0001752724-20-122893.txt : 20200619
0001752724-20-122893.hdr.sgml : 20200619
20200619124632
ACCESSION NUMBER: 0001752724-20-122893
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200430
FILED AS OF DATE: 20200619
PERIOD START: 20201031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: COMMERCE FUNDS
CENTRAL INDEX KEY: 0000926243
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-08598
FILM NUMBER: 20975056
BUSINESS ADDRESS:
STREET 1: 1000 WALNUT ST
CITY: KANSAS CITY
STATE: MO
ZIP: 64121
BUSINESS PHONE: 8006212550
MAIL ADDRESS:
STREET 1: PO BOX 219525
CITY: KANSAS CITY
STATE: MO
ZIP: 64121
0000926243
S000010031
The Short Term Government Fund
C000027731
Shares
CFSTX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000926243
XXXXXXXX
S000010031
C000027731
COMMERCE FUNDS
811-08598
0000926243
5493008VDCPHK1O3IK55
922 Walnut Street, Suite 401
KANSAS CITY
64106-1809
1-800-995-6365
The Short Term Government Fund
S000010031
5493002PP0IL3W8VM818
2020-10-31
2020-04-30
N
62444308.92
220635.14
62223673.78
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
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Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0T78
500000.00000000
PA
USD
520186.74000000
0.835994900974
Long
DBT
USGSE
US
N
2
2022-10-05
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379E2L5
461642.02000000
PA
USD
485492.89000000
0.780238228486
Long
ABS-MBS
USGA
US
N
2
2044-02-20
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828T91
750000.00000000
PA
USD
785126.96000000
1.261781750103
Long
DBT
UST
US
N
1
2023-10-31
Fixed
1.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828P46
1000000.00000000
PA
USD
1067382.81000000
1.715396641114
Long
DBT
UST
US
N
1
2026-02-15
Fixed
1.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YK0
1500000.00000000
PA
USD
1542187.50000000
2.478457806031
Long
DBT
UST
US
N
1
2022-10-15
Fixed
1.38000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132G5AP4
272979.33000000
PA
USD
285598.75000000
0.458987283537
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
2.50000000
N
N
N
N
N
N
Structured Asset Securities Corporation
N/A
Structured Asset Securities Corp Mor Cer Ser 2003-31A
86359A3E1
169577.90000000
PA
USD
157351.74000000
0.252880825642
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Variable
3.67000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136ANJU2
598431.66000000
PA
USD
632200.20000000
1.016012333561
Long
ABS-MBS
USGSE
US
N
2
2043-01-25
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403YLU5
101833.97000000
PA
USD
113314.95000000
0.182109064149
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
6.00000000
N
N
N
N
N
N
Countrywide Asset-Backed Certificates
N/A
CWABS Inc Asset-Backed Certificates Trust 2004-6
126673BB7
231717.88000000
PA
USD
208268.38000000
0.334709230985
Long
ABS-O
CORP
US
N
2
2034-11-25
Floating
1.39000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137F1CF3
475088.10000000
PA
USD
501991.77000000
0.806753667060
Long
ABS-MBS
USGSE
US
N
2
2043-06-15
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZC7
500000.00000000
PA
USD
518945.31000000
0.833999792160
Long
DBT
UST
US
N
1
2025-02-28
Fixed
1.13000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2005-AR3
36242D4S9
71663.18000000
PA
USD
58440.64000000
0.093920266113
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
0.93000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828W71
1000000.00000000
PA
USD
1070859.38000000
1.720983855415
Long
DBT
UST
US
N
1
2024-03-31
Fixed
2.13000000
N
N
N
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
1159175.03000000
NS
USD
1159175.03000000
1.862916410397
Long
STIV
RF
US
N
1
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136A3LG4
550749.41000000
PA
USD
578084.76000000
0.929043119575
Long
ABS-MBS
USGSE
US
N
2
2041-09-25
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137F4MF6
354864.06000000
PA
USD
361983.84000000
0.581746171529
Long
ABS-MBS
USGSE
US
N
2
2043-03-15
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828U65
1000000.00000000
PA
USD
1024296.88000000
1.646153011828
Long
DBT
UST
US
N
1
2021-11-30
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BE93
859976.07000000
PA
USD
923983.41000000
1.484938695948
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ELLC5
530197.50000000
PA
USD
549249.87000000
0.882702413139
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WQCD2
557818.12000000
PA
USD
583284.50000000
0.937399649628
Long
ABS-MBS
USGSE
US
N
2
2028-05-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31359DF32
2607.89000000
PA
USD
2604.66000000
0.004185963061
Long
ABS-MBS
USGSE
US
N
2
2023-09-25
Floating
0.03000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378PLQ9
1004334.25000000
PA
USD
1047610.31000000
1.683620150272
Long
ABS-MBS
USGA
US
N
2
2043-11-16
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202KP82
75.31000000
PA
USD
77.28000000
0.000124197102
Long
ABS-MBS
USGA
US
N
2
2024-11-20
Floating
3.13000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-3
89172YAA8
481999.40000000
PA
USD
480967.15000000
0.772964887448
Long
ABS-O
CORP
US
N
2
2056-04-25
Variable
2.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FTD87
750000.00000000
PA
USD
757500.00000000
1.217382314451
Long
ABS-MBS
USGSE
US
N
2
2039-09-25
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B6K28
701261.38000000
PA
USD
737404.18000000
1.185086214303
Long
ABS-MBS
USGSE
US
N
2
2049-11-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136A8PX2
584412.09000000
PA
USD
592257.76000000
0.951820623922
Long
ABS-MBS
USGSE
US
N
2
2027-09-25
Fixed
1.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202KQW8
163.16000000
PA
USD
164.37000000
0.000264159908
Long
ABS-MBS
USGA
US
N
2
2024-12-20
Floating
3.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377G2N8
94731.12000000
PA
USD
96560.12000000
0.155182286956
Long
ABS-MBS
USGA
US
N
2
2039-05-20
Fixed
4.00000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AFE78
600000.00000000
PA
USD
638176.04000000
1.025616138089
Long
DBT
USGSE
US
N
2
2022-12-09
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3133TCLJ5
9975.60000000
PA
USD
11251.65000000
0.018082587087
Long
ABS-MBS
USGSE
US
N
2
2028-01-15
Fixed
6.50000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Trust
N/A
IndyMac INDX Mortgage Loan Trust 2004-AR6
45660NY25
44779.21000000
PA
USD
40337.22000000
0.064826162695
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Variable
4.10000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BHFC6
431483.63000000
PA
USD
438618.13000000
0.704905550178
Long
ABS-MBS
USGSE
US
N
2
2041-11-15
Fixed
3.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2003-2
81743PAP1
42128.04000000
PA
USD
38707.94000000
0.062207738065
Long
ABS-MBS
CORP
US
N
2
2033-06-20
Floating
1.38000000
N
N
N
N
N
N
Impac Secured Assets Corp.
N/A
Impac Secured Assets Trust 2006-1
45254TTN4
335683.67000000
PA
USD
286596.61000000
0.460590949697
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
0.84000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828G38
1000000.00000000
PA
USD
1085781.25000000
1.744964872757
Long
DBT
UST
US
N
1
2024-11-15
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B3M64
551033.01000000
PA
USD
597302.15000000
0.959927490157
Long
ABS-MBS
USGSE
US
N
2
2049-03-25
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
549300RLSHIMYD3FZB52
Morgan Stanley ABS Capital I Inc
61746RAA9
301326.63000000
PA
USD
282540.87000000
0.454072948182
Long
ABS-MBS
CORP
US
N
2
2033-03-25
Floating
1.57000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381B7K4
765585.49000000
PA
USD
828781.13000000
1.331938600941
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
3.50000000
N
N
N
N
N
N
FannieMae Grantor Trust
N/A
Fannie Mae Grantor Trust 2011-T2
3136A0S73
653667.36000000
PA
USD
675321.66000000
1.085313063300
Long
ABS-MBS
USGSE
US
N
2
2051-08-25
Fixed
2.50000000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust Series 2005-2
45254NNK9
56824.32000000
PA
USD
49856.25000000
0.080124246884
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
1.29000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31393UPS6
408382.87000000
PA
USD
482246.22000000
0.775020487708
Long
ABS-MBS
USGSE
US
N
2
2033-12-25
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AMS83
861745.44000000
PA
USD
935509.13000000
1.503461742403
Long
ABS-MBS
USGSE
US
N
2
2035-04-25
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31292GJQ0
5580.00000000
PA
USD
6200.94000000
0.009965563945
Long
ABS-MBS
USGSE
US
N
2
2023-10-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AMQD4
460197.53000000
PA
USD
473750.39000000
0.761366793730
Long
ABS-MBS
USGSE
US
N
2
2044-03-25
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQTW2
388870.62000000
PA
USD
398896.93000000
0.641069396529
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Floating
2.63000000
N
N
N
N
N
N
Terwin Mortgage Trust
N/A
Terwin Mortgage Trust 2004-9HE
881561JW5
96860.35000000
PA
USD
88418.54000000
0.142097910053
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Floating
0.89000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3136G4MH3
900000.00000000
PA
USD
928979.27000000
1.492967569360
Long
DBT
USGSE
US
N
2
2022-02-28
Fixed
2.08000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8KU6
514843.36000000
PA
USD
563104.52000000
0.904968295493
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0K69
500000.00000000
PA
USD
505520.97000000
0.812425463316
Long
DBT
USGSE
US
N
2
2021-05-06
Fixed
1.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPA46
336293.61000000
PA
USD
347550.72000000
0.558550626934
Long
ABS-MBS
USGSE
US
N
2
2030-01-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3136G3Y33
1000000.00000000
PA
USD
1014470.48000000
1.630360951664
Long
DBT
USGSE
US
N
2
2021-08-25
Fixed
1.40000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378NJ95
469340.06000000
PA
USD
478862.50000000
0.769582493140
Long
ABS-MBS
USGA
US
N
2
2045-06-16
Fixed
3.57000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31388SLV5
4838.23000000
PA
USD
5047.00000000
0.008111060780
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202KZM0
4016.78000000
PA
USD
4040.83000000
0.006494039574
Long
ABS-MBS
USGA
US
N
2
2026-04-20
Floating
3.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ARV2
449608.57000000
PA
USD
470276.07000000
0.755783195416
Long
ABS-MBS
USGSE
US
N
2
2028-03-01
Fixed
2.50000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17307GJX7
24580.55000000
PA
USD
21684.42000000
0.034849147732
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Variable
4.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36225CE44
4603.23000000
PA
USD
4735.87000000
0.007611042087
Long
ABS-MBS
USGA
US
N
2
2028-01-20
Floating
4.00000000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust Series 2004-7
45254NKF3
49809.63000000
PA
USD
48016.66000000
0.077167831924
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Floating
1.23000000
N
N
N
N
N
N
Adjustable Rate Mortgage Trust
N/A
Adjustable Rate Mortgage Trust 2004-5
007036EQ5
20564.97000000
PA
USD
19993.00000000
0.032130857574
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Variable
3.87000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376GXA3
603606.73000000
PA
USD
617909.37000000
0.993045463989
Long
ABS-MBS
USGA
US
N
2
2044-02-16
Fixed
2.72000000
N
N
N
N
N
N
Banc of America Funding Corporation
N/A
Banc of America Funding 2004-A Trust
06051GAX7
4008.63000000
PA
USD
3645.83000000
0.005859232955
Long
ABS-MBS
CORP
US
N
2
2034-09-20
Variable
4.72000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378CRT6
1223697.76000000
PA
USD
1264214.03000000
2.031725150896
Long
ABS-MBS
USGA
US
N
2
2040-10-20
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AUR29
487800.93000000
PA
USD
521900.95000000
0.838749817063
Long
ABS-MBS
USGSE
US
N
2
2047-01-25
Fixed
3.00000000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgages Trust
N/A
MASTR Adjustable Rate Mortgages Trust 2004-13
576433UE4
55991.95000000
PA
USD
53410.46000000
0.085836236845
Long
ABS-MBS
CORP
US
N
2
2034-04-21
Variable
4.35000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136A93R7
622643.10000000
PA
USD
630013.51000000
1.012498092329
Long
ABS-MBS
USGSE
US
N
2
2027-11-25
Fixed
1.50000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AJHU6
775000.00000000
PA
USD
772164.79000000
1.240950177146
Long
DBT
USGSE
US
N
2
2025-04-14
Fixed
0.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ANP9
490528.15000000
PA
USD
519015.17000000
0.834112064541
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
312903L54
10.06000000
PA
USD
10.06000000
0.000016167479
Long
ABS-MBS
USGSE
US
N
2
2021-09-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0V34
500000.00000000
PA
USD
538486.15000000
0.865403980973
Long
DBT
USGSE
US
N
2
2024-02-05
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31358NNR9
1701.62000000
PA
USD
1687.41000000
0.002711845664
Long
ABS-MBS
USGSE
US
N
2
2022-06-25
None
0.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FLU85
394801.65000000
PA
USD
413193.37000000
0.664045281962
Long
ABS-MBS
USGSE
US
N
2
2046-10-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MDVZ2
347799.14000000
PA
USD
374749.37000000
0.602261723287
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AW4W0
586857.12000000
PA
USD
619012.60000000
0.994818470842
Long
ABS-MBS
USGSE
US
N
2
2026-11-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Non Gold Pool
31347ALS1
508643.54000000
PA
USD
522874.45000000
0.840314334137
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Floating
2.63000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2004-9
576434UH5
984.14000000
PA
USD
985.69000000
0.001584107687
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
5.64000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AVHA0
471407.54000000
PA
USD
476421.76000000
0.765659966790
Long
ABS-MBS
USGSE
US
N
2
2047-02-25
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379L4S2
587338.18000000
PA
USD
612032.11000000
0.983600087908
Long
ABS-MBS
USGA
US
N
2
2045-05-20
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AGY55
502714.60000000
PA
USD
515160.71000000
0.827917541194
Long
ABS-MBS
USGSE
US
N
2
2040-07-25
Fixed
2.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ATL2
366567.62000000
PA
USD
383417.36000000
0.616192096525
Long
ABS-MBS
USGSE
US
N
2
2028-05-01
Fixed
2.50000000
N
N
N
N
N
N
Banc of America Mortgage Securities
N/A
Banc of America Mortgage 2003-J Trust
05948XYC9
102738.98000000
PA
USD
92359.10000000
0.148430805173
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Variable
4.03000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AXT0
534277.88000000
PA
USD
559264.75000000
0.898797380523
Long
ABS-MBS
USGSE
US
N
2
2028-09-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38373ANL6
48856.82000000
PA
USD
51148.90000000
0.082201671635
Long
ABS-MBS
USGA
US
N
2
2039-07-20
Fixed
4.00000000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust Series 2003-2F
45254NDQ7
143418.54000000
PA
USD
149762.10000000
0.240683474475
Long
ABS-MBS
CORP
US
N
2
2033-01-25
Variable
5.73000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379MHL1
400540.03000000
PA
USD
416998.62000000
0.670160719655
Long
ABS-MBS
USGA
US
N
2
2045-07-16
Fixed
2.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202K5C5
2767.95000000
PA
USD
2793.44000000
0.004489352412
Long
ABS-MBS
USGA
US
N
2
2026-08-20
Floating
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828X39
1116748.50000000
PA
USD
1107227.26000000
1.779430870499
Long
DBT
UST
US
N
1
2022-04-15
Fixed
0.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828C57
275000.00000000
PA
USD
280295.90000000
0.450465044849
Long
DBT
UST
US
N
1
2021-03-31
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3134GSQL2
500000.00000000
PA
USD
502122.93000000
0.806964455000
Long
DBT
USGSE
US
N
2
2023-06-29
Fixed
3.10000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AS5Z5
730519.57000000
PA
USD
792849.03000000
1.274191930234
Long
ABS-MBS
USGSE
US
N
2
2027-11-25
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BTLV1
501974.22000000
PA
USD
530447.10000000
0.852484380583
Long
ABS-MBS
USGSE
US
N
2
2043-09-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137A6QZ8
1409325.75000000
PA
USD
1502746.15000000
2.415071400819
Long
ABS-MBS
USGSE
US
N
2
2025-11-15
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828WY2
2000000.00000000
PA
USD
2051562.50000000
3.297077101640
Long
DBT
UST
US
N
1
2021-07-31
Fixed
2.25000000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust 1996-2
911760HH2
46999.91000000
PA
USD
53483.63000000
0.085953828745
Long
ABS-MBS
CORP
US
N
2
2026-06-15
Fixed
6.75000000
N
N
N
N
N
N
MortgageIT Trust
N/A
MortgageIT Trust 2005-1
61913PAQ5
348317.38000000
PA
USD
327171.59000000
0.525799217765
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
1.27000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X3HC9
505929.18000000
PA
USD
534370.77000000
0.858790131693
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
3.00000000
N
N
N
N
N
N
Terwin Mortgage Trust
N/A
Terwin Mortgage Trust 2004-7HE
881561FX7
233527.64000000
PA
USD
214407.89000000
0.344576070448
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Floating
1.19000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31398NRT3
706184.85000000
PA
USD
740693.77000000
1.190372932043
Long
ABS-MBS
USGSE
US
N
2
2040-09-25
Fixed
3.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 10
81743VAA1
25758.23000000
PA
USD
23926.25000000
0.038452004754
Long
ABS-MBS
CORP
US
N
2
2027-10-20
Floating
1.52000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377KKN9
4554.06000000
PA
USD
4552.49000000
0.007316331105
Long
ABS-MBS
USGA
US
N
2
2038-11-20
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828X70
750000.00000000
PA
USD
800390.63000000
1.286312076059
Long
DBT
UST
US
N
1
2024-04-30
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X1MZ6
829581.54000000
PA
USD
867553.66000000
1.394250141943
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
3.00000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130A1XJ2
500000.00000000
PA
USD
547339.95000000
0.879632970459
Long
DBT
USGSE
US
N
2
2024-06-14
Fixed
2.88000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31392JGE3
32363.96000000
PA
USD
34038.31000000
0.054703150637
Long
ABS-MBS
USGSE
US
N
2
2033-03-25
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Non Gold Pool
31326J2M1
444228.34000000
PA
USD
459335.36000000
0.738200321671
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Floating
2.79000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31358JZT1
3605.55000000
PA
USD
3696.44000000
0.005940568557
Long
ABS-MBS
USGSE
US
N
2
2021-10-25
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137F2XT8
518121.88000000
PA
USD
557583.23000000
0.896095000708
Long
ABS-MBS
USGSE
US
N
2
2028-11-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128CULH7
19661.45000000
PA
USD
21317.11000000
0.034258841860
Long
ABS-MBS
USGSE
US
N
2
2027-05-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136A84M9
576436.97000000
PA
USD
584793.92000000
0.939825446609
Long
ABS-MBS
USGSE
US
N
2
2040-09-25
Fixed
2.00000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2006-AR1
3623414D8
338203.58000000
PA
USD
315501.26000000
0.507043767803
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Variable
3.91000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YM6
750000.00000000
PA
USD
788876.96000000
1.267808395224
Long
DBT
UST
US
N
1
2024-10-31
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AWZ67
555945.48000000
PA
USD
572304.12000000
0.919753022014
Long
ABS-MBS
USGSE
US
N
2
2042-11-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CHZ0
696123.79000000
PA
USD
719523.83000000
1.156350607879
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3133TH2C0
23577.06000000
PA
USD
26511.04000000
0.042606034631
Long
ABS-MBS
USGSE
US
N
2
2028-12-15
Fixed
6.00000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series 2005-7N
525221EM5
103222.47000000
PA
USD
92543.01000000
0.148726367920
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
1.03000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376WLL7
30741.08000000
PA
USD
32258.87000000
0.051843403065
Long
ABS-MBS
USGA
US
N
2
2040-02-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3134GB6C1
400000.00000000
PA
USD
404411.04000000
0.649931152297
Long
DBT
USGSE
US
N
2
2020-12-18
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0U43
1000000.00000000
PA
USD
1082774.48000000
1.740132676556
Long
DBT
USGSE
US
N
2
2023-09-12
Fixed
2.88000000
N
N
N
N
N
N
Bear Stearns Adjustable Rate Mortgage Trust
N/A
Bear Stearns ARM Trust 2004-9
07384M3F7
45571.56000000
PA
USD
40045.58000000
0.064357466487
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Variable
4.54000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3136G05M9
1000000.00000000
PA
USD
1008516.63000000
1.620792487383
Long
DBT
USGSE
US
N
2
2020-11-20
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31358NW40
9302.78000000
PA
USD
9676.13000000
0.015550560441
Long
ABS-MBS
USGSE
US
N
2
2022-07-25
Fixed
6.00000000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust Series 2003-8
45254NFG7
5600.85000000
PA
USD
5486.41000000
0.008817238948
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
1.39000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3134GBZ70
1000000.00000000
PA
USD
1009166.54000000
1.621836961231
Long
DBT
USGSE
US
N
2
2020-11-27
Fixed
1.88000000
N
N
N
N
N
N
MortgageIT Trust
N/A
MortgageIT Trust 2005-1
61913PAP7
404951.21000000
PA
USD
379583.37000000
0.610030470624
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
1.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283J7
1750000.00000000
PA
USD
1892187.50000000
3.040944683996
Long
DBT
UST
US
N
1
2024-11-30
Fixed
2.13000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2003-6F
36229RJT7
15434.99000000
PA
USD
15154.47000000
0.024354830050
Long
ABS-MBS
CORP
US
N
2
2032-09-25
Fixed
3.00000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0W66
750000.00000000
PA
USD
785069.78000000
1.261689855818
Long
DBT
USGSE
US
N
2
2024-10-15
Fixed
1.63000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AT7F5
543726.74000000
PA
USD
550730.76000000
0.885082359404
Long
ABS-MBS
USGSE
US
N
2
2046-12-25
Fixed
1.75000000
N
N
N
N
N
N
FHLMC-GNMA
N/A
FHLMC-GNMA
3133T2US7
38993.28000000
PA
USD
41637.53000000
0.066915897873
Long
ABS-MBS
USGSE
US
N
2
2023-11-25
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136A9HT8
557359.19000000
PA
USD
593151.18000000
0.953256443997
Long
ABS-MBS
USGSE
US
N
2
2042-10-25
Fixed
3.00000000
N
N
N
N
N
N
Securitized Asset Sales,Inc.
N/A
Securitized Asset Sales Inc
81375FCM3
1709.07000000
PA
USD
1695.82000000
0.002725361421
Long
ABS-MBS
CORP
US
N
2
2023-12-25
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405XWK5
27720.87000000
PA
USD
27870.20000000
0.044790347960
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Floating
3.93000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BTL0
483637.84000000
PA
USD
519693.54000000
0.835202276608
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
3.50000000
N
N
N
N
N
N
Residential Accredit Loans, Inc.
N/A
RALI Series 2004-QA4 Trust
76110HZH5
16948.13000000
PA
USD
15642.24000000
0.025138727834
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Variable
4.35000000
N
N
N
N
N
N
2020-05-14
COMMERCE FUNDS
Bill Schuetter
Bill Schuetter
President