Form NPORT-P FEDERATED HERMES CORE For: Mar 31

May 25, 2022 11:46 AM EDT

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      Federated Hermes Core Trust
      811-08519
      0001034106
      254900HYFNGKM5PJOV84
      Federated Hermes Funds
      4000 Ericsson Drive
      Warrendale
      
      15086-7561
      8003417400
      Mortgage Core Fund
      S000009127
      254900WC9GWJKY8X3D48
      2022-12-31
      2022-03-31
      N
    
    
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          USD
          
          
        
      
      
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WHRF6
        
          
        
        136332.7500000000
        PA
        USD
        144652.5800000000
        0.0039292679
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-06-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131XDHE8
        
          
        
        4177078.5100000000
        PA
        USD
        4225949.9100000000
        0.1147915174
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-01-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        31329H3L3
        
          
        
        22100.3900000000
        PA
        USD
        23943.9800000000
        0.0006504019
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-02-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A2F64
        
          
        
        175934.8700000000
        PA
        USD
        191496.2200000000
        0.0052017043
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-09-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A2HQ8
        
          
        
        1606.1100000000
        PA
        USD
        1828.7000000000
        0.0000496739
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-04-01
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A4YK8
        
          
        
        31871.4500000000
        PA
        USD
        37164.5000000000
        0.0010095173
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-09-01
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132ADTL2
        
          
        
        4523021.2200000000
        PA
        USD
        4637188.1600000000
        0.1259621805
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-07-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31382DU69
        
          
        
        3875.7300000000
        PA
        USD
        4148.4400000000
        0.0001126861
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-04-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31387NSX6
        
          
        
        2352.3000000000
        PA
        USD
        2508.9600000000
        0.0000681521
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-06-01
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138A1V57
        
          
        
        52027.0600000000
        PA
        USD
        53152.6300000000
        0.0014438105
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-01-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138A2CK3
        
          
        
        139597.5800000000
        PA
        USD
        143556.9000000000
        0.0038995054
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-12-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ER5V8
        
          
        
        4884753.5900000000
        PA
        USD
        4843027.5400000000
        0.1315534950
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-03-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WKNT8
        
          
        
        1174321.5900000000
        PA
        USD
        1164290.4200000000
        0.0316261827
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-04-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FEBW3
        
          
        
        1733066.3900000000
        PA
        USD
        1793637.7500000000
        0.0487214481
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FHWA1
        
          
        
        2722646.9700000000
        PA
        USD
        2701091.5000000000
        0.0733710523
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140H7NY9
        
          
        
        1123225.0500000000
        PA
        USD
        1151951.9800000000
        0.0312910277
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J8B51
        
          
        
        9705619.9800000000
        PA
        USD
        9634845.6300000000
        0.2617159629
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-03-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J8NF6
        
          
        
        8556619.2100000000
        PA
        USD
        8806877.2200000000
        0.2392254573
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XFUV1
        
          
        
        28000000.0000000000
        PA
        USD
        27469884.4000000000
        0.7461777307
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XGK81
        
          
        
        26434131.0000000000
        PA
        USD
        26516920.0500000000
        0.7202919000
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31410UYX4
        
          
        
        13242.1700000000
        PA
        USD
        15071.3400000000
        0.0004093901
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-09-01
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417Y3H8
        
          
        
        171513.2000000000
        PA
        USD
        176377.7300000000
        0.0047910334
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-07-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31419ATE7
        
          
        
        168315.6300000000
        PA
        USD
        177870.7100000000
        0.0048315880
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-11-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202FUF1
        
          
        
        2080235.5200000000
        PA
        USD
        2214958.8500000000
        0.0601659965
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-06-20
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36290TNT2
        
          
        
        65934.8900000000
        PA
        USD
        72531.0800000000
        0.0019701967
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-02-15
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36295FJM7
        
          
        
        81121.6000000000
        PA
        USD
        89449.5300000000
        0.0024297608
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-06-15
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2020-H
        63935BAA1
        
          
        
        9129245.3800000000
        PA
        USD
        8848243.1000000000
        0.2403490987
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WVQ74
        
          
        
        9731.7900000000
        PA
        USD
        10348.2800000000
        0.0002810953
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-04-01
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131XUSA6
        
          
        
        19669781.2500000000
        PA
        USD
        20018748.7400000000
        0.5437789358
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-07-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131XYF53
        
          
        
        3687707.6600000000
        PA
        USD
        3795563.1500000000
        0.1031007141
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131XYY60
        
          
        
        6691519.6700000000
        PA
        USD
        6900193.3700000000
        0.1874332835
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A8ZV4
        
          
        
        16323208.4400000000
        PA
        USD
        16533061.2400000000
        0.4490955236
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-02-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132AC2H2
        
          
        
        6927539.4500000000
        PA
        USD
        6985930.2900000000
        0.1897621968
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DM6S9
        
          
        
        26934416.2700000000
        PA
        USD
        25746438.8300000000
        0.6993629467
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DVL60
        
          
        
        37430555.8100000000
        PA
        USD
        34852230.5800000000
        0.9467079637
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371HE38
        
          
        
        9745.0700000000
        PA
        USD
        10365.2600000000
        0.0002815566
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-02-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140H6CB3
        
          
        
        3530412.4500000000
        PA
        USD
        3668971.6100000000
        0.0996620470
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-01-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140H7KE6
        
          
        
        1868702.1400000000
        PA
        USD
        1934743.9400000000
        0.0525543836
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140HJ4N8
        
          
        
        2030443.8200000000
        PA
        USD
        2077804.7300000000
        0.0564404129
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-07-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140L7FC1
        
          
        
        9631412.5000000000
        PA
        USD
        8964963.0600000000
        0.2435196193
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QKQF8
        
          
        
        9107811.2700000000
        PA
        USD
        8477592.6300000000
        0.2302809411
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QNBZ4
        
          
        
        19894706.6000000000
        PA
        USD
        19518046.0900000000
        0.5301781080
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XCTE8
        
          
        
        30136293.4400000000
        PA
        USD
        29612820.0000000000
        0.8043873249
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31413EY90
        
          
        
        98746.9400000000
        PA
        USD
        109630.2300000000
        0.0029779389
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-10-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31416AJP6
        
          
        
        95737.4900000000
        PA
        USD
        105933.2900000000
        0.0028775171
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-06-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DVA7
        
          
        
        4179343.0100000000
        PA
        USD
        3896681.9200000000
        0.1058474521
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DXK3
        
          
        
        9106295.3100000000
        PA
        USD
        8476181.5600000000
        0.2302426115
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36210KJL0
        
          
        
        10569.7300000000
        PA
        USD
        11318.6200000000
        0.0003074531
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-03-15
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential Trust
        N/A
        Progress Residential 2022-SFR1 Trust
        74333YAJ7
        
          
        
        16726000.0000000000
        PA
        USD
        16133765.7900000000
        0.4382492685
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Tesla Auto Lease Trust
        N/A
        Tesla Auto Lease Trust 2020-A
        88167HAC0
        
          
        
        10025000.0000000000
        PA
        USD
        9959948.7800000000
        0.2705468967
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131X45J0
        
          
        
        54079.8000000000
        PA
        USD
        55190.8500000000
        0.0014991757
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-08-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131X5AK8
        
          
        
        54522.5900000000
        PA
        USD
        55642.4900000000
        0.0015114438
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-09-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131XYA25
        
          
        
        8872884.7000000000
        PA
        USD
        9151524.3300000000
        0.2485872732
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-10-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A2JX1
        
          
        
        1641.1100000000
        PA
        USD
        1868.2900000000
        0.0000507493
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-04-01
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A9LS4
        
          
        
        82490.9000000000
        PA
        USD
        84275.5400000000
        0.0022892172
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-07-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KHCV6
        
          
        
        15000014.6100000000
        PA
        USD
        15049220.6600000000
        0.4087892456
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371KA68
        
          
        
        25106.7600000000
        PA
        USD
        28162.5800000000
        0.0007649938
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-08-01
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WHMH7
        
          
        
        11712.6700000000
        PA
        USD
        12886.1600000000
        0.0003500330
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WHNM5
        
          
        
        75355.9000000000
        PA
        USD
        80466.8100000000
        0.0021857588
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31384NND8
        
          
        
        806.8000000000
        PA
        USD
        893.3600000000
        0.0000242668
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-01-01
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EJGG7
        
          
        
        1511226.1200000000
        PA
        USD
        1562434.4700000000
        0.0424411618
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-03-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131X5WY4
        
          
        
        496938.0900000000
        PA
        USD
        511032.4500000000
        0.0138814211
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-08-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131X6TS9
        
          
        
        940573.3900000000
        PA
        USD
        967250.3100000000
        0.0262738871
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-05-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140F7R68
        
          
        
        1390885.7400000000
        PA
        USD
        1437867.7700000000
        0.0390574963
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-07-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FNJ47
        
          
        
        1316222.5400000000
        PA
        USD
        1329606.6800000000
        0.0361167481
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-02-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131XCYG6
        
          
        
        3458063.7300000000
        PA
        USD
        3497117.7200000000
        0.0949938968
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-06-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        31329K4X9
        
          
        
        241532.2900000000
        PA
        USD
        246757.7000000000
        0.0067027985
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-06-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140H23D8
        
          
        
        8681632.8000000000
        PA
        USD
        8764439.9500000000
        0.2380727133
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        FNMA POOL BJ1649 FN 11/47 FIXED 4
        3140H2ZP6
        
          
        
        3543257.7400000000
        PA
        USD
        3649103.0000000000
        0.0991223463
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140LWKW6
        
          
        
        5181638.2500000000
        PA
        USD
        4955119.3100000000
        0.1345982978
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XDG42
        
          
        
        17017478.9700000000
        PA
        USD
        15823993.8200000000
        0.4298347830
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31410EDW5
        
          
        
        6059.1800000000
        PA
        USD
        6850.3500000000
        0.0001860794
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-08-01
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31415RGN8
        
          
        
        128795.4300000000
        PA
        USD
        140867.0500000000
        0.0038264397
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-07-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31416WFW7
        
          
        
        543492.5400000000
        PA
        USD
        573867.4100000000
        0.0155882375
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-05-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DTQ5
        
          
        
        11968434.5600000000
        PA
        USD
        11166454.8900000000
        0.3033198046
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        31329NCL0
        
          
        
        4912013.2700000000
        PA
        USD
        4886939.4100000000
        0.1327462943
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-10-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A2HA3
        
          
        
        13494.4400000000
        PA
        USD
        14725.1100000000
        0.0003999853
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-03-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209RZK2
        
          
        
        2981.0000000000
        PA
        USD
        3291.0100000000
        0.0000893953
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-10-15
          Fixed
          8.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620AM4W9
        
          
        
        57946.9300000000
        PA
        USD
        62295.9200000000
        0.0016921741
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-05-15
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A44F2
        
          
        
        439742.7900000000
        PA
        USD
        464157.0000000000
        0.0126081207
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A5DW2
        
          
        
        528957.9200000000
        PA
        USD
        525761.9000000000
        0.0142815243
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential Trust
        N/A
        Progress Residential 2022-SFR2 Trust
        74332VAG0
        
          
        
        14000000.0000000000
        PA
        USD
        13768267.8000000000
        0.3739941047
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        549300QHI21JZK7YIR34
        SMB Private Education Loan Trust 2018-A
        78449PAC3
        
          
        
        11285529.6000000000
        PA
        USD
        11253785.6600000000
        0.3056920125
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A5GE9
        
          
        
        7432565.2300000000
        PA
        USD
        7369075.5100000000
        0.2001697554
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A7CU3
        
          
        
        90547.5000000000
        PA
        USD
        92590.0300000000
        0.0025150677
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-06-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132ADTJ7
        
          
        
        10554965.0700000000
        PA
        USD
        10687799.3100000000
        0.2903178521
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133APDJ5
        
          
        
        12669092.1500000000
        PA
        USD
        12127131.1900000000
        0.3294151187
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133B3WS2
        
          
        
        19855111.0000000000
        PA
        USD
        19485404.8600000000
        0.5292914585
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371J5C4
        
          
        
        2480.7400000000
        PA
        USD
        2776.4200000000
        0.0000754172
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-06-01
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31376QEU3
        
          
        
        2441.4700000000
        PA
        USD
        2590.7800000000
        0.0000703746
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-10-01
          Fixed
          8.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31387H6K1
        
          
        
        4532.1600000000
        PA
        USD
        4982.5000000000
        0.0001353421
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-06-01
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31389FHS4
        
          
        
        17508.6800000000
        PA
        USD
        18736.9400000000
        0.0005089605
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-01-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31389XQ63
        
          
        
        21536.0500000000
        PA
        USD
        23889.3700000000
        0.0006489185
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-05-01
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138A4Y58
        
          
        
        191860.2800000000
        PA
        USD
        196011.0600000000
        0.0053243430
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-01-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138AAL33
        
          
        
        358484.2900000000
        PA
        USD
        396037.7800000000
        0.0107577654
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WHU34
        
          
        
        5049142.2800000000
        PA
        USD
        5122942.0600000000
        0.1391569482
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-08-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31407X7K1
        
          
        
        336858.1400000000
        PA
        USD
        364969.9300000000
        0.0099138544
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-11-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FHAH0
        
          
        
        2428434.2800000000
        PA
        USD
        2510463.1500000000
        0.0681929224
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J8Y64
        
          
        
        8336642.2900000000
        PA
        USD
        8441558.9300000000
        0.2293021403
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140JWUV0
        
          
        
        17247353.4200000000
        PA
        USD
        16970669.6500000000
        0.4609824921
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140K4EK2
        
          
        
        1255966.1300000000
        PA
        USD
        1235817.8000000000
        0.0335691155
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140KQB42
        
          
        
        20713929.3000000000
        PA
        USD
        19280620.6800000000
        0.5237288070
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140L23B7
        
          
        
        16267006.0000000000
        PA
        USD
        15141404.0100000000
        0.4112932664
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140L5K70
        
          
        
        15452024.9400000000
        PA
        USD
        14382815.8900000000
        0.3906873711
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140LT7L2
        
          
        
        3024606.3900000000
        PA
        USD
        3062434.8400000000
        0.0831863959
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XBGT1
        
          
        
        16902338.1500000000
        PA
        USD
        16201734.5400000000
        0.4400955365
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XF7K1
        
          
        
        19864181.0900000000
        PA
        USD
        19469475.8400000000
        0.5288587709
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XFL25
        
          
        
        14884965.6000000000
        PA
        USD
        14579895.2500000000
        0.3960407329
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417Y6Y8
        
          
        
        646394.5500000000
        PA
        USD
        702021.4600000000
        0.0190693478
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-10-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D6C1
        
          
        
        39333764.0300000000
        PA
        USD
        37586605.4300000000
        1.0209831077
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D7F3
        
          
        
        39727407.0200000000
        PA
        USD
        37950348.4600000000
        1.0308636353
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DYX4
        
          
        
        53364659.8000000000
        PA
        USD
        49672070.8200000000
        1.3492664382
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36212UCW9
        
          
        
        6335.5800000000
        PA
        USD
        7030.7400000000
        0.0001909794
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-01-15
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        N/A
        SMB Private Education Loan Trust 2020-B
        78449XAB8
        
          
        
        13334341.2600000000
        PA
        USD
        13400104.2300000000
        0.3639934999
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2053-07-15
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        N/A
        Sequoia Mortgage Trust 2013-2
        81745MAA9
        
          
        
        3543549.9600000000
        PA
        USD
        3536787.0900000000
        0.0960714551
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-02-25
          Variable
          1.8700000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WVN51
        
          
        
        27623.7200000000
        PA
        USD
        30950.4200000000
        0.0008407212
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-02-01
          Fixed
          8.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131XDBF1
        
          
        
        6285102.8900000000
        PA
        USD
        6350388.7700000000
        0.1724986757
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-11-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WGW70
        
          
        
        22701.8400000000
        PA
        USD
        24719.3400000000
        0.0006714634
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-03-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WKGF1
        
          
        
        81045.5000000000
        PA
        USD
        88666.3500000000
        0.0024084869
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-09-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WQE86
        
          
        
        209693.7100000000
        PA
        USD
        221371.4300000000
        0.0060132190
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-07-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WUFF0
        
          
        
        9009.4300000000
        PA
        USD
        9620.0200000000
        0.0002613132
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-07-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131X4K95
        
          
        
        16642.2700000000
        PA
        USD
        16901.5200000000
        0.0004591041
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-06-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WGYS2
        
          
        
        96669.6200000000
        PA
        USD
        104476.6900000000
        0.0028379508
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-03-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131XB4F3
        
          
        
        1780111.4500000000
        PA
        USD
        1800215.3200000000
        0.0489001178
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-04-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131Y1ZB9
        
          
        
        3316361.7500000000
        PA
        USD
        3436156.3600000000
        0.0933379740
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A6Z97
        
          
        
        11856.4500000000
        PA
        USD
        12052.1500000000
        0.0003273784
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-07-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131XGXE3
        
          
        
        397410.9100000000
        PA
        USD
        424540.0500000000
        0.0115319863
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131XHX43
        
          
        
        5556062.8300000000
        PA
        USD
        5746881.9200000000
        0.1561053278
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131XYSD2
        
          
        
        2226356.9600000000
        PA
        USD
        2262376.7400000000
        0.0614540315
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        31329HWV9
        
          
        
        1705.8800000000
        PA
        USD
        1888.2100000000
        0.0000512904
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-03-01
          Fixed
          8.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132ACFF2
        
          
        
        6170492.6600000000
        PA
        USD
        6162134.1100000000
        0.1673850235
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-07-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DWBH5
        
          
        
        32353330.5400000000
        PA
        USD
        30114628.8900000000
        0.8180182020
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A8Q51
        
          
        
        2293850.4900000000
        PA
        USD
        2319756.3200000000
        0.0630126608
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-03-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A8QL6
        
          
        
        2902442.6000000000
        PA
        USD
        2935221.6300000000
        0.0797308421
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-03-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132AAYT5
        
          
        
        703193.2000000000
        PA
        USD
        700482.6700000000
        0.0190275489
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-05-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DWA52
        
          
        
        6028774.9900000000
        PA
        USD
        5613495.4900000000
        0.1524820878
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KM4G7
        
          
        
        44203920.3500000000
        PA
        USD
        43325579.6100000000
        1.1768736338
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371LR84
        
          
        
        443868.2000000000
        PA
        USD
        487389.2100000000
        0.0132391884
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-07-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DWC43
        
          
        
        45762754.3800000000
        PA
        USD
        45894638.0600000000
        1.2466582087
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        31339S3S2
        
          
        
        1634287.1000000000
        PA
        USD
        1568844.0300000000
        0.0426152677
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-10-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31387FEA8
        
          
        
        6053.1800000000
        PA
        USD
        6760.9000000000
        0.0001836496
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-05-01
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31387WGF8
        
          
        
        81344.0000000000
        PA
        USD
        91807.3500000000
        0.0024938074
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-11-01
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31389K3T6
        
          
        
        38810.4400000000
        PA
        USD
        42869.5100000000
        0.0011644852
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-03-01
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138W1UE5
        
          
        
        1891750.4400000000
        PA
        USD
        1891197.4800000000
        0.0513715101
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-02-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC Mortgage-Backed Trust 2007-4
        126379BQ8
        
          
        
        278282.0600000000
        PA
        USD
        96070.2900000000
        0.0026096037
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-06-25
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WLKH0
        
          
        
        57956.6400000000
        PA
        USD
        61909.9000000000
        0.0016816885
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-05-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140GPKU1
        
          
        
        10178471.5300000000
        PA
        USD
        10565225.9700000000
        0.2869883332
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-06-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J8CZ4
        
          
        
        10221748.0000000000
        PA
        USD
        10175958.6600000000
        0.2764144774
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131XHZN9
        
          
        
        659391.9300000000
        PA
        USD
        681869.0800000000
        0.0185219390
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131XUHY6
        
          
        
        1918292.1000000000
        PA
        USD
        1947529.3700000000
        0.0529016804
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-05-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KJ6L1
        
          
        
        11743345.0400000000
        PA
        USD
        10956448.1500000000
        0.2976152902
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        313615MN3
        
          
        
        143.4500000000
        PA
        USD
        147.2400000000
        0.0000039996
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-07-01
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        31329JE45
        
          
        
        820037.1500000000
        PA
        USD
        865787.3500000000
        0.0235177997
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A45M6
        
          
        
        305166.1200000000
        PA
        USD
        325044.5500000000
        0.0088293420
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A8RR2
        
          
        
        1621076.3200000000
        PA
        USD
        1638624.3100000000
        0.0445107432
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-01-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A9HJ9
        
          
        
        15240.5600000000
        PA
        USD
        15477.9100000000
        0.0004204339
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-07-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371EVX0
        
          
        
        305.2500000000
        PA
        USD
        318.0100000000
        0.0000086383
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-05-01
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371NWY7
        
          
        
        601301.7900000000
        PA
        USD
        668234.2600000000
        0.0181515698
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-07-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140L22Y8
        
          
        
        33010210.0900000000
        PA
        USD
        30726055.4000000000
        0.8346266754
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140M4DF2
        
          
        
        18193183.6700000000
        PA
        USD
        16911557.5700000000
        0.4593768021
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31385HUU4
        
          
        
        9208.5700000000
        PA
        USD
        10245.5000000000
        0.0002783035
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-09-01
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31389K5Z0
        
          
        
        25867.0600000000
        PA
        USD
        29195.8300000000
        0.0007930604
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-03-01
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131XVHJ7
        
          
        
        2663963.9800000000
        PA
        USD
        2641208.1300000000
        0.0717444114
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        31329HV99
        
          
        
        7673.3800000000
        PA
        USD
        8466.3300000000
        0.0002299750
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-11-01
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2005-21
        126694CE6
        
          
        
        501978.2400000000
        PA
        USD
        363447.3600000000
        0.0098724961
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-10-25
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WHGY7
        
          
        
        1138.8300000000
        PA
        USD
        1213.6900000000
        0.0000329680
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-11-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138A3J24
        
          
        
        189784.8900000000
        PA
        USD
        193890.7700000000
        0.0052667486
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-12-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ABBZ1
        
          
        
        1818150.9700000000
        PA
        USD
        1936584.7800000000
        0.0526043872
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132AC2J8
        
          
        
        3940142.8800000000
        PA
        USD
        4037134.6200000000
        0.1096626366
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133B3U54
        
          
        
        9732622.0900000000
        PA
        USD
        9538016.3600000000
        0.2590857427
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31368HKV4
        
          
        
        6512.9800000000
        PA
        USD
        7232.3200000000
        0.0001964550
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-09-01
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ERRE2
        
          
        
        3710160.3900000000
        PA
        USD
        3679627.2500000000
        0.0999514913
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QLEY8
        
          
        
        16985875.6900000000
        PA
        USD
        16243326.2400000000
        0.4412253119
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31410SQE0
        
          
        
        29413.2800000000
        PA
        USD
        32585.2300000000
        0.0008851283
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-07-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WKFU9
        
          
        
        222882.0000000000
        PA
        USD
        246450.7900000000
        0.0066944618
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-09-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WLQS0
        
          
        
        28720.2100000000
        PA
        USD
        30734.8100000000
        0.0008348645
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-06-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ESA65
        
          
        
        849696.2000000000
        PA
        USD
        846952.0200000000
        0.0230061666
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-02-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31397FKT8
        
          
        
        11522582.5000000000
        PA
        USD
        11505810.2300000000
        0.3125378776
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-03-15
          Floating
          0.7100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140KP7D9
        
          
        
        53852931.9900000000
        PA
        USD
        50126556.8200000000
        1.3616118608
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QMJY1
        
          
        
        44768009.1900000000
        PA
        USD
        43864469.8900000000
        1.1915117706
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        31329JDT1
        
          
        
        372359.4100000000
        PA
        USD
        424120.6800000000
        0.0115205948
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-10-01
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        31329JFE2
        
          
        
        2538073.3700000000
        PA
        USD
        2681725.5300000000
        0.0728450051
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-09-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        31329JWD5
        
          
        
        763.3500000000
        PA
        USD
        815.7700000000
        0.0000221592
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-09-01
          Fixed
          8.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133B3CH8
        
          
        
        13244837.5800000000
        PA
        USD
        13327088.0200000000
        0.3620101254
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138YR3W6
        
          
        
        12516813.1300000000
        PA
        USD
        12766258.2000000000
        0.3467760342
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-07-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31402QSZ5
        
          
        
        795756.7300000000
        PA
        USD
        858405.0700000000
        0.0233172713
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-12-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31416HAC9
        
          
        
        130536.5000000000
        PA
        USD
        133126.8700000000
        0.0036161894
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-11-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DYB2
        
          
        
        29655680.2800000000
        PA
        USD
        27603643.6200000000
        0.7498110970
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KLZW0
        
          
        
        17034756.9500000000
        PA
        USD
        15856030.1300000000
        0.4307050007
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31388LYP9
        
          
        
        5307.1100000000
        PA
        USD
        5979.1900000000
        0.0001624156
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-09-01
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XFNK3
        
          
        
        33551670.8200000000
        PA
        USD
        31188109.9500000000
        0.8471776862
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209R5F6
        
          
        
        67318.4800000000
        PA
        USD
        74879.0800000000
        0.0020339766
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-11-15
          Fixed
          8.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FFE31
        
          
        
        3362631.5200000000
        PA
        USD
        3347568.2800000000
        0.0909316132
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140GYH85
        
          
        
        4303256.7600000000
        PA
        USD
        4425753.2700000000
        0.1202188725
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        31329JE52
        
          
        
        263165.4400000000
        PA
        USD
        282516.5700000000
        0.0076741340
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A1V27
        
          
        
        898213.9000000000
        PA
        USD
        949481.7000000000
        0.0257912298
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-01-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31408F6D6
        
          
        
        172718.6500000000
        PA
        USD
        187241.3900000000
        0.0050861283
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-01-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J8H97
        
          
        
        1400673.8000000000
        PA
        USD
        1444835.0800000000
        0.0392467528
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-03-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211NGL6
        
          
        
        9225.6000000000
        PA
        USD
        10057.1500000000
        0.0002731872
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-08-15
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XFA92
        
          
        
        18351941.3500000000
        PA
        USD
        17548240.1000000000
        0.4766713170
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XGF79
        
          
        
        19895211.0000000000
        PA
        USD
        19954413.1800000000
        0.5420313579
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176M4Y6
        
          
        
        404450.6600000000
        PA
        USD
        434805.1700000000
        0.0118108227
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-09-15
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36207TSJ1
        
          
        
        8067.7100000000
        PA
        USD
        8923.1200000000
        0.0002423830
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-11-15
          Fixed
          8.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A1WV2
        
          
        
        41991.7900000000
        PA
        USD
        46557.1700000000
        0.0012646549
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A43J5
        
          
        
        496129.0100000000
        PA
        USD
        523359.5500000000
        0.0142162681
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-11-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31416WWF5
        
          
        
        1422454.7100000000
        PA
        USD
        1503094.9500000000
        0.0408292937
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-10-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DV74
        
          
        
        7943522.1900000000
        PA
        USD
        7396349.3500000000
        0.2009106079
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J9CV1
        
          
        
        7690738.5200000000
        PA
        USD
        7884862.7600000000
        0.2141803335
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-09-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140MBCA8
        
          
        
        22139838.8200000000
        PA
        USD
        21163332.4500000000
        0.5748698157
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179SUU9
        
          
        
        7097136.4400000000
        PA
        USD
        7088961.9600000000
        0.1925608958
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-01-20
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36181LUB2
        
          
        
        526573.4000000000
        PA
        USD
        543518.0100000000
        0.0147638421
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-08-15
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36210JJ41
        
          
        
        12737.9800000000
        PA
        USD
        13927.4400000000
        0.0003783178
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-08-15
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36182AJY8
        
          
        
        368043.7600000000
        PA
        USD
        395780.9000000000
        0.0107507876
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-10-15
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36197FN58
        
          
        
        9788117.8700000000
        PA
        USD
        9954109.6700000000
        0.2703882862
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-03-20
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QDDJ0
        
          
        
        40058008.2400000000
        PA
        USD
        38413246.4500000000
        1.0434375568
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-04-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QMCQ5
        
          
        
        20881127.9800000000
        PA
        USD
        20466215.7900000000
        0.5559336993
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XATK8
        
          
        
        8923188.3200000000
        PA
        USD
        8330841.2000000000
        0.2262946611
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XBQ45
        
          
        
        20795888.7700000000
        PA
        USD
        19376405.0700000000
        0.5263306446
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DWBB8
        
          
        
        22292299.2500000000
        PA
        USD
        20749774.6900000000
        0.5636361466
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133AQEG8
        
          
        
        15272282.7600000000
        PA
        USD
        14604644.2300000000
        0.3967130014
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XDN69
        
          
        
        34183735.2500000000
        PA
        USD
        32772158.9200000000
        0.8902059731
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XFWF4
        
          
        
        10000000.0000000000
        PA
        USD
        9804423.0000000000
        0.2663222749
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371NFP5
        
          
        
        193668.6100000000
        PA
        USD
        226171.6600000000
        0.0061436100
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-06-01
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31374MRG1
        
          
        
        0.4000000000
        PA
        USD
        0.4000000000
        0.0000000109
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-07-01
          Fixed
          8.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31410CHA3
        
          
        
        198470.2000000000
        PA
        USD
        216187.5600000000
        0.0058724071
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31411FRC0
        
          
        
        33173.8800000000
        PA
        USD
        37506.8000000000
        0.0010188153
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-01
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202FAV8
        
          
        
        390584.2000000000
        PA
        USD
        414157.9500000000
        0.0112499723
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-08-20
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620AS3K3
        
          
        
        1239403.2000000000
        PA
        USD
        1284966.3900000000
        0.0349041624
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-10-15
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620C2GA6
        
          
        
        123566.1400000000
        PA
        USD
        131565.6500000000
        0.0035737813
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-09-15
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31413QTS7
        
          
        
        59961.4400000000
        PA
        USD
        68463.3100000000
        0.0018597019
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-09-01
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31415WZZ9
        
          
        
        34456.8900000000
        PA
        USD
        38422.6300000000
        0.0010436924
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-10-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31374TW39
        
          
        
        2600.8000000000
        PA
        USD
        2810.2900000000
        0.0000763373
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-01
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31383B3T2
        
          
        
        9941.4500000000
        PA
        USD
        10641.0000000000
        0.0002890466
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-05-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31389PR36
        
          
        
        25042.1300000000
        PA
        USD
        28189.1800000000
        0.0007657163
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-02-01
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WHST0
        
          
        
        7171595.4500000000
        PA
        USD
        7119299.4600000000
        0.1933849680
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-08-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31403DP29
        
          
        
        154422.4500000000
        PA
        USD
        174738.7500000000
        0.0047465130
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-07-01
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FDF27
        
          
        
        3096938.3900000000
        PA
        USD
        3070484.0300000000
        0.0834050399
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418U4W1
        
          
        
        660443.1800000000
        PA
        USD
        708363.5500000000
        0.0192416211
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-07-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31419JTQ1
        
          
        
        161054.7400000000
        PA
        USD
        164488.7300000000
        0.0044680868
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-11-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140GYMJ5
        
          
        
        3810646.9300000000
        PA
        USD
        3924479.7200000000
        0.1066025371
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-10-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140H6DJ5
        
          
        
        3860135.2600000000
        PA
        USD
        3972430.4500000000
        0.1079050460
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36181BRQ5
        
          
        
        782027.2400000000
        PA
        USD
        807192.0900000000
        0.0219261484
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-08-15
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36207TRK9
        
          
        
        2247.4100000000
        PA
        USD
        2484.1900000000
        0.0000674793
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-10-15
          Fixed
          8.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36210A5T0
        
          
        
        2625.3000000000
        PA
        USD
        2819.8800000000
        0.0000765978
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-02-15
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36210AXX0
        
          
        
        6612.5900000000
        PA
        USD
        7076.6300000000
        0.0001922259
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-12-15
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211EE87
        
          
        
        1208.7200000000
        PA
        USD
        1297.3200000000
        0.0000352397
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-10-15
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296JDL6
        
          
        
        166578.6200000000
        PA
        USD
        180505.9600000000
        0.0049031705
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-01-15
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        N/A
        Sequoia Mortgage Trust 2021-3
        81748VAA6
        
          
        
        15901826.3700000000
        PA
        USD
        14675025.9100000000
        0.3986248130
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2051-05-25
          Variable
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140HDPB4
        
          
        
        12346760.9000000000
        PA
        USD
        12148692.9300000000
        0.3300008107
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140HLTG1
        
          
        
        3991166.4800000000
        PA
        USD
        4092306.6300000000
        0.1111613005
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J7YG4
        
          
        
        6324299.6300000000
        PA
        USD
        6282134.8900000000
        0.1706446626
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140L1UL7
        
          
        
        13091463.6000000000
        PA
        USD
        12193776.7000000000
        0.3312254429
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140LNLD7
        
          
        
        33441436.0000000000
        PA
        USD
        31989970.6700000000
        0.8689590161
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140LVU31
        
          
        
        15938971.4100000000
        PA
        USD
        15247169.0500000000
        0.4141662133
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140M9MK0
        
          
        
        25627448.8200000000
        PA
        USD
        24505125.4500000000
        0.6656445521
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QFD55
        
          
        
        22468318.0000000000
        PA
        USD
        21032976.6900000000
        0.5713288992
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31415VKS3
        
          
        
        47755.7000000000
        PA
        USD
        53100.7000000000
        0.0014423999
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-09-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31416L5R3
        
          
        
        298136.2200000000
        PA
        USD
        330975.1200000000
        0.0089904370
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-02-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417YT72
        
          
        
        105534.8100000000
        PA
        USD
        107785.0100000000
        0.0029278163
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-11-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CFD1
        
          
        
        26726162.3100000000
        PA
        USD
        26497864.7600000000
        0.7197742920
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202EYL7
        
          
        
        94793.9000000000
        PA
        USD
        102888.6500000000
        0.0027948141
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-12-20
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208QTR7
        
          
        
        6843.5500000000
        PA
        USD
        7379.8400000000
        0.0002004622
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-01-15
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209EVF6
        
          
        
        10124.6100000000
        PA
        USD
        10893.9200000000
        0.0002959168
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-10-15
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620AR3Y5
        
          
        
        141093.9200000000
        PA
        USD
        151683.1900000000
        0.0041202437
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-02-15
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620C3BR2
        
          
        
        740369.1800000000
        PA
        USD
        767279.2300000000
        0.0208419761
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-09-15
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36210JUZ9
        
          
        
        6621.4900000000
        PA
        USD
        7187.7400000000
        0.0001952441
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-05-15
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36210U5X7
        
          
        
        19199.6000000000
        PA
        USD
        20841.4800000000
        0.0005661272
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-05-15
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241K5Y0
        
          
        
        289192.0300000000
        PA
        USD
        310968.5400000000
        0.0084469886
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-05-15
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241LPY6
        
          
        
        2003016.0100000000
        PA
        USD
        2073536.6000000000
        0.0563244756
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-10-15
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities Trust
        N/A
        GS Mortgage-Backed Securities Trust 2022-PJ3
        362924AE2
        
          
        
        37900000.0000000000
        PA
        USD
        34952388.1400000000
        0.9494285919
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2052-08-26
          Variable
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Partners of America Trust
        N/A
        Home Partners of America 2022-1 Trust
        43730NAC0
        
          
        
        15200000.0000000000
        PA
        USD
        15102720.0000000000
        0.4102424740
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2022-3
        46654UAC9
        
          
        
        45059800.0000000000
        PA
        USD
        41625752.0900000000
        1.1307003983
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2052-08-25
          Variable
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WGZ69
        
          
        
        9045.0100000000
        PA
        USD
        9629.2700000000
        0.0002615645
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131XVKV6
        
          
        
        3809681.9900000000
        PA
        USD
        3777139.3100000000
        0.1026002584
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131Y1M80
        
          
        
        3531520.2400000000
        PA
        USD
        3625426.8900000000
        0.0984792207
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A1WT7
        
          
        
        357381.3600000000
        PA
        USD
        381029.4300000000
        0.0103500863
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DWCQ4
        
          
        
        19282905.2000000000
        PA
        USD
        18887698.2000000000
        0.5130556640
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133ANZG2
        
          
        
        6422871.2400000000
        PA
        USD
        6148112.3700000000
        0.1670041442
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        31346YPK3
        
          
        
        2034805.2900000000
        PA
        USD
        2002798.6200000000
        0.0544029857
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-11-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31374JJF9
        
          
        
        761.0400000000
        PA
        USD
        806.4700000000
        0.0000219065
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-07-01
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31387H6N5
        
          
        
        12482.5900000000
        PA
        USD
        13651.4000000000
        0.0003708196
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-06-01
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31389AMF7
        
          
        
        5723.4000000000
        PA
        USD
        6453.7400000000
        0.0001753061
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-12-01
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WG2S7
        
          
        
        495.9300000000
        PA
        USD
        529.6800000000
        0.0000143880
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WHPZ4
        
          
        
        85865.7100000000
        PA
        USD
        93507.4900000000
        0.0025399891
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-06-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WVRK4
        
          
        
        11374.9300000000
        PA
        USD
        12763.9400000000
        0.0003467131
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-05-01
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EHZ21
        
          
        
        3191708.5400000000
        PA
        USD
        3300352.3800000000
        0.0896490649
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ERX21
        
          
        
        942715.3600000000
        PA
        USD
        980303.5900000000
        0.0266284596
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-03-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FBVP2
        
          
        
        5723840.3500000000
        PA
        USD
        5821811.3200000000
        0.1581406713
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140H22L1
        
          
        
        4984865.8200000000
        PA
        USD
        5168669.2900000000
        0.1403990590
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131X6VW7
        
          
        
        191314.7300000000
        PA
        USD
        195453.7100000000
        0.0053092035
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-06-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131XW5S8
        
          
        
        9537334.8500000000
        PA
        USD
        9899727.8200000000
        0.2689110857
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-06-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XFAH4
        
          
        
        25702534.9700000000
        PA
        USD
        25266116.2100000000
        0.6863157115
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XGA58
        
          
        
        59250000.0000000000
        PA
        USD
        58188411.8300000000
        1.5805999202
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A3AF7
        
          
        
        59785.6600000000
        PA
        USD
        64075.6700000000
        0.0017405184
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-02-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132ACJL5
        
          
        
        12665767.9000000000
        PA
        USD
        12839020.4100000000
        0.3487525093
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KMSJ5
        
          
        
        45853917.5000000000
        PA
        USD
        43845800.2100000000
        1.1910046371
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31382F2Q1
        
          
        
        2913.9900000000
        PA
        USD
        3085.2800000000
        0.0000838070
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-02-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31389E6Z3
        
          
        
        35910.0700000000
        PA
        USD
        39412.3800000000
        0.0010705775
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-01-01
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31403DUK3
        
          
        
        287867.3400000000
        PA
        USD
        311728.9800000000
        0.0084676448
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31410GF99
        
          
        
        280527.7800000000
        PA
        USD
        304496.5800000000
        0.0082711876
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36201CNF7
        
          
        
        52736.9800000000
        PA
        USD
        57613.2600000000
        0.0015649768
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-02-15
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211BU77
        
          
        
        7659.4100000000
        PA
        USD
        8411.5900000000
        0.0002284881
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-01-15
          Fixed
          8.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36212P5E8
        
          
        
        2895.2000000000
        PA
        USD
        3178.9500000000
        0.0000863514
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-10-15
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140H1K25
        
          
        
        5816731.9700000000
        PA
        USD
        5988673.4000000000
        0.1626732265
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-10-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140L5BU9
        
          
        
        9114537.9800000000
        PA
        USD
        8483853.8800000000
        0.2304510184
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140LYP64
        
          
        
        47725831.6900000000
        PA
        USD
        46424458.0300000000
        1.2610499643
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-11-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140Q72C0
        
          
        
        8153366.2700000000
        PA
        USD
        8257250.7600000000
        0.2242956885
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QHKC8
        
          
        
        18471721.8000000000
        PA
        USD
        17682977.4300000000
        0.4803312522
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QNCY6
        
          
        
        25946414.6000000000
        PA
        USD
        25503828.4400000000
        0.6927728036
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XFYU9
        
          
        
        53006040.0900000000
        PA
        USD
        49255444.0100000000
        1.3379494031
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D3G5
        
          
        
        12414587.2500000000
        PA
        USD
        11543916.2400000000
        0.3135729695
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36213UR85
        
          
        
        44868.4900000000
        PA
        USD
        49298.4300000000
        0.0013391171
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-10-15
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296QH85
        
          
        
        182374.0700000000
        PA
        USD
        197507.4500000000
        0.0053649902
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-02-15
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209MTA2
        
          
        
        6086.4400000000
        PA
        USD
        6527.9700000000
        0.0001773224
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-06-15
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36225A7D6
        
          
        
        5552.3600000000
        PA
        USD
        5945.7600000000
        0.0001615075
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-11-15
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federated Hermes Government Obligations Fund
        254900VAJ9169N7JRF45
        Federated Hermes Government Obligations Fund
        608919718
        
          
          
        
        407483209.7500000000
        NS
        USD
        407483209.7500000000
        11.0686631337
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241KY93
        
          
        
        220561.1600000000
        PA
        USD
        234840.0000000000
        0.0063790723
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-01-15
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38374L4K4
        
          
        
        3018502.9200000000
        PA
        USD
        3013801.6000000000
        0.0818653477
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-09-16
          Floating
          0.5700000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discover Card Execution Note Trust
        549300CKCX1QE4RUW216
        Discover Card Execution Note Trust
        254683CE3
        
          
        
        12340000.0000000000
        PA
        USD
        12352514.6100000000
        0.3355373174
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-15
          Floating
          2.8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WUD96
        
          
        
        4467.2900000000
        PA
        USD
        4845.1500000000
        0.0001316111
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-06-01
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WVM29
        
          
        
        31176.8700000000
        PA
        USD
        34951.8700000000
        0.0009494145
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-01
          Fixed
          8.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WVNH5
        
          
        
        14276.4300000000
        PA
        USD
        15948.6700000000
        0.0004332214
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-03-01
          Fixed
          8.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WWVW1
        
          
        
        7305.5300000000
        PA
        USD
        8092.2400000000
        0.0002198134
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-01
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131XLET0
        
          
        
        15544812.4000000000
        PA
        USD
        15514039.8900000000
        0.4214153547
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131XVQX6
        
          
        
        5922020.4300000000
        PA
        USD
        5902894.6700000000
        0.1603431775
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        31329NGU6
        
          
        
        2047576.5000000000
        PA
        USD
        2031365.6300000000
        0.0551789652
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A1GB4
        
          
        
        62677.4900000000
        PA
        USD
        66820.4200000000
        0.0018150753
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-06-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A1HV9
        
          
        
        775935.7600000000
        PA
        USD
        833581.8900000000
        0.0226429873
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-05-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A1K29
        
          
        
        150913.7800000000
        PA
        USD
        171015.4800000000
        0.0046453760
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-11-01
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A2PC0
        
          
        
        329730.1400000000
        PA
        USD
        348878.7600000000
        0.0094767622
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-05-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132AA4K7
        
          
        
        5149227.7800000000
        PA
        USD
        5111679.1000000000
        0.1388510070
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132ACMU1
        
          
        
        3943062.5000000000
        PA
        USD
        4112117.7600000000
        0.1116994398
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DWCK7
        
          
        
        18488779.2000000000
        PA
        USD
        18127541.7300000000
        0.4924071668
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133B5GW6
        
          
        
        7098026.2500000000
        PA
        USD
        6959205.1800000000
        0.1890362498
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KJXM9
        
          
        
        17187358.4400000000
        PA
        USD
        16895523.9700000000
        0.4589412737
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371G6Y1
        
          
        
        18537.4000000000
        PA
        USD
        19630.8000000000
        0.0005332409
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-09-01
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371HDQ8
        
          
        
        7387.3000000000
        PA
        USD
        7861.6500000000
        0.0002135498
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-01-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F6JH1
        
          
        
        23310083.7900000000
        PA
        USD
        23328557.0300000000
        0.6336848562
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-09-25
          Floating
          0.4300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31390CF68
        
          
        
        5004.1100000000
        PA
        USD
        5659.1900000000
        0.0001537233
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-01
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31401HUE0
        
          
        
        2984.3900000000
        PA
        USD
        3265.9100000000
        0.0000887135
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-06-01
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31403DDX4
        
          
        
        414235.6800000000
        PA
        USD
        449027.2500000000
        0.0121971440
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31403DP37
        
          
        
        268803.9900000000
        PA
        USD
        289958.1100000000
        0.0078762721
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-09-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31403DUH0
        
          
        
        86697.4700000000
        PA
        USD
        94042.5900000000
        0.0025545243
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-09-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140HDNU4
        
          
        
        2295463.9800000000
        PA
        USD
        2203544.8800000000
        0.0598559533
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140JUCP7
        
          
        
        3182814.3600000000
        PA
        USD
        3135584.5800000000
        0.0851733976
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140L1HU2
        
          
        
        4760259.7600000000
        PA
        USD
        4438309.5900000000
        0.1205599459
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140MFR47
        
          
        
        7253308.3800000000
        PA
        USD
        6935658.4400000000
        0.1883966383
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QCHG4
        
          
        
        11315951.3300000000
        PA
        USD
        10862817.6400000000
        0.2950719594
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QMD27
        
          
        
        33395060.6400000000
        PA
        USD
        32786282.0400000000
        0.8905896062
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XFA84
        
          
        
        18300925.0100000000
        PA
        USD
        17525192.7200000000
        0.4760452699
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31412MRV2
        
          
        
        82526.2900000000
        PA
        USD
        83731.6400000000
        0.0022744430
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-05-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CCH5
        
          
        
        3002716.9000000000
        PA
        USD
        2978944.0900000000
        0.0809184964
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D5B4
        
          
        
        28673791.2000000000
        PA
        USD
        27222395.5700000000
        0.7394550721
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-10-01
          Fixed
          1.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DWR9
        
          
        
        27109880.9900000000
        PA
        USD
        25242473.7700000000
        0.6856735005
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209DR97
        
          
        
        22872.8900000000
        PA
        USD
        24906.6700000000
        0.0006765519
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-09-15
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620A94G3
        
          
        
        210311.7300000000
        PA
        USD
        223927.0400000000
        0.0060826383
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-01-15
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        31329HV57
        
          
        
        14441.4400000000
        PA
        USD
        15897.9900000000
        0.0004318448
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-10-01
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A43G1
        
          
        
        1684331.3700000000
        PA
        USD
        1803345.7200000000
        0.0489851503
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-10-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132ADTK4
        
          
        
        12787166.7900000000
        PA
        USD
        12936105.3200000000
        0.3513896735
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371EXL4
        
          
        
        1152.2600000000
        PA
        USD
        1205.2800000000
        0.0000327396
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-07-01
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371H2G2
        
          
        
        1528.3800000000
        PA
        USD
        1692.6800000000
        0.0000459791
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-11-01
          Fixed
          8.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138X3L75
        
          
        
        3015724.3600000000
        PA
        USD
        3006927.1900000000
        0.0816786148
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FPYF0
        
          
        
        899228.7600000000
        PA
        USD
        891547.4600000000
        0.0242175340
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140HBDG0
        
          
        
        2017547.9200000000
        PA
        USD
        2087400.0700000000
        0.0567010558
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-03-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140Q8JU0
        
          
        
        3772417.8000000000
        PA
        USD
        3731941.2700000000
        0.1013725223
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XBEK2
        
          
        
        33813982.4100000000
        PA
        USD
        33197567.0400000000
        0.9017615392
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209PNM5
        
          
        
        6248.8200000000
        PA
        USD
        6635.0200000000
        0.0001802303
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-10-15
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241LS23
        
          
        
        927007.7600000000
        PA
        USD
        960623.1900000000
        0.0260938714
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-01-15
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131X47B5
        
          
        
        109579.6100000000
        PA
        USD
        111881.8900000000
        0.0030391018
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-09-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131X4MQ5
        
          
        
        36644.0000000000
        PA
        USD
        37214.9000000000
        0.0010108863
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-07-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131Y0K76
        
          
        
        5884444.6400000000
        PA
        USD
        6234196.0200000000
        0.1693424760
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        31329JEV5
        
          
        
        145183.6700000000
        PA
        USD
        153324.6600000000
        0.0041648318
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-06-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A0FG6
        
          
        
        210.7000000000
        PA
        USD
        223.8300000000
        0.0000060800
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-09-01
          Fixed
          8.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A2UN0
        
          
        
        61884.7200000000
        PA
        USD
        66261.8100000000
        0.0017999015
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-09-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132AA6F6
        
          
        
        7245454.7900000000
        PA
        USD
        7188091.8000000000
        0.1952536075
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DWBT9
        
          
        
        4040024.8000000000
        PA
        USD
        3757948.6500000000
        0.1020789733
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133B5M90
        
          
        
        12138164.8600000000
        PA
        USD
        11914045.7800000000
        0.3236269769
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KLUX3
        
          
        
        7547274.4200000000
        PA
        USD
        7025037.7500000000
        0.1908244916
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31372BR28
        
          
        
        2800.1800000000
        PA
        USD
        2854.1200000000
        0.0000775278
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-02-01
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31403DJY6
        
          
        
        240112.6800000000
        PA
        USD
        263203.9800000000
        0.0071495368
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-11-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140L8ZQ6
        
          
        
        16795861.5300000000
        PA
        USD
        15633665.1700000000
        0.4246647940
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QMFW9
        
          
        
        47278567.0500000000
        PA
        USD
        45989389.2700000000
        1.2492319815
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-10-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31413UUB3
        
          
        
        199.0300000000
        PA
        USD
        226.4700000000
        0.0000061517
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-12-01
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D6D9
        
          
        
        18978272.2000000000
        PA
        USD
        18601170.1400000000
        0.5052725640
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DUG5
        
          
        
        28974447.9500000000
        PA
        USD
        27014822.0100000000
        0.7338166513
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36201XQG6
        
          
        
        97017.1000000000
        PA
        USD
        106843.5100000000
        0.0029022418
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-04-15
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36210FFY7
        
          
        
        10761.1500000000
        PA
        USD
        11549.9600000000
        0.0003137371
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-11-15
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241KXB9
        
          
        
        131892.8800000000
        PA
        USD
        142366.7300000000
        0.0038671762
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-12-15
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2020-G
        63941UAA1
        
          
        
        10682923.0500000000
        PA
        USD
        10327630.4000000000
        0.2805344101
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Residential Funding Mtg Sec I
        N/A
        RFMSI Series 2005-SA3 Trust
        76111XWD1
        
          
        
        66320.7300000000
        PA
        USD
        69779.8400000000
        0.0018954635
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-08-25
          Variable
          2.8500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        N/A
        Sequoia Mortgage Trust 2012-6
        81744NAB6
        
          
        
        2004483.4000000000
        PA
        USD
        1995104.6200000000
        0.0541939899
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-12-25
          Variable
          1.8100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WQ2E6
        
          
        
        724627.7200000000
        PA
        USD
        748841.5200000000
        0.0203411437
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WGZP7
        
          
        
        84660.3500000000
        PA
        USD
        90338.8100000000
        0.0024539167
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132AA2E3
        
          
        
        5575952.8700000000
        PA
        USD
        5594536.9600000000
        0.1519671081
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-06-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31389XCN1
        
          
        
        107201.0000000000
        PA
        USD
        121398.6400000000
        0.0032976099
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-01
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140L5B47
        
          
        
        31780786.1000000000
        PA
        USD
        29581701.8900000000
        0.8035420486
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DSH6
        
          
        
        4613912.3400000000
        PA
        USD
        4304743.7600000000
        0.1169318328
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WHNZ6
        
          
        
        213458.2200000000
        PA
        USD
        232367.5700000000
        0.0063119125
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-06-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WNX58
        
          
        
        140423.5300000000
        PA
        USD
        150469.3300000000
        0.0040872710
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-02-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WUGJ1
        
          
        
        1898.8600000000
        PA
        USD
        2047.7400000000
        0.0000556238
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-07-01
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131X6R69
        
          
        
        68634.6000000000
        PA
        USD
        70581.2400000000
        0.0019172323
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-05-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131X4WH4
        
          
        
        69025.5500000000
        PA
        USD
        70983.2800000000
        0.0019281531
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-05-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131Y0K50
        
          
        
        3203379.3600000000
        PA
        USD
        3296568.8700000000
        0.0895462916
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131XG5D6
        
          
        
        448462.0600000000
        PA
        USD
        477674.7400000000
        0.0129753096
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131Y3W44
        
          
        
        2086603.2500000000
        PA
        USD
        2172478.0300000000
        0.0590120695
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131Y0WR9
        
          
        
        8779601.9000000000
        PA
        USD
        9021291.1700000000
        0.2450496870
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132D6A59
        
          
        
        38314893.2000000000
        PA
        USD
        37246187.3800000000
        1.0117361679
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-11-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A2ZT2
        
          
        
        352475.1300000000
        PA
        USD
        376951.4600000000
        0.0102393145
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-12-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132ACGV6
        
          
        
        8374229.3600000000
        PA
        USD
        8318397.5400000000
        0.2259566480
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31373UBE6
        
          
        
        189.3200000000
        PA
        USD
        201.6200000000
        0.0000054767
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-06-01
          Fixed
          9.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138A5GV8
        
          
        
        1223263.0600000000
        PA
        USD
        1265015.6000000000
        0.0343622294
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EAE37
        
          
        
        2397204.5900000000
        PA
        USD
        2497281.4100000000
        0.0678348605
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31403C6L0
        
          
        
        1209914.9400000000
        PA
        USD
        1289172.7200000000
        0.0350184209
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31403DBX6
        
          
        
        59504.0700000000
        PA
        USD
        64521.6500000000
        0.0017526327
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-03-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31406TC41
        
          
        
        23900.6200000000
        PA
        USD
        25733.5900000000
        0.0006990139
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FAVG4
        
          
        
        1534444.3700000000
        PA
        USD
        1522296.0200000000
        0.0413508617
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140HJMV0
        
          
        
        3826760.3200000000
        PA
        USD
        3926125.9800000000
        0.1066472553
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133AT2U4
        
          
        
        14603379.2800000000
        PA
        USD
        14313207.2100000000
        0.3887965570
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31374TRX9
        
          
        
        5714.5500000000
        PA
        USD
        6085.1200000000
        0.0001652931
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-05-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31385JG85
        
          
        
        17427.7800000000
        PA
        USD
        19433.5400000000
        0.0005278826
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-01
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31386PZU0
        
          
        
        26798.5400000000
        PA
        USD
        28640.9400000000
        0.0007779877
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-01-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J8LU5
        
          
        
        16821318.8300000000
        PA
        USD
        17290371.2100000000
        0.4696666999
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-04-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140L3GC9
        
          
        
        6784499.2300000000
        PA
        USD
        6315043.0900000000
        0.1715385640
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31389AXM0
        
          
        
        2616.6200000000
        PA
        USD
        2876.6200000000
        0.0000781390
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-01-01
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138AJK50
        
          
        
        897865.4400000000
        PA
        USD
        956352.1300000000
        0.0259778546
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140MB5A6
        
          
        
        8773079.0600000000
        PA
        USD
        8380647.8300000000
        0.2276475827
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3617GSY86
        
          
        
        4210804.4500000000
        PA
        USD
        4377762.8500000000
        0.1189152856
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-06-15
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209JLM1
        
          
        
        3353.9600000000
        PA
        USD
        3725.1800000000
        0.0001011889
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-05-15
          Fixed
          8.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620A9PT2
        
          
        
        562973.7600000000
        PA
        USD
        599419.9500000000
        0.0162823335
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-10-15
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31390MUM4
        
          
        
        50560.0500000000
        PA
        USD
        55422.1100000000
        0.0015054575
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-03-01
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140M2PG1
        
          
        
        49266725.9300000000
        PA
        USD
        47093752.9400000000
        1.2792303450
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QMV43
        
          
        
        32192054.6700000000
        PA
        USD
        31532272.0700000000
        0.8565263280
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QMZG2
        
          
        
        48055023.2400000000
        PA
        USD
        45935493.9700000000
        1.2477679975
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211L6Z0
        
          
        
        733.1100000000
        PA
        USD
        809.8500000000
        0.0000219983
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-08-15
          Fixed
          8.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2022-2
        46655DAC6
        
          
        
        39126092.7300000000
        PA
        USD
        36156484.8900000000
        0.9821360531
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2052-08-25
          Variable
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XCDF2
        
          
        
        20122402.2900000000
        PA
        USD
        18824348.3800000000
        0.5113348623
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31415SMP4
        
          
        
        14281.3400000000
        PA
        USD
        14503.8000000000
        0.0003939737
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-08-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209VKF0
        
          
        
        4520.5300000000
        PA
        USD
        4747.0300000000
        0.0001289459
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-10-15
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620A1ZV3
        
          
        
        145801.2200000000
        PA
        USD
        155240.2000000000
        0.0042168645
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-06-15
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296XJ96
        
          
        
        341688.5800000000
        PA
        USD
        367418.1400000000
        0.0099803563
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-01-15
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2020-F
        63941XAA5
        
          
        
        5147303.0600000000
        PA
        USD
        5017493.7400000000
        0.1362926046
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WGWV7
        
          
        
        25295.2600000000
        PA
        USD
        27547.3900000000
        0.0007482831
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-03-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WM2L9
        
          
        
        60376.2500000000
        PA
        USD
        64765.7400000000
        0.0017592631
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-06-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WWVX9
        
          
        
        112932.5800000000
        PA
        USD
        127734.4600000000
        0.0034697128
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-01
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131XDEK7
        
          
        
        1043316.7500000000
        PA
        USD
        1054382.2700000000
        0.0286406946
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-12-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131XYNZ8
        
          
        
        6516447.6500000000
        PA
        USD
        6599475.6600000000
        0.1792647432
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A4WE4
        
          
        
        45347.3500000000
        PA
        USD
        49119.4600000000
        0.0013342556
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-06-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A9JZ1
        
          
        
        48090.3100000000
        PA
        USD
        49100.4600000000
        0.0013337395
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-07-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133AARF1
        
          
        
        18660302.3100000000
        PA
        USD
        17421577.3300000000
        0.4732307151
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133B2KL2
        
          
        
        14541703.9600000000
        PA
        USD
        13891234.6400000000
        0.3773343123
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133B5PM8
        
          
        
        13925354.6600000000
        PA
        USD
        13315510.4600000000
        0.3616956385
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31388UL24
        
          
        
        37615.5100000000
        PA
        USD
        39975.3700000000
        0.0010858703
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-01-01
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31389XNG4
        
          
        
        133461.3000000000
        PA
        USD
        147254.8200000000
        0.0039999538
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-01
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ER6R6
        
          
        
        5059416.5000000000
        PA
        USD
        5146014.9900000000
        0.1397836893
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-02-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ET5G7
        
          
        
        4994353.4300000000
        PA
        USD
        5064230.9300000000
        0.1375621494
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-08-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138X67H2
        
          
        
        1767494.0100000000
        PA
        USD
        1762338.0500000000
        0.0478712392
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31390HFA8
        
          
        
        12212.4200000000
        PA
        USD
        13838.9500000000
        0.0003759141
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-06-01
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31409JYR5
        
          
        
        102356.2800000000
        PA
        USD
        113344.1600000000
        0.0030788221
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-07-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140HDFC3
        
          
        
        4276624.9100000000
        PA
        USD
        4397026.8700000000
        0.1194385635
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140Q97G2
        
          
        
        1092335.3300000000
        PA
        USD
        1080615.0100000000
        0.0293532672
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X7TX7
        
          
        
        20456738.4900000000
        PA
        USD
        20109391.2500000000
        0.5462411021
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31416BXA1
        
          
        
        105338.0800000000
        PA
        USD
        110900.8500000000
        0.0030124533
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-02-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CV27
        
          
        
        4090993.8700000000
        PA
        USD
        4126498.7900000000
        0.1120900786
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617BRAH9
        
          
        
        11634155.7000000000
        PA
        USD
        11836179.3200000000
        0.3215118526
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-11-20
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200XHQ5
        
          
        
        10030.9300000000
        PA
        USD
        11073.1200000000
        0.0003007845
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-12-15
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208E4T7
        
          
        
        9386.5100000000
        PA
        USD
        10020.2700000000
        0.0002721854
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-11-15
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36210MTM3
        
          
        
        4745.6600000000
        PA
        USD
        5069.0800000000
        0.0001376939
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-03-15
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211SAT4
        
          
        
        13305.0500000000
        PA
        USD
        14533.5500000000
        0.0003947818
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-11-15
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36225BLL0
        
          
        
        9210.1700000000
        PA
        USD
        9956.8600000000
        0.0002704630
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-12-15
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WGWJ4
        
          
        
        57630.5100000000
        PA
        USD
        62531.3200000000
        0.0016985684
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-03-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WKYX2
        
          
        
        104335.3900000000
        PA
        USD
        114107.9300000000
        0.0030995688
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-12-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131XCYF8
        
          
        
        2664126.3900000000
        PA
        USD
        2694213.9700000000
        0.0731842347
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-06-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131XULW5
        
          
        
        12266144.3400000000
        PA
        USD
        12176698.3900000000
        0.3307615365
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-06-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        31329JER4
        
          
        
        1470154.2200000000
        PA
        USD
        1552382.1500000000
        0.0421681057
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-05-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A9AQ0
        
          
        
        2170070.0800000000
        PA
        USD
        2194577.9800000000
        0.0596123811
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-07-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132ACSS0
        
          
        
        5020898.6500000000
        PA
        USD
        4993228.9800000000
        0.1356334892
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133ALH76
        
          
        
        2054453.4900000000
        PA
        USD
        2075012.2000000000
        0.0563645581
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133ASHR7
        
          
        
        41837690.7500000000
        PA
        USD
        39992385.0100000000
        1.0863324598
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133ATBM2
        
          
        
        33505193.8100000000
        PA
        USD
        32037874.0500000000
        0.8702602387
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133B44K8
        
          
        
        12665979.8700000000
        PA
        USD
        12111288.4800000000
        0.3289847755
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31387NSV0
        
          
        
        1860.2200000000
        PA
        USD
        2035.3200000000
        0.0000552864
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-06-01
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140L1HT5
        
          
        
        4149671.1600000000
        PA
        USD
        3869016.8700000000
        0.1050959730
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140L5HY5
        
          
        
        13632501.9000000000
        PA
        USD
        12710496.2600000000
        0.3452613457
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140LP3H3
        
          
        
        17580251.4100000000
        PA
        USD
        16833693.7300000000
        0.4572617490
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140MB7L0
        
          
        
        22267822.0300000000
        PA
        USD
        22452382.1900000000
        0.6098848960
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XFGR6
        
          
        
        24568975.7500000000
        PA
        USD
        23895196.1600000000
        0.6490767484
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-01-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XGPS2
        
          
        
        89997378.0000000000
        PA
        USD
        90265183.2000000000
        2.4519167456
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31410K4R2
        
          
        
        32598.1900000000
        PA
        USD
        37167.5700000000
        0.0010096006
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-10-01
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211PA86
        
          
        
        36719.4000000000
        PA
        USD
        40217.2400000000
        0.0010924403
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-10-15
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241LTT3
        
          
        
        634561.5900000000
        PA
        USD
        675642.2800000000
        0.0183527974
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-03-15
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36295QHT0
        
          
        
        119774.7700000000
        PA
        USD
        127528.8300000000
        0.0034641272
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-06-15
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        J.P. Morgan Mortgage Trust 2022-1
        46654WAC5
        
          
        
        39465144.2600000000
        PA
        USD
        37564341.1100000000
        1.0203783313
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2052-07-25
          Variable
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2022-05-25
      Federated Hermes Core Trust
      Stephen Van Meter
      Federated Hermes Core Trust
      Chief Compliance Officer
    
  
  XXXX



Mortgage Core Fund
Portfolio of Investments
March 31, 2022 (unaudited)
Principal
Amount
or Shares
 
 
Value
           
 
MORTGAGE-BACKED SECURITIES—84.6%
 
 
 
Federal Home Loan Mortgage Corporation—25.8%
 
$ 38,314,893
 
2.000%, 11/1/2036
$   37,246,187
11,743,345
 
2.000%, 9/1/2050
   10,956,448
18,660,302
 
2.000%, 9/1/2050
   17,421,577
  4,179,343
 
2.000%, 12/1/2050
    3,896,682
  6,028,775
 
2.000%, 2/1/2051
    5,613,495
22,292,299
 
2.000%, 3/1/2051
   20,749,775
32,353,331
 
2.000%, 4/1/2051
   30,114,629
  7,547,274
 
2.000%, 4/1/2051
    7,025,038
17,034,757
 
2.000%, 5/1/2051
   15,856,030
  4,040,025
 
2.000%, 6/1/2051
    3,757,949
    121,205
 
2.000%, 11/1/2051
      113,797
37,430,556
 
2.000%, 1/1/2052
   34,852,231
  1,634,287
 
2.500%, 10/1/2049
    1,568,844
  6,422,871
 
2.500%, 7/1/2051
    6,148,112
12,669,092
 
2.500%, 8/1/2051
   12,127,131
15,272,283
 
2.500%, 8/1/2051
   14,604,644
41,837,691
 
2.500%, 9/1/2051
   39,992,385
45,853,918
 
2.500%, 9/1/2051
   43,845,800
33,505,194
 
2.500%, 10/1/2051
   32,037,874
14,541,704
 
2.500%, 1/1/2052
   13,891,235
13,925,355
 
2.500%, 2/1/2052
   13,315,510
26,934,416
 
2.500%, 2/1/2052
   25,746,439
12,665,980
 
2.500%, 2/1/2052
   12,111,289
  1,780,111
 
3.000%, 4/1/2031
    1,800,215
  1,621,076
 
3.000%, 1/1/2032
    1,638,624
  2,293,850
 
3.000%, 3/1/2032
    2,319,756
  2,902,443
 
3.000%, 3/1/2032
    2,935,222
  2,664,126
 
3.000%, 6/1/2032
    2,694,214
  3,458,064
 
3.000%, 6/1/2032
    3,497,118
  6,285,103
 
3.000%, 11/1/2032
    6,350,389
  1,043,317
 
3.000%, 12/1/2032
    1,054,382
  4,177,079
 
3.000%, 1/1/2033
    4,225,950
16,323,208
 
3.000%, 2/1/2033
   16,533,061
  2,170,070
 
3.000%, 7/1/2033
    2,194,578
15,544,812
 
3.000%, 1/1/2043
   15,514,040
  2,034,805
 
3.000%, 11/1/2044
    2,002,799
    528,958
 
3.000%, 6/1/2045
      525,762
  4,912,013
 
3.000%, 10/1/2045
    4,886,939
    703,193
 
3.000%, 5/1/2046
      700,483
12,266,144
 
3.000%, 6/1/2046
   12,176,698
  5,575,953
 
3.000%, 6/1/2046
    5,594,537
  6,170,493
 
3.000%, 7/1/2046
    6,162,134
  2,047,577
 
3.000%, 9/1/2046
    2,031,366
  5,020,899
 
3.000%, 10/1/2046
    4,993,229
  5,149,228
 
3.000%, 10/1/2046
    5,111,679
1

Principal
Amount
or Shares
 
 
Value
           
 
MORTGAGE-BACKED SECURITIES—continued
 
 
 
Federal Home Loan Mortgage Corporation—continued
 
$  7,245,455
 
3.000%, 10/1/2046
$    7,188,092
  3,809,682
 
3.000%, 11/1/2046
    3,777,139
  2,663,964
 
3.000%, 11/1/2046
    2,641,208
  5,922,020
 
3.000%, 12/1/2046
    5,902,895
  7,432,565
 
3.000%, 1/1/2047
    7,369,076
  8,374,229
 
3.000%, 5/1/2047
    8,318,398
17,187,358
 
3.000%, 8/1/2050
   16,895,524
18,488,779
 
3.000%, 10/1/2051
   18,127,542
14,603,379
 
3.000%, 10/1/2051
   14,313,207
19,282,905
 
3.000%, 11/1/2051
   18,887,698
44,203,920
 
3.000%, 11/1/2051
   43,325,580
  9,732,622
 
3.000%, 2/1/2052
    9,538,016
19,855,111
 
3.000%, 2/1/2052
   19,485,405
  7,098,026
 
3.000%, 2/1/2052
    6,959,205
12,138,165
 
3.000%, 2/1/2052
   11,914,046
    191,315
 
3.500%, 6/1/2026
      195,454
    241,532
 
3.500%, 6/1/2026
      246,758
     82,491
 
3.500%, 7/1/2026
       84,276
  4,523,021
 
3.500%, 7/1/2042
    4,637,188
  3,940,143
 
3.500%, 9/1/2043
    4,037,135
  1,918,292
 
3.500%, 5/1/2046
    1,947,529
19,669,781
 
3.500%, 7/1/2046
   20,018,749
12,665,768
 
3.500%, 11/1/2047
   12,839,020
  6,516,448
 
3.500%, 11/1/2047
    6,599,476
  2,226,357
 
3.500%, 12/1/2047
    2,262,377
12,787,167
 
3.500%, 12/1/2047
   12,936,105
  6,927,539
 
3.500%, 2/1/2048
    6,985,930
10,554,965
 
3.500%, 2/1/2048
   10,687,799
15,000,015
 
3.500%, 12/1/2049
   15,049,221
  2,054,453
 
3.500%, 5/1/2051
    2,075,012
45,762,754
 
3.500%, 1/1/2052
   45,894,638
13,244,838
 
3.500%, 1/1/2052
   13,327,088
     69,026
 
4.000%, 5/1/2024
       70,983
    496,938
 
4.000%, 8/1/2025
      511,032
     68,635
 
4.000%, 5/1/2026
       70,581
    940,573
 
4.000%, 5/1/2026
      967,250
    724,628
 
4.000%, 12/1/2040
      748,842
  5,556,063
 
4.000%, 12/1/2041
    5,746,882
    659,392
 
4.000%, 1/1/2042
      681,869
  9,537,335
 
4.000%, 6/1/2047
    9,899,728
  8,872,885
 
4.000%, 10/1/2047
    9,151,524
  3,687,708
 
4.000%, 11/1/2047
    3,795,563
  6,691,520
 
4.000%, 12/1/2047
    6,900,193
  3,203,379
 
4.000%, 2/1/2048
    3,296,569
  8,779,602
 
4.000%, 4/1/2048
    9,021,291
  3,531,520
 
4.000%, 5/1/2048
    3,625,427
  3,316,362
 
4.000%, 6/1/2048
    3,436,156
     48,090
 
4.500%, 7/1/2024
       49,100
     54,080
 
4.500%, 8/1/2024
       55,191
    109,580
 
4.500%, 9/1/2024
      111,882
2

Principal
Amount
or Shares
 
 
Value
           
 
MORTGAGE-BACKED SECURITIES—continued
 
 
 
Federal Home Loan Mortgage Corporation—continued
 
$     54,523
 
4.500%, 9/1/2024
$       55,642
     90,548
 
4.500%, 6/1/2025
       92,590
    496,129
 
4.500%, 11/1/2039
      523,360
  1,470,154
 
4.500%, 5/1/2040
    1,552,382
    145,184
 
4.500%, 6/1/2040
      153,325
    209,694
 
4.500%, 7/1/2040
      221,371
    439,743
 
4.500%, 8/1/2040
      464,157
    820,037
 
4.500%, 8/1/2040
      865,787
  2,538,073
 
4.500%, 9/1/2040
    2,681,726
    448,462
 
4.500%, 7/1/2041
      477,675
    397,411
 
4.500%, 7/1/2041
      424,540
    305,166
 
4.500%, 7/1/2041
      325,045
  5,884,445
 
4.500%, 2/1/2048
    6,234,196
  3,943,063
 
4.500%, 5/1/2048
    4,112,118
  2,086,603
 
4.500%, 10/1/2048
    2,172,478
     16,642
 
5.000%, 6/1/2023
       16,902
     36,644
 
5.000%, 7/1/2023
       37,215
     15,241
 
5.000%, 7/1/2023
       15,478
     11,856
 
5.000%, 7/1/2025
       12,052
    898,214
 
5.000%, 1/1/2034
      949,482
    329,730
 
5.000%, 5/1/2034
      348,879
      1,139
 
5.000%, 11/1/2035
        1,214
    357,381
 
5.000%, 4/1/2036
      381,029
        496
 
5.000%, 4/1/2036
          530
      9,045
 
5.000%, 4/1/2036
        9,629
     84,660
 
5.000%, 4/1/2036
       90,339
     75,356
 
5.000%, 5/1/2036
       80,467
     62,677
 
5.000%, 6/1/2036
       66,820
    136,333
 
5.000%, 6/1/2036
      144,653
    352,475
 
5.000%, 12/1/2037
      376,951
     57,957
 
5.000%, 5/1/2038
       61,910
     28,720
 
5.000%, 6/1/2038
       30,735
     61,885
 
5.000%, 9/1/2038
       66,262
     59,786
 
5.000%, 2/1/2039
       64,076
     60,376
 
5.000%, 6/1/2039
       64,766
  1,684,331
 
5.000%, 10/1/2039
    1,803,346
    140,424
 
5.000%, 2/1/2040
      150,469
    263,165
 
5.000%, 8/1/2040
      282,517
    775,936
 
5.500%, 5/1/2034
      833,582
     22,702
 
5.500%, 3/1/2036
       24,719
     57,631
 
5.500%, 3/1/2036
       62,531
     25,295
 
5.500%, 3/1/2036
       27,547
     96,670
 
5.500%, 3/1/2036
      104,477
    213,458
 
5.500%, 6/1/2036
      232,368
     85,866
 
5.500%, 6/1/2036
       93,507
     45,347
 
5.500%, 6/1/2036
       49,119
     81,046
 
5.500%, 9/1/2037
       88,666
    175,935
 
5.500%, 9/1/2037
      191,496
    104,335
 
5.500%, 12/1/2037
      114,108
     13,494
 
5.500%, 3/1/2038
       14,725
3

Principal
Amount
or Shares
 
 
Value
           
 
MORTGAGE-BACKED SECURITIES—continued
 
 
 
Federal Home Loan Mortgage Corporation—continued
 
$      9,009
 
6.000%, 7/1/2029
$        9,620
     22,100
 
6.000%, 2/1/2032
       23,944
     11,713
 
6.000%, 5/1/2036
       12,886
     41,992
 
6.000%, 8/1/2037
       46,557
    222,882
 
6.000%, 9/1/2037
      246,451
      4,467
 
6.500%, 6/1/2029
        4,845
      1,899
 
6.500%, 7/1/2029
        2,048
    150,914
 
6.500%, 11/1/2036
      171,015
    372,359
 
6.500%, 10/1/2037
      424,121
      1,606
 
6.500%, 4/1/2038
        1,829
      1,641
 
6.500%, 4/1/2038
        1,868
      7,306
 
7.000%, 4/1/2032
        8,092
    112,933
 
7.000%, 4/1/2032
      127,734
     31,871
 
7.000%, 9/1/2037
       37,165
     14,441
 
7.500%, 10/1/2029
       15,898
      7,673
 
7.500%, 11/1/2029
        8,466
      9,732
 
7.500%, 4/1/2031
       10,348
     11,375
 
7.500%, 5/1/2031
       12,764
      1,706
 
8.000%, 3/1/2030
        1,888
     31,177
 
8.000%, 1/1/2031
       34,952
     27,624
 
8.000%, 2/1/2031
       30,950
     14,276
 
8.000%, 3/1/2031
       15,949
        763
 
8.500%, 9/1/2025
          816
        211
 
8.500%, 9/1/2025
          224
 
 
TOTAL
949,042,513
 
 
Federal National Mortgage Association—57.5%
 
28,673,791
 
1.500%, 10/1/2036
   27,222,396
47,278,567
 
2.000%, 10/1/2036
   45,989,389
47,725,832
 
2.000%, 11/1/2036
   46,424,458
24,568,976
 
2.000%, 1/1/2037
   23,895,196
  4,613,912
 
2.000%, 9/1/2050
    4,304,744
22,468,318
 
2.000%, 10/1/2050
   21,032,977
11,968,435
 
2.000%, 10/1/2050
   11,166,455
28,974,448
 
2.000%, 11/1/2050
   27,014,822
  7,943,522
 
2.000%, 1/1/2051
    7,396,349
27,109,881
 
2.000%, 2/1/2051
   25,242,474
53,852,932
 
2.000%, 2/1/2051
   50,126,557
  9,106,295
 
2.000%, 3/1/2051
    8,476,182
  9,114,538
 
2.000%, 3/1/2051
    8,483,854
31,780,786
 
2.000%, 3/1/2051
   29,581,702
15,452,025
 
2.000%, 3/1/2051
   14,382,816
20,713,929
 
2.000%, 3/1/2051
   19,280,621
13,091,464
 
2.000%, 3/1/2051
   12,193,777
33,010,210
 
2.000%, 3/1/2051
   30,726,055
16,267,006
 
2.000%, 3/1/2051
   15,141,404
  6,784,499
 
2.000%, 3/1/2051
    6,315,043
29,655,680
 
2.000%, 4/1/2051
   27,603,644
  9,631,413
 
2.000%, 4/1/2051
    8,964,963
  8,923,188
 
2.000%, 4/1/2051
    8,330,841
  4,760,260
 
2.000%, 4/1/2051
    4,438,310
4

Principal
Amount
or Shares
 
 
Value
           
 
MORTGAGE-BACKED SECURITIES—continued
 
 
 
Federal National Mortgage Association—continued
 
$ 13,632,502
 
2.000%, 4/1/2051
$   12,710,496
16,795,862
 
2.000%, 4/1/2051
   15,633,665
  4,149,671
 
2.000%, 5/1/2051
    3,869,017
53,364,660
 
2.000%, 5/1/2051
   49,672,071
  9,107,811
 
2.000%, 5/1/2051
    8,477,593
20,795,889
 
2.000%, 6/1/2051
   19,376,405
12,414,587
 
2.000%, 8/1/2051
   11,543,916
20,122,402
 
2.000%, 8/1/2051
   18,824,348
17,017,479
 
2.000%, 10/1/2051
   15,823,994
18,193,184
 
2.000%, 11/1/2051
   16,911,558
33,551,671
 
2.000%, 1/1/2052
   31,188,110
53,006,040
 
2.000%, 2/1/2052
   49,255,444
  1,891,750
 
2.500%, 2/1/2028
    1,891,197
11,315,951
 
2.500%, 11/1/2049
   10,862,818
  2,295,464
 
2.500%, 12/1/2049
    2,203,545
40,058,008
 
2.500%, 4/1/2050
   38,413,246
     16,727
 
2.500%, 1/1/2051
       16,143
18,471,722
 
2.500%, 2/1/2051
   17,682,977
18,300,925
 
2.500%, 4/1/2051
   17,525,193
16,902,338
 
2.500%, 5/1/2051
   16,201,735
33,441,436
 
2.500%, 5/1/2051
   31,989,971
17,580,251
 
2.500%, 6/1/2051
   16,833,694
16,985,876
 
2.500%, 7/1/2051
   16,243,326
  5,181,638
 
2.500%, 8/1/2051
    4,955,119
15,938,971
 
2.500%, 9/1/2051
   15,247,169
18,351,941
 
2.500%, 10/1/2051
   17,548,240
39,333,764