0001752724-22-275178.txt : 20221129
0001752724-22-275178.hdr.sgml : 20221129
20221129154552
ACCESSION NUMBER: 0001752724-22-275178
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220930
FILED AS OF DATE: 20221129
DATE AS OF CHANGE: 20221129
PERIOD START: 20220930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: LOOMIS SAYLES FUNDS II
CENTRAL INDEX KEY: 0000872649
IRS NUMBER: 043113285
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-06241
FILM NUMBER: 221432653
BUSINESS ADDRESS:
STREET 1: 888 BOYLSTON STREET
STREET 2: 8TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
BUSINESS PHONE: 617-449-2810
MAIL ADDRESS:
STREET 1: 888 BOYLSTON STREET
STREET 2: 8TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
FORMER COMPANY:
FORMER CONFORMED NAME: LOOMIS SAYLES FUNDS I
DATE OF NAME CHANGE: 20031119
FORMER COMPANY:
FORMER CONFORMED NAME: LOOMIS SAYLES FUNDS
DATE OF NAME CHANGE: 20031015
FORMER COMPANY:
FORMER CONFORMED NAME: LOOMIS SAYLES FUNDS II
DATE OF NAME CHANGE: 20030718
0000872649
S000006702
Loomis Sayles Limited Term Government and Agency Fund
C000018239
Class A
NEFLX
C000018241
Class C
NECLX
C000018242
Class Y
NELYX
C000182250
Class N
LGANX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000872649
XXXXXXXX
S000006702
C000018241
C000182250
C000018239
C000018242
LOOMIS SAYLES FUNDS II
811-06241
0000872649
5493007QOEDY6IHOTU14
888 BOYLSTON STREET
Suite 800
BOSTON
02199-8197
617-449-2810
Loomis Sayles Limited Term Government and Agency Fund
S000006702
5HBZDB7NR78KJHZJWI31
2022-09-30
2022-09-30
N
772290363.22
2212933.91
770077429.31
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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FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWJ68
2855000.00000000
PA
USD
2816674.48000000
0.365765100078
Long
ABS-MBS
USGSE
US
N
2
2030-04-25
Floating
2.89300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A6VQ4
1163650.80000000
PA
USD
1152245.16000000
0.149627182429
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Floating
3.53400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31283GRK5
37.62000000
PA
USD
38.33000000
0.000004977421
Long
ABS-MBS
USGSE
US
N
2
2026-06-01
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403CY21
88267.35000000
PA
USD
90114.95000000
0.011702063528
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Floating
2.45000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWGC8
821447.99000000
PA
USD
803879.68000000
0.104389461293
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Floating
2.85300000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380L7U1
8183178.87000000
PA
USD
8138817.86000000
1.056883054901
Long
ABS-MBS
USGA
US
N
2
2070-04-20
Floating
3.00700000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDQ1
21410000.00000000
PA
USD
19017265.29000000
2.469526383475
Long
DBT
UST
US
N
2
2026-12-31
Fixed
1.25000000
N
N
N
N
N
N
GM Financial Consumer Automobile Receivables Trust 2020-2
N/A
GM Financial Consumer Automobile Receivables Trust 2020-2
36258VAD6
197990.03000000
PA
USD
196003.99000000
0.025452504195
Long
ABS-O
CORP
US
N
2
2024-12-16
Fixed
1.49000000
N
N
N
N
N
N
GM Financial Revolving Receivables Trust
N/A
GM Financial Revolving Receivables Trust 2021-1
36263HAA6
655000.00000000
PA
USD
566493.13000000
0.073563139034
Long
ABS-O
CORP
US
N
2
2034-06-12
Fixed
1.17000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BUL4
325962.96000000
PA
USD
324131.70000000
0.042090793427
Long
ABS-MBS
USGA
US
N
2
2062-08-20
Floating
2.87700000
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust 2020-A
12597PAC2
207924.34000000
PA
USD
204497.12000000
0.026555397186
Long
ABS-O
CORP
US
N
2
2025-06-16
Fixed
1.16000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H2NK6
9073573.66000000
PA
USD
8920338.24000000
1.158369002970
Long
ABS-MBS
USGSE
US
N
2
2028-08-25
Floating
2.46400000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BNT5
28890.39000000
PA
USD
26447.09000000
0.003434341664
Long
ABS-MBS
USGA
US
N
3
2061-12-20
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796YD5
9445000.00000000
PA
USD
9439857.76000000
1.225832286560
Long
STIV
UST
US
N
2
2022-10-11
None
0.00000000
N
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
Chesapeake Funding II LLC
165183CJ1
491293.72000000
PA
USD
485791.23000000
0.063083426615
Long
ABS-O
CORP
US
N
2
2032-08-15
Fixed
0.87000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FQ3P6
8000000.00000000
PA
USD
7488190.40000000
0.972394478138
Long
ABS-MBS
USGSE
US
N
2
2026-08-25
Fixed
2.54100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409AW21
1756.46000000
PA
USD
1810.23000000
0.000235071167
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
6.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FF3L9
3552733.16000000
PA
USD
3487436.41000000
0.452868280157
Long
ABS-MBS
USGSE
US
N
2
2028-01-25
Floating
2.46400000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFF3
11365000.00000000
PA
USD
10391871.88000000
1.349458052459
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31414EWD2
308633.04000000
PA
USD
306634.93000000
0.039818714109
Long
ABS-MBS
USGSE
US
N
2
2038-07-01
Floating
3.91900000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEN7
17930000.00000000
PA
USD
16920737.15000000
2.197277378348
Long
DBT
UST
US
N
2
2027-04-30
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5FU8
844116.92000000
PA
USD
860743.70000000
0.111773656419
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Floating
3.34800000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FXLS5
1019153.80000000
PA
USD
1008439.44000000
0.130952992727
Long
ABS-MBS
USGSE
US
N
2
2027-08-25
Floating
2.84300000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FU2A1
3776569.99000000
PA
USD
3722244.03000000
0.483359710118
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Floating
2.86400000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FRZ20
10381546.07000000
PA
USD
10410489.82000000
1.351875723630
Long
ABS-MBS
USGSE
US
N
2
2027-02-25
Floating
3.18400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403GKF8
3005.80000000
PA
USD
3097.82000000
0.000402273834
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371L3D9
1497.99000000
PA
USD
1561.36000000
0.000202753637
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
6.50000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-D
63941HAA0
554194.06000000
PA
USD
501212.55000000
0.065085994073
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
1.69000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374BQR7
94325.13000000
PA
USD
92545.45000000
0.012017681141
Long
ABS-MBS
USGA
US
N
2
2045-11-16
Variable
5.33200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MB4Q7
2643.88000000
PA
USD
2642.05000000
0.000343088876
Long
ABS-MBS
USGSE
US
N
2
2023-10-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400WUJ7
47033.10000000
PA
USD
46431.39000000
0.006029444343
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Floating
3.21100000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36297E2D6
2107.86000000
PA
USD
2045.98000000
0.000265684971
Long
ABS-MBS
USGA
US
N
2
2061-04-20
Variable
4.87800000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FREB3
317894.19000000
PA
USD
313131.82000000
0.040662381220
Long
ABS-MBS
USGSE
US
N
2
2025-02-25
Fixed
1.76600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128S5NT7
81619.92000000
PA
USD
80571.30000000
0.010462753086
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Floating
3.75100000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWHQ6
869712.26000000
PA
USD
856950.10000000
0.111281030631
Long
ABS-MBS
USGSE
US
N
2
2030-08-25
Floating
2.61400000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FJY29
1574605.36000000
PA
USD
1562720.24000000
0.202930274349
Long
ABS-MBS
USGSE
US
N
2
2025-10-25
Floating
2.94300000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-D
78449MAA4
1051548.44000000
PA
USD
924098.98000000
0.120000787560
Long
ABS-O
CORP
US
N
2
2053-03-17
Fixed
1.34000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412CBQ2
124960.46000000
PA
USD
129050.94000000
0.016758177176
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Floating
3.47900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHMV1
115269.07000000
PA
USD
114039.65000000
0.014808855013
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Floating
3.40600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371J7C2
9289.56000000
PA
USD
9602.01000000
0.001246888901
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AH2T2
114556.82000000
PA
USD
112931.35000000
0.014664934421
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Floating
2.05000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RYM2
982559.27000000
PA
USD
974665.78000000
0.126567244137
Long
ABS-MBS
USGA
US
N
2
2066-09-20
Floating
2.90700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJZZ4
20518.29000000
PA
USD
20325.39000000
0.002639395627
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Floating
3.29300000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BND6
24144.15000000
PA
USD
25131.21000000
0.003263465340
Long
ABS-MBS
USGA
US
N
2
2031-05-15
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128S4WG8
81884.95000000
PA
USD
81222.66000000
0.010547336788
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Floating
3.05700000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BLH3
27013.29000000
PA
USD
26870.85000000
0.003489369896
Long
ABS-MBS
USGA
US
N
2
2061-02-20
Floating
2.95700000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FRZ79
25949920.00000000
PA
USD
25982681.77000000
3.374034971169
Long
ABS-MBS
USGSE
US
N
2
2030-03-25
Floating
3.28400000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BGP1
544508.97000000
PA
USD
538974.47000000
0.069989646428
Long
ABS-MBS
USGA
US
N
2
2060-10-20
Floating
2.70700000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36177X4K1
46888.40000000
PA
USD
45674.37000000
0.005931139942
Long
ABS-MBS
USGA
US
N
2
2063-04-20
Variable
4.63000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136ARTB4
17605.80000000
PA
USD
17540.45000000
0.002277751474
Long
ABS-MBS
USGSE
US
N
2
2023-02-25
Fixed
2.26300000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-E
63942EAA6
4085970.16000000
PA
USD
3430899.25000000
0.445526530114
Long
ABS-O
CORP
US
N
2
2069-12-16
Fixed
0.97000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BN5M2
297828.47000000
PA
USD
297830.26000000
0.038675365445
Long
ABS-MBS
USGSE
US
N
2
2023-01-25
Floating
3.20300000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFN6
45290000.00000000
PA
USD
45311229.69000000
5.883983605466
Long
DBT
UST
US
N
2
2024-09-30
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403G5H1
366784.40000000
PA
USD
381931.52000000
0.049596508800
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Floating
4.02000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2020-2
03066EAD6
137900.94000000
PA
USD
137043.61000000
0.017796081898
Long
ABS-O
CORP
US
N
2
2024-12-18
Fixed
0.66000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3620E1AW4
489911.17000000
PA
USD
498745.89000000
0.064765680828
Long
ABS-MBS
USGA
US
N
2
2063-02-20
Floating
3.96900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31294L6P3
26698.91000000
PA
USD
26293.40000000
0.003414383930
Long
ABS-MBS
USGSE
US
N
2
2025-01-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RAH9
236268.22000000
PA
USD
233848.38000000
0.030366865863
Long
ABS-MBS
USGA
US
N
2
2065-04-20
Floating
2.83700000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BXQY1
2580000.00000000
PA
USD
2444085.08000000
0.317381731625
Long
ABS-MBS
USGSE
US
N
2
2027-03-25
Fixed
3.22400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418NB58
278707.70000000
PA
USD
282220.55000000
0.036648334213
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Floating
3.03800000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BUB6
89.23000000
PA
USD
85.45000000
0.000011096286
Long
ABS-MBS
USGA
US
N
3
2062-05-20
Floating
2.80700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403BAF0
141016.92000000
PA
USD
141645.02000000
0.018393607526
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Floating
2.38400000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375LQF0
758316.85000000
PA
USD
755767.06000000
0.098141697345
Long
ABS-MBS
USGA
US
N
3
2037-10-20
Floating
3.53400000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCZ2
25460000.00000000
PA
USD
22397838.22000000
2.908517685042
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.87500000
N
N
N
N
N
N
FannieMae Whole Loan
N/A
Fannie Mae REMIC Trust 2002-W10
31392ET59
5772.89000000
PA
USD
5393.60000000
0.000700397102
Long
ABS-MBS
USGSE
US
N
3
2042-08-25
Variable
4.15200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31414FJD4
218660.41000000
PA
USD
216650.62000000
0.028133615108
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Floating
3.88900000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UWF3
5990.41000000
PA
USD
5383.27000000
0.000699055678
Long
ABS-MBS
USGA
US
N
3
2065-03-20
Fixed
1.75000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FRE98
5593638.00000000
PA
USD
5574032.86000000
0.723827585103
Long
ABS-MBS
USGSE
US
N
2
2027-01-25
Floating
2.81500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410F3T0
30271.13000000
PA
USD
29964.00000000
0.003891037298
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Floating
2.31500000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-c
63942JAA5
1768379.64000000
PA
USD
1514169.76000000
0.196625651183
Long
ABS-O
CORP
US
N
2
2069-10-15
Fixed
1.06000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGTA2
316329.30000000
PA
USD
318556.03000000
0.041366753247
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
5.00000000
N
N
N
N
N
N
Santander Consumer Auto Receivables Trust
N/A
Santander Consumer Auto Receivables Trust 2020-A
80281MAA1
29668.34000000
PA
USD
29659.14000000
0.003851449071
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
1.37000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31398JLT8
647801.62000000
PA
USD
595409.37000000
0.077318117287
Long
ABS-MBS
USGSE
US
N
2
2048-06-15
Variable
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHNE8
393309.55000000
PA
USD
395949.71000000
0.051416869905
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Floating
3.73800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B2PW4
98978.08000000
PA
USD
86776.22000000
0.011268505827
Long
ABS-MBS
USGSE
US
N
3
2043-06-15
Floating
4.91800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390NP30
1939.68000000
PA
USD
2002.39000000
0.000260024501
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31395UKP5
432698.75000000
PA
USD
433092.94000000
0.056240180989
Long
ABS-MBS
USGSE
US
N
3
2035-05-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128S5TB0
65665.71000000
PA
USD
64247.64000000
0.008343010398
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Floating
2.59500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380LFQ1
4743525.16000000
PA
USD
4610997.71000000
0.598770660520
Long
ABS-MBS
USGA
US
N
2
2068-06-20
Floating
2.85500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378DLM5
2317624.95000000
PA
USD
2309214.52000000
0.299867835636
Long
ABS-MBS
USGA
US
N
2
2038-09-20
Floating
3.26400000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FHGE7
9008895.73000000
PA
USD
8731029.85000000
1.133785969785
Long
ABS-MBS
USGSE
US
N
2
2026-09-25
Fixed
3.70000000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables 2020-A Owner Trust
89232HAC9
147775.93000000
PA
USD
146815.24000000
0.019064997156
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
1.66000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGLN2
143952.69000000
PA
USD
147499.44000000
0.019153845364
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Floating
2.98800000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36177TN45
168727.38000000
PA
USD
167995.12000000
0.021815354353
Long
ABS-MBS
USGA
US
N
2
2064-01-20
Variable
4.60900000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B8HP7
2754032.91000000
PA
USD
2739780.79000000
0.355779910658
Long
ABS-MBS
USGSE
US
N
2
2027-01-25
Floating
3.02400000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FTZZ3
4092689.12000000
PA
USD
4084747.26000000
0.530433318070
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Floating
3.02300000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380LKR3
6857879.08000000
PA
USD
6714245.60000000
0.871892272705
Long
ABS-MBS
USGA
US
N
2
2068-09-20
Floating
2.77700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411KKA0
453761.91000000
PA
USD
456145.97000000
0.059233779960
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Floating
2.48900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128S5HG2
222711.48000000
PA
USD
218034.30000000
0.028313295741
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Floating
2.64300000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2016-C7
12532BAD9
1745000.00000000
PA
USD
1643510.45000000
0.213421454446
Long
ABS-MBS
CORP
US
N
2
2054-12-10
Fixed
3.83900000
N
N
N
N
N
N
Kubota Credit Owner Trust
N/A
Kubota Credit Owner Trust 2020-1
50117WAC8
348076.97000000
PA
USD
345692.64000000
0.044890633959
Long
ABS-O
CORP
US
N
2
2024-03-15
Fixed
1.96000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378U8D2
2595823.80000000
PA
USD
2568784.40000000
0.333574820171
Long
ABS-MBS
USGA
US
N
2
2064-07-20
Floating
2.85700000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FUNV2
3281663.40000000
PA
USD
3247123.24000000
0.421661915595
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Floating
2.79400000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F73D5
811531.20000000
PA
USD
804938.56000000
0.104526964349
Long
ABS-MBS
USGSE
US
N
2
2027-10-25
Floating
2.59400000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36193DHJ4
1112000.91000000
PA
USD
1105430.88000000
0.143548017111
Long
ABS-MBS
USGA
US
N
2
2066-02-20
Variable
4.59400000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H2NT7
3918436.69000000
PA
USD
3508411.47000000
0.455592040029
Long
ABS-MBS
USGSE
US
N
2
2051-05-25
Variable
1.24200000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36230RPD2
6859.85000000
PA
USD
6366.36000000
0.000826716867
Long
ABS-MBS
USGA
US
N
2
2062-02-20
Variable
4.61900000
N
N
N
N
N
N
Hudsons Bay Simon JV Trust
N/A
Hudsons Bay Simon JV Trust 2015-HBS
44422PAU6
2600000.00000000
PA
USD
2305825.08000000
0.299427692883
Long
ABS-MBS
CORP
US
N
2
2034-08-05
Fixed
3.91400000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375U6F2
33911.97000000
PA
USD
33547.29000000
0.004356352844
Long
ABS-MBS
USGA
US
N
3
2064-10-20
Floating
2.55700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402C2Z4
107459.85000000
PA
USD
105310.91000000
0.013675366397
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Floating
2.73900000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BBBD1
7500000.00000000
PA
USD
7389388.50000000
0.959564352719
Long
ABS-MBS
USGSE
US
N
2
2024-03-25
Fixed
3.38900000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36297E2K0
1223.89000000
PA
USD
1207.91000000
0.000156855655
Long
ABS-MBS
USGA
US
N
2
2061-06-20
Variable
4.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RKZ8
2979.13000000
PA
USD
2857.39000000
0.000371052298
Long
ABS-MBS
USGA
US
N
3
2061-08-20
Floating
3.03700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BANP5
5502049.67000000
PA
USD
5392366.31000000
0.700236898883
Long
ABS-MBS
USGSE
US
N
2
2050-06-25
Floating
2.87300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31398WB86
560972.58000000
PA
USD
551051.89000000
0.071557984824
Long
ABS-MBS
USGSE
US
N
2
2036-12-15
Floating
3.82300000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8
61761QAE3
705399.08000000
PA
USD
703459.51000000
0.091349192071
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Fixed
3.13400000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36178FK54
166370.41000000
PA
USD
163562.28000000
0.021239718731
Long
ABS-MBS
USGA
US
N
2
2063-07-20
Variable
4.43400000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H5FZ5
7165000.00000000
PA
USD
6272301.90000000
0.814502757939
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Fixed
2.33300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128PQQW4
24824.84000000
PA
USD
24040.41000000
0.003121817246
Long
ABS-MBS
USGSE
US
N
2
2024-12-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KSK1
472670.93000000
PA
USD
478315.62000000
0.062112665791
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Floating
2.78500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403LGT2
1744.07000000
PA
USD
1797.46000000
0.000233412892
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BVS8
1196919.72000000
PA
USD
1193173.96000000
0.154942076547
Long
ABS-MBS
USGA
US
N
2
2062-07-20
Floating
3.66400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ECC50
80849.90000000
PA
USD
72451.87000000
0.009408387681
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36176HMD3
3050.46000000
PA
USD
3006.95000000
0.000390473721
Long
ABS-MBS
USGA
US
N
2
2062-08-20
Variable
4.62200000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BJK9
352251.48000000
PA
USD
348793.29000000
0.045293275289
Long
ABS-MBS
USGA
US
N
2
2060-12-20
Floating
2.73700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402LJ86
53358.46000000
PA
USD
52843.42000000
0.006862091783
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Floating
4.26600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128S4E94
439282.15000000
PA
USD
445126.11000000
0.057802773209
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Floating
3.74600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413YL74
2050.09000000
PA
USD
2046.83000000
0.000265795350
Long
ABS-MBS
USGSE
US
N
2
2022-12-01
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCW9
41725000.00000000
PA
USD
36592499.13000000
4.751794785465
Long
DBT
UST
US
N
2
2026-08-31
Fixed
0.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3620E0KH8
1442302.01000000
PA
USD
1456209.26000000
0.189099070375
Long
ABS-MBS
USGA
US
N
2
2061-02-20
Floating
3.37400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128S5GM0
152368.35000000
PA
USD
153766.49000000
0.019967666126
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Floating
2.11400000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376ETM7
240918.78000000
PA
USD
240461.59000000
0.031225637948
Long
ABS-MBS
USGA
US
N
3
2059-11-20
Floating
4.16400000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378H4T0
26481.15000000
PA
USD
25647.90000000
0.003330561190
Long
ABS-MBS
USGA
US
N
3
2032-07-20
Variable
6.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWHP8
326252.02000000
PA
USD
322081.08000000
0.041824505918
Long
ABS-MBS
USGSE
US
N
2
2030-08-25
Floating
2.85300000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FPJ55
7147036.73000000
PA
USD
6730430.24000000
0.873993962663
Long
ABS-MBS
USGSE
US
N
2
2027-07-25
Fixed
2.60600000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374KVF7
1011300.55000000
PA
USD
1005531.59000000
0.130575387841
Long
ABS-MBS
USGA
US
N
2
2035-02-20
Floating
3.21400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406L4W5
308508.52000000
PA
USD
310443.01000000
0.040313220227
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Floating
2.31000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFM8
20040000.00000000
PA
USD
20105756.25000000
2.610874632180
Long
DBT
UST
US
N
2
2027-09-30
Fixed
4.12500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAL5
7425000.00000000
PA
USD
6194364.24000000
0.804382001631
Long
DBT
UST
US
N
2
2027-09-30
Fixed
0.37500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
Commercial Mortgage Pass Through Certificates
12624NAC4
1310000.00000000
PA
USD
1231396.46000000
0.159905538473
Long
ABS-MBS
CORP
US
N
2
2030-10-05
Fixed
3.40000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
RKWYUSIDZTWNAX1D9U96
Enterprise Fleet Financing 2022-3 LLC
29374FAB9
675000.00000000
PA
USD
665541.77000000
0.086425305387
Long
ABS-O
CORP
US
N
2
2029-07-20
Fixed
4.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36176RA85
25204.57000000
PA
USD
24445.53000000
0.003174424943
Long
ABS-MBS
USGA
US
N
2
2061-12-20
Variable
4.14000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FGZ99
8078171.45000000
PA
USD
7894463.33000000
1.025151891164
Long
ABS-MBS
USGSE
US
N
2
2025-12-25
Fixed
3.79900000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FUZR8
1410130.93000000
PA
USD
1399814.69000000
0.181775836652
Long
ABS-MBS
USGSE
US
N
2
2027-06-25
Floating
2.91300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
31300L5J0
293238.43000000
PA
USD
300580.44000000
0.039032495767
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Floating
3.91700000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36177TNH6
13736.51000000
PA
USD
12483.65000000
0.001621090233
Long
ABS-MBS
USGA
US
N
2
2063-06-20
Variable
4.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BT24
264728.06000000
PA
USD
269746.79000000
0.035028528266
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Floating
2.99400000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36297E2R5
19972.26000000
PA
USD
19864.26000000
0.002579514636
Long
ABS-MBS
USGA
US
N
2
2061-08-20
Variable
4.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
312915G96
2271.58000000
PA
USD
2198.57000000
0.000285499862
Long
ABS-MBS
USGSE
US
N
3
2023-05-15
Floating
2.83000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409VJ46
52446.40000000
PA
USD
52353.24000000
0.006798438443
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Floating
3.93400000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWJ76
3140000.00000000
PA
USD
3063405.98000000
0.397804930180
Long
ABS-MBS
USGSE
US
N
2
2030-04-25
Floating
2.65400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419AQT7
962403.99000000
PA
USD
974296.25000000
0.126519258053
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Floating
2.73400000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36230KSC6
14029.43000000
PA
USD
13737.48000000
0.001783908926
Long
ABS-MBS
USGA
US
N
2
2061-08-20
Variable
4.31700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394URQ7
48969.24000000
PA
USD
47377.42000000
0.006152293028
Long
ABS-MBS
USGSE
US
N
3
2025-11-25
Fixed
5.50000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2020-2 Receivables Funding LLC
826525AA5
689236.49000000
PA
USD
648313.76000000
0.084188126456
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
1.33000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H6LM5
19138778.59000000
PA
USD
16752243.71000000
2.175397313619
Long
ABS-MBS
USGSE
US
N
2
2031-10-25
Fixed
2.20900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406AGS5
100142.10000000
PA
USD
98568.19000000
0.012799776522
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Floating
3.06800000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AJDU7
3244815.60000000
PA
USD
3203355.29000000
0.415978337771
Long
ABS-MBS
USGSE
US
N
2
2023-12-25
Variable
3.51300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390TZ77
16151.26000000
PA
USD
16266.44000000
0.002112312266
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403GDV1
1950.45000000
PA
USD
2010.16000000
0.000261033491
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AFEL4
1840298.10000000
PA
USD
1733120.43000000
0.225057944050
Long
ABS-MBS
USGSE
US
N
2
2043-07-25
Floating
4.08400000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380LXV0
2163024.53000000
PA
USD
2162020.89000000
0.280753701863
Long
ABS-MBS
USGA
US
N
2
2069-08-20
Floating
3.46000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31391WRV5
152805.62000000
PA
USD
153797.16000000
0.019971648842
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407JTE2
87811.68000000
PA
USD
86744.94000000
0.011264443898
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Floating
3.80400000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust 2019-B
98162VAD1
33561.35000000
PA
USD
33544.69000000
0.004356015216
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
2.59000000
N
N
N
N
N
N
Toyota Auto Loan Extended Note Trust
549300VJ12IVOF78MZ11
Toyota Auto Loan Extended Note Trust 2022-1
89231EAA1
4365000.00000000
PA
USD
4184047.18000000
0.543328114907
Long
ABS-O
CORP
US
N
2
2035-04-25
Fixed
3.82000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207KEF3
22570.60000000
PA
USD
22980.07000000
0.002984124599
Long
ABS-MBS
USGA
US
N
2
2028-10-15
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3620E1CU6
716333.54000000
PA
USD
728433.42000000
0.094592230894
Long
ABS-MBS
USGA
US
N
2
2063-03-20
Floating
3.79000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410QY39
139870.18000000
PA
USD
143990.64000000
0.018698202871
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Floating
2.60800000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H3KE1
17334307.88000000
PA
USD
17037267.18000000
2.212409626817
Long
ABS-MBS
USGSE
US
N
2
2028-09-25
Floating
2.48400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407RP57
135384.39000000
PA
USD
133342.22000000
0.017315430231
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Floating
4.22300000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FRYZ8
7893173.69000000
PA
USD
7862003.55000000
1.020936759183
Long
ABS-MBS
USGSE
US
N
2
2027-02-25
Floating
3.25300000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283W8
71120000.00000000
PA
USD
66599990.45000000
8.648479739196
Long
DBT
UST
US
N
2
2028-02-15
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
31300LQV0
87347.47000000
PA
USD
86040.35000000
0.011172947904
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Floating
2.66000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RFW1
54724.22000000
PA
USD
53855.87000000
0.006993565575
Long
ABS-MBS
USGA
US
N
3
2065-07-20
Floating
2.65700000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36176HMK7
55863.43000000
PA
USD
55411.17000000
0.007195532279
Long
ABS-MBS
USGA
US
N
2
2062-12-20
Variable
4.00700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31401XPH4
195490.08000000
PA
USD
193679.99000000
0.025150716360
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Floating
3.91400000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEC1
8920000.00000000
PA
USD
8123471.83000000
1.054890264382
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.87500000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust 2020-A
44891LAC7
307038.13000000
PA
USD
303392.36000000
0.039397643464
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
1.41000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RAZ9
2784.96000000
PA
USD
2667.65000000
0.000346413217
Long
ABS-MBS
USGA
US
N
3
2065-04-20
Floating
2.60700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405EJP1
295549.11000000
PA
USD
292509.84000000
0.037984471283
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Floating
3.92800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31396AXW9
628665.61000000
PA
USD
626994.82000000
0.081419711334
Long
ABS-MBS
USGSE
US
N
3
2035-09-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411NP84
470619.95000000
PA
USD
476303.90000000
0.061851429722
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Floating
2.44500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RBW5
2148483.66000000
PA
USD
2125234.49000000
0.275976727678
Long
ABS-MBS
USGA
US
N
2
2065-05-20
Floating
2.58700000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFH9
4105000.00000000
PA
USD
3937592.97000000
0.511324292873
Long
DBT
UST
US
N
2
2027-08-31
Fixed
3.12500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UUR9
3427.95000000
PA
USD
3296.63000000
0.000428090718
Long
ABS-MBS
USGA
US
N
3
2061-04-20
Floating
2.65700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
31300MBP7
654567.62000000
PA
USD
666822.95000000
0.086591675670
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Floating
3.27500000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2022-SSP
05602HAA1
4650000.00000000
PA
USD
4631121.00000000
0.601383812034
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Floating
5.84500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AMRW1
3317946.66000000
PA
USD
3269584.60000000
0.424578682033
Long
ABS-MBS
USGSE
US
N
2
2045-02-25
Floating
3.48400000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2020-2
14315VAD4
526545.05000000
PA
USD
523523.73000000
0.067983258575
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
1.70000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137B5KW2
7770210.35000000
PA
USD
7703151.88000000
1.000308746472
Long
ABS-MBS
USGSE
US
N
2
2023-08-25
Variable
3.45800000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BN32
1041779.10000000
PA
USD
1033590.72000000
0.134219064299
Long
ABS-MBS
USGA
US
N
2
2063-03-20
Floating
2.70700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397RFM3
211140.20000000
PA
USD
203287.51000000
0.026398320774
Long
ABS-MBS
USGSE
US
N
3
2038-02-15
Fixed
5.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FYUR5
1595592.83000000
PA
USD
1592173.47000000
0.206754984550
Long
ABS-MBS
USGSE
US
N
2
2024-08-25
Floating
2.48500000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWGD6
691059.42000000
PA
USD
670975.16000000
0.087130869502
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Floating
2.60400000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
2293098.73000000
PA
USD
2293098.73000000
0.297775086338
Long
RA
CORP
US
N
2
Repurchase
N
1.10000000
2022-10-03
2385000.00000000
USD
2338976.66000000
USD
UST
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36176RBE1
3422.14000000
PA
USD
3169.42000000
0.000411571600
Long
ABS-MBS
USGA
US
N
2
2062-02-20
Variable
4.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BH39
27460.07000000
PA
USD
26372.65000000
0.003424675103
Long
ABS-MBS
USGA
US
N
3
2062-12-20
Floating
2.85700000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2020-A
34528GAK2
198657.81000000
PA
USD
196501.58000000
0.025517119775
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
1.04000000
N
N
N
N
N
N
PenFed Auto Receivables Owner Trust
N/A
PenFed Auto Receivables Owner Trust 2022-A
706874AD6
620000.00000000
PA
USD
609678.24000000
0.079171030963
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
4.18000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables 2020-1 Owner Trust
43813RAC1
149123.65000000
PA
USD
147867.97000000
0.019201701591
Long
ABS-O
CORP
US
N
2
2024-04-22
Fixed
1.61000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385WZT9
940.23000000
PA
USD
970.73000000
0.000126056155
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MS78
888326.00000000
PA
USD
911259.78000000
0.118333526645
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Floating
3.72400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31386DT42
4693.80000000
PA
USD
4819.47000000
0.000625842261
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36198NVQ5
517770.14000000
PA
USD
516330.74000000
0.067049197956
Long
ABS-MBS
USGA
US
N
2
2064-05-20
Variable
4.70000000
N
N
N
N
N
N
Donlen Fleet Lease Funding
549300ZWUQETU54FDP26
Donlen Fleet Lease Funding 2 LLC
257812AD9
1449888.67000000
PA
USD
1400348.44000000
0.181845147864
Long
ABS-O
CORP
US
N
2
2034-12-11
Fixed
0.56000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382EHC4
3641415.37000000
PA
USD
3474715.02000000
0.451216317703
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Floating
2.02100000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2019-3
36257PAD0
103537.80000000
PA
USD
103433.94000000
0.013431628569
Long
ABS-O
CORP
US
N
2
2024-04-16
Fixed
2.18000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A7YW6
3180328.51000000
PA
USD
3156315.12000000
0.409869839040
Long
ABS-MBS
USGSE
US
N
2
2042-08-25
Floating
3.59400000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617A5D44
2274727.71000000
PA
USD
2249082.20000000
0.292059228643
Long
ABS-MBS
USGA
US
N
2
2065-10-20
Variable
4.45700000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380L2S1
4227922.24000000
PA
USD
4168860.70000000
0.541356043084
Long
ABS-MBS
USGA
US
N
2
2069-06-20
Floating
2.85700000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380LU50
3697548.42000000
PA
USD
3652906.44000000
0.474355733717
Long
ABS-MBS
USGA
US
N
2
2070-01-20
Floating
2.95700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297ANS9
11014.53000000
PA
USD
10533.43000000
0.001367840375
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RAC0
3627332.47000000
PA
USD
3506939.49000000
0.455400893016
Long
ABS-MBS
USGA
US
N
2
2065-04-20
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BPT9
251729.65000000
PA
USD
252988.53000000
0.032852349695
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Floating
2.96800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411JPT7
181006.67000000
PA
USD
179771.94000000
0.023344657713
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Floating
2.18800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
31300LQS7
42858.89000000
PA
USD
42314.61000000
0.005494851347
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Floating
2.22000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2016-DC2 Mortgage Trust
12594CBD1
2847198.08000000
PA
USD
2770884.91000000
0.359819000601
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Fixed
3.55000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N2
14686KAB3
1865000.00000000
PA
USD
1726029.15000000
0.224137091194
Long
ABS-O
CORP
US
N
2
2028-03-10
Fixed
0.97000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412EJ23
20745.34000000
PA
USD
20955.89000000
0.002721270511
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Floating
3.73700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
31342AXY0
313262.21000000
PA
USD
309750.53000000
0.040223296802
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Floating
4.14400000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380QBX9
8587997.60000000
PA
USD
8533223.35000000
1.108099396919
Long
ABS-MBS
USGA
US
N
2
2070-05-20
Floating
2.75700000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380LX40
3573404.13000000
PA
USD
3559868.43000000
0.462274090176
Long
ABS-MBS
USGA
US
N
2
2070-01-20
Floating
0.71000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
31300LUJ2
479508.83000000
PA
USD
489903.29000000
0.063617406685
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Floating
2.43300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AR6M1
818930.29000000
PA
USD
832058.49000000
0.108048679045
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Floating
2.05000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UMN7
3166018.48000000
PA
USD
3135719.68000000
0.407195375510
Long
ABS-MBS
USGA
US
N
2
2064-07-20
Floating
2.29800000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FUN59
5840697.87000000
PA
USD
5786764.87000000
0.751452340991
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Floating
2.99300000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK25
06539WBB1
1595000.00000000
PA
USD
1340147.71000000
0.174027657348
Long
ABS-MBS
CORP
US
N
2
2063-01-15
Fixed
2.64900000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2020-3
22536BAA0
9695000.00000000
PA
USD
9415885.80000000
1.222719358030
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
1.24000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
31300LQ40
789993.72000000
PA
USD
802797.01000000
0.104248868937
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Floating
2.58500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHAW2
276048.47000000
PA
USD
277571.56000000
0.036044629985
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359HYC2
4601.94000000
PA
USD
4435.55000000
0.000575987534
Long
ABS-MBS
USGSE
US
N
3
2024-04-25
Floating
2.55000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36176HLX0
11395.42000000
PA
USD
10192.85000000
0.001323613653
Long
ABS-MBS
USGA
US
N
2
2062-11-20
Variable
4.70000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FRZ61
25949920.00000000
PA
USD
25965630.08000000
3.371820688637
Long
ABS-MBS
USGSE
US
N
2
2030-03-25
Floating
3.35300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128S5NW0
79931.70000000
PA
USD
79278.33000000
0.010294851787
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Floating
2.80100000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378U8R1
1821559.32000000
PA
USD
1803891.47000000
0.234248064070
Long
ABS-MBS
USGA
US
N
2
2065-02-20
Floating
2.82700000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables 2020-B Owner Trust
89239RAC0
284115.28000000
PA
USD
281326.40000000
0.036532222513
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
1.36000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31393CLX9
611844.45000000
PA
USD
618964.30000000
0.080376891523
Long
ABS-MBS
USGSE
US
N
3
2033-06-25
Fixed
5.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FYU46
15093884.18000000
PA
USD
14890377.87000000
1.933620867623
Long
ABS-MBS
USGSE
US
N
2
2028-03-25
Floating
2.53400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128PWV21
16624.02000000
PA
USD
16196.32000000
0.002103206688
Long
ABS-MBS
USGSE
US
N
2
2026-10-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128S4C54
281270.54000000
PA
USD
285185.46000000
0.037033348744
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Floating
2.57300000
N
N
N
N
N
N
FHLMC Structured Pass Through Securities
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Pass-Through Certificates
31395HHV5
275715.47000000
PA
USD
286044.85000000
0.037144946613
Long
ABS-MBS
USGSE
US
N
3
2044-10-25
Floating
2.30400000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BGF3
686969.33000000
PA
USD
680412.07000000
0.088356319001
Long
ABS-MBS
USGA
US
N
2
2060-10-20
Floating
2.68700000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REZ3
3220000.00000000
PA
USD
3046892.80000000
0.395660576979
Long
ABS-O
CORP
US
N
2
2028-08-21
Fixed
3.83000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36176HLJ1
7942.83000000
PA
USD
7289.84000000
0.000946637276
Long
ABS-MBS
USGA
US
N
2
2062-06-20
Variable
4.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406CC22
110020.33000000
PA
USD
113388.50000000
0.014724298581
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
6.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FXLT3
910075.03000000
PA
USD
900180.69000000
0.116894828459
Long
ABS-MBS
USGSE
US
N
2
2027-08-25
Floating
2.60400000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2020-1
36258NAC6
289054.57000000
PA
USD
287384.70000000
0.037318935611
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
1.84000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-F
63935CAB7
1776113.82000000
PA
USD
1644787.96000000
0.213587348154
Long
ABS-O
CORP
US
N
2
2068-08-15
Fixed
2.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RSJ6
3455886.42000000
PA
USD
3427076.08000000
0.445030064453
Long
ABS-MBS
USGA
US
N
2
2066-02-20
Floating
3.27700000
N
N
N
N
N
N
Social Professional Loan Program LLC
N/A
SoFi Professional Loan Program 2016-D LLC
83404LAA9
18064.12000000
PA
USD
18009.23000000
0.002338625872
Long
ABS-O
CORP
US
N
2
2039-01-25
Floating
4.03400000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382DYY9
1900284.77000000
PA
USD
1853069.53000000
0.240634182936
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Floating
2.16600000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BU42
1056319.45000000
PA
USD
1047144.05000000
0.135979060045
Long
ABS-MBS
USGA
US
N
2
2063-03-20
Floating
2.75700000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FQ3S0
7507706.85000000
PA
USD
7481405.10000000
0.971513358949
Long
ABS-MBS
USGSE
US
N
2
2026-10-25
Floating
3.05300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411E2N6
41706.73000000
PA
USD
41329.12000000
0.005366878501
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Floating
2.08900000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BKL5
443765.54000000
PA
USD
440083.31000000
0.057147929967
Long
ABS-MBS
USGA
US
N
2
2061-02-20
Floating
2.80700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31283H6S9
119226.02000000
PA
USD
123845.07000000
0.016082158142
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
31300LUP8
1332055.35000000
PA
USD
1359655.26000000
0.176560850669
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Floating
3.19000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412NSX5
19097.03000000
PA
USD
19045.16000000
0.002473148708
Long
ABS-MBS
USGSE
US
N
2
2024-01-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133T0YC2
2516.11000000
PA
USD
2430.77000000
0.000315652674
Long
ABS-MBS
USGSE
US
N
3
2023-08-15
Floating
2.22000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RU61
2318859.28000000
PA
USD
2300065.39000000
0.298679756405
Long
ABS-MBS
USGA
US
N
2
2067-02-20
Floating
3.10700000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200WT68
5463.68000000
PA
USD
5818.45000000
0.000755566879
Long
ABS-MBS
USGA
US
N
2
2031-12-15
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397ME86
593413.66000000
PA
USD
558197.11000000
0.072485842170
Long
ABS-MBS
USGSE
US
N
2
2038-08-25
Variable
3.44100000
N
N
N
N
N
N
Starwood Retail Property Trust
5493007115G809OI4R97
Starwood Retail Property Trust 2014-STAR
85571XAA5
3279463.97000000
PA
USD
2246432.82000000
0.291715187914
Long
ABS-MBS
CORP
US
N
2
2027-11-15
Floating
4.28800000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FUZS6
1057598.20000000
PA
USD
1050697.48000000
0.136440498060
Long
ABS-MBS
USGSE
US
N
2
2027-06-25
Floating
2.68400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419A6G7
131303.67000000
PA
USD
133621.98000000
0.017351759045
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Floating
3.02400000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36198NVW2
1740393.09000000
PA
USD
1734635.35000000
0.225254667125
Long
ABS-MBS
USGA
US
N
2
2064-03-20
Variable
4.60400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HRRB1
5200000.00000000
PA
USD
5042862.08000000
0.654851303007
Long
ABS-MBS
USGSE
US
N
2
2026-01-01
Fixed
3.58000000
N
N
N
N
N
N
MVW 2020-1 LLC
N/A
MVW 2020-1 LLC
55400EAA7
419633.85000000
PA
USD
380474.25000000
0.049407271985
Long
ABS-O
CORP
US
N
2
2037-10-20
Fixed
1.74000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F73C7
675911.43000000
PA
USD
669838.57000000
0.086983275253
Long
ABS-MBS
USGSE
US
N
2
2027-10-25
Floating
2.83300000
N
N
N
N
N
N
Nissan Auto Receivables Owner Trust
N/A
Nissan Auto Receivables 2020-A Owner Trust
65479MAC0
823598.55000000
PA
USD
814191.41000000
0.105728512356
Long
ABS-O
CORP
US
N
2
2024-12-16
Fixed
1.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375B7T3
4026948.04000000
PA
USD
4016656.77000000
0.521591286424
Long
ABS-MBS
USGA
US
N
2
2063-04-20
Floating
3.66000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust 2018-1
252724AA7
201238.78000000
PA
USD
195958.27000000
0.025446567129
Long
ABS-O
CORP
US
N
2
2031-01-21
Fixed
3.70000000
N
N
N
N
N
N
FHLMC Structured Pass Through Securities
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Pass-Through Certificates
31394XVP8
5288.68000000
PA
USD
4336.40000000
0.000563112205
Long
ABS-MBS
USGSE
US
N
3
2044-03-25
Variable
3.56800000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2020-3
33844TAA5
65123.98000000
PA
USD
64953.55000000
0.008434677803
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
0.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHMU3
1442930.75000000
PA
USD
1473476.38000000
0.191341328016
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Floating
3.35400000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380LRU9
6140983.24000000
PA
USD
5760899.98000000
0.748093602115
Long
ABS-MBS
USGA
US
N
2
2068-09-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404ADY7
23658.59000000
PA
USD
23661.89000000
0.003072663747
Long
ABS-MBS
USGSE
US
N
2
2023-11-01
Fixed
5.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
Comm 2014-UBS2 Mortgage Trust
12591UAF0
1488000.00000000
PA
USD
1459363.59000000
0.189508682433
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Fixed
3.96100000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H5DX2
11380000.00000000
PA
USD
9830715.42000000
1.276587917764
Long
ABS-MBS
USGSE
US
N
2
2028-11-25
Variable
2.05000000
N
N
N
N
N
N
Welk Resorts LLC
N/A
Welk Resorts 2019-A LLC
94946DAA9
839634.94000000
PA
USD
795193.06000000
0.103261442256
Long
ABS-O
CORP
US
N
2
2038-06-15
Fixed
2.80000000
N
N
N
N
N
N
Toyota Auto Loan Extended Note Trust 2020-1
549300XP7ILZSI1BWP36
Toyota Auto Loan Extended Note Trust 2020-1
89237JAA4
765000.00000000
PA
USD
695706.30000000
0.090342382924
Long
ABS-O
CORP
US
N
2
2033-05-25
Fixed
1.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404FAG8
97673.62000000
PA
USD
98838.80000000
0.012834917144
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Floating
2.54400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M87E8
102892.40000000
PA
USD
98183.82000000
0.012749863359
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.00000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS 2020-BID Mortgage Trust
05493BAA6
3895000.00000000
PA
USD
3836271.58000000
0.498166993861
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
4.95800000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36177TN29
1575317.10000000
PA
USD
1570642.50000000
0.203959035834
Long
ABS-MBS
USGA
US
N
2
2063-11-20
Variable
4.67700000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FNXD7
8515000.00000000
PA
USD
8484453.29000000
1.101766259738
Long
ABS-MBS
USGSE
US
N
2
2029-08-25
Floating
3.20300000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H92P3
16300000.00000000
PA
USD
15647511.00000000
2.031939958819
Long
ABS-MBS
USGSE
US
N
2
2032-11-25
Fixed
4.11800000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FKJH0
1372519.63000000
PA
USD
1365185.02000000
0.177278929110
Long
ABS-MBS
USGSE
US
N
2
2045-10-25
Floating
2.94300000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RMB9
2792.36000000
PA
USD
2685.61000000
0.000348745450
Long
ABS-MBS
USGA
US
N
3
2065-10-20
Floating
3.05700000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BZY1
16382.23000000
PA
USD
15691.30000000
0.002037626270
Long
ABS-MBS
USGA
US
N
3
2062-10-20
Floating
2.85700000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2019-4
36258MAD6
146256.80000000
PA
USD
145773.28000000
0.018929691281
Long
ABS-O
CORP
US
N
2
2024-07-16
Fixed
1.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375B3P5
145024.58000000
PA
USD
143862.25000000
0.018681530522
Long
ABS-MBS
USGA
US
N
2
2063-05-20
Floating
2.82700000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2021-NRD
05592CAA4
1825000.00000000
PA
USD
1746671.00000000
0.226817581391
Long
ABS-MBS
CORP
US
N
2
2023-12-15
Floating
4.44700000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137B5JM6
7900000.00000000
PA
USD
7838086.91000000
1.017831014346
Long
ABS-MBS
USGSE
US
N
2
2023-07-25
Variable
3.53100000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BNA6
35184.68000000
PA
USD
34954.23000000
0.004539053953
Long
ABS-MBS
USGA
US
N
2
2061-09-20
Floating
2.90700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396V4Q8
308383.21000000
PA
USD
300080.23000000
0.038967539961
Long
ABS-MBS
USGSE
US
N
3
2037-07-25
Floating
2.42500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36185KDJ2
543822.35000000
PA
USD
558308.42000000
0.072500296561
Long
ABS-MBS
USGA
US
N
2
2065-06-20
Floating
3.88100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
31300LQP3
157814.93000000
PA
USD
156590.03000000
0.020334322762
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Floating
3.24500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128QLUU3
244258.58000000
PA
USD
240528.05000000
0.031234268249
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Floating
2.89100000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36186QVP4
535881.54000000
PA
USD
547064.16000000
0.071040149883
Long
ABS-MBS
USGA
US
N
2
2065-05-20
Floating
3.84200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419AMC8
510661.59000000
PA
USD
520352.14000000
0.067571405185
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Floating
2.92600000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380LKG7
108857.80000000
PA
USD
107643.62000000
0.013978285287
Long
ABS-MBS
USGA
US
N
2
2068-09-20
Floating
2.70700000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3620E1AY0
992284.09000000
PA
USD
1004794.81000000
0.130479711747
Long
ABS-MBS
USGA
US
N
2
2063-02-20
Floating
3.52300000
N
N
N
N
N
N
SPGN TFLM Mortgage Trust
N/A
SPGN 2022-TFLM Mortgage Trust
78473HAA4
3295000.00000000
PA
USD
3141734.39000000
0.407976428138
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
4.39500000
N
N
N
N
N
N
DROP Mortgage Trust 2021-FILE
N/A
DROP Mortgage Trust 2021-FILE
26210YAA4
2570000.00000000
PA
USD
2476593.09000000
0.321603126612
Long
ABS-MBS
CORP
US
N
2
2043-10-15
Floating
3.97000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133TK5Q9
52926.69000000
PA
USD
51618.56000000
0.006703035050
Long
ABS-MBS
USGSE
US
N
3
2029-03-15
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
31326NF55
1437164.15000000
PA
USD
1446458.92000000
0.187832919774
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Floating
2.84400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128S5GE8
150438.73000000
PA
USD
149174.23000000
0.019371328690
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Floating
2.45300000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F8ZR7
3538587.52000000
PA
USD
3471132.49000000
0.450751100848
Long
ABS-MBS
USGSE
US
N
2
2030-12-25
Floating
2.53400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406XSY9
62095.91000000
PA
USD
61736.35000000
0.008016901632
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Floating
4.22300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A6JW5
1385249.25000000
PA
USD
1381692.62000000
0.179422557707
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Floating
3.63400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KSG0
666819.89000000
PA
USD
674796.86000000
0.087627144273
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Floating
2.90200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
31349ULH9
85995.93000000
PA
USD
87114.84000000
0.011312478029
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Floating
2.49700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410GTH6
15380.77000000
PA
USD
16509.29000000
0.002143848056
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36230KR94
20124.07000000
PA
USD
19986.19000000
0.002595348109
Long
ABS-MBS
USGA
US
N
2
2061-08-20
Variable
4.70000000
N
N
N
N
N
N
2022-10-27
LOOMIS SAYLES FUNDS II
John Sgroi
John Sgroi
Assistant Treasurer