Long-Term US Government Bond Portfolio
NORTHWESTERN MUTUAL SERIES FUND INC
+86
New
86
Positions
| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | United States Treasury | 912810SQ2 | Dec 2022 | 65,580,000 | $40.7M | 40.67% | DBT |
| 2 | United States Treasury | 912810TB4 | Dec 2022 | 21,760,000 | $13.8M | 13.76% | DBT |
| 3 | United States Treasury | 912810SL3 | Dec 2022 | 12,920,000 | $8.5M | 8.52% | DBT |
| 4 | United States Treasury | 912810ST6 | Dec 2022 | 11,200,000 | $7.3M | 7.27% | DBT |
| 5 | United States Treasury | 912810TK4 | Dec 2022 | 6,500,000 | $5.8M | 5.80% | DBT |
| 6 | United States Treasury | 912810SR0 | Dec 2022 | 6,790,000 | $4.2M | 4.24% | DBT |
| 7 | United States Treasury | 912810TJ7 | Dec 2022 | 4,500,000 | $3.7M | 3.70% | DBT |
| 8 | RFCSP STRIP PRINCIPAL | 76116FAC1 | Dec 2022 | 4,800,000 | $3.5M | 3.48% | DBT |
| 9 | United States Treasury | 912810SZ2 | Dec 2022 | 4,300,000 | $2.8M | 2.81% | DBT |
| 10 | Freddie Mac | 3137BDY34 | Dec 2022 | 2,419,750 | $2.3M | 2.29% | ABS-MBS |
| 11 | United States Treasury | 912810SC3 | Dec 2022 | 2,430,000 | $2.0M | 2.04% | DBT |
| 12 | Freddie Mac | 3137AT2J0 | Dec 2022 | 2,200,000 | $2.0M | 2.01% | ABS-MBS |
| 13 | United States Treasury | 912810SP4 | Dec 2022 | 3,300,000 | $1.8M | 1.83% | DBT |
| 14 | United States Treasury | 912810SX7 | Dec 2022 | 2,300,000 | $1.7M | 1.65% | DBT |
| 15 | UMBS, TBA | 01F040610 | Dec 2022 | 1,700,000 | $1.6M | 1.59% | ABS-MBS |
| 16 | UMBS, TBA | 01F040628 | Dec 2022 | 1,500,000 | $1.4M | 1.40% | ABS-MBS |
| 17 | United States Treasury | 912810RH3 | Dec 2022 | 1,620,000 | $1.4M | 1.37% | DBT |
| 18 | United States Treasury | 912810SW9 | Dec 2022 | 1,900,000 | $1.3M | 1.34% | DBT |
| 19 | US TREASURY N/B | 912810RJ9 | Dec 2022 | 1,620,000 | $1.3M | 1.34% | DBT |
| 20 | United States Treasury | 912810RM2 | Dec 2022 | 1,620,000 | $1.3M | 1.33% | DBT |
| 21 | United States Treasury | 91282CEZ0 | Dec 2022 | 1,230,540 | $1.1M | 1.13% | DBT |
| 22 | United States Treasury | 912810RK6 | Dec 2022 | 1,470,000 | $1.1M | 1.11% | DBT |
| 23 | United States Treasury | 912810SH2 | Dec 2022 | 1,350,000 | $1.1M | 1.08% | DBT |
| 24 | LCH Limited | 000000000 | Dec 2022 | 3,110,000 | $1.1M | 1.05% | DIR |
| 25 | United States Treasury | 912810TM0 | Dec 2022 | 1,000,000 | $979K | 0.98% | DBT |
| 26 | Government National Mortgage Association | 21H040616 | Dec 2022 | 800,000 | $757K | 0.76% | ABS-MBS |
| 27 | Fannie Mae | 3136ATQS6 | Dec 2022 | 900,000 | $752K | 0.75% | ABS-MBS |
| 28 | Freddie Mac | 3137BERC0 | Dec 2022 | 831,352 | $742K | 0.74% | ABS-MBS |
| 29 | VNO Mortgage Trust | 91831UAA5 | Dec 2022 | 800,000 | $725K | 0.72% | ABS-MBS |
| 30 | DBWF Mortgage Trust | 23307CAA3 | Dec 2022 | 800,000 | $721K | 0.72% | ABS-MBS |
| 31 | United States Treasury | 912810RQ3 | Dec 2022 | 940,000 | $703K | 0.70% | DBT |
| 32 | Morgan Stanley Mortgage Capital Holdings LLC | 55375KAS5 | Dec 2022 | 700,000 | $614K | 0.61% | ABS-MBS |
| 33 | COMM Mortgage Trust | 12636GAA9 | Dec 2022 | 700,000 | $611K | 0.61% | ABS-MBS |
| 34 | CityLine Commercial Mortgage Trust | 178772AA7 | Dec 2022 | 600,000 | $578K | 0.58% | ABS-MBS |
| 35 | United States Treasury | 912810SD1 | Dec 2022 | 700,000 | $575K | 0.57% | DBT |
| 36 | Hilton USA Trust | 43300LAA8 | Dec 2022 | 600,000 | $543K | 0.54% | ABS-MBS |
| 37 | Freddie Mac Military Housing Bonds Resec Trust | 35563CAJ7 | Dec 2022 | 562,136 | $528K | 0.53% | ABS-MBS |
| 38 | Fannie Mae | 3138L8YJ7 | Dec 2022 | 561,451 | $527K | 0.53% | ABS-MBS |
| 39 | United States Treasury | 9128334Y3 | Dec 2022 | 850,000 | $526K | 0.53% | DBT |
| 40 | Freddie Mac | 3137BD4R4 | Dec 2022 | 621,775 | $499K | 0.50% | ABS-MBS |
| 41 | Chicago Mercantile Exchange | 000000000 | Dec 2022 | 1,700,000 | $427K | 0.43% | DIR |
| 42 | Extended Stay America Trust | 30227FAA8 | Dec 2022 | 390,477 | $379K | 0.38% | ABS-MBS |
| 43 | TENN VALLEY AUTH | 88059FBG5 | Dec 2022 | 500,000 | $363K | 0.36% | DBT |
| 44 | Hilton USA Trust | 43300LAJ9 | Dec 2022 | 400,000 | $360K | 0.36% | ABS-MBS |
| 45 | VESSEL MANAGEMENT SERVIC | 228027AA6 | Dec 2022 | 389,000 | $350K | 0.35% | DBT |
| 46 | RESOLUTION FUNDING STRIP | 76116EHK9 | Dec 2022 | 400,000 | $318K | 0.32% | DBT |
| 47 | United States Treasury | 912810RP5 | Dec 2022 | 370,000 | $304K | 0.30% | DBT |
| 48 | BWAY Mortgage Trust | 05604FAC9 | Dec 2022 | 300,000 | $280K | 0.28% | ABS-MBS |
| 49 | United States Treasury | 912810SA7 | Dec 2022 | 330,000 | $270K | 0.27% | DBT |
| 50 | GS Mortgage Securities Trust | 36250WAG5 | Dec 2022 | 300,000 | $267K | 0.27% | ABS-MBS |
| 51 | Hertz Vehicle Financing LLC | 42806MAN9 | Dec 2022 | 300,000 | $263K | 0.26% | ABS-O |
| 52 | Government National Mortgage Association | 38376VKK2 | Dec 2022 | 304,709 | $248K | 0.25% | ABS-MBS |
| 53 | United States Treasury | 912810SS8 | Dec 2022 | 400,000 | $238K | 0.24% | DBT |
| 54 | LCH Limited | 000000000 | Dec 2022 | 1,000,000 | $219K | 0.22% | DIR |
| 55 | ReadyCap Commercial Mortgage Trust | 75574PAA0 | Dec 2022 | 200,000 | $194K | 0.19% | ABS-CBDO |
| 56 | Morgan Stanley Capital I Trust | 61772WAA5 | Dec 2022 | 200,000 | $191K | 0.19% | ABS-MBS |
| 57 | COMM Mortgage Trust | 20048JAA8 | Dec 2022 | 200,000 | $182K | 0.18% | ABS-MBS |
| 58 | Towd Point Mortgage Trust | 89178WBB3 | Dec 2022 | 200,000 | $167K | 0.17% | ABS-MBS |
| 59 | Government National Mortgage Association | 38377GMM8 | Dec 2022 | 197,556 | $164K | 0.16% | ABS-MBS |
| 60 | Freddie Mac | 31394RLM9 | Dec 2022 | 113,306 | $114K | 0.11% | ABS-MBS |
| 61 | Fannie Mae | 31364FYC9 | Dec 2022 | 100,000 | $107K | 0.11% | DBT |
| 62 | New Residential Mortgage Loan Trust | 64828XAA1 | Dec 2022 | 103,776 | $95K | 0.09% | ABS-MBS |
| 63 | Worldwide Plaza Trust | 98162JAA4 | Dec 2022 | 100,000 | $86K | 0.09% | ABS-MBS |
| 64 | Fannie Mae | 31396VSR0 | Dec 2022 | 64,450 | $63K | 0.06% | ABS-MBS |
| 65 | ECMC Group Student Loan Trust | 26828HAA5 | Dec 2022 | 53,518 | $51K | 0.05% | ABS-O |
| 66 | Chicago Board of Trade | 000000000 | Dec 2022 | -113 | $48K | 0.05% | DIR |
| 67 | Fannie Mae | 31403C6L0 | Dec 2022 | 34,776 | $35K | 0.04% | ABS-MBS |
| 68 | Fannie Mae | 31418DDL3 | Dec 2022 | 29,912 | $30K | 0.03% | ABS-MBS |
| 69 | Fannie Mae | 3136A76U1 | Dec 2022 | 26,760 | $26K | 0.03% | ABS-MBS |
| 70 | Fannie Mae | 31402RFV6 | Dec 2022 | 22,644 | $23K | 0.02% | ABS-MBS |
| 71 | Massachusetts Educational Financing Authority | 57563NAA6 | Dec 2022 | 23,134 | $23K | 0.02% | ABS-O |
| 72 | Freddie Mac | 3137A2SY8 | Dec 2022 | 21,717 | $21K | 0.02% | ABS-MBS |
| 73 | FHLMC STRUCTURED PASS THROUGH | 31395A3J2 | Dec 2022 | 4,455 | $4K | 0.00% | ABS-MBS |
| 74 | Structured Asset Mortgage Investments Inc | 86359LDX4 | Dec 2022 | 1,604 | $1K | 0.00% | ABS-MBS |
| 75 | Merrill Lynch Mortgage Investors Trust | 589929W87 | Dec 2022 | 594 | $545 | 0.00% | ABS-MBS |
| 76 | Credit Suisse First Boston Mortgage Securities | 22541QFC1 | Dec 2022 | 269 | $255 | 0.00% | ABS-MBS |
| 77 | Chicago Board of Trade | 000000000 | Dec 2022 | 51 | $-463 | -0.00% | DIR |
| 78 | Chicago Board of Trade | 000000000 | Dec 2022 | -174 | $-2860 | -0.00% | DIR |
| 79 | Chicago Board of Trade | 000000000 | Dec 2022 | -89 | $-3603 | -0.00% | DIR |
| 80 | JPMorgan Securities LLC | 000000000 | Dec 2022 | -2,600,000 | $-6581 | -0.01% | DIR |
| 81 | Chicago Board of Trade | 000000000 | Dec 2022 | 52 | $-13884 | -0.01% | DIR |
| 82 | JPMorgan Securities LLC | 000000000 | Dec 2022 | -2,600,000 | $-39993 | -0.04% | DIR |
| 83 | Chicago Mercantile Exchange | 000000000 | Dec 2022 | 3,170,000 | $-292790 | -0.29% | DIR |
| 84 | Chicago Mercantile Exchange | 000000000 | Dec 2022 | 1,400,000 | $-573414 | -0.57% | DIR |
| 85 | Chicago Mercantile Exchange | 000000000 | Dec 2022 | 9,000,000 | $-736956 | -0.74% | DIR |
| 86 | UMBS, TBA | 01F042616 | Dec 2022 | -4,600,000 | $-4426379 | -4.42% | ABS-MBS |