ABS-MBS
CORP
US
Y
2
2038-04-17
Fixed
1.05200000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74331AAA0
875000.00000000
PA
USD
896769.65000000
0.378008733083
Long
ABS-MBS
CORP
US
Y
2
2036-10-17
Fixed
2.68700000
N
N
N
N
N
N
Fanniemae-Aces
N/A
Federal National Mortgage Association Interest Only
3136A4TZ2
794431.67000000
PA
USD
1884.79000000
0.000794481704
Long
ABS-MBS
USGSE
US
N
2
2022-02-25
Variable
0.76361900
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
U.S. Bancorp
902973866
550.00000000
NS
USD
508761.00000000
0.214454292752
Long
EP
CORP
US
N
1
N
N
N
Bayview Commercial Asset Trust
N/A
Bayview Commercial Asset Trust REMIC
07324SAF9
256777.47000000
PA
USD
254046.49000000
0.107086353590
Long
ABS-CBDO
CORP
US
Y
2
2033-12-25
Floating
0.97863000
N
N
N
N
N
N
MFRA Trust
N/A
MFA Trust
552747AA5
1172766.08000000
PA
USD
1169138.13000000
0.492818220734
Long
ABS-CBDO
CORP
US
Y
2
2056-01-25
Variable
0.85200000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Note
912828WE6
12830000.00000000
PA
USD
13662947.72000000
5.759242139638
Long
DBT
UST
US
N
2
2023-11-15
Fixed
2.75000000
N
N
N
N
N
N
LENNAR CORP
529900G61XVRLX5TJX09
Lennar Corp.
526057BZ6
2275000.00000000
PA
USD
2474676.75000000
1.043132339569
Long
DBT
CORP
US
N
2
2024-04-30
Fixed
4.50000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
Cascade Funding Mortgage Trust, LLC
12529LAA8
1006626.25000000
PA
USD
1006883.85000000
0.424424364162
Long
ABS-CBDO
CORP
US
Y
2
2030-12-26
Variable
0.94610000
N
N
N
N
N
N
TTX CO
549300I8CNSYS1OGX775
TTX Co.
87305QCH2
1525000.00000000
PA
USD
1658570.95000000
0.699125247536
Long
DBT
CORP
US
Y
2
2025-01-15
Fixed
3.60000000
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust REMIC
12509KAB2
361762.69000000
PA
USD
364279.94000000
0.153552251246
Long
ABS-CBDO
CORP
US
Y
2
2025-12-15
Fixed
3.09000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust Interest Only REMIC
12624XAE8
949551.46000000
PA
USD
9778.67000000
0.004121931042
Long
ABS-CBDO
CORP
US
N
2
2046-03-10
Variable
1.01386400
N
N
N
N
N
N
LITTLE CO MARY HOSP IN
N/A
Little Co. of Mary Hospital of Indiana, Inc.
53706RAD8
370000.00000000
PA
USD
368846.61000000
0.155477206157
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
1.58100000
N
N
N
N
N
N
New Residential Mortgage Loan
549300U48YU2VDL8N523
New Residential Mortgage Loan Trust
64830KAA5
487407.60000000
PA
USD
528264.69000000
0.222675540145
Long
ABS-CBDO
CORP
US
Y
2
2058-05-25
Variable
4.50000000
N
N
N
N
N
N
TSMC GLOBAL LTD
549300N2ZLI21P85T117
TSMC Global, Ltd.
872882AE5
2610000.00000000
PA
USD
2548158.92000000
1.074106739724
Long
DBT
CORP
VG
Y
2
2025-09-28
Fixed
0.75000000
N
N
N
N
N
N
LEVI STRAUSS & CO
MB0UERO0RDFKU8258G77
Levi Strauss & Co.
52736RBG6
324000.00000000
PA
USD
330311.52000000
0.139233792310
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.00000000
N
N
N
N
N
N
Citicorp Residential Mortgage
N/A
Citicorp Residential Mortgage Trust REMIC
17309NAF8
63.46000000
PA
USD
63.30000000
0.000026682384
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Variable
5.06177000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust REMIC
89173FAA8
1234777.76000000
PA
USD
1255854.55000000
0.529371157223
Long
ABS-MBS
CORP
US
Y
2
2056-10-25
Variable
2.75000000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust
05591QAA4
1615000.00000000
PA
USD
1614999.52000000
0.680758902229
Long
ABS-CBDO
CORP
US
Y
2
2029-02-15
Floating
1.35600000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LM1
2011000.00000000
PA
USD
2071442.54000000
0.873159980605
Long
DBT
CORP
US
N
2
2023-07-24
Variable
2.87600000
N
N
N
N
N
N
DLL Securitization Trust
N/A
DLL Securitization Trust
23291RAC4
1500000.00000000
PA
USD
1515522.60000000
0.638827125768
Long
ABS-MBS
CORP
US
Y
2
2023-02-21
Fixed
2.08000000
N
N
N
N
N
N
Fanniemae-Aces
N/A
Federal National Mortgage Association Interest Only
3136A4M71
1102700.85000000
PA
USD
1942.41000000
0.000818769840
Long
ABS-MBS
USGSE
US
N
2
2022-01-25
Variable
0.18765400
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
Goldman Sachs Mortgage-Backed Securities Corp. Trust
36257EAA1
1097153.84000000
PA
USD
1114120.12000000
0.469626882516
Long
ABS-CBDO
CORP
US
Y
2
2059-01-25
Variable
2.62500000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp. REMIC
3137BDX76
620813.40000000
PA
USD
645101.42000000
0.271924869987
Long
ABS-MBS
USGSE
US
N
2
2050-06-15
Fixed
3.50000000
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
702586.86000000
0.296156285875
Long
DBT
CORP
IE
N
2
2025-01-15
Fixed
3.50000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trus
N/A
CFCRE Commercial Mortgage Trust
12532CAY1
1166000.00000000
PA
USD
1249814.06000000
0.526824953778
Long
ABS-CBDO
CORP
US
N
2
2050-06-15
Fixed
3.36740000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JPMorgan Mortgage Trust
46648UAF1
2710.10000000
PA
USD
2708.41000000
0.001141656202
Long
ABS-MBS
CORP
US
Y
2
2048-11-25
Variable
3.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust REMIC
94988HAD3
288543.83000000
PA
USD
291663.36000000
0.122942716895
Long
ABS-CBDO
CORP
US
N
2
2045-10-15
Fixed
2.52800000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MEY6
2081000.00000000
PA
USD
2293494.72000000
0.966760007368
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
3.70000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust Interest Only REMIC
17318UAK0
1570521.86000000
PA
USD
28236.26000000
0.011902223575
Long
ABS-CBDO
CORP
US
Y
2
2045-09-10
Variable
1.74038900
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
169080.95000000
0.071271452705
Long
DBT
MUN
US
N
2
2024-12-01
Fixed
0.76000000
N
N
N
N
N
N
FirstKey Homes 2020-SFR1 Trust
N/A
FirstKey Homes Trust
33767MAA3
1410000.00000000
PA
USD
1406442.15000000
0.592847243745
Long
ABS-CBDO
CORP
US
Y
2
2025-09-17
Fixed
1.33900000
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
eBay, Inc.
278642AS2
1928000.00000000
PA
USD
2007659.79000000
0.846274105821
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
2.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BED4
985000.00000000
PA
USD
999569.80000000
0.421341326311
Long
DBT
CORP
US
N
2
2021-11-17
Fixed
2.62500000
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
165132.19000000
0.069606960865
Long
DBT
MUN
US
N
2
2026-12-01
Fixed
1.10000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413AS5
2305000.00000000
PA
USD
2514885.23000000
1.060081125229
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.84400000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525AT0
982000.00000000
PA
USD
1047025.62000000
0.441345030044
Long
DBT
CORP
US
N
2
2024-05-20
Fixed
2.90000000
N
N
N
N
N
N
Mello Warehouse Securitization
N/A
Mello Warehouse Securitization Trust
58551VAA0
1050000.00000000
PA
USD
1050933.87000000
0.442992446001
Long
ABS-CBDO
CORP
US
Y
2
2053-11-25
Floating
0.90863000
N
N
N
N
N
N
Station Place Securitization T
N/A
Station Place Securitization Trust
857740AA2
1660000.00000000
PA
USD
1659893.93000000
0.699682913592
Long
ABS-CBDO
CORP
US
Y
2
2054-01-26
Floating
0.75863000
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
156759.62000000
0.066077732843
Long
ABS-MBS
CORP
US
N
2
2033-02-25
Floating
1.23363000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89176VAK8
318132.90000000
PA
USD
326263.14000000
0.137527308382
Long
ABS-MBS
CORP
US
Y
2
2058-07-25
Variable
3.25000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
Cascade Funding Mortgage Trust
14727QAA3
1920439.72000000
PA
USD
2000236.29000000
0.843144932314
Long
ABS-MBS
CORP
US
Y
2
2068-10-25
Variable
4.00000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10569QAA2
1670858.80000000
PA
USD
1670858.80000000
0.704304854819
Long
ABS-MBS
CORP
US
Y
2
2070-01-25
Floating
0.76667000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
The Walt Disney Co.
254687FV3
2261000.00000000
PA
USD
2312590.98000000
0.974809513782
Long
DBT
CORP
US
N
2
2026-01-13
Fixed
1.75000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
48129RAU9
459000.52000000
PA
USD
468629.85000000
0.197538103440
Long
ABS-CBDO
CORP
US
N
2
2052-11-13
Fixed
2.04020000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust
17327RAA8
728805.46000000
PA
USD
765106.17000000
0.322509592063
Long
ABS-CBDO
CORP
US
Y
2
2066-01-25
Variable
3.50000000
N
N
N
N
N
N
Residential Asset Securities C
N/A
Residential Asset Securities Corp. Trust REMIC
76110WRQ1
1859.98000000
PA
USD
1926.39000000
0.000812017047
Long
ABS-MBS
CORP
US
N
2
2033-05-25
Variable
3.87000000
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677AC9
283000.00000000
PA
USD
297782.92000000
0.125522250137
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association REMIC
3136AENP8
193359.85000000
PA
USD
198223.78000000
0.083555816083
Long
ABS-MBS
USGSE
US
N
2
2039-09-25
Fixed
2.50000000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance, LLC
60700FAE3
1355000.00000000
PA
USD
1380535.38000000
0.581926953004
Long
ABS-CBDO
CORP
US
Y
2
2023-11-13
Fixed
2.84000000
N
N
N
N
N
N
RECKITT BENCKISER TSY
213800LAXWIUOOBZ3908
Reckitt Benckiser Treasury Services PLC
75625QAD1
2405000.00000000
PA
USD
2544789.30000000
1.072686368521
Long
DBT
CORP
GB
Y
2
2024-06-26
Fixed
2.75000000
N
N
N
N
N
N
Vantage Data Centers LLC
5493000RL8X7WTQ7HO20
Vantage Data Centers, LLC
92212KAB2
1420000.00000000
PA
USD
1420867.76000000
0.598927965322
Long
ABS-CBDO
CORP
US
Y
2
2045-09-15
Fixed
1.64500000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
549300LRCNJYVPZRKK63
Commonbond Student Loan Trust
20267VAA5
929973.97000000
PA
USD
953866.68000000
0.402076425353
Long
ABS-CBDO
CORP
US
Y
2
2041-05-25
Fixed
2.55000000
N
N
N
N
N
N
GTE Auto Receivables Trust
N/A
GTE Auto Receivables Trust
362303AC3
390406.12000000
PA
USD
391118.73000000
0.164865409542
Long
ABS-MBS
CORP
US
Y
2
2022-12-15
Fixed
2.17000000
N
N
N
N
N
N
SLM Student Loan Trust
549300EQOYJZL2D96G46
SLM Student Loan Trust
78445AAD8
1088245.53000000
PA
USD
1098124.73000000
0.462884463089
Long
ABS-MBS
CORP
US
N
2
2022-07-25
Floating
1.86775000
N
N
N
N
N
N
TJX COS INC
V167QI9I69W364E2DY52
The TJX Cos., Inc.
872540AR0
1220000.00000000
PA
USD
1329956.70000000
0.560606893000
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
PREFERRED TERM SECS XII
N/A
Preferred Term Securities XII, Ltd./Preferred Term Securities XII, Inc.
74041NAL9
138735.03000000
PA
USD
136830.06000000
0.057676971592
Long
DBT
CORP
KY
Y
2
2033-12-24
Floating
0.71200000
N
N
N
N
N
N
FRESB Multifamily Mortgage Pas
N/A
FRESB Multifamily Mortgage Pass-Through Trust
30304AAE7
335754.82000000
PA
USD
337251.51000000
0.142159155392
Long
ABS-CBDO
USGSE
US
N
2
2022-04-25
Variable
2.16000000
N
N
N
N
N
N
KEY COMMERCIAL MORTGAGE TRUST
N/A
Key Commercial Mortgage Securities Trust
49307XAA2
1178974.55000000
PA
USD
1223808.48000000
0.515863012382
Long
ABS-MBS
CORP
US
Y
2
2052-06-15
Fixed
2.65560000
N
N
N
N
N
N
Credit-Based Asset Servicing a
N/A
Credit-Based Asset Servicing & Securitization, LLC REMIC
1248MAAD9
111038.50000000
PA
USD
113065.94000000
0.047659856390
Long
ABS-MBS
CORP
US
Y
2
2037-12-25
Variable
4.94496700
N
N
N
N
N
N
SMB Private Education Loan Tru
54930039BHEBCRK29U41
SMB Private Education Loan Trust
78449FAB7
1287170.70000000
PA
USD
1324758.02000000
0.558415531550
Long
ABS-MBS
CORP
US
Y
2
2031-05-15
Fixed
2.70000000
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677AE5
2125000.00000000
PA
USD
2361035.88000000
0.995230137153
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.87500000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244AN9
1390000.00000000
PA
USD
1457787.84000000
0.614490615849
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
912828TY6
13745000.00000000
PA
USD
14074128.29000000
5.932564069449
Long
DBT
UST
US
N
2
2022-11-15
Fixed
1.62500000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust REMIC
81746NAK4
476145.24000000
PA
USD
479333.46000000
0.202049917656
Long
ABS-MBS
CORP
US
Y
2
2046-11-25
Variable
3.50000000
N
N
N
N
N
N
GSAMP Trust
N/A
Goldman Sachs Alternative Mortgage Products Trust REMIC
36244LAB9
84755.94000000
PA
USD
84663.57000000
0.035687613685
Long
ABS-MBS
CORP
US
Y
2
2036-05-25
Floating
0.85863000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association REMIC
3136ARSY5
797557.24000000
PA
USD
822321.55000000
0.346627171540
Long
ABS-MBS
USGSE
US
N
2
2042-08-25
Fixed
4.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust REMIC
81746HAL5
31734.06000000
PA
USD
31737.79000000
0.013378197833
Long
ABS-CBDO
CORP
US
Y
2
2047-08-25
Variable
3.50000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK16
065405AB8
1630000.00000000
PA
USD
1738110.89000000
0.732653135047
Long
ABS-CBDO
CORP
US
N
2
2052-02-15
Fixed
3.93300000
N
N
N
N
N
N
Pawnee Equipment Receivables
N/A
Pawnee Equipment Receivables
704102AB8
1206434.16000000
PA
USD
1221170.51000000
0.514751048236
Long
ABS-MBS
CORP
US
Y
2
2024-10-15
Fixed
2.29000000
N
N
N
N
N
N
LEVI STRAUSS & CO
MB0UERO0RDFKU8258G77
Levi Strauss & Co.
52736RBJ0
226000.00000000
PA
USD
218090.00000000
0.091929878088
Long
DBT
CORP
US
Y
2
2031-03-01
Fixed
3.50000000
N
N
N
N
N
N
Cantor Commercial Real Estate
N/A
Cantor Commercial Real Estate Lending
12529MAB4
900000.00000000
PA
USD
963392.67000000
0.406091846048
Long
ABS-CBDO
CORP
US
N
2
2024-04-15
Fixed
3.62340000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2C6
2100000.00000000
PA
USD
2270867.78000000
0.957222239310
Long
DBT
CORP
US
N
2
2024-01-24
Fixed
3.75000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust REMIC
61763MAC4
903114.65000000
PA
USD
940921.38000000
0.396619687993
Long
ABS-CBDO
CORP
US
N
2
2047-06-15
Fixed
3.47700000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust
00178UAA7
1100000.00000000
PA
USD
1109357.70000000
0.467619414544
Long
ABS-MBS
CORP
US
Y
2
2037-07-17
Fixed
1.63200000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17321RAC0
934896.78000000
PA
USD
991413.72000000
0.417903353731
Long
ABS-CBDO
CORP
US
N
2
2046-11-10
Fixed
3.85400000
N
N
N
N
N
N
PRINCIPAL LFE GLB FND II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LEE5
1490000.00000000
PA
USD
1487096.90000000
0.626845048939
Long
DBT
CORP
US
Y
2
2025-06-23
Fixed
1.25000000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program Trust
78490DAB0
1281044.44000000
PA
USD
1329944.34000000
0.560601682980
Long
ABS-MBS
CORP
US
Y
2
2048-01-25
Fixed
3.59000000
N
N
N
N
N
N
Goal Capital Funding Trust
N/A
Goal Capital Funding Trust
38021EAA2
228421.75000000
PA
USD
229067.66000000
0.096557210591
Long
ABS-MBS
CORP
US
Y
2
2048-08-25
Floating
0.88750000
N
N
N
N
N
N
Social Professional Loan Progr
549300WT845S0N68C331
Sofi Professional Loan Program, LLC
83402JAA6
1036158.57000000
PA
USD
1042453.13000000
0.439417621872
Long
ABS-MBS
CORP
US
Y
2
2033-06-25
Floating
1.30863000
N
N
N
N
N
N
Fanniemae-Aces
N/A
Federal National Mortgage Association Interest Only
3136AMM71
1943547.99000000
PA
USD
5763.79000000
0.002429568123
Long
ABS-MBS
USGSE
US
N
2
2022-07-25
Variable
0.43875300
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHR3
775000.00000000
PA
USD
832171.75000000
0.350779254099
Long
DBT
CORP
US
N
2
2025-03-15
Variable
3.45800000
N
N
N
N
N
N
Sutherland Commercial Mortgage
N/A
Sutherland Commercial Mortgage Trust
86935CAA0
1058375.57000000
PA
USD
1064039.15000000
0.448516618557
Long
ABS-MBS
CORP
US
Y
2
2035-12-25
Variable
2.86000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Trust
12647MAM7
444524.24000000
PA
USD
450680.90000000
0.189972214195
Long
ABS-CBDO
CORP
US
Y
2
2028-07-25
Variable
2.50000000
N
N
N
N
N
N
COMM Mortgage Trust
5493004GWEVMOU8S3L34
COMM Mortgage Trust REMIC
12591QAN2
415608.72000000
PA
USD
431618.30000000
0.181936896235
Long
ABS-CBDO
CORP
US
N
2
2047-08-10
Fixed
3.39000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc.
00206RGD8
2300000.00000000
PA
USD
2348325.51000000
0.989872428113
Long
DBT
CORP
US
N
2
2024-06-12
Floating
1.36413000
N
N
N
N
N
N
NE COOPERATIVE REPUBLICAN PLAT
N/A
Nebraska Cooperative Republican Platte Enhancement Project
639662DE2
235000.00000000
PA
USD
232207.26000000
0.097880623151
Long
DBT
MUN
US
N
2
2027-12-15
Fixed
1.80000000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables Owner Trust
89232HAB1
873068.24000000
PA
USD
876869.58000000
0.369620402536
Long
ABS-MBS
CORP
US
N
2
2022-11-15
Fixed
1.67000000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
The Goodyear Tire & Rubber Co.
382550BE0
420000.00000000
PA
USD
421449.00000000
0.177650305794
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
5.12500000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust REMIC
64829DAG1
43477.02000000
PA
USD
46311.47000000
0.019521334271
Long
ABS-CBDO
CORP
US
Y
2
2054-11-25
Variable
3.75000000
N
N
N
N
N
N
Bayview Financial Acquisition
N/A
Bayview Financial Acquisition Trust REMIC
073247BP2
1096661.33000000
PA
USD
1097176.98000000
0.462484964983
Long
ABS-MBS
CORP
US
N
2
2044-05-28
Floating
2.43413000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust
24704GAC7
780000.00000000
PA
USD
782046.49000000
0.329650320901
Long
ABS-MBS
CORP
US
Y
2
2023-10-23
Fixed
0.57000000
N
N
N
N
N
N
MISSOURI ST HGR EDU LOAN AUTH
549300MTJ0T46T0MPL41
Missouri Higher Education Loan Authority
606072LA2
559681.69000000
PA
USD
558270.06000000
0.235323483683
Long
ABS-MBS
CORP
US
N
1
2026-01-26
Floating
0.93900000
N
N
N
N
N
N
HARVEST COMMERCIAL CAPITAL LOA
N/A
Harvest Commercial Capital Loan Trust
41753CAA4
868434.06000000
PA
USD
873522.39000000
0.368209486086
Long
ABS-MBS
CORP
US
Y
2
2046-09-25
Variable
3.29000000
N
N
N
N
N
N
Finance of America HECM Buyout
N/A
Finance of America HECM Buyout
31735RAA5
1438182.93000000
PA
USD
1437861.64000000
0.606091270914
Long
ABS-MBS
CORP
US
Y
2
2031-02-25
Variable
0.87540000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust REMIC
89172EAA2
129484.32000000
PA
USD
130332.27000000
0.054938005833
Long
ABS-MBS
CORP
US
Y
2
2055-02-25
Variable
3.50000000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
549300O1CSZVJJTIR319
Commonbond Student Loan Trust
20267XAA1
801891.17000000
PA
USD
825731.80000000
0.348064669210
Long
ABS-CBDO
CORP
US
Y
2
2046-02-25
Fixed
3.87000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
Goldman Sachs Mortgage Securities Trust Interest Only REMIC
36191YAA6
2314622.38000000
PA
USD
585.37000000
0.000246746722
Long
ABS-CBDO
CORP
US
Y
2
2044-08-10
Variable
1.19778900
N
N
N
N
N
N
NMEF Funding LLC
549300LKWL3P0UPHKL72
NMEF Funding 2015-A, LLC
62919TAB2
1450000.00000000
PA
USD
1447764.97000000
0.610265748972
Long
ABS-CBDO
CORP
US
Y
2
2027-12-15
Fixed
0.81000000
N
N
N
N
N
N
Oceanview Mortgage Loan Trust
N/A
Oceanview Mortgage Loan Trust
676477AA0
1343186.55000000
PA
USD
1353503.83000000
0.570532541999
Long
ABS-MBS
CORP
US
Y
2
2050-05-28
Variable
1.73291000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36211EV88
1393094.71000000
PA
USD
1394766.42000000
0.587925658916
Long
ABS-MBS
USGSE
US
N
2
2040-12-15
Fixed
6.30000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36291M7K3
349251.28000000
PA
USD
349670.38000000
0.147393990575
Long
ABS-MBS
USGSE
US
N
2
2034-11-15
Fixed
5.12500000
N
N
N
N
N
N
TWDC ENTERPRISES 18 CORP
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp.
25468PCN4
824000.00000000
PA
USD
831504.98000000
0.350498195431
Long
DBT
CORP
US
N
2
2021-08-16
Fixed
2.75000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89176VAA0
1574014.18000000
PA
USD
1639622.40000000
0.691138004235
Long
ABS-MBS
CORP
US
Y
2
2058-07-25
Variable
3.25000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866FAD6
2155000.00000000
PA
USD
2367422.23000000
0.997922128427
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
3.75000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co.
59562VAY3
880000.00000000
PA
USD
944337.09000000
0.398059487177
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
3.75000000
N
N
N
N
N
N
AGILENT TECHNOLOGIES INC
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies, Inc.
00846UAJ0
2165000.00000000
PA
USD
2307358.80000000
0.972604031322
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.87500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust Interest Only
30263HAG6
148844589.77000000
PA
USD
818.65000000
0.000345079529
Long
ABS-MBS
USGSE
US
Y
2
2044-08-25
Fixed
0.10000000
N
N
N
N
N
N
WHIRLPOOL CORP
WHENKOULSSK7WUM60H03
Whirlpool Corp.
96332HCF4
1439000.00000000
PA
USD
1523515.18000000
0.642196179393
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
3.70000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust REMIC
89173HAA4
205594.46000000
PA
USD
208671.04000000
0.087959572964
Long
ABS-MBS
CORP
US
Y
2
2057-04-25
Variable
2.75000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46645LAZ0
666760.70000000
PA
USD
706967.30000000
0.298002740619
Long
ABS-CBDO
CORP
US
N
2
2049-03-15
Fixed
3.31580000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital, LLC
05565EAH8
2310000.00000000
PA
USD
2441231.10000000
1.029034240037
Long
DBT
CORP
US
Y
2
2026-04-11
Fixed
2.80000000
N
N
N
N
N
N
Brazos Higher Education Author
N/A
Brazos Higher Education Authority, Inc.
10620NCK2
282111.16000000
PA
USD
282929.59000000
0.119261234886
Long
ABS-MBS
CORP
US
N
2
2029-07-25
Floating
1.06775000
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
458200.00000000
0.193141685268
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
7.45000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
U.S. Treasury Inflation Indexed Bonds
912828X39
1260000.00000000
PA
USD
1393743.16000000
0.587494331633
Long
DBT
UST
US
N
2
2022-04-15
Fixed
0.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138AVRH0
214918.88000000
PA
USD
227058.09000000
0.095710131288
Long
ABS-MBS
USGSE
US
N
2
2026-10-01
Fixed
3.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGK9
1965000.00000000
PA
USD
2012011.78000000
0.848108568245
Long
DBT
CORP
US
N
2
2023-04-24
Variable
2.88100000
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
Credit Suisse First Boston Mortgage Securities Corp. REMIC
225458G28
1185.30000000
PA
USD
1038.61000000
0.000437797655
Long
ABS-CBDO
CORP
US
N
2
2021-08-31
Fixed
5.00000000
N
N
N
N
N
N
SLM Student Loan Trust
549300OORAXMFXOHG132
SLM Student Loan Trust
78444GAC8
1229907.54000000
PA
USD
1229905.20000000
0.518432918046
Long
ABS-MBS
CORP
US
N
2
2021-10-25
Floating
1.21775000
N
N
N
N
N
N
BELLEVUE NE REDEV REVENUE
549300KRKQE0NF2MSP79
City of Bellevue NE
079238AY7
500000.00000000
PA
USD
500920.95000000
0.211149533979
Long
DBT
MUN
US
N
2
2021-12-15
Fixed
2.95000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JPMorgan Mortgage Trust
46648CAC8
279442.01000000
PA
USD
279839.01000000
0.117958485367
Long
ABS-MBS
CORP
US
Y
2
2047-01-25
Variable
3.50000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AM8
1200000.00000000
PA
USD
1179451.21000000
0.497165417703
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
3137APWF3
111590.53000000
PA
USD
113100.76000000
0.047674533809
Long
ABS-MBS
USGSE
US
N
2
2030-03-15
Fixed
2.25000000
N
N
N
N
N
N
KKR Industrial Portfolio Trust
N/A
KKR Industrial Portfolio Trust
48254CAA3
2200000.00000000
PA
USD
2197356.04000000
0.926235374730
Long
ABS-CBDO
CORP
US
Y
2
2037-12-15
Floating
0.65600000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JPMorgan Mortgage Trust
46649HAE2
48678.96000000
PA
USD
48711.70000000
0.020533085618
Long
ABS-MBS
CORP
US
Y
2
2048-12-25
Variable
3.50000000
N
N
N
N
N
N
Park Place Securities Inc
N/A
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates REMIC
70069FAY3
53664.47000000
PA
USD
53878.71000000
0.022711097445
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Floating
1.08363000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
12433AAA7
1300000.00000000
PA
USD
1302086.24000000
0.548858862416
Long
ABS-MBS
CORP
US
Y
2
2032-11-15
Floating
1.10600000
N
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GCT4
2003000.00000000
PA
USD
2160083.77000000
0.910524268135
Long
DBT
CORP
US
Y
2
2024-01-11
Fixed
3.60000000
N
N
N
N
N
N
SLM Student Loan Trust
549300SRMXHPGI3BJ386
SLM Student Loan Trust
78444YAD7
634948.28000000
PA
USD
639656.55000000
0.269629733872
Long
ABS-MBS
CORP
US
N
2
2023-07-25
Floating
1.91775000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust
17323TAC4
1274820.70000000
PA
USD
1329015.88000000
0.560210316046
Long
ABS-CBDO
CORP
US
Y
2
2053-01-25
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association REMIC
38377V3U8
653384.05000000
PA
USD
733510.82000000
0.309191435918
Long
ABS-CBDO
USGSE
US
N
2
2034-07-16
Fixed
5.50000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
The Charles Schwab Corp.
808513AW5
1400000.00000000
PA
USD
1402895.72000000
0.591352343119
Long
DBT
CORP
US
N
2
2021-05-21
Fixed
3.25000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust
59980AAA5
1075658.55000000
PA
USD
1091848.93000000
0.460239071146
Long
ABS-MBS
CORP
US
Y
2
2059-07-25
Variable
2.75000000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345AJ1
380000.00000000
PA
USD
403143.90000000
0.169934291252
Long
DBT
CORP
US
Y
2
2024-05-15
Fixed
4.62500000
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
251612.70000000
0.106060455942
Long
DBT
MUN
US
N
2
2025-06-15
Fixed
1.22900000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp.
3137BWNS9
785501.14000000
PA
USD
816667.63000000
0.344243916112
Long
ABS-MBS
USGSE
US
N
2
2054-12-15
Variable
3.75000000
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
eBay, Inc.
278642AL7
250000.00000000
PA
USD
269451.33000000
0.113579842806
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
3.45000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFN9
1538000.00000000
PA
USD
1426858.38000000
0.601453147431
Long
DBT
CORP
US
Y
2
2030-10-30
Fixed
1.68000000
N
N
N
N
N
N
New Residential Mortgage Loan
549300RCJSGOC0A85G53
New Residential Mortgage Loan Trust REMIC
64829CAA6
83445.61000000
PA
USD
88246.74000000
0.037198001054
Long
ABS-CBDO
CORP
US
Y
2
2052-05-28
Variable
3.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Note
912828XB1
1390000.00000000
PA
USD
1471336.71000000
0.620201771644
Long
DBT
UST
US
N
2
2025-05-15
Fixed
2.12500000
N
N
N
N
N
N
GSAMP Trust
N/A
Goldman Sachs Alternative Mortgage Products Trust REMIC
36242DL43
69522.70000000
PA
USD
69514.41000000
0.029301899384
Long
ABS-CBDO
CORP
US
Y
2
2035-01-25
Floating
0.88863000
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
16954.30000000
0.007146621725
Long
ABS-CBDO
CORP
US
N
2
2045-03-15
Fixed
2.69500000
N
N
N
N
N
N
Navient Student Loan Trust
54930094LU45XF2CP718
Navient Private Education Loan Trust
63939CAD9
840000.00000000
PA
USD
854673.54000000
0.360264268595
Long
ABS-MBS
CORP
US
Y
2
2031-10-15
Floating
1.70600000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10568YAA6
733766.12000000
PA
USD
758257.33000000
0.319622650772
Long
ABS-MBS
CORP
US
Y
2
2059-05-26
Variable
2.50000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer, LLC
12530MAA3
1269323.87000000
PA
USD
1278813.21000000
0.539048752779
Long
ABS-CBDO
CORP
US
Y
2
2060-07-15
Fixed
1.69000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp. Interest Only REMIC
3137BXNL2
247471.22000000
PA
USD
21829.09000000
0.009201456199
Long
ABS-CBDO
USGSE
US
N
2
2043-11-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp. REMIC
3137B6ES6
302723.56000000
PA
USD
307729.94000000
0.129715144520
Long
ABS-MBS
USGSE
US
N
2
2037-09-15
Fixed
3.00000000
N
N
N
N
N
N
CSMLT TRUST
N/A
CSMLT Trust
12650UAU5
345516.91000000
PA
USD
351720.29000000
0.148258074102
Long
ABS-CBDO
CORP
US
Y
2
2030-10-25
Variable
3.00000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust REMIC
45660NRL1
5084.66000000
PA
USD
4851.66000000
0.002045084654
Long
ABS-CBDO
CORP
US
N
2
2021-10-25
Fixed
3.75000000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Colony American Finance, Ltd.
21872UAA2
1810228.54000000
PA
USD
1839496.50000000
0.775389467604
Long
ABS-CBDO
CORP
US
Y
2
2050-03-15
Fixed
1.83200000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust Interest Only REMIC
61761QAF0
1220011.62000000
PA
USD
15440.10000000
0.006508352105
Long
ABS-CBDO
CORP
US
N
2
2048-12-15
Variable
0.96703300
N
N
N
N
N
N
ELFI Graduate Loan Program 201
N/A
ELFI Graduate Loan Program, LLC
26857LAA0
1332128.24000000
PA
USD
1346561.58000000
0.567606226275
Long
ABS-MBS
CORP
US
Y
2
2045-08-25
Fixed
1.73000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
The Goldman Sachs Group, Inc.
38141GXZ2
2810000.00000000
PA
USD
2807794.71000000
1.183549109949
Long
DBT
CORP
US
N
2
2024-03-08
Variable
0.67300000
N
N
N
N
N
N
Freddie Mac Whole Loan Securit
N/A
Federal Home Loan Mortgage Corp.
3137G1BD8
603912.20000000
PA
USD
592584.44000000
0.249787772600
Long
ABS-CBDO
CORP
US
N
2
2046-10-25
Fixed
3.50000000
N
N
N
N
N
N
HARMAN INTL IND
1VWDHRIRERCQ5D5M5681
Harman International Industries, Inc.
413086AH2
2265000.00000000
PA
USD
2486471.25000000
1.048103988646
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.15000000
N
N
N
N
N
N
ALBEMARLE CORP
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp.
012725AC1
2047000.00000000
PA
USD
2249354.42000000
0.948153870462
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.15000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBT2
2195000.00000000
PA
USD
2143870.83000000
0.903690146453
Long
DBT
CORP
US
N
2
2026-11-19
Variable
1.04500000
N
N
N
N
N
N
Cosmopolitan Hotel Trust
N/A
Cosmopolitan Hotel Mortgage Trust REMIC
12546DAA5
1265000.00000000
PA
USD
1265380.26000000
0.533386459891
Long
ABS-CBDO
CORP
US
Y
2
2036-11-15
Floating
1.03600000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
Residential Accredit Loans, Inc. Trust REMIC
76110G6V8
11678.60000000
PA
USD
11097.94000000
0.004678033248
Long
ABS-CBDO
CORP
US
N
2
2022-03-25
Floating
14.55917800
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust REMIC
12509DAB8
1480000.00000000
PA
USD
1483133.75000000
0.625174491388
Long
ABS-CBDO
CORP
US
Y
2
2027-12-14
Fixed
0.54000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AC0
1907000.00000000
PA
USD
1935629.14000000
0.815911554245
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
2.80000000
N
N
N
N
N
N
FEDERAL HOME LOAN MTGE CORP VA
N/A
Federal Home Loan Mortgage Corp.
31350ACY2
1510000.00000000
PA
USD
1549589.33000000
0.653187024598
Long
DBT
MUN
US
N
2
2025-12-15
Fixed
2.10800000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36202UVP5
112525.34000000
PA
USD
112660.37000000
0.047488899443
Long
ABS-MBS
USGSE
US
N
2
2034-08-15
Fixed
5.60000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
Cascade Funding Mortgage Trust, LLC
12526PAA2
2130598.98000000
PA
USD
2127742.06000000
0.896891504334
Long
ABS-MBS
CORP
US
Y
2
2031-02-25
Variable
0.80060000
N
N
N
N
N
N
APPLIED MATERIALS INC
41BNNE1AFPNAZELZ6K07
Applied Materials, Inc.
038222AJ4
1060000.00000000
PA
USD
1181255.80000000
0.497926093290
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.90000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HJE1
1035000.00000000
PA
USD
1079816.51000000
0.455167133397
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
36213NG59
163680.43000000
PA
USD
163876.85000000
0.069077806603
Long
ABS-MBS
USGSE
US
N
2
2033-01-15
Fixed
7.00000000
N
N
N
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp.
7591EPAP5
1890000.00000000
PA
USD
2027216.84000000
0.854517845663
Long
DBT
CORP
US
N
2
2023-08-14
Fixed
3.80000000
N
N
N
N
N
N
NE COOPERATIVE REPUBLICAN PLAT
N/A
Nebraska Cooperative Republican Platte Enhancement Project
639662DD4
1425000.00000000
PA
USD
1404118.05000000
0.591867582919
Long
DBT
MUN
US
N
2
2026-12-15
Fixed
1.62000000
N
N
N
N
N
N
PREFERRED TERM SECS XII
N/A
Preferred Term Securities XII, Ltd./Preferred Term Securities XII, Inc.
74041NAA3
555064.46000000
PA
USD
553798.91000000
0.233438792617
Long
DBT
CORP
KY
Y
2
2033-12-24
Floating
0.88200000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust Interest Only REMIC
23305YAG4
21009.41000000
PA
USD
0.21000000
0.000000088519
Long
ABS-CBDO
CORP
US
Y
2
2044-08-10
Variable
0.16048300
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525AF0
1218000.00000000
PA
USD
1332573.84000000
0.561710076828
Long
DBT
CORP
US
N
2
2025-05-20
Fixed
3.45000000
N
N
N
N
N
N
Oak Street Investment Grade Ne
N/A
Oak Street Investment Grade Net Lease Fund
67190AAA4
1244555.42000000
PA
USD
1239076.02000000
0.522298626536
Long
ABS-MBS
CORP
US
Y
2
2051-01-20
Fixed
1.48000000
N
N
N
N
N
N
SLM Student Loan Trust
549300MTK92VF84VT259
SLM Student Loan Trust
78445JAA5
788491.45000000
PA
USD
794702.95000000
0.334985305655
Long
ABS-MBS
CORP
US
N
2
2023-04-25
Floating
1.71775000
N
N
N
N
N
N
BX Trust
N/A
BX Trust
05608VAA4
510000.00000000
PA
USD
508569.35000000
0.214373507933
Long
ABS-CBDO
CORP
US
Y
2
2034-01-15
Floating
0.80600000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDJ2
960000.00000000
PA
USD
1017795.33000000
0.429023800294
Long
DBT
CORP
US
N
2
2023-02-25
Fixed
3.75000000
N
N
N
N
N
N
GCT Commercial Mortgage Trust
N/A
GCT Commercial Mortgage Trust
36167RAA1
1600000.00000000
PA
USD
1600301.44000000
0.674563328371
Long
ABS-MBS
CORP
US
Y
2
2038-02-15
Floating
0.90600000
N
N
N
N
N
N
HALL CNTY NE SCH DIST #2 GRAND
N/A
Grand Island Public Schools
40603RAT4
240000.00000000
PA
USD
235646.16000000
0.099330197445
Long
DBT
MUN
US
N
2
2025-12-15
Fixed
0.95300000
N
N
N
N
N
N
CHURCH & DWIGHT CO INC
POOXSI30AWAQGYJZC921
Church & Dwight Co., Inc.
171340AH5
1011000.00000000
PA
USD
1046262.76000000
0.441023467264
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
2.87500000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance, LLC
928668BE1
2453000.00000000
PA
USD
2633815.54000000
1.110212946493
Long
DBT
CORP
US
Y
2
2025-05-13
Fixed
3.35000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp. Interest Only REMIC
3137BQLW5
471461.66000000
PA
USD
83787.18000000
0.035318195436
Long
ABS-MBS
USGSE
US
N
2
2045-09-15
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61764PBT8
1284698.90000000
PA
USD
1352572.24000000
0.570139855699
Long
ABS-CBDO
CORP
US
N
2
2047-12-15
Fixed
3.24600000
N
N
N
N
N
N
ERICSSON LM
549300W9JLPW15XIFM52
Telefonaktiebolaget LM Ericsson
294829AA4
2549000.00000000
PA
USD
2639081.66000000
1.112432735431
Long
DBT
CORP
SE
N
2
2022-05-15
Fixed
4.12500000
N
N
N
N
N
N
Mello Warehouse Securitization
N/A
Mello Warehouse Securitization Trust
58550LAA3
1420000.00000000
PA
USD
1419887.68000000
0.598514839388
Long
ABS-CBDO
CORP
US
Y
2
2055-02-25
Floating
0.80863000
N
N
N
N
N
N
Freddie Mac Whole Loan Securit
N/A
Freddie Mac Whole Loan Securities
3137G1AR8
736106.90000000
PA
USD
745308.16000000
0.314164282119
Long
ABS-CBDO
CORP
US
N
2
2045-09-25
Variable
3.66029000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust REMIC
64829EAA2
124047.64000000
PA
USD
131524.59000000
0.055440595737
Long
ABS-CBDO
CORP
US
Y
2
2055-08-25
Variable
3.75000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89177WAA7
635718.60000000
PA
USD
650920.67000000
0.274377815757
Long
ABS-MBS
CORP
US
Y
2
2058-11-25
Variable
3.00000000
N
N
N
N
N
N
Brean Asset Backed Securities
N/A
Brean Asset Backed Securities Trust
10638CAA0
525000.00000000
PA
USD
500534.18000000
0.210986501658
Long
ABS-MBS
CORP
US
Y
2
2063-10-25
Variable
1.40000000
N
N
N
N
N
N
UNIFY Auto Receivables Trust
N/A
UNIFY Auto Receivables Trust 2021-1
90775QAD8
2390000.00000000
PA
USD
2386141.11000000
1.005812560617
Long
ABS-MBS
CORP
US
Y
2
2026-07-15
Fixed
0.98000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818ET1
1330000.00000000
PA
USD
1336885.70000000
0.563527623548
Long
DBT
CORP
US
N
2
2021-06-08
Fixed
3.20000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust REMIC
17322GAA7
78446.22000000
PA
USD
82590.43000000
0.034813738187
Long
ABS-CBDO
CORP
US
Y
2
2035-01-25
Variable
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association REMIC
36230KRZ6
399.54000000
PA
USD
401.05000000
0.000169051664
Long
ABS-MBS
USGSE
US
N
2
2061-06-20
Variable
5.20000000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association REMIC
31397QE87
20223.14000000
PA
USD
20616.50000000
0.008690322030
Long
ABS-MBS
USGSE
US
N
2
2026-02-25
Fixed
4.00000000
N
N
N
N
N
N
EL PASO CNTY CO REVENUE
N/A
County of El Paso CO
28337LEK0
550000.00000000
PA
USD
550248.00000000
0.231942003570
Long
DBT
MUN
US
N
2
2025-06-01
Fixed
1.20000000
N
N
N
N
N
N
Bayview Financial Acquisition
N/A
Bayview Financial Acquisition Trust REMIC
07325NBC5
106717.30000000
PA
USD
106748.79000000
0.044997034484
Long
ABS-MBS
CORP
US
N
2
2039-04-28
Floating
2.20913000
N
N
N
N
N
N
Salomon Brothers Mortgage Secu
549300VB2N1G56GWKB41
Salomon Brothers Mortgage Securities
79548KA57
19718.37000000
PA
USD
19768.00000000
0.008332660048
Long
ABS-MBS
CORP
US
N
2
2028-08-25
Fixed
6.93000000
N
N
N
N
N
N
EverBank Mortgage Loan Trust
N/A
EverBank Mortgage Loan Trust
29978CAD2
302812.34000000
PA
USD
304033.01000000
0.128156804733
Long
ABS-MBS
CORP
US
Y
2
2048-02-25
Variable
3.50000000
N
N
N
N
N
N
Stack Infrastructure Issuer LL
N/A
Stack Infrastructure Issuer, LLC
85236KAA0
700104.20000000
PA
USD
746053.16000000
0.314478316505
Long
ABS-MBS
CORP
US
Y
2
2044-02-25
Fixed
4.54000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
549300EZH20KSD9JD814
Wells Fargo Mortgage Backed Securities
94989UAC5
134789.99000000
PA
USD
135220.48000000
0.056998497141
Long
ABS-CBDO
CORP
US
Y
2
2047-07-25
Variable
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association REMIC
38378BRE1
634945.31000000
PA
USD
658300.19000000
0.277488450697
Long
ABS-CBDO
USGSE
US
N
2
2052-11-16
Variable
3.25000000
N
N
N
N
N
N
2021-06-01
Tributary Funds, Inc.
/s/ Karen Shaw
Karen Shaw
Treasurer