0001145549-24-033594.txt : 20240529
0001145549-24-033594.hdr.sgml : 20240529
20240529151542
ACCESSION NUMBER: 0001145549-24-033594
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240331
FILED AS OF DATE: 20240529
DATE AS OF CHANGE: 20240529
PERIOD START: 20240331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AMERICAN CENTURY GOVERNMENT INCOME TRUST
CENTRAL INDEX KEY: 0000773674
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04363
FILM NUMBER: 24997776
BUSINESS ADDRESS:
STREET 1: 4500 MAIN STREET
CITY: KANSAS CITY
STATE: MO
ZIP: 64111
BUSINESS PHONE: 816-531-5575
MAIL ADDRESS:
STREET 1: 4500 MAIN STREET
CITY: KANSASA CITY
STATE: MO
ZIP: 64111
FORMER COMPANY:
FORMER CONFORMED NAME: BENHAM GOVERNMENT INCOME TRUST
DATE OF NAME CHANGE: 19920703
0000773674
S000005968
GOVERNMENT BOND FUND
C000016435
INVESTOR CLASS
CPTNX
C000016436
A CLASS
ABTAX
C000088035
R5 CLASS
ABTIX
C000088036
C CLASS
ABTCX
C000088037
R CLASS
ABTRX
C000189732
I CLASS
ABHTX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000773674
XXXXXXXX
S000005968
C000016436
C000088036
C000016435
C000189732
C000088035
C000088037
American Century Government Income Trust
811-04363
0000773674
5493006ATS1M2OACE377
4500 Main St
Kansas City
64111
816-531-5575
Government Bond Fund
S000005968
UH4Y0810PHBIOG2Z3X95
2024-03-31
2024-03-31
N
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23166708.890000000000
639684627.240000000000
0.000000000000
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0.000000000000
0.000000000000
0.000000000000
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0.000000000000
0.000000000000
0.000000000000
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USD
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BBG U.S. Gov/Mortgage Index
BCGOV_MBS
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 3.50
3132DNFZ1
3524683.2300000000
PA
USD
3192705.7600000000
0.4991062195
Long
ABS-MBS
USGA
US
N
2
2051-05-01
Fixed
3.500000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 3.50
3132DNQ71
1052889.0700000000
PA
USD
955890.1300000000
0.1494314681
Long
ABS-MBS
USGA
US
N
2
2050-05-01
Fixed
3.500000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 5.00
3132DNXS7
1425441.2600000000
PA
USD
1407295.6100000000
0.2199983476
Long
ABS-MBS
USGA
US
N
2
2052-07-01
Fixed
5.000000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 6.00
3132DPM96
4429366.3900000000
PA
USD
4485228.9400000000
0.7011625337
Long
ABS-MBS
USGA
US
N
2
2053-01-01
Fixed
6.000000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 3.50
3132DQQF6
4972301.7600000000
PA
USD
4529535.0400000000
0.7080887749
Long
ABS-MBS
USGA
US
N
2
2049-02-01
Fixed
3.500000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 3.50
3132DWDT7
4893201.2100000000
PA
USD
4383433.1400000000
0.6852490983
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
3.500000000000000
N
N
N
N
N
N
Freddie Mac Gold Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool 3.00
3132J62G8
2767765.8000000000
PA
USD
2475486.7400000000
0.3869854979
Long
ABS-MBS
USGA
US
N
2
2043-02-01
Fixed
3.000000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 2.50
3133AUTC2
1461277.3000000000
PA
USD
1230245.2100000000
0.1923205839
Long
ABS-MBS
USGA
US
N
2
2051-10-01
Fixed
2.500000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 3.50
3133BBGS2
1730905.5000000000
PA
USD
1570548.5600000000
0.2455191970
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
3.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.00
3138EGXH2
754272.9300000000
PA
USD
716588.2600000000
0.1120221168
Long
ABS-MBS
USGA
US
N
2
2041-08-01
Fixed
4.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 6.50
3138EHN24
412532.4800000000
PA
USD
428580.5900000000
0.0669987321
Long
ABS-MBS
USGA
US
N
2
2039-05-01
Fixed
6.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.50
3138EJMZ8
813759.4000000000
PA
USD
749651.8000000000
0.1171908419
Long
ABS-MBS
USGA
US
N
2
2042-06-01
Fixed
3.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 7.26
3138ETRZ1
223415.2800000000
PA
USD
229480.8100000000
0.0358740542
Long
ABS-MBS
USGA
US
N
2
2046-04-01
Variable
7.257000000000001
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.50
3138LSL65
842782.0500000000
PA
USD
776592.1900000000
0.1214023531
Long
ABS-MBS
USGA
US
N
2
2042-05-01
Fixed
3.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.50
3138M8M75
708446.9500000000
PA
USD
651674.3400000000
0.1018743162
Long
ABS-MBS
USGA
US
N
2
2042-09-01
Fixed
3.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.00
3138WF3X2
545513.1800000000
PA
USD
515710.1600000000
0.0806194393
Long
ABS-MBS
USGA
US
N
2
2045-11-01
Fixed
4.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.00
3138WGLG7
1454061.7000000000
PA
USD
1377624.6900000000
0.2153599807
Long
ABS-MBS
USGA
US
N
2
2046-02-01
Fixed
4.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.00
3138WGXY5
1879941.4000000000
PA
USD
1781699.2200000000
0.2785277532
Long
ABS-MBS
USGA
US
N
2
2046-04-01
Fixed
4.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.50
3138WJYA0
2134536.5000000000
PA
USD
1947163.6800000000
0.3043943214
Long
ABS-MBS
USGA
US
N
2
2047-02-01
Fixed
3.500000000000000
N
N
N
N
N
N
Fannie Mae REMICS
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS 5.73
31394ULS9
728113.6000000000
PA
USD
721440.5100000000
0.1127806546
Long
ABS-MBS
USGA
US
N
2
2035-10-25
Variable
5.734870000000000
N
N
N
N
N
N
Freddie Mac REMICS
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS 5.88
31395AUQ6
881109.1000000000
PA
USD
878867.8200000000
0.1373907989
Long
ABS-MBS
USGA
US
N
2
2034-06-15
Variable
5.883120000000000
N
N
N
N
N
N
Freddie Mac REMICS
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS 4.50
31396ELG9
130245.9800000000
PA
USD
128800.2000000000
0.0201349531
Long
ABS-MBS
USGA
US
N
2
2025-11-15
Fixed
4.500000000000000
N
N
N
N
N
N
Freddie Mac REMICS
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS 5.81
31396RKP1
705123.3000000000
PA
USD
700020.1100000000
0.1094320670
Long
ABS-MBS
USGA
US
N
2
2036-05-15
Variable
5.813120000000000
N
N
N
N
N
N
Freddie Mac REMICS
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS 5.93
31397PM31
310631.7200000000
PA
USD
308636.2200000000
0.0482481846
Long
ABS-MBS
USGA
US
N
2
2037-12-15
Variable
5.933120000000000
N
N
N
N
N
N
Freddie Mac REMICS
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS 5.93
31397RH74
546179.5400000000
PA
USD
543301.0600000000
0.0849326429
Long
ABS-MBS
USGA
US
N
2
2037-11-15
Variable
5.933120000000000
N
N
N
N
N
N
Fannie Mae REMICS
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS 6.03
31398FZ87
396818.6700000000
PA
USD
397185.4100000000
0.0620908168
Long
ABS-MBS
USGA
US
N
2
2036-05-25
Variable
6.034870000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 5.50
31403DD97
714295.8800000000
PA
USD
729424.4800000000
0.1140287649
Long
ABS-MBS
USGA
US
N
2
2036-01-01
Fixed
5.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 7.43
31407GYC6
203314.9500000000
PA
USD
206772.7200000000
0.0323241659
Long
ABS-MBS
USGA
US
N
2
2035-06-01
Variable
7.434000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 7.44
31407GYE2
160996.7500000000
PA
USD
163612.0000000000
0.0255769786
Long
ABS-MBS
USGA
US
N
2
2035-06-01
Variable
7.440000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 6.50
3142GQLF7
3278659.3600000000
PA
USD
3355887.8900000000
0.5246159978
Long
ABS-MBS
USGA
US
N
2
2053-11-01
Fixed
6.500000000000000
N
N
N
N
N
N
Seasoned Loans Structured Transaction Trust Series 2021-2
N/A
Seasoned Loans Structured Transaction Trust Series 2021-2 2.00
35564CKY2
3438518.1500000000
PA
USD
3054786.0600000000
0.4775456420
Long
ABS-MBS
USGA
US
N
2
2031-07-25
Fixed
2.000000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 3.50
36179ME30
1879503.4000000000
PA
USD
1746297.8600000000
0.2729935636
Long
ABS-MBS
USGA
US
N
2
2042-06-20
Fixed
3.500000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 4.50
3133BPZW1
2931316.5300000000
PA
USD
2792293.7400000000
0.4365109964
Long
ABS-MBS
USGA
US
N
2
2052-10-01
Fixed
4.500000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 2.50
3133KKB57
2587165.2800000000
PA
USD
2153807.9600000000
0.3366984086
Long
ABS-MBS
USGA
US
N
2
2050-10-01
Fixed
2.500000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 2.50
3133KL2S5
8797903.5400000000
PA
USD
7327557.2500000000
1.1454952860
Long
ABS-MBS
USGA
US
N
2
2051-05-01
Fixed
2.500000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 2.00
3133KMLL7
6091679.6500000000
PA
USD
4858154.3000000000
0.7594608489
Long
ABS-MBS
USGA
US
N
2
2051-08-01
Fixed
2.000000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 4.00
3133KPMJ4
6528062.7300000000
PA
USD
6110365.4800000000
0.9552153076
Long
ABS-MBS
USGA
US
N
2
2052-06-01
Fixed
4.000000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 6.00
3133KQDW3
6177363.1300000000
PA
USD
6269761.8400000000
0.9801332677
Long
ABS-MBS
USGA
US
N
2
2052-11-01
Fixed
6.000000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 5.50
3133KQE28
4179573.4900000000
PA
USD
4171755.5600000000
0.6521581702
Long
ABS-MBS
USGA
US
N
2
2052-12-01
Fixed
5.500000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 2.00
3133L8JQ9
4998768.5700000000
PA
USD
4463189.4100000000
0.6977171594
Long
ABS-MBS
USGA
US
N
2
2036-06-01
Fixed
2.000000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool 5.73
31347AV84
579167.4600000000
PA
USD
590763.2600000000
0.0923522678
Long
ABS-MBS
USGA
US
N
2
2045-09-01
Variable
5.729000000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp 6.25 07/15/2032
3134A4KX1
4000000.0000000000
PA
USD
4549550.3200000000
0.7112177042
Long
DBT
USGA
US
N
2
2032-07-15
Fixed
6.250000000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association 6.63 11/15/2030
31359MGK3
5000000.0000000000
PA
USD
5646319.5000000000
0.8826723763
Long
DBT
USGA
US
N
2
2030-11-15
Fixed
6.625000000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association 0.88 08/05/2030
3135G05Q2
5000000.0000000000
PA
USD
4050709.8500000000
0.6332354535
Long
DBT
USGA
US
N
2
2030-08-05
Fixed
0.875000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 5.50
31368HL92
642772.9400000000
PA
USD
656370.4900000000
0.1026084514
Long
ABS-MBS
USGA
US
N
2
2034-08-01
Fixed
5.500000000000000
N
N
N
N
N
N
Fannie Mae REMICS
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS 2.00
3136BQFV6
15147328.7500000000
PA
USD
1905414.2900000000
0.2978677631
Long
ABS-MBS
USGA
US
N
2
2052-07-25
Fixed
2.000000000000000
N
N
N
N
N
N
Freddie Mac REMICS
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS 3.50
3137A47J0
1198453.0200000000
PA
USD
1177513.1700000000
0.1840771405
Long
ABS-MBS
USGA
US
N
2
2025-12-15
Fixed
3.500000000000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates 3.17
3137BFE98
14737204.0500000000
PA
USD
14542724.5400000000
2.2734209829
Long
ABS-MBS
USGA
US
N
2
2024-10-25
Fixed
3.171000000000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates 3.06
3137BGK24
2653295.7000000000
PA
USD
2607779.4700000000
0.4076664279
Long
ABS-MBS
USGA
US
N
2
2024-12-25
Fixed
3.062000000000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates 2.77
3137BJQ71
8645000.0000000000
PA
USD
8399791.4900000000
1.3131144837
Long
ABS-MBS
USGA
US
N
2
2025-05-25
Fixed
2.770000000000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates 3.00
3137F5LN7
6560000.0000000000
PA
USD
6282088.2200000000
0.9820602141
Long
ABS-MBS
USGA
US
N
2
2027-06-25
Fixed
3.000000000000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates 2.61
3137FNXH8
1158245.8000000000
PA
USD
1121839.3500000000
0.1753738174
Long
ABS-MBS
USGA
US
N
2
2026-01-25
Fixed
2.610000000000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates 4.28
3137HAGZ3
6550000.0000000000
PA
USD
6407338.3800000000
1.0016402001
Long
ABS-MBS
USGA
US
N
2
2030-07-25
Fixed
4.284000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.50
3138AHW77
892726.9000000000
PA
USD
875849.4100000000
0.1369189398
Long
ABS-MBS
USGA
US
N
2
2041-06-01
Fixed
4.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.50
3138AP5M6
522359.8800000000
PA
USD
512482.3700000000
0.0801148485
Long
ABS-MBS
USGA
US
N
2
2041-09-01
Fixed
4.500000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 2.50
36179V7E4
3358728.3900000000
PA
USD
2867198.9100000000
0.4482206994
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.500000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 3.50
36179V7G9
586760.7100000000
PA
USD
539391.8900000000
0.0843215339
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
3.500000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 3.00
36179VQT0
9052210.2100000000
PA
USD
7999003.1100000000
1.2504604252
Long
ABS-MBS
USGA
US
N
2
2050-07-20
Fixed
3.000000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 2.00
36179VVX5
12400356.8100000000
PA
USD
10174777.9700000000
1.5905928542
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
2.000000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 3.50
36179WG51
1525010.5100000000
PA
USD
1395712.1400000000
0.2181875381
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
3.500000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 2.50
36179WNE4
5047657.0800000000
PA
USD
4304197.7100000000
0.6728624586
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
2.500000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 2.50
36179WTY4
3620434.1200000000
PA
USD
3085669.0600000000
0.4823734898
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
2.500000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 2.50
36179WVU9
5106715.9800000000
PA
USD
4351052.6400000000
0.6801871508
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
2.500000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 4.00
36179XFG6
9567321.1900000000
PA
USD
8954221.3200000000
1.3997868541
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
4.000000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 4.50
36179XFH4
9506428.4500000000
PA
USD
9142356.2000000000
1.4291974218
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
4.500000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 4.50
36179XHY5
7342168.8400000000
PA
USD
7060607.6800000000
1.1037638516
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
4.500000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 5.00
36179XX50
4585486.4800000000
PA
USD
4509298.0700000000
0.7049251894
Long
ABS-MBS
USGA
US
N
2
2053-04-20
Fixed
5.000000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 5.50
36179XX68
5209791.7300000000
PA
USD
5208400.4600000000
0.8142137920
Long
ABS-MBS
USGA
US
N
2
2053-04-20
Fixed
5.500000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 6.00
36202EZH5
114668.4000000000
PA
USD
119337.5800000000
0.0186556898
Long
ABS-MBS
USGA
US
N
2
2039-01-20
Fixed
6.000000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 3.75
36208AN49
38671.4700000000
PA
USD
37446.6800000000
0.0058539284
Long
ABS-MBS
USGA
US
N
2
2032-11-20
Variable
3.750000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 3.75
36225D7G3
53571.8200000000
PA
USD
52018.9700000000
0.0081319713
Long
ABS-MBS
USGA
US
N
2
2036-11-20
Variable
3.750000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 4.25
36225DGB4
180038.0500000000
PA
USD
174878.9500000000
0.0273383074
Long
ABS-MBS
USGA
US
N
2
2034-10-20
Variable
4.250000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 3.75
36225DKW3
80787.2400000000
PA
USD
78854.9600000000
0.0123271620
Long
ABS-MBS
USGA
US
N
2
2034-12-20
Variable
3.750000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 3.63
36225DMR2
95428.8600000000
PA
USD
92649.3400000000
0.0144835965
Long
ABS-MBS
USGA
US
N
2
2035-03-20
Variable
3.625000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 3.63
36225DSE5
185027.1100000000
PA
USD
183231.9300000000
0.0286441040
Long
ABS-MBS
USGA
US
N
2
2035-07-20
Variable
3.625000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 3.63
36225DY99
337315.0000000000
PA
USD
326973.9200000000
0.0511148629
Long
ABS-MBS
USGA
US
N
2
2036-03-20
Variable
3.625000000000000
N
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool 4.00
36230UCQ0
319671.9900000000
PA
USD
302772.0000000000
0.0473314485
Long
ABS-MBS
USGA
US
N
2
2040-12-15
Fixed
4.000000000000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2015-GC28
5493002EPQ51IPGGFX73
GS Mortgage Securities Trust 2015-GC28 3.14
36251FAV8
1400883.7900000000
PA
USD
1390036.3300000000
0.2173002556
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
3.136000000000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Government National Mortgage Association 5.58
38375JJZ9
249454.9600000000
PA
USD
249173.8000000000
0.0389526009
Long
ABS-MBS
USGA
US
N
2
2037-02-20
Variable
5.583229999999999
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Government National Mortgage Association 5.89
38376WKM6
1106480.3300000000
PA
USD
1103840.8200000000
0.1725601606
Long
ABS-MBS
USGA
US
N
2
2040-02-16
Variable
5.891150000000000
N
N
N
N
N
N
Missouri Higher Education Loan Authority
549300MTJ0T46T0MPL41
Missouri Higher Education Loan Authority 1.97
606072LF1
1145358.5500000000
PA
USD
994753.6400000000
0.1555068854
Long
ABS-MBS
CORP
US
N
2
2061-03-25
Fixed
1.970000000000000
N
N
N
N
N
N
Missouri Higher Education Loan Authority
549300MTJ0T46T0MPL41
Missouri Higher Education Loan Authority 6.01
606072LK0
2267056.8800000000
PA
USD
2220623.9300000000
0.3471435510
Long
ABS-MBS
CORP
US
N
2
2061-08-25
Variable
6.013890000000000
N
N
N
N
N
N
Navient Student Loan Trust 2021-1
N/A
Navient Student Loan Trust 2021-1 1.31
63942NAA6
2012180.7900000000
PA
USD
1729154.2800000000
0.2703135586
Long
ABS-MBS
CORP
US
N
2
2069-12-26
Fixed
1.310000000000000
N
N
N
N
N
N
Navient Student Loan Trust 2021-1
N/A
Navient Student Loan Trust 2021-1 6.03
63942NAB4
433329.2900000000
PA
USD
427556.8700000000
0.0668386970
Long
ABS-MBS
CORP
US
N
2
2069-12-26
Variable
6.034870000000000
N
N
N
N
N
N
Navient Student Loan Trust 2021-2
N/A
Navient Student Loan Trust 2021-2 1.68
63942QAA9
335095.8400000000
PA
USD
294889.8700000000
0.0460992585
Long
ABS-MBS
CORP
US
N
2
2070-02-25
Fixed
1.680000000000000
N
N
N
N
N
N
Nelnet Student Loan Trust 2006-1
54930035ESY1D7J97S77
Nelnet Student Loan Trust 2006-1 6.03
64033HAA7
3562041.1800000000
PA
USD
3524230.1100000000
0.5509324376
Long
ABS-MBS
CORP
US
N
2
2036-08-23
Variable
6.033539999999999
N
N
N
N
N
N
Nelnet Student Loan Trust 2019-5
N/A
Nelnet Student Loan Trust 2019-5 2.53
64034EAA3
1138286.9200000000
PA
USD
1037323.3700000000
0.1621616850
Long
ABS-MBS
CORP
US
N
2
2067-10-25
Fixed
2.530000000000000
N
N
N
N
N
N
North Texas Higher Education Authority Inc
N/A
North Texas Higher Education Authority Inc 6.01
662826FP6
4553318.8700000000
PA
USD
4494648.4500000000
0.7026350577
Long
ABS-MBS
CORP
US
N
2
2061-10-25
Variable
6.005409999999999
N
N
N
N
N
N
North Texas Higher Education Authority Inc
N/A
North Texas Higher Education Authority Inc 6.01
66286VAB3
2411195.6300000000
PA
USD
2369512.3300000000
0.3704188328
Long
ABS-MBS
CORP
US
N
2
2061-09-25
Variable
6.013890000000000
N
N
N
N
N
N
City of Pasadena CA
5493007ZF3ZMBUWLWB58
City of Pasadena CA 4.63% 05/01/2038
70227RAP5
2665000.0000000000
PA
USD
2648646.2300000000
0.4140550073
Long
DBT
MUN
US
N
2
2038-05-01
Fixed
4.625000000000000
N
N
N
N
N
N
Pennsylvania Higher Education Assistance Agency
N/A
Pennsylvania Higher Education Assistance Agency 5.96
71723MAB4
2280970.3000000000
PA
USD
2269209.6200000000
0.3547388077
Long
ABS-MBS
CORP
US
N
2
2070-05-25
Variable
5.964869999999999
N
N
N
N
N
N
United States Small Business Administration
N/A
United States Small Business Administration 2.82
83162CYH0
2001562.4500000000
PA
USD
1808080.0100000000
0.2826517839
Long
ABS-MBS
CORP
US
N
2
2037-02-01
Fixed
2.820000000000000
N
N
N
N
N
N
Tennessee Valley Authority
549300HE1ISW43LNKM54
Tennessee Valley Authority 1.50 09/15/2031
880591EX6
2100000.0000000000
PA
USD
1734118.5500000000
0.2710896082
Long
DBT
USGA
US
N
2
2031-09-15
Fixed
1.500000000000000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds 2.50 01/15/2029
912810PZ5
2154750.0000000000
PA
USD
2214516.3000000000
0.3461887633
Long
DBT
UST
US
N
2
2029-01-15
Fixed
2.500000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.50 02/15/2039
912810QA9
2000000.0000000000
PA
USD
1838125.0000000000
0.2873486280
Long
DBT
UST
US
N
2
2039-02-15
Fixed
3.500000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.38 11/15/2039
912810QD3
1000000.0000000000
PA
USD
1009140.6200000000
0.1577559593
Long
DBT
UST
US
N
2
2039-11-15
Fixed
4.375000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.75 08/15/2041
912810QS0
1000000.0000000000
PA
USD
920859.3800000000
0.1439552149
Long
DBT
UST
US
N
2
2041-08-15
Fixed
3.750000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.00 05/15/2042
912810QW1
500000.0000000000
PA
USD
409414.0600000000
0.0640024854
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.000000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.88 05/15/2043
912810RB6
2000000.0000000000
PA
USD
1589882.8200000000
0.2485416645
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.875000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.63 08/15/2043
912810RC4
2000000.0000000000
PA
USD
1779687.5000000000
0.2782132670
Long
DBT
UST
US
N
2
2043-08-15
Fixed
3.625000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.75 11/15/2043
912810RD2
1500000.0000000000
PA
USD
1357353.5100000000
0.2121910473
Long
DBT
UST
US
N
2
2043-11-15
Fixed
3.750000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.88 08/15/2045
912810RN0
2000000.0000000000
PA
USD
1557578.1200000000
0.2434915666
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.875000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.00 11/15/2045
912810RP5
1000000.0000000000
PA
USD
794609.3800000000
0.1242189270
Long
DBT
UST
US
N
2
2045-11-15
Fixed
3.000000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.50 02/15/2046
912810RQ3
500000.0000000000
PA
USD
361777.3500000000
0.0565555798
Long
DBT
UST
US
N
2
2046-02-15
Fixed
2.500000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.38 11/15/2040
912810ST6
2000000.0000000000
PA
USD
1286757.8200000000
0.2011550325
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.375000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.38 02/15/2042
912810TF5
4500000.0000000000
PA
USD
3348457.0200000000
0.5234543519
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.375000000000000
N
N
N
N
N
N
United States Treasury Note/Bond - When Issued
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.25 05/15/2042
912810TH1
2300000.0000000000
PA
USD
1955808.5900000000
0.3057457545
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.250000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.00 11/15/2052
912810TL2
4500000.0000000000
PA
USD
4232285.1500000000
0.6616205814
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4.000000000000000
N
N
N
N
N
N
United States Treasury Note/Bond - When Issued
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.25 11/15/2042
912810TM0
2800000.0000000000
PA
USD
2638343.7400000000
0.4124444496
Long
DBT
UST
US
N
2
2042-11-15
Fixed
4.250000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.75 05/15/2043
912810TS7
2000000.0000000000
PA
USD
1846484.3800000000
0.2886554251
Long
DBT
UST
US
N
2
2043-05-15
Fixed
3.750000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.00 08/15/2053
912810TT5
3500000.0000000000
PA
USD
3364921.8800000000
0.5260282547
Long
DBT
UST
US
N
2
2053-08-15
Fixed
4.000000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.50 08/15/2043
912810TU2
5700000.0000000000
PA
USD
5634093.7500000000
0.8807611611
Long
DBT
UST
US
N
2
2043-08-15
Fixed
4.500000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.75 11/15/2053
912810TV0
16200000.0000000000
PA
USD
17297296.9600000000
2.7040351172
Long
DBT
UST
US
N
2
2053-11-15
Fixed
4.750000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.75 11/15/2043
912810TW8
8000000.0000000000
PA
USD
8301250.0000000000
1.2977097849
Long
DBT
UST
US
N
2
2043-11-15
Fixed
4.750000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.50 02/15/2030
912828Z94
3000000.0000000000
PA
USD
2579882.8200000000
0.4033054274
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.500000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 0.50 06/30/2027
912828ZV5
10000000.0000000000
PA
USD
8836523.4000000000
1.3813874875
Long
DBT
UST
US
N
2
2027-06-30
Fixed
0.500000000000000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds 0.13 07/15/2030
912828ZZ6
1804380.0000000000
PA
USD
1626239.6600000000
0.2542252214
Long
DBT
UST
US
N
2
2030-07-15
Fixed
0.125000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 0.63 08/15/2030
91282CAE1
2500000.0000000000
PA
USD
2002636.7300000000
0.3130662587
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.625000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 0.75 03/31/2026
91282CBT7
2000000.0000000000
PA
USD
1853437.5000000000
0.2897423857
Long
DBT
UST
US
N
2
2026-03-31
Fixed
0.750000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.88 04/30/2029
91282CEM9
3100000.0000000000
PA
USD
2908369.1300000000
0.4546567177
Long
DBT
UST
US
N
2
2029-04-30
Fixed
2.875000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.88 05/15/2032
91282CEP2
3000000.0000000000
PA
USD
2724375.0000000000
0.4258934612
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.875000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.25 06/30/2029
91282CEV9
4000000.0000000000
PA
USD
3815312.4800000000
0.5964364810
Long
DBT
UST
US
N
2
2029-06-30
Fixed
3.250000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.25 06/30/2027
91282CEW7
4500000.0000000000
PA
USD
4346542.9800000000
0.6794821690
Long
DBT
UST
US
N
2
2027-06-30
Fixed
3.250000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.13 08/31/2027
91282CFH9
3000000.0000000000
PA
USD
2882460.9300000000
0.4506065657
Long
DBT
UST
US
N
2
2027-08-31
Fixed
3.125000000000000
N
N
N
N
N
N
CME Ultra Long Term US Treasury
N/A
US ULTRA BOND CBT Jun24
N/A
28.0000000000
NC
USD
-5152.5300000000
-0.0008054797
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Long
US ULTRA BOND CBT
US ULTRA BOND CBT Jun24
2024-06-18
3617152.5300000000
USD
-5152.5300000000
N
N
N
CBOT US Long Bond Future
N/A
US LONG BOND(CBT) Jun24
N/A
88.0000000000
NC
USD
66698.0000000000
0.0104267005
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Long
US LONG BOND(CBT)
US LONG BOND(CBT) Jun24
2024-06-18
10531802.0000000000
USD
66698.0000000000
N
N
N
CBOT 10 Year Ultra US Treasury Note
N/A
US 10yr Ultra Fut Jun24
N/A
197.0000000000
NC
USD
102165.4400000000
0.0159712201
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Long
US 10yr Ultra Fut
US 10yr Ultra Fut Jun24
2024-06-18
22475881.4400000000
USD
102165.4400000000
N
N
N
CBOT 5 Year US Treasury Note
N/A
US 5YR NOTE (CBT) Jun24
N/A
200.0000000000
NC
USD
-41456.0200000000
-0.0064806966
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Long
US 5YR NOTE (CBT)
US 5YR NOTE (CBT) Jun24
2024-06-28
21444581.0200000000
USD
-41456.0200000000
N
N
N
CBOT 2 Year US Treasury Note
N/A
US 2YR NOTE (CBT) Jun24
N/A
5.0000000000
NC
USD
1201.2000000000
0.0001877800
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Long
US 2YR NOTE (CBT)
US 2YR NOTE (CBT) Jun24
2024-06-28
1021220.6800000000
USD
1201.2000000000
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNCL 5 4/24 MBS 30yr
01F050643
9934000.0000000000
PA
USD
9693790.2200000000
1.5154014662
Long
ABS-MBS
USGA
US
N
2
2053-02-25
Fixed
5.000000000000000
N
N
N
N
N
N
Brazos Education Loan Authority Inc
N/A
Brazos Education Loan Authority Inc 6.02
10620WAF5
2333176.2000000000
PA
USD
2303759.5100000000
0.3601398895
Long
ABS-MBS
CORP
US
N
2
2071-11-25
Variable
6.023890000000000
N
N
N
N
N
N
Brazos Education Loan Authority Inc
N/A
Brazos Education Loan Authority Inc 2.06
10620WAH1
589434.6100000000
PA
USD
533840.8500000000
0.0834537563
Long
ABS-MBS
CORP
US
N
2
2072-01-25
Fixed
2.060000000000000
N
N
N
N
N
N
Brazos Education Loan Authority Inc
N/A
Brazos Education Loan Authority Inc 6.14
10620WAJ7
2212881.3000000000
PA
USD
2185164.3000000000
0.3416002522
Long
ABS-MBS
CORP
US
N
2
2072-01-25
Variable
6.143890000000000
N
N
N
N
N
N
COMM 2014-UBS5 Mortgage Trust
N/A
COMM 2014-UBS5 Mortgage Trust 3.57
12592KBB9
1151741.9600000000
PA
USD
1145957.3400000000
0.1791441112
Long
ABS-MBS
CORP
US
N
2
2047-09-10
Fixed
3.565000000000000
N
N
N
N
N
N
COMM 2015-CCRE23 Mortgage Trust
N/A
COMM 2015-CCRE23 Mortgage Trust 3.23
12593AAZ8
1315596.3800000000
PA
USD
1288776.5000000000
0.2014706068
Long
ABS-MBS
CORP
US
N
2
2048-05-10
Fixed
3.230000000000000
N
N
N
N
N
N
COMM 2016-DC2 Mortgage Trust
N/A
COMM 2016-DC2 Mortgage Trust 3.50
12594CBE9
1651387.6300000000
PA
USD
1600421.8400000000
0.2501891982
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Fixed
3.497000000000000
N
N
N
N
N
N
COMM 2015-DC1 Mortgage Trust
N/A
COMM 2015-DC1 Mortgage Trust 3.08
12629NAE5
1125880.5100000000
PA
USD
1113070.3500000000
0.1740029856
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
3.078000000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2014-GC25
N/A
Citigroup Commercial Mortgage Trust 2014-GC25 3.37
17322YAC4
1875761.7100000000
PA
USD
1860138.1200000000
0.2907898738
Long
ABS-MBS
CORP
US
N
2
2047-10-10
Fixed
3.372000000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2015-GC27
N/A
Citigroup Commercial Mortgage Trust 2015-GC27 2.88
17323CAD9
1957139.7200000000
PA
USD
1935956.0300000000
0.3026422627
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
2.878000000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2015-GC29
N/A
Citigroup Commercial Mortgage Trust 2015-GC29 2.94
17323VAY1
2161864.2300000000
PA
USD
2114204.8500000000
0.3305073719
Long
ABS-MBS
CORP
US
N
2
2048-04-10
Fixed
2.935000000000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
G2SF 6 4/24 MBS 30yr
21H060648
4165000.0000000000
PA
USD
4202053.3400000000
0.6568945323
Long
ABS-MBS
USGA
US
N
2
2053-08-20
Fixed
6.000000000000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
G2SF 6.5 4/24 MBS 30yr
21H062644
4128000.0000000000
PA
USD
4197470.5200000000
0.6561781136
Long
ABS-MBS
USGA
US
N
2
2053-08-20
Fixed
6.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.00
3140MKAG7
1986901.1300000000
PA
USD
1859825.8100000000
0.2907410513
Long
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
4.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 5.00
3140MRBP1
5221111.0600000000
PA
USD
5154677.1200000000
0.8058153816
Long
ABS-MBS
USGA
US
N
2
2052-07-01
Fixed
5.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.50
3140N24W8
1833918.6500000000
PA
USD
1770383.5700000000
0.2767588112
Long
ABS-MBS
USGA
US
N
2
2052-09-01
Fixed
4.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.50
3140N25A5
3070436.0900000000
PA
USD
2951075.0700000000
0.4613328106
Long
ABS-MBS
USGA
US
N
2
2052-09-01
Fixed
4.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 5.00
3140N25N7
2175147.1800000000
PA
USD
2147467.7600000000
0.3357072639
Long
ABS-MBS
USGA
US
N
2
2052-09-01
Fixed
5.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 2.50
3140QFFH7
5702872.9400000000
PA
USD
4730848.1300000000
0.7395594530
Long
ABS-MBS
USGA
US
N
2
2050-10-01
Fixed
2.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 2.50
3140QG5L7
5709163.3400000000
PA
USD
4764571.4800000000
0.7448313242
Long
ABS-MBS
USGA
US
N
2
2051-02-01
Fixed
2.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 2.50
3140QGE60
5840838.0200000000
PA
USD
4839718.6800000000
0.7565788631
Long
ABS-MBS
USGA
US
N
2
2050-12-01
Fixed
2.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.50
3140QN3F7
3125594.4200000000
PA
USD
2851070.2400000000
0.4456993522
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
3.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.00
3140QN4N9
5468608.1600000000
PA
USD
5069768.6800000000
0.7925418971
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
4.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.50
3140QN7H9
4859100.0200000000
PA
USD
4367387.5700000000
0.6827407419
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
3.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 2.50
3140QNN24
5153342.8400000000
PA
USD
4321244.9900000000
0.6755274093
Long
ABS-MBS
USGA
US
N
2
2052-03-01
Fixed
2.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 5.00
3140QPPY7
4511859.2200000000
PA
USD
4411664.0900000000
0.6896623589
Long
ABS-MBS
USGA
US
N
2
2052-06-01
Fixed
5.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.50
3140QPSR9
1698849.4500000000
PA
USD
1618358.6100000000
0.2529932003
Long
ABS-MBS
USGA
US
N
2
2052-07-01
Fixed
4.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 5.50
3140QREQ2
2264013.8800000000
PA
USD
2261219.7900000000
0.3534897813
Long
ABS-MBS
USGA
US
N
2
2053-01-01
Fixed
5.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 6.50
3140QREU3
5340683.2100000000
PA
USD
5464451.6200000000
0.8542415102
Long
ABS-MBS
USGA
US
N
2
2053-01-01
Fixed
6.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 6.00
3140QS4H1
4485526.4500000000
PA
USD
4547163.4600000000
0.7108445735
Long
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
6.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 6.00
3140QS4T5
5777100.6900000000
PA
USD
5843782.9900000000
0.9135412579
Long
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
6.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 2.00
3140XAUZ3
1790681.7700000000
PA
USD
1602158.8600000000
0.2504607414
Long
ABS-MBS
USGA
US
N
2
2036-05-01
Fixed
2.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 2.50
3140XDS98
2578384.3700000000
PA
USD
2153909.4100000000
0.3367142680
Long
ABS-MBS
USGA
US
N
2
2051-12-01
Fixed
2.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 2.00
3140XF4G3
7036293.5400000000
PA
USD
5637675.8200000000
0.8813211354
Long
ABS-MBS
USGA
US
N
2
2052-03-01
Fixed
2.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.00
3140XGMP1
5225024.5700000000
PA
USD
4871777.4800000000
0.7615905202
Long
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
4.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.50
3140XGST7
1024063.9700000000
PA
USD
917038.6000000000
0.1433579237
Long
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
3.500000000000000
N
N
N
N
N
N
ECMC Group Student Loan Trust 2017-2
N/A
ECMC Group Student Loan Trust 2017-2 6.48
26828VAA4
806599.6600000000
PA
USD
805293.9400000000
0.1258892125
Long
ABS-MBS
CORP
US
N
2
2067-05-25
Variable
6.484870000000000
N
N
N
N
N
N
ECMC Group Student Loan Trust 2020-2
N/A
ECMC Group Student Loan Trust 2020-2 6.58
26829HAA4
1043484.1600000000
PA
USD
1043846.2500000000
0.1631813874
Long
ABS-MBS
CORP
US
N
2
2069-11-25
Variable
6.584870000000000
N
N
N
N
N
N
ECMC Group Student Loan Trust 2021-1
N/A
ECMC Group Student Loan Trust 2021-1 6.00
26833RAB4
3533392.4400000000
PA
USD
3470170.1600000000
0.5424814060
Long
ABS-MBS
CORP
US
N
2
2070-11-25
Variable
6.004869999999999
N
N
N
N
N
N
Freddie Mac Gold Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool 5.50
3128M54E7
660721.0100000000
PA
USD
675551.2500000000
0.1056069227
Long
ABS-MBS
USGA
US
N
2
2038-04-01
Fixed
5.500000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool 6.19
3128NGEX9
227187.8900000000
PA
USD
233143.3600000000
0.0364466098
Long
ABS-MBS
USGA
US
N
2
2036-10-01
Variable
6.190000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool 6.15
3128QLQ61
159841.7000000000
PA
USD
164155.9200000000
0.0256620080
Long
ABS-MBS
USGA
US
N
2
2035-09-01
Variable
6.148000000000001
N
N
N
N
N
N
Freddie Mac Non Gold Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool 5.68
31300LWG6
121771.4400000000
PA
USD
125072.8800000000
0.0195522723
Long
ABS-MBS
USGA
US
N
2
2036-07-01
Variable
5.683000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool 7.33
31300M5W9
383835.6800000000
PA
USD
393307.6100000000
0.0614846118
Long
ABS-MBS
USGA
US
N
2
2044-01-01
Variable
7.334000000000001
N
N
N
N
N
N
Freddie Mac Non Gold Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool 5.96
31300MCT8
131237.4000000000
PA
USD
134591.1400000000
0.0210402336
Long
ABS-MBS
USGA
US
N
2
2037-04-01
Variable
5.958000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool 5.87
31300ME66
894785.5600000000
PA
USD
899873.1300000000
0.1406744967
Long
ABS-MBS
USGA
US
N
2
2043-11-01
Variable
5.870000000000000
N
N
N
N
N
N
Federal Home Loan Banks
2549001DPIFGXC1TOL40
Federal Home Loan Banks 4.00 06/30/2028
3130AWN63
4000000.0000000000
PA
USD
3971268.4400000000
0.6208166135
Long
DBT
USGA
US
N
2
2028-06-30
Fixed
4.000000000000000
N
N
N
N
N
N
Federal Home Loan Banks
2549001DPIFGXC1TOL40
Federal Home Loan Banks 4.63 11/17/2026
3130AXU63
8000000.0000000000
PA
USD
8022539.0400000000
1.2541397274
Long
DBT
USGA
US
N
2
2026-11-17
Fixed
4.625000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool 5.90
31326FDH8
159323.2500000000
PA
USD
161339.1200000000
0.0252216660
Long
ABS-MBS
USGA
US
N
2
2042-12-01
Variable
5.900000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool 5.52
31326JXE5
195016.2900000000
PA
USD
199453.1600000000
0.0311799208
Long
ABS-MBS
USGA
US
N
2
2045-06-01
Variable
5.518000000000001
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 3.00
3132DMJA4
2154984.9800000000
PA
USD
1865374.1600000000
0.2916084084
Long
ABS-MBS
USGA
US
N
2
2050-01-01
Fixed
3.000000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 4.50
3132DN3B7
4798688.5100000000
PA
USD
4571253.9500000000
0.7146105683
Long
ABS-MBS
USGA
US
N
2
2052-10-01
Fixed
4.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 7.44
31407GYH5
84431.8000000000
PA
USD
85862.7800000000
0.0134226737
Long
ABS-MBS
USGA
US
N
2
2035-06-01
Variable
7.440000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 7.44
31407GYJ1
105233.2000000000
PA
USD
107060.8200000000
0.0167365004
Long
ABS-MBS
USGA
US
N
2
2035-06-01
Variable
7.440000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.19
3140FS6H1
228404.2400000000
PA
USD
217274.9500000000
0.0339659483
Long
ABS-MBS
USGA
US
N
2
2047-03-01
Variable
3.189000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.11
3140FTAF8
304866.8700000000
PA
USD
289715.4500000000
0.0452903568
Long
ABS-MBS
USGA
US
N
2
2047-04-01
Variable
3.109000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 2.00
3140L23B7
1231274.7900000000
PA
USD
980728.2500000000
0.1533143378
Long
ABS-MBS
USGA
US
N
2
2051-03-01
Fixed
2.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.00
3140LNDX2
5462650.5200000000
PA
USD
4806326.6600000000
0.7513587876
Long
ABS-MBS
USGA
US
N
2
2051-06-01
Fixed
3.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.00
3140MHUV9
6146467.3400000000
PA
USD
5371253.9800000000
0.8396721996
Long
ABS-MBS
USGA
US
N
2
2052-03-01
Fixed
3.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.00
3140XGTV1
1330558.1000000000
PA
USD
1253318.1200000000
0.1959275034
Long
ABS-MBS
USGA
US
N
2
2051-05-01
Fixed
4.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.00
3140XH3J4
5184722.9400000000
PA
USD
4494999.0900000000
0.7026898723
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
3.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.00
3140XHCM7
2519313.8600000000
PA
USD
2210050.7300000000
0.3454906740
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
3.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.00
3140XHR33
978496.5100000000
PA
USD
858375.5200000000
0.1341872985
Long
ABS-MBS
USGA
US
N
2
2052-06-01
Fixed
3.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.00
3140XHWY9
6674258.3200000000
PA
USD
5788893.9300000000
0.9049606139
Long
ABS-MBS
USGA
US
N
2
2052-02-01
Fixed
3.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 2.00
3140XHX44
2470933.8900000000
PA
USD
2203858.4300000000
0.3445226501
Long
ABS-MBS
USGA
US
N
2
2037-01-01
Fixed
2.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 2.00
3140XJKC6
7041102.3500000000
PA
USD
6279820.4100000000
0.9817056941
Long
ABS-MBS
USGA
US
N
2
2036-11-01
Fixed
2.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 2.50
3140XKAQ3
1352277.0200000000
PA
USD
1125878.7900000000
0.1760052911
Long
ABS-MBS
USGA
US
N
2
2052-02-01
Fixed
2.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 2.50
3140XKDT4
5446203.7900000000
PA
USD
4985995.5400000000
0.7794458906
Long
ABS-MBS
USGA
US
N
2
2036-12-01
Fixed
2.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.50
3140XKZH6
3951273.5600000000
PA
USD
3599086.0800000000
0.5626344493
Long
ABS-MBS
USGA
US
N
2
2052-06-01
Fixed
3.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.50
31412PG47
202821.9900000000
PA
USD
198989.3600000000
0.0311074163
Long
ABS-MBS
USGA
US
N
2
2039-04-01
Fixed
4.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 6.00
31413H2Y3
189109.4400000000
PA
USD
195971.6200000000
0.0306356620
Long
ABS-MBS
USGA
US
N
2
2037-09-01
Fixed
6.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 6.00
31413YQ61
728362.1700000000
PA
USD
754881.8900000000
0.1180084463
Long
ABS-MBS
USGA
US
N
2
2037-11-01
Fixed
6.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 6.00
31415P4G0
497809.0400000000
PA
USD
512812.7700000000
0.0801664990
Long
ABS-MBS
USGA
US
N
2
2033-12-01
Fixed
6.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.50
31416CEZ5
584958.0200000000
PA
USD
573904.8300000000
0.0897168394
Long
ABS-MBS
USGA
US
N
2
2039-05-01
Fixed
4.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.50
31417AEM7
779034.9900000000
PA
USD
718440.9800000000
0.1123117470
Long
ABS-MBS
USGA
US
N
2
2041-10-01
Fixed
3.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.00
31417AQF9
2271813.0000000000
PA
USD
2153383.8000000000
0.3366321009
Long
ABS-MBS
USGA
US
N
2
2041-12-01
Fixed
4.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.50
31417MTD5
966780.1100000000
PA
USD
948507.7600000000
0.1482774041
Long
ABS-MBS
USGA
US
N
2
2039-10-01
Fixed
4.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.00
31418D4N9
2004918.9700000000
PA
USD
1864736.1200000000
0.2915086655
Long
ABS-MBS
USGA
US
N
2
2051-08-01
Fixed
4.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 5.50
31418EJ84
4648540.9600000000
PA
USD
4636371.0300000000
0.7247901282
Long
ABS-MBS
USGA
US
N
2
2052-10-01
Fixed
5.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 7.18
31418MCB6
139032.0000000000
PA
USD
141029.1000000000
0.0220466608
Long
ABS-MBS
USGA
US
N
2
2035-09-01
Variable
7.179000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.00 11/15/2044
912810RJ9
3500000.0000000000
PA
USD
2803964.8400000000
0.4383355048
Long
DBT
UST
US
N
2
2044-11-15
Fixed
3.000000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.00 05/15/2045
912810RM2
1000000.0000000000
PA
USD
797617.1900000000
0.1246891290
Long
DBT
UST
US
N
2
2045-05-15
Fixed
3.000000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.00 10/31/2029
91282CFT3
6000000.0000000000
PA
USD
5930390.6400000000
0.9270803748
Long
DBT
UST
US
N
2
2029-10-31
Fixed
4.000000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.13 11/15/2032
91282CFV8
5000000.0000000000
PA
USD
4966699.2000000000
0.7764293510
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.125000000000000
N
N
N
N
N
N
United States Treasury Note/Bond - When Issued
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.88 11/30/2029
91282CFY2
7800000.0000000000
PA
USD
7661062.5000000000
1.1976311723
Long
DBT
UST
US
N
2
2029-11-30
Fixed
3.875000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.88 11/30/2027
91282CFZ9
2500000.0000000000
PA
USD
2460009.7800000000
0.3845660307
Long
DBT
UST
US
N
2
2027-11-30
Fixed
3.875000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.63 03/15/2026
91282CGR6
2000000.0000000000
PA
USD
1998593.7600000000
0.3124342332
Long
DBT
UST
US
N
2
2026-03-15
Fixed
4.625000000000000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds 1.38 07/15/2033
91282CHP9
1827900.0000000000
PA
USD
1755298.8500000000
0.2744006617
Long
DBT
UST
US
N
2
2033-07-15
Fixed
1.375000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.63 09/15/2026
91282CHY0
7000000.0000000000
PA
USD
7016406.2500000000
1.0968539732
Long
DBT
UST
US
N
2
2026-09-15
Fixed
4.625000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.88 10/31/2030
91282CJG7
12000000.0000000000
PA
USD
12438750.0000000000
1.9445128850
Long
DBT
UST
US
N
2
2030-10-31
Fixed
4.875000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.75 11/15/2033
91282CJJ1
4000000.0000000000
PA
USD
4089687.5200000000
0.6393287170
Long
DBT
UST
US
N
2
2033-11-15
Fixed
4.750000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.38 11/30/2028
91282CJN2
9000000.0000000000
PA
USD
9049042.9800000000
1.4146100429
Long
DBT
UST
US
N
2
2028-11-30
Fixed
4.375000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.00 01/31/2029
91282CJW2
400000.0000000000
PA
USD
395937.5000000000
0.0618957347
Long
DBT
UST
US
N
2
2029-01-31
Fixed
4.000000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.00 01/31/2031
91282CJX0
7000000.0000000000
PA
USD
6909765.6600000000
1.0801831662
Long
DBT
UST
US
N
2
2031-01-31
Fixed
4.000000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.25 02/28/2029
91282CKD2
23000000.0000000000
PA
USD
23034140.7400000000
3.6008588856
Long
DBT
UST
US
N
2
2029-02-28
Fixed
4.250000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.25 03/15/2027
91282CKE0
7000000.0000000000
PA
USD
6968281.2500000000
1.0893307348
Long
DBT
UST
US
N
2
2027-03-15
Fixed
4.250000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.25 03/31/2029
91282CKG5
1500000.0000000000
PA
USD
1493613.2900000000
0.2334921345
Long
DBT
UST
US
N
2
2029-03-31
Fixed
4.250000000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2015-LC20
549300W6NRTMFPYUPG47
Wells Fargo Commercial Mortgage Trust 2015-LC20 2.93
94989EAD9
2178000.0000000000
PA
USD
2115347.0000000000
0.3306859208
Long
ABS-MBS
CORP
US
N
2
2050-04-15
Fixed
2.925000000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2015-C30
N/A
Wells Fargo Commercial Mortgage Trust 2015-C30 3.41
94989NBD8
2315684.0800000000
PA
USD
2250942.6500000000
0.3518831865
Long
ABS-MBS
CORP
US
N
2
2058-09-15
Fixed
3.411000000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2015-LC22
549300XO83D3BDYP0P62
Wells Fargo Commercial Mortgage Trust 2015-LC22 3.57
94989TAY0
1692700.3000000000
PA
USD
1654518.5700000000
0.2586459795
Long
ABS-MBS
CORP
US
N
2
2058-09-15
Fixed
3.572000000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2015-NXS4
549300RD723OFH36TP29
Wells Fargo Commercial Mortgage Trust 2015-NXS4 3.45
94989XBB0
1500807.0300000000
PA
USD
1454452.8000000000
0.2273702912
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Fixed
3.452000000000000
N
N
N
N
N
N
CBOT 10 Year US Treasury Note
N/A
US 10YR NOTE (CBT)Jun24
N/A
97.0000000000
NC
USD
9749.8000000000
0.0015241573
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Long
US 10YR NOTE (CBT)
US 10YR NOTE (CBT)Jun24
2024-06-18
10737547.0800000000
USD
9749.8000000000
N
N
N
Toronto-Dominion Bank/The 5.30 04/01/2024
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The 5.30 04/01/2024
RPEG33UK0
1377000.0000000000
PA
USD
1377000.0000000000
0.2152623248
Long
RA
CORP
US
N
2
2024-04-01
Fixed
5.3
N
N
N
Repurchase
Y
5.3
2024-04-01
31300
USD
31544.93
USD
UST
276800
USD
271200.38
USD
UST
498900
USD
495982.5
USD
UST
620200
USD
606032.65
USD
UST
N
N
N
Fixed Income Clearing Corp 5.30 04/01/2024
549300H47WTHXPU08X20
Fixed Income Clearing Corp 5.30 04/01/2024
RPEN0ASS8
6214000.0000000000
PA
USD
6214000.0000000000
0.9714161847
Long
RA
CORP
US
N
2
2024-04-01
Fixed
5.3
N
N
N
Repurchase
N
5.3
2024-04-01
7868100
USD
6338346.31
USD
UST
N
N
N
Bank of Montreal/Chicago IL 5.28 04/01/2024
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal/Chicago IL 5.28 04/01/2024
RPEG33UC8
340729.9000000000
PA
USD
340729.9000000000
0.0532652944
Long
RA
CORP
US
N
2
2024-04-01
Fixed
5.28
N
N
N
Repurchase
N
5.28
2024-04-01
346249.7245
USD
347626.961
USD
UST
N
N
N
2024-05-29
American Century Government Income Trust
Amy R. Bitter
Amy R. Bitter
Assistant Treasurer