Form NPORT-P Federated Hermes Income For: Mar 31

May 25, 2022 12:19 PM EDT

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    NPORT-P
    false
    
      
      
        
          0000789281
          XXXXXXXX
        
      
      
      
      
        S000009074
        C000024653
        C000219628
        C000188218
        C000024652
        C000024654
      
      
      
    
  
  
    
      Federated Hermes Income Securities Trust
      811-04577
      0000789281
      254900ZSL64R3SX7WJ45
      Federated Hermes Funds
      4000 Ericsson Drive
      Warrendale
      
      15086-7561
      8003417400
      Federated Hermes Fund for U.S. Government Securities
      S000009074
      254900IUVE6HGOOGIJ38
      2022-03-31
      2022-03-31
      N
    
    
      203725619.030000000000
      20502610.800000000000
      183223008.230000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      13974756.420000000000
      0.000000000000
      0.000000000000
      5.610000000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC Mortgage-Backed Trust 2007-4
        126379BQ8
        
          
        
        129058.3400000000
        PA
        USD
        44554.3300000000
        0.0243169951
        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
        3131WHNU7
        
          
        
        104653.4800000000
        PA
        USD
        113613.0400000000
        0.0620080639
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WHNZ6
        
          
        
        417582.8300000000
        PA
        USD
        454574.7000000000
        0.2480991358
        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
        3131WM7M2
        
          
        
        119500.6200000000
        PA
        USD
        127923.0800000000
        0.0698182402
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-07-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WMCB0
        
          
        
        4438.6600000000
        PA
        USD
        5081.8200000000
        0.0027735709
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-10-01
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WNK94
        
          
        
        494151.0200000000
        PA
        USD
        529056.7100000000
        0.2887501494
        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
        3131WQRM1
        
          
        
        661125.0400000000
        PA
        USD
        698545.1100000000
        0.3812540339
        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
        3131WVJ23
        
          
        
        16998.3900000000
        PA
        USD
        19060.8000000000
        0.0104030603
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-01
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WVM37
        
          
        
        33189.9800000000
        PA
        USD
        37195.7900000000
        0.0203008292
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-02-01
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131X4W84
        
          
        
        63839.9500000000
        PA
        USD
        65091.8000000000
        0.0355259968
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-06-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131XLET0
        
          
        
        1155862.5600000000
        PA
        USD
        1153574.4100000000
        0.6296012827
        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
        3131XYA25
        
          
        
        622873.7400000000
        PA
        USD
        642434.1600000000
        0.3506296323
        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
        3131XYF53
        
          
        
        305464.3800000000
        PA
        USD
        314398.3900000000
        0.1715932912
        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
        3131Y0K76
        
          
        
        218115.8900000000
        PA
        USD
        231079.9600000000
        0.1261195099
        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
        3131Y0WR9
        
          
        
        403745.2400000000
        PA
        USD
        414859.7400000000
        0.2264233865
        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
        3131Y1ZB9
        
          
        
        314515.9700000000
        PA
        USD
        325877.0100000000
        0.1778581266
        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
        31329NCT3
        
          
        
        592861.3600000000
        PA
        USD
        589835.0400000000
        0.3219219277
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-11-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        31329NXY9
        
          
        
        459104.1000000000
        PA
        USD
        472388.1900000000
        0.2578214355
        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
        3132A2PC0
        
          
        
        630154.7100000000
        PA
        USD
        666750.0600000000
        0.3639008367
        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
        3132A3G46
        
          
        
        218273.6500000000
        PA
        USD
        230281.4100000000
        0.1256836749
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-04-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A42B3
        
          
        
        185630.1300000000
        PA
        USD
        199031.9200000000
        0.1086282350
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-03-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A4VJ4
        
          
        
        208748.4200000000
        PA
        USD
        226186.7400000000
        0.1234488737
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-12-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A5FX8
        
          
        
        431938.9100000000
        PA
        USD
        428519.2100000000
        0.2338784927
        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
        3132A5FY6
        
          
        
        849871.6500000000
        PA
        USD
        861762.4600000000
        0.4703352861
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A8ZV4
        
          
        
        773788.3200000000
        PA
        USD
        783736.2200000000
        0.4277498921
        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
        3132AC2J8
        
          
        
        2328379.7900000000
        PA
        USD
        2385695.8900000000
        1.3020722196
        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
        3132ACSS0
        
          
        
        1152337.4000000000
        PA
        USD
        1145986.9800000000
        0.6254601925
        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
        3132DM6S9
        
          
        
        992759.0700000000
        PA
        USD
        948972.1400000000
        0.5179328454
        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
        3132DWBH5
        
          
        
        3637207.8800000000
        PA
        USD
        3385529.8300000000
        1.8477645699
        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
        3133B2KL2
        
          
        
        1245780.6900000000
        PA
        USD
        1190055.3000000000
        0.6495119317
        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
        3133B3U54
        
          
        
        598038.0700000000
        PA
        USD
        586080.1800000000
        0.3198725890
        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
        3133B5GW6
        
          
        
        1996798.6800000000
        PA
        USD
        1957745.8900000000
        1.0685043919
        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
        3133G6VS1
        
          
        
        656356.0600000000
        PA
        USD
        650051.8900000000
        0.3547872597
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-09-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KMSJ5
        
          
        
        996824.2900000000
        PA
        USD
        953169.5700000000
        0.5202237313
        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
        31371G2T6
        
          
        
        21854.4700000000
        PA
        USD
        23761.9700000000
        0.0129688789
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-10-01
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31374TRM3
        
          
        
        25773.8200000000
        PA
        USD
        27445.0800000000
        0.0149790576
        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
        31379YXH1
        
          
        
        5119.8100000000
        PA
        USD
        5466.1700000000
        0.0029833426
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-11-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31380HS57
        
          
        
        166.1200000000
        PA
        USD
        177.4600000000
        0.0000968546
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-12-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31380LX94
        
          
        
        7381.7600000000
        PA
        USD
        7873.8700000000
        0.0042974243
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-10-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31380RQM0
        
          
        
        876.8200000000
        PA
        USD
        925.9500000000
        0.0005053678
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-01-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31382F4H9
        
          
        
        1246.6600000000
        PA
        USD
        1320.6200000000
        0.0007207719
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-01-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31382FY60
        
          
        
        11660.6500000000
        PA
        USD
        12383.0000000000
        0.0067584307
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-01-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31382FYX1
        
          
        
        290.6300000000
        PA
        USD
        308.8200000000
        0.0001685487
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-01-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31383GW77
        
          
        
        17213.5700000000
        PA
        USD
        18927.0100000000
        0.0103300400
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-06-01
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31384VP71
        
          
        
        4656.7500000000
        PA
        USD
        4953.2500000000
        0.0027033996
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-12-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31384VPK2
        
          
        
        6498.1000000000
        PA
        USD
        6911.9400000000
        0.0037724192
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-12-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31386EVY1
        
          
        
        19028.8800000000
        PA
        USD
        20271.2800000000
        0.0110637197
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-11-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31387AVN2
        
          
        
        3658.6200000000
        PA
        USD
        3947.1800000000
        0.0021543037
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-04-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31388NWT9
        
          
        
        168.5700000000
        PA
        USD
        189.3200000000
        0.0001033276
        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
        31388PR45
        
          
        
        5322.1500000000
        PA
        USD
        6001.4100000000
        0.0032754675
        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
        3138AA3F6
        
          
        
        1059290.1700000000
        PA
        USD
        1128292.0100000000
        0.6158025790
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-03-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138AGXM5
        
          
        
        33743.7400000000
        PA
        USD
        35941.8000000000
        0.0196164228
        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
        3138EJGG7
        
          
        
        2189935.1400000000
        PA
        USD
        2264141.7500000000
        1.2357300384
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-03-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ET5G7
        
          
        
        2699650.5000000000
        PA
        USD
        2737422.1200000000
        1.4940384106
        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
        3138W1UE5
        
          
        
        520060.8000000000
        PA
        USD
        519908.7900000000
        0.2837573703
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-02-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138XTAV7
        
          
        
        997098.4000000000
        PA
        USD
        1037166.6000000000
        0.5660678809
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-06-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31403DP37
        
          
        
        327241.8500000000
        PA
        USD
        352994.8700000000
        0.1926585932
        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
        31407JA77
        
          
        
        112633.6100000000
        PA
        USD
        127569.9800000000
        0.0696255242
        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
        31409JLP3
        
          
        
        20743.3300000000
        PA
        USD
        22941.2400000000
        0.0125209384
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-06-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31409JYR5
        
          
        
        35558.0200000000
        PA
        USD
        39375.1500000000
        0.0214902868
        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
        3140FEBW3
        
          
        
        194889.8300000000
        PA
        USD
        201701.3100000000
        0.1100851427
        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
        
          
        
        1652693.3200000000
        PA
        USD
        1639608.7800000000
        0.8948705710
        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
        3140FPYF0
        
          
        
        591230.5500000000
        PA
        USD
        586180.2000000000
        0.3199271782
        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
        3140GPKU1
        
          
        
        589818.8200000000
        PA
        USD
        612230.3400000000
        0.3341449013
        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
        3140H6CB3
        
          
        
        392268.0500000000
        PA
        USD
        407663.5100000000
        0.2224958066
        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
        3140H6DJ5
        
          
        
        383276.3500000000
        PA
        USD
        394426.2400000000
        0.2152711299
        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
        3140H7KE6
        
          
        
        244641.6300000000
        PA
        USD
        253287.5100000000
        0.1382400128
        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
        3140H7NY9
        
          
        
        138141.7900000000
        PA
        USD
        141674.8200000000
        0.0773237059
        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
        3140H7UY1
        
          
        
        923032.3000000000
        PA
        USD
        937965.8500000000
        0.5119257996
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-01-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J9CV1
        
          
        
        4974668.4900000000
        PA
        USD
        5100235.5900000000
        2.7836217947
        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
        3140QMUY8
        
          
        
        4941974.4000000000
        PA
        USD
        4724002.1900000000
        2.5782800073
        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
        3140QMV43
        
          
        
        1987447.0800000000
        PA
        USD
        1946713.9500000000
        1.0624833468
        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
        3140X7TX7
        
          
        
        1952599.9200000000
        PA
        USD
        1919445.5500000000
        1.0476007181
        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
        3140XATK8
        
          
        
        2691664.5600000000
        PA
        USD
        2512984.0600000000
        1.3715439367
        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
        3140XFNK3
        
          
        
        3230901.6300000000
        PA
        USD
        3003299.4700000000
        1.6391497438
        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
        31410GH89
        
          
        
        327107.6600000000
        PA
        USD
        370989.2200000000
        0.2024796032
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-01
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31412VC55
        
          
        
        180162.8200000000
        PA
        USD
        192997.8900000000
        0.1053349641
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-12-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31414KHC7
        
          
        
        131858.9600000000
        PA
        USD
        146576.9100000000
        0.0799991832
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-02-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31414NGE8
        
          
        
        59790.2100000000
        PA
        USD
        60976.5200000000
        0.0332799470
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-01-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417JQY9
        
          
        
        382654.0000000000
        PA
        USD
        410576.2200000000
        0.2240855141
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-11-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417QGP3
        
          
        
        41531.8300000000
        PA
        USD
        44361.7800000000
        0.0242119046
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-10-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418AAW8
        
          
        
        2097592.0200000000
        PA
        USD
        2170084.3800000000
        1.1843951264
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-12-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CCH5
        
          
        
        736088.8900000000
        PA
        USD
        730261.2000000000
        0.3985641362
        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
        31418CFD1
        
          
        
        824616.5300000000
        PA
        USD
        817572.5700000000
        0.4462171961
        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
        31418D7F3
        
          
        
        980923.6300000000
        PA
        USD
        937045.6400000000
        0.5114235647
        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
        31418DC59
        
          
        
        719605.4800000000
        PA
        USD
        708736.1300000000
        0.3868161192
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DTQ5
        
          
        
        2828974.2300000000
        PA
        USD
        2639410.6100000000
        1.4405453963
        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
        31418DYX4
        
          
        
        4640405.2000000000
        PA
        USD
        4319310.5100000000
        2.3574061750
        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 II Pool
        36202EWE5
        
          
        
        106286.5900000000
        PA
        USD
        117757.5100000000
        0.0642700451
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-09-20
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202EXS3
        
          
        
        112125.1200000000
        PA
        USD
        118740.1100000000
        0.0648063314
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-11-20
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202EYL7
        
          
        
        130724.7200000000
        PA
        USD
        141887.7200000000
        0.0774399031
        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 II Pool
        36202FAV8
        
          
        
        273408.9400000000
        PA
        USD
        289910.5600000000
        0.1582282503
        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
        36206U3P2
        
          
        
        4660.5200000000
        PA
        USD
        5129.5300000000
        0.0027996102
        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
        36207KXE5
        
          
        
        3224.0400000000
        PA
        USD
        3524.2400000000
        0.0019234702
        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
        36211AAQ9
        
          
        
        1442.2400000000
        PA
        USD
        1546.7700000000
        0.0008442007
        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
        36211JLQ8
        
          
        
        56.9900000000
        PA
        USD
        57.2400000000
        0.0000312406
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-07-15
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211KSK1
        
          
        
        45993.4200000000
        PA
        USD
        50848.0500000000
        0.0277520004
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-06-15
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211MLQ1
        
          
        
        8532.6800000000
        PA
        USD
        9351.4600000000
        0.0051038677
        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
        36212GVA7
        
          
        
        63392.1700000000
        PA
        USD
        71019.6400000000
        0.0387613110
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-10-15
          Fixed
          8.2500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        J.P. Morgan Mortgage Trust 2022-1
        46654WAC5
        
          
        
        2379017.2900000000
        PA
        USD
        2264434.0600000000
        1.2358895762
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2052-07-25
          Variable
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2022-2
        46655DAC6
        
          
        
        2266750.9600000000
        PA
        USD
        2094708.1900000000
        1.1432560846
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2052-08-25
          Variable
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lehman Structured Securities Corp.
        N/A
        Lehman Structured Securities Corp
        52518RBE5
        
          
        
        34161.2800000000
        PA
        USD
        10551.5100000000
        0.0057588346
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2024-07-26
          Variable
          0.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2020-H
        63935BAA1
        
          
        
        733272.7200000000
        PA
        USD
        710702.2600000000
        0.3878891995
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2020-G
        63941UAA1
        
          
        
        1036630.8700000000
        PA
        USD
        1002154.6000000000
        0.5469589271
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC Trust 2015-WIN1
        12649KAK3
        
          
        
        209859.1200000000
        PA
        USD
        210181.3200000000
        0.1147133878
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2044-12-25
          Variable
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WCRH3
        
          
        
        51323.0800000000
        PA
        USD
        55589.8700000000
        0.0303400051
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-01
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WMB96
        
          
        
        41087.5200000000
        PA
        USD
        46988.8800000000
        0.0256457311
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-10-01
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WNPE8
        
          
        
        38556.4000000000
        PA
        USD
        40533.7200000000
        0.0221226146
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-11-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WUPQ5
        
          
        
        2306.1200000000
        PA
        USD
        2560.0000000000
        0.0013972044
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-12-01
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131X5WY4
        
          
        
        171158.8600000000
        PA
        USD
        176013.3400000000
        0.0960650858
        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
        3131XHEM4
        
          
        
        801908.0500000000
        PA
        USD
        856650.0600000000
        0.4675450252
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131XHX43
        
          
        
        2165952.6900000000
        PA
        USD
        2240340.8200000000
        1.2227398958
        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
        3131XHZN9
        
          
        
        269369.3800000000
        PA
        USD
        278551.5600000000
        0.1520287014
        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
        3131XVKV6
        
          
        
        649862.8900000000
        PA
        USD
        644311.7000000000
        0.3516543617
        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
        3131XVUU7
        
          
        
        1716149.5800000000
        PA
        USD
        1701490.0600000000
        0.9286443206
        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
        3131XXTF8
        
          
        
        535564.7000000000
        PA
        USD
        551563.2500000000
        0.3010338359
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-09-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131Y0K50
        
          
        
        324298.1900000000
        PA
        USD
        333732.3500000000
        0.1821454375
        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
        31329H3L3
        
          
        
        16320.2900000000
        PA
        USD
        17681.7100000000
        0.0096503764
        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
        31329JFE2
        
          
        
        397520.7500000000
        PA
        USD
        420019.9900000000
        0.2292397631
        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
        31329NCL0
        
          
        
        360897.3000000000
        PA
        USD
        359055.0600000000
        0.1959661417
        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
        3132A1V27
        
          
        
        249187.5700000000
        PA
        USD
        263410.5700000000
        0.1437650067
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-01-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A44F2
        
          
        
        156360.4400000000
        PA
        USD
        165041.4600000000
        0.0900768204
        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
        3132A9JG3
        
          
        
        19347.4500000000
        PA
        USD
        19716.9800000000
        0.0107611922
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-02-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132AAYU2
        
          
        
        1078277.2600000000
        PA
        USD
        1097744.2600000000
        0.5991301369
        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
        3132ACJL5
        
          
        
        394679.7500000000
        PA
        USD
        400078.5000000000
        0.2183560372
        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
        3132ADTL2
        
          
        
        4095326.5700000000
        PA
        USD
        4198697.9400000000
        2.2915778867
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-07-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DV7B5
        
          
        
        3429059.1200000000
        PA
        USD
        3199285.0700000000
        1.7461153492
        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
        3133KJXM9
        
          
        
        326106.2800000000
        PA
        USD
        320569.1300000000
        0.1749611761
        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
        31371G5K2
        
          
        
        20243.0800000000
        PA
        USD
        22067.1300000000
        0.0120438640
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-08-01
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371NJ48
        
          
        
        76446.9100000000
        PA
        USD
        84760.3900000000
        0.0462607785
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-09-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371NTT2
        
          
        
        60077.1700000000
        PA
        USD
        66838.4100000000
        0.0364792668
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-04-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31381AK83
        
          
        
        13026.4000000000
        PA
        USD
        13847.8900000000
        0.0075579427
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-12-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31382GAA5
        
          
        
        414.6300000000
        PA
        USD
        442.2700000000
        0.0002413834
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-03-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31382GCN5
        
          
        
        246.7400000000
        PA
        USD
        263.8400000000
        0.0001439994
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-03-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31384MPZ9
        
          
        
        851.1100000000
        PA
        USD
        945.6600000000
        0.0005161251
        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
        31384WLN8
        
          
        
        21271.2200000000
        PA
        USD
        23265.9600000000
        0.0126981651
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-05-01
          Fixed
          6.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31389AME0
        
          
        
        3718.2200000000
        PA
        USD
        4168.0100000000
        0.0022748289
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-12-01
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EAE37
        
          
        
        979354.7800000000
        PA
        USD
        1020240.2000000000
        0.5568297398
        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
        3138EHZ21
        
          
        
        1303196.1700000000
        PA
        USD
        1347556.1900000000
        0.7354732372
        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
        3138MLCP7
        
          
        
        2713105.1500000000
        PA
        USD
        2779891.7600000000
        1.5172176174
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WHU34
        
          
        
        388395.5600000000
        PA
        USD
        394072.4700000000
        0.2150780482
        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
        31403DJY6
        
          
        
        317725.9300000000
        PA
        USD
        348281.1900000000
        0.1900859468
        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
        3140FNB29
        
          
        
        1202385.8300000000
        PA
        USD
        1217705.7900000000
        0.6646030986
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-10-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140GYH85
        
          
        
        356452.2400000000
        PA
        USD
        366599.0100000000
        0.2000835013
        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
        3140HDFC3
        
          
        
        399600.1200000000
        PA
        USD
        410850.2600000000
        0.2242350805
        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
        3140HJMV0
        
          
        
        350385.0500000000
        PA
        USD
        359483.1500000000
        0.1961997860
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140HLTG1
        
          
        
        324887.2000000000
        PA
        USD
        333120.1700000000
        0.1818113201
        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
        3140J8Y64
        
          
        
        736153.1000000000
        PA
        USD
        745417.5900000000
        0.4068362359
        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
        3140K1JP2
        
          
        
        687243.3200000000
        PA
        USD
        680599.5300000000
        0.3714596418
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-09-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140KP7D9
        
          
        
        3912392.5000000000
        PA
        USD
        3641672.9400000000
        1.9875631206
        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
        3140LNLD7
        
          
        
        8599226.4000000000
        PA
        USD
        8225992.4600000000
        4.4896067036
        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
        3140MB5A6
        
          
        
        1136467.0600000000
        PA
        USD
        1085631.4100000000
        0.5925191495
        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
        3140Q72C0
        
          
        
        361225.0900000000
        PA
        USD
        365827.5700000000
        0.1996624624
        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
        3140QMCQ5
        
          
        
        1946958.3200000000
        PA
        USD
        1908271.8700000000
        1.0415023137
        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
        3140QMFW9
        
          
        
        2909450.2800000000
        PA
        USD
        2830116.2600000000
        1.5446292948
        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
        3140QMZG2
        
          
        
        980714.7600000000
        PA
        USD
        937459.0600000000
        0.5116492023
        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
        31410GJG9
        
          
        
        668503.9700000000
        PA
        USD
        707588.7200000000
        0.3861898824
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-07-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31412P2M2
        
          
        
        383815.8800000000
        PA
        USD
        410932.4000000000
        0.2242799111
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-07-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31415XKF7
        
          
        
        267831.0500000000
        PA
        USD
        286730.9000000000
        0.1564928459
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-01-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417VQ30
        
          
        
        40275.4900000000
        PA
        USD
        43147.9000000000
        0.0235493896
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-01-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D6C1
        
          
        
        971204.0500000000
        PA
        USD
        928064.3300000000
        0.5065217185
        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
        31418DUG5
        
          
        
        3311365.4800000000
        PA
        USD
        3087408.2300000000
        1.6850548737
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DVA7
        
          
        
        3377246.8800000000
        PA
        USD
        3148833.8800000000
        1.7185799482
        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
        31418DWR9
        
          
        
        3498049.1600000000
        PA
        USD
        3257093.3900000000
        1.7776661466
        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 II Pool
        36202E5G0
        
          
        
        77977.9000000000
        PA
        USD
        82644.0200000000
        0.0451056998
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-05-20
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202EYK9
        
          
        
        38629.3900000000
        PA
        USD
        40913.4700000000
        0.0223298757
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-12-20
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36206NEU5
        
          
        
        6860.4200000000
        PA
        USD
        7312.9400000000
        0.0039912782
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2026-01-15
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211AY26
        
          
        
        528.3000000000
        PA
        USD
        579.7200000000
        0.0003164013
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-07-15
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211HU74
        
          
        
        550.0000000000
        PA
        USD
        603.5300000000
        0.0003293964
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-07-15
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211KS47
        
          
        
        34825.4300000000
        PA
        USD
        38501.2700000000
        0.0210133380
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-07-15
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211N5E4
        
          
        
        2290.0300000000
        PA
        USD
        2501.5900000000
        0.0013653253
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-09-15
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36225ARN2
        
          
        
        6504.5100000000
        PA
        USD
        6689.5200000000
        0.0036510262
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2023-12-15
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3622A3AD2
        
          
        
        1774166.6900000000
        PA
        USD
        1808938.7600000000
        0.9872879926
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-02-20
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities Trust
        N/A
        GS Mortgage-Backed Securities Trust 2022-PJ3
        362924AE2
        
          
        
        1850000.0000000000
        PA
        USD
        1706119.2100000000
        0.9311708319
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2052-08-26
          Variable
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38379KJM1
        
          
        
        738143.5300000000
        PA
        USD
        731517.2900000000
        0.3992496887
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2055-11-16
          Variable
          2.9000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2022-3
        46654UAC9
        
          
        
        2259000.0000000000
        PA
        USD
        2086839.5800000000
        1.1389615312
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2052-08-25
          Variable
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federated Hermes Government Obligations Fund
        254900VAJ9169N7JRF45
        Federated Hermes Government Obligations Fund
        608919718
        
          
          
        
        9530283.5500000000
        NS
        USD
        9530283.5500000000
        5.2014665855
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        N/A
        Sequoia Mortgage Trust 2021-3
        81748VAA6
        
          
        
        1930279.5000000000
        PA
        USD
        1781361.5300000000
        0.9722368098
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2051-05-25
          Variable
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WHN78
        
          
        
        23521.6600000000
        PA
        USD
        25611.9200000000
        0.0139785501
        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
        3131WKG61
        
          
        
        22424.0600000000
        PA
        USD
        24492.3200000000
        0.0133674915
        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
        3131WNED2
        
          
        
        367299.9200000000
        PA
        USD
        393289.9200000000
        0.2146509458
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-09-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WQAG2
        
          
        
        334522.5800000000
        PA
        USD
        353315.9900000000
        0.1928338550
        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
        31329JDT1
        
          
        
        138762.9000000000
        PA
        USD
        158052.1800000000
        0.0862621903
        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
        31329JER4
        
          
        
        518877.9600000000
        PA
        USD
        547899.5800000000
        0.2990342672
        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
        3132A0J31
        
          
        
        22872.5700000000
        PA
        USD
        24627.0900000000
        0.0134410466
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-01-01
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A1HV9
        
          
        
        1590235.3800000000
        PA
        USD
        1708377.7800000000
        0.9324035210
        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
        3132A2JX1
        
          
        
        16967.9900000000
        PA
        USD
        19316.8500000000
        0.0105428080
        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
        3132A4Z68
        
          
        
        57401.1500000000
        PA
        USD
        61536.8900000000
        0.0335857874
        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
        3132A5GL3
        
          
        
        1625326.0500000000
        PA
        USD
        1611442.3500000000
        0.8794978128
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-02-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A8Q51
        
          
        
        594398.7400000000
        PA
        USD
        601111.6400000000
        0.3280765040
        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
        3132ACJW1
        
          
        
        1002514.9800000000
        PA
        USD
        1017794.6100000000
        0.5554949784
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DV3M5
        
          
        
        542800.2900000000
        PA
        USD
        534431.8800000000
        0.2916838257
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DWBB8
        
          
        
        3566767.8800000000
        PA
        USD
        3319963.9500000000
        1.8119798283
        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
        31371KGA3
        
          
        
        42499.5400000000
        PA
        USD
        47537.0300000000
        0.0259449020
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-12-01
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371KHZ7
        
          
        
        763.5900000000
        PA
        USD
        855.3000000000
        0.0004668082
        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
        31374TSC4
        
          
        
        21210.7800000000
        PA
        USD
        22586.0600000000
        0.0123270872
        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
        31381ALQ2
        
          
        
        2566.0700000000
        PA
        USD
        2621.0000000000
        0.0014304972
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-12-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31381BJR1
        
          
        
        5142.2900000000
        PA
        USD
        5475.8900000000
        0.0029886476
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-01-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31384VXV9
        
          
        
        327.5800000000
        PA
        USD
        348.8300000000
        0.0001903855
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-11-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31389PGS3
        
          
        
        25535.2200000000
        PA
        USD
        28315.5400000000
        0.0154541399
        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
        3138A5GV8
        
          
        
        499819.6500000000
        PA
        USD
        516879.5400000000
        0.2821040572
        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
        3138ESA65
        
          
        
        526666.0300000000
        PA
        USD
        524965.1100000000
        0.2865170237
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-02-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31407XXN6
        
          
        
        44694.7900000000
        PA
        USD
        47558.0500000000
        0.0259563744
        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
        31409X4Z9
        
          
        
        21335.3500000000
        PA
        USD
        23565.5700000000
        0.0128616871
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FDF27
        
          
        
        1077195.9600000000
        PA
        USD
        1067994.4400000000
        0.5828931914
        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
        3140H22L1
        
          
        
        597669.5800000000
        PA
        USD
        619707.0300000000
        0.3382255515
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        FNMA POOL BJ1649 FN 11/47 FIXED 4
        3140H2ZP6
        
          
        
        392574.7800000000
        PA
        USD
        404301.8900000000
        0.2206610916
        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
        3140J8NF6
        
          
        
        665252.8900000000
        PA
        USD
        684709.7400000000
        0.3737029244
        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
        3140JXKQ0
        
          
        
        609481.2900000000
        PA
        USD
        603627.3400000000
        0.3294495303
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-09-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140LYP64
        
          
        
        2907157.2600000000
        PA
        USD
        2827885.7700000000
        1.5434119313
        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
        3140M2PG1
        
          
        
        998188.3700000000
        PA
        USD
        954161.9700000000
        0.5207653663
        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
        3140M4DF2
        
          
        
        3140921.4800000000
        PA
        USD
        2919658.0100000000
        1.5934996583
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        FNMA POOL CA1461
        3140Q8TT2
        
          
        
        119050.1700000000
        PA
        USD
        122327.4400000000
        0.0667642351
        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
        3140QLEY8
        
          
        
        1574001.8200000000
        PA
        USD
        1505193.2300000000
        0.8215088512
        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
        3140XBEK2
        
          
        
        1950806.6700000000
        PA
        USD
        1915244.2400000000
        1.0453077146
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31416WWF5
        
          
        
        393802.7100000000
        PA
        USD
        416127.7400000000
        0.2271154393
        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
        31418DYB2
        
          
        
        3649929.8800000000
        PA
        USD
        3397371.5200000000
        1.8542275628
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202FBJ4
        
          
        
        121882.7400000000
        PA
        USD
        129242.6300000000
        0.0705384281
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-09-20
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36206TZ88
        
          
        
        5775.8400000000
        PA
        USD
        6161.9500000000
        0.0033630875
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2026-02-15
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208TTL4
        
          
        
        109709.9500000000
        PA
        USD
        118712.9700000000
        0.0647915189
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-02-15
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211KSM7
        
          
        
        19471.5700000000
        PA
        USD
        21118.5200000000
        0.0115261288
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-06-15
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211NKN7
        
          
        
        408.0500000000
        PA
        USD
        445.7500000000
        0.0002432828
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-09-15
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38378NFL2
        
          
        
        1054489.6800000000
        PA
        USD
        1044943.9100000000
        0.5703126043
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2053-08-16
          Variable
          3.0900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential Trust
        N/A
        Progress Residential 2022-SFR1 Trust
        74333YAJ7
        
          
        
        1021000.0000000000
        PA
        USD
        984848.4300000000
        0.5375135140
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        N/A
        SMB Private Education Loan Trust 2020-B
        78449XAB8
        
          
        
        1131037.8700000000
        PA
        USD
        1136615.9800000000
        0.6203456602
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2053-07-15
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2022-05-25
      Federated Hermes Income Securities Trust
      Stephen Van Meter
      Federated Hermes Income Securities Trust
      Chief Compliance Officer
    
  





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