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Form NPORT-P Federated Hermes Governm For: Aug 31

October 26, 2020 4:59 PM

  
    NPORT-P
    false
    
      
      
        
          0000355691
          XXXXXXXX
        
      
      
      
      
        S000009042
        C000024576
        C000219234
        C000024577
        C000024574
        C000188094
      
      
      
    
  
  
    
      Federated Hermes Government Income Securities, Inc. f/k/a Federated Government Income Securities Inc
      811-03266
      0000355691
      254900AYK3X9WV5W5W37
      Federated Hermes Funds
      4000 Ericsson Drive
      Warrendale
      
      15086-7561
      8003417400
      Federated Hermes Government Income Securities, Inc. f/k/a Federated Government Income Securities Inc
      S000009042
      254900AYK3X9WV5W5W37
      2021-02-28
      2020-08-31
      N
    
    
      185913106.190000000000
      25994513.300000000000
      159918592.890000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.150000000000
      
        
          USD
          
          
        
      
      
      
      
        
        
        
        
        
        
        
        
        
        
      
      N
      
        
          
          
          
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC Mortgage-Backed Trust 2007-4
        126379BQ8
        
          
        
        150695.3500000000
        PA
        USD
        90729.3500000000
        0.0567347101
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-06-25
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC Trust 2015-WIN1
        12649KAK3
        
          
        
        471381.2100000000
        PA
        USD
        481833.2900000000
        0.3012991056
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2044-12-25
          Variable
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receivables Trust
        N/A
        AmeriCredit Automobile Receivables Trust 2020-2
        03066EAF1
        
          
        
        394000.0000000000
        PA
        USD
        395246.2200000000
        0.2471546384
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3131WRAW5
        
          
        
        771788.8800000000
        PA
        USD
        864397.6800000000
        0.5405235654
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3131XT5K2
        
          
        
        498038.2700000000
        PA
        USD
        540208.3200000000
        0.3378020718
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-03-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        31329JFE2
        
          
        
        442373.2100000000
        PA
        USD
        495454.6300000000
        0.3098167768
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-09-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3131WRUY9
        
          
        
        1217145.2900000000
        PA
        USD
        1360150.6100000000
        0.8505268746
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3131WWUP7
        
          
        
        44431.5400000000
        PA
        USD
        53120.5400000000
        0.0332172382
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-01
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F020497
        
          
        
        4000000.0000000000
        PA
        USD
        4162594.4000000000
        2.6029458644
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-15
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F020695
        
          
        
        2000000.0000000000
        PA
        USD
        2061994.6000000000
        1.2894026659
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-15
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3132A5QR9
        
          
        
        3246.2400000000
        PA
        USD
        3266.2900000000
        0.0020424704
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2021-04-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        N/A
        Fannie Mae REMICS
        3136B2G97
        
          
        
        5144639.3300000000
        PA
        USD
        5159794.4100000000
        3.2265131382
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-09-25
          Floating
          0.4800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F022493
        
          
        
        2000000.0000000000
        PA
        USD
        2098125.6000000000
        1.3119960363
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-15
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F022691
        
          
        
        9500000.0000000000
        PA
        USD
        9999861.5000000000
        6.2530949774
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-15
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3131XDFQ3
        
          
        
        2447681.1100000000
        PA
        USD
        2578626.6600000000
        1.6124620742
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-01-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3131XVKV6
        
          
        
        294615.2900000000
        PA
        USD
        311016.2900000000
        0.1944841337
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F030694
        
          
        
        7000000.0000000000
        PA
        USD
        7382533.2000000000
        4.6164320650
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-15
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Gold Pool
        312978KY4
        
          
        
        76650.1200000000
        PA
        USD
        89692.6400000000
        0.0560864365
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-01
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        N/A
        FANNIE MAE FNR 2019 30 FB
        3136B5AB1
        
          
        
        1285457.5200000000
        PA
        USD
        1296168.5900000000
        0.8105177557
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-25
          Variable
          0.5800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        N/A
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BXQY1
        
          
        
        1455000.0000000000
        PA
        USD
        1663386.5600000000
        1.0401458204
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-03-25
          Fixed
          3.2200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        N/A
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FKWD4
        
          
        
        3000000.0000000000
        PA
        USD
        3280053.3000000000
        2.0510768890
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-01-25
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EHZ21
        
          
        
        988699.9800000000
        PA
        USD
        1087554.9500000000
        0.6800678585
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Gold Pool
        31298AVS9
        
          
        
        3.9400000000
        PA
        USD
        4.6600000000
        0.0000029140
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-09-01
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN BANK
        2549001DPIFGXC1TOL40
        Federal Home Loan Banks
        3130AJHU6
        
          
        
        2470000.0000000000
        PA
        USD
        2482941.8900000000
        1.5526286501
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2025-04-14
          Fixed
          0.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3131XYF53
        
          
        
        860232.9400000000
        PA
        USD
        922049.1100000000
        0.5765740514
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3131XYJ75
        
          
        
        3265500.9100000000
        PA
        USD
        3452748.3200000000
        2.1590662209
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3131WGQN2
        
          
        
        79433.7200000000
        PA
        USD
        91500.4100000000
        0.0572168679
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-01-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3131WN6H2
        
          
        
        123643.4600000000
        PA
        USD
        141753.5200000000
        0.0886410501
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-04-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        31329HUV1
        
          
        
        121193.4500000000
        PA
        USD
        134575.8400000000
        0.0841527164
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-03-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        31329NCT3
        
          
        
        620488.4800000000
        PA
        USD
        667052.5400000000
        0.4171200659
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-11-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138YBSK0
        
          
        
        2130352.3700000000
        PA
        USD
        2266922.2300000000
        1.4175476341
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-02-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac REMICS
        31397J2T0
        
          
        
        176621.5800000000
        PA
        USD
        178352.0700000000
        0.1115267880
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-06-15
          Floating
          0.5900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3131WQFG7
        
          
        
        238886.0400000000
        PA
        USD
        273875.6800000000
        0.1712594358
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-07-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3131WVN51
        
          
        
        91525.8000000000
        PA
        USD
        107766.5800000000
        0.0673883993
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-02-01
          Fixed
          8.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3132A2AW2
        
          
        
        91570.5000000000
        PA
        USD
        107290.1200000000
        0.0670904603
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-11-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3132A9JQ1
        
          
        
        41894.3800000000
        PA
        USD
        43805.6300000000
        0.0273924559
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-04-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140Q75G8
        
          
        
        2352634.5500000000
        PA
        USD
        2515952.5600000000
        1.5732708214
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31416YDR6
        
          
        
        681903.4500000000
        PA
        USD
        762021.9200000000
        0.4765061437
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3131WWL44
        
          
        
        31948.8300000000
        PA
        USD
        38080.0000000000
        0.0238121155
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-01-01
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3131WWLC6
        
          
        
        125304.5300000000
        PA
        USD
        149690.1300000000
        0.0936039564
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-01-01
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3132AAYT5
        
          
        
        719540.3500000000
        PA
        USD
        778034.8100000000
        0.4865192946
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-05-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3132ACSS0
        
          
        
        642850.3000000000
        PA
        USD
        695110.3000000000
        0.4346650927
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3132ADTL2
        
          
        
        2307186.4200000000
        PA
        USD
        2523839.5300000000
        1.5782026870
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-07-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        N/A
        FANNIE MAE FNR 2019 47 FB
        3136B5RR8
        
          
        
        432604.8100000000
        PA
        USD
        435879.9700000000
        0.2725636601
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-05-25
          Variable
          0.5800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENN VALLEY AUTHORITY
        549300HE1ISW43LNKM54
        Tennessee Valley Authority
        880591EU2
        
          
        
        2200000.0000000000
        PA
        USD
        2498324.8400000000
        1.5622478880
        Long
        DBT
        USGA
        US
        N
        
        2
        
          2027-02-01
          Fixed
          2.8800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3131WWTH7
        
          
        
        60961.5400000000
        PA
        USD
        71509.5300000000
        0.0447162076
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-01
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3131WWVJ0
        
          
        
        142683.6000000000
        PA
        USD
        170553.4000000000
        0.1066501380
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-01
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        N/A
        FANNIE MAE FNR 2019 39 FA
        3136B5XP5
        
          
        
        1508636.4600000000
        PA
        USD
        1519517.0500000000
        0.9501816034
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-25
          Variable
          0.5800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        N/A
        Fannie Mae REMICS
        3136B6HZ9
        
          
        
        1265127.8100000000
        PA
        USD
        1276095.7100000000
        0.7979658193
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-10-25
          Floating
          0.5800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3131XHX43
        
          
        
        1843910.7200000000
        PA
        USD
        2027697.5400000000
        1.2679560915
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3131XHZN9
        
          
        
        234312.2200000000
        PA
        USD
        257666.6600000000
        0.1611236413
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        N/A
        Fannie Mae-Aces
        3136B9KC0
        
          
        
        2889000.0000000000
        PA
        USD
        3023130.4900000000
        1.8904183906
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-25
          Fixed
          1.7800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac REMICS
        3137B66E6
        
          
        
        858819.1600000000
        PA
        USD
        866481.8900000000
        0.5418268597
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-11-15
          Floating
          0.5600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac REMICS
        3137FMKP6
        
          
        
        396560.4200000000
        PA
        USD
        398453.1600000000
        0.2491599962
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-25
          Floating
          0.6100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac REMICS
        3137FQA52
        
          
        
        847886.6100000000
        PA
        USD
        853640.8800000000
        0.5337971430
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-25
          Floating
          0.6100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        N/A
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FQXJ7
        
          
        
        3000000.0000000000
        PA
        USD
        3300764.1000000000
        2.0640277283
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-10-25
          Fixed
          2.5300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31389NKR5
        
          
        
        33541.0300000000
        PA
        USD
        40127.6500000000
        0.0250925482
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-03-01
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3131XLET0
        
          
        
        619925.8900000000
        PA
        USD
        671097.1800000000
        0.4196492527
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3131XYA25
        
          
        
        742816.7700000000
        PA
        USD
        801209.4500000000
        0.5010108178
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-10-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3131Y0K76
        
          
        
        272203.5400000000
        PA
        USD
        301973.7300000000
        0.1888296567
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3131Y0WR9
        
          
        
        146218.6000000000
        PA
        USD
        156451.6800000000
        0.0978320764
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        31329NCL0
        
          
        
        1132381.4600000000
        PA
        USD
        1217360.1200000000
        0.7612373883
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-10-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        31329NU48
        
          
        
        533968.4600000000
        PA
        USD
        564586.8000000000
        0.3530463780
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138A5GV8
        
          
        
        388470.2100000000
        PA
        USD
        427311.3300000000
        0.2672055339
        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
        
          
        
        192934.0700000000
        PA
        USD
        209040.5300000000
        0.1307168393
        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
        31403DP37
        
          
        
        207652.4300000000
        PA
        USD
        241966.5400000000
        0.1513060712
        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
        3140GYH85
        
          
        
        963992.0600000000
        PA
        USD
        1032360.5900000000
        0.6455538229
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        31329NXY9
        
          
        
        565458.6500000000
        PA
        USD
        606092.4000000000
        0.3790005834
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        31329PFM0
        
          
        
        690984.3400000000
        PA
        USD
        736103.7500000000
        0.4602990413
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-07-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140H7UY1
        
          
        
        758249.2100000000
        PA
        USD
        823053.8100000000
        0.5146704927
        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
        3140J8Y64
        
          
        
        1080116.6000000000
        PA
        USD
        1161206.8900000000
        0.7261237540
        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
        3140QCHG4
        
          
        
        940669.0800000000
        PA
        USD
        995514.3200000000
        0.6225131812
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31413QTK4
        
          
        
        49944.5500000000
        PA
        USD
        59887.0600000000
        0.0374484661
        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
        31414ND76
        
          
        
        16347.7500000000
        PA
        USD
        17085.8000000000
        0.0106840610
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-12-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CFD1
        
          
        
        1318968.4200000000
        PA
        USD
        1392394.3400000000
        0.8706894645
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fontainebleau Miami Beach Trust
        N/A
        Fontainebleau Miami Beach Trust 2019-FBLU
        34461LAA2
        
          
        
        1400000.0000000000
        PA
        USD
        1430930.0600000000
        0.8947865499
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-12-10
          Fixed
          3.1400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208TYP9
        
          
        
        7825.9600000000
        PA
        USD
        8849.6100000000
        0.0055338218
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-01-15
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3132A1HV9
        
          
        
        1159664.7800000000
        PA
        USD
        1342875.2300000000
        0.8397242658
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-05-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3132A1V27
        
          
        
        697535.2500000000
        PA
        USD
        793665.0200000000
        0.4962931487
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-01-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3132A1VR2
        
          
        
        82798.1000000000
        PA
        USD
        98341.5600000000
        0.0614947632
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3132A1WT7
        
          
        
        183364.3500000000
        PA
        USD
        210671.7400000000
        0.1317368645
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209EVM1
        
          
        
        15637.8600000000
        PA
        USD
        17577.8600000000
        0.0109917550
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-10-15
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211D2T6
        
          
        
        1239.0500000000
        PA
        USD
        1413.1100000000
        0.0008836433
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-08-15
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3132A2PC0
        
          
        
        193419.2800000000
        PA
        USD
        220298.6800000000
        0.1377567649
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-05-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3132A43B2
        
          
        
        400534.1600000000
        PA
        USD
        449721.7200000000
        0.2812191577
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-09-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36225A2C3
        
          
        
        853.3000000000
        PA
        USD
        899.5600000000
        0.0005625112
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2024-05-15
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federated Government Obligations Fund
        254900VAJ9169N7JRF45
        Federated Government Obligations Fund
        608919718
        
          
          
        
        16846268.2500000000
        NS
        USD
        16846268.2500000000
        10.5342774380
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3132A43Z9
        
          
        
        185367.7200000000
        PA
        USD
        212518.5300000000
        0.1328916958
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-05-01
          Fixed
          5.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3132A44F2
        
          
        
        291040.9900000000
        PA
        USD
        325963.7000000000
        0.2038310206
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3132AC2J8
        
          
        
        1461264.3700000000
        PA
        USD
        1590719.3900000000
        0.9947057195
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac Pool
        3132DV3M5
        
          
        
        656191.9300000000
        PA
        USD
        691286.1900000000
        0.4322738073
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-01
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2020-F
        63941XAA5
        
          
        
        874000.0000000000
        PA
        USD
        879102.2400000000
        0.5497185938
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          N
          N
          N
        
      
      
        SoFi Consumer Loan Program Trust
        N/A
        Sofi Consumer Loan Program 2016-1 LLC
        78471DAA5
        
          
        
        108426.1000000000
        PA
        USD
        109848.7300000000
        0.0686904055
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2025-08-25
          Fixed
          3.26
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivables Trust
        N/A
        Santander Drive Auto Receivables Trust 2020-1
        80287AAD5
        
          
        
        1450000.0000000000
        PA
        USD
        1483216.0200000000
        0.9274819101
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        TENN VALLEY AUTHORITY
        549300HE1ISW43LNKM54
        Tennessee Valley Authority
        880591EW8
        
          
        
        1250000.0000000000
        PA
        USD
        1269181.9300000000
        0.7936425071
        Long
        DBT
        USGA
        US
        N
        
        2
        
          2025-05-15
          Fixed
          0.7500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp
        3134A3U46
        
          
        
        1000000.0000000000
        PA
        USD
        1503036.0000000000
        0.9398757035
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2029-09-15
          Fixed
          6.7500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        N/A
        Fannie Mae REMICS
        3136AUDV0
        
          
        
        1378214.1400000000
        PA
        USD
        1388637.9900000000
        0.8683405506
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-25
          Floating
          0.6800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        N/A
        Fannie Mae REMICS
        3136AYQU0
        
          
        
        827106.6500000000
        PA
        USD
        830231.7900000000
        0.5191590140
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-25
          Floating
          0.5300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        N/A
        Fannie Mae REMICS
        3136B45C8
        
          
        
        871936.2400000000
        PA
        USD
        877519.6800000000
        0.5487289903
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-25
          Floating
          0.6300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371G2Z2
        
          
        
        162954.5000000000
        PA
        USD
        184273.8900000000
        0.1152298095
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-07-01
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        N/A
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137AH6C7
        
          
        
        1413818.6600000000
        PA
        USD
        1437695.0900000000
        0.8990168460
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2021-07-25
          Fixed
          3.2300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        N/A
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FREG2
        
          
        
        2536311.1900000000
        PA
        USD
        2662911.4200000000
        1.6651668651
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-10-25
          Fixed
          1.9400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        N/A
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FRUS8
        
          
        
        1643334.4000000000
        PA
        USD
        1724803.6900000000
        1.0785510670
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-05-25
          Fixed
          1.7800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810QH4
        
          
        
        450000.0000000000
        PA
        USD
        703205.2800000000
        0.4397270307
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-05-15
          Fixed
          4.3800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RN0
        
          
        
        1525000.0000000000
        PA
        USD
        1990830.9200000000
        1.2449027246
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-08-15
          Fixed
          2.8800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RV2
        
          
        
        500000.0000000000
        PA
        USD
        672438.5500000000
        0.4204880357
        Long
        DBT
        UST
        US
        N
        
        2
        
          2047-02-15
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SA7
        
          
        
        500000.0000000000
        PA
        USD
        676380.5500000000
        0.4229530399
        Long
        DBT
        UST
        US
        N
        
        2
        
          2048-02-15
          Fixed
          3.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31384KA22
        
          
        
        8313.2600000000
        PA
        USD
        9769.2800000000
        0.0061089082
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-02-01
          Fixed
          8.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31385A2L0
        
          
        
        176166.8500000000
        PA
        USD
        204932.8200000000
        0.1281482136
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-02-01
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31385V5J6
        
          
        
        9095.3100000000
        PA
        USD
        10590.4600000000
        0.0066224069
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-10-01
          Fixed
          8.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ABM30
        
          
        
        908205.6800000000
        PA
        USD
        960639.7500000000
        0.6007054794
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-04-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EAE37
        
          
        
        766638.2600000000
        PA
        USD
        843050.8600000000
        0.5271750112
        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
        3138ET5G7
        
          
        
        2258394.2300000000
        PA
        USD
        2420957.2900000000
        1.5138685541
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-08-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond - When Issued
        912810SH2
        
          
        
        1675000.0000000000
        PA
        USD
        2234510.9700000000
        1.3972802847
        Long
        DBT
        UST
        US
        N
        
        2
        
          2049-05-15
          Fixed
          2.8800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128283U2
        
          
        
        2000000.0000000000
        PA
        USD
        2107191.6000000000
        1.3176651707
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-01-31
          Fixed
          2.3800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31403DDX4
        
          
        
        128163.1200000000
        PA
        USD
        149372.2300000000
        0.0934051678
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31403DUK3
        
          
        
        499736.0800000000
        PA
        USD
        581188.2600000000
        0.3634275724
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31408F6D6
        
          
        
        144277.8900000000
        PA
        USD
        168382.8900000000
        0.1052928787
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-01-01
          Fixed
          5.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31409GPJ9
        
          
        
        20529.8900000000
        PA
        USD
        24578.7400000000
        0.0153695324
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-10-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FDF27
        
          
        
        1934441.6100000000
        PA
        USD
        2042130.4300000000
        1.2769812397
        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
        3140FHWA1
        
          
        
        644186.0900000000
        PA
        USD
        688301.0500000000
        0.4304071450
        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
        
          
        
        399360.1000000000
        PA
        USD
        421592.1600000000
        0.2636292331
        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
        3140H0CW0
        
          
        
        1045195.9800000000
        PA
        USD
        1134851.4300000000
        0.7096432063
        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
        3140H7KE6
        
          
        
        207536.9000000000
        PA
        USD
        224133.4600000000
        0.1401547224
        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
        
          
        
        158028.8000000000
        PA
        USD
        169335.3300000000
        0.1058884567
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128285D8
        
          
        
        1700000.0000000000
        PA
        USD
        1841737.5000000000
        1.1516719018
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-09-30
          Fixed
          2.8800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828UN8
        
          
        
        3000000.0000000000
        PA
        USD
        3136596.3000000000
        1.9613706220
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-02-15
          Fixed
          2.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828XB1
        
          
        
        1000000.0000000000
        PA
        USD
        1087127.8000000000
        0.6798007538
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-05-15
          Fixed
          2.1300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828Y61
        
          
        
        1000000.0000000000
        PA
        USD
        1075333.7000000000
        0.6724256890
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-07-31
          Fixed
          2.7500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140HDNU4
        
          
        
        1118857.7700000000
        PA
        USD
        1177099.3500000000
        0.7360615978
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-01
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J8NF6
        
          
        
        1381977.1600000000
        PA
        USD
        1481285.7600000000
        0.9262748835
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828ZU7
        
          
        
        2000000.0000000000
        PA
        USD
        2005720.4000000000
        1.2542133868
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-06-15
          Fixed
          0.2500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J9CV1
        
          
        
        2434333.9100000000
        PA
        USD
        2685748.5100000000
        1.6794473122
        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
        3140X5DQ3
        
          
        
        593792.7500000000
        PA
        USD
        628769.2800000000
        0.3931808482
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31410GJG9
        
          
        
        428331.9500000000
        PA
        USD
        488886.9500000000
        0.3057098872
        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
        31413USE0
        
          
        
        66629.8200000000
        PA
        USD
        79893.8800000000
        0.0499590939
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-11-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31414G3A5
        
          
        
        284684.3700000000
        PA
        USD
        342534.5100000000
        0.2141930490
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-11-01
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CCH5
        
          
        
        1059728.0800000000
        PA
        USD
        1120378.1200000000
        0.7005927827
        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
        31418CZ98
        
          
        
        613753.0500000000
        PA
        USD
        653369.1500000000
        0.4085635936
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-09-01
          Fixed
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418VHZ8
        
          
        
        76445.3400000000
        PA
        USD
        85618.2000000000
        0.0535386151
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-10-01
          Fixed
          4.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208FK66
        
          
        
        13349.3600000000
        PA
        USD
        15110.0800000000
        0.0094486074
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-03-15
          Fixed
          7.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209QYB5
        
          
        
        2826.9300000000
        PA
        USD
        3260.6200000000
        0.0020389249
        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
        36209RS46
        
          
        
        2794.1300000000
        PA
        USD
        3274.3900000000
        0.0020475355
        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
        36210XCG0
        
          
        
        1277.6500000000
        PA
        USD
        1401.3400000000
        0.0008762833
        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
        36211JLA3
        
          
        
        1721.8200000000
        PA
        USD
        1961.7400000000
        0.0012267116
        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
        36212UCW9
        
          
        
        17546.3900000000
        PA
        USD
        20555.8900000000
        0.0128539713
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-01-15
          Fixed
          7.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38379KJM1
        
          
        
        1203805.2300000000
        PA
        USD
        1260055.5600000000
        0.7879356223
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2055-11-16
          Variable
          2.9000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        N/A
        SMB Private Education Loan Trust 2020-B
        78449XAB8
        
          
        
        1400000.0000000000
        PA
        USD
        1406998.4600000000
        0.8798216859
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2020-08-31
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Retail Auto Lease Trust
        N/A
        Santander Retail Auto Lease Trust 2019-A
        80285JAQ9
        
          
        
        600000.0000000000
        PA
        USD
        596994.7200000000
        0.3733116389
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2024-05-20
          Fixed
          3.66
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivables Trust
        N/A
        Santander Drive Auto Receivables Trust 2020-2
        80285RAG3
        
          
        
        700000.0000000000
        PA
        USD
        714464.8000000000
        0.4467678130
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810EW4
        
          
        
        1250000.0000000000
        PA
        USD
        1632215.3800000000
        1.0206539155
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-02-15
          Fixed
          6.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810QY7
        
          
        
        150000.0000000000
        PA
        USD
        190688.7900000000
        0.1192411630
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-11-15
          Fixed
          2.7500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RH3
        
          
        
        2500000.0000000000
        PA
        USD
        3380673.5000000000
        2.1139965272
        Long
        DBT
        UST
        US
        N
        
        2
        
          2044-08-15
          Fixed
          3.1300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RT7
        
          
        
        600000.0000000000
        PA
        USD
        703985.7600000000
        0.4402150790
        Long
        DBT
        UST
        US
        N
        
        2
        
          2046-08-15
          Fixed
          2.2500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SK5
        
          
        
        750000.0000000000
        PA
        USD
        912334.0500000000
        0.5704990480
        Long
        DBT
        UST
        US
        N
        
        2
        
          2049-11-15
          Fixed
          2.3800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128283F5
        
          
        
        600000.0000000000
        PA
        USD
        674103.3600000000
        0.4215290716
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-11-15
          Fixed
          2.2500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128284D9
        
          
        
        1500000.0000000000
        PA
        USD
        1590722.8500000000
        0.9947078831
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-03-31
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128284V9
        
          
          
        
        750000.0000000000
        PA
        USD
        884501.9300000000
        0.5530951180
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-08-15
          Fixed
          2.8800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond - When Issued
        9128285Z9
        
          
        
        1500000.0000000000
        PA
        USD
        1618369.6500000000
        1.0119959291
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-01-31
          Fixed
          2.5000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828T26
        
          
        
        525000.0000000000
        PA
        USD
        544541.8100000000
        0.3405118818
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-09-30
          Fixed
          1.3800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828TY6
        
          
        
        500000.0000000000
        PA
        USD
        516322.9000000000
        0.3228660850
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-11-15
          Fixed
          1.6300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828ZT0
        
          
        
        2000000.0000000000
        PA
        USD
        1999397.2000000000
        1.2502593750
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-05-31
          Fixed
          0.2500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2020-10-26
      Federated Hermes Government Income Securities, Inc. f/k/a Federated Government Income Securities Inc
      Stephen Van Meter
      Federated Hermes Government Income Securities, Inc. f/k/a Federated Government Income Securities Inc
      Chief Compliance Officer
    
  



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SEC Filings