NPORT-P
false
0001034106
XXXXXXXX
S000009127
C000024828
Federated Hermes Core Trust
811-08519
0001034106
254900HYFNGKM5PJOV84
Federated Hermes Funds
4000 Ericsson Drive
Warrendale
15086-7561
8003417400
Mortgage Core Fund
S000009127
254900WC9GWJKY8X3D48
2022-12-31
2022-03-31
N
4310057627.130000000000
628644570.930000000000
3681413056.200000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
340825031.200000000000
0.000000000000
0.000000000000
8829062.590000000000
USD
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WHRF6
136332.7500000000
PA
USD
144652.5800000000
0.0039292679
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
5.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XDHE8
4177078.5100000000
PA
USD
4225949.9100000000
0.1147915174
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329H3L3
22100.3900000000
PA
USD
23943.9800000000
0.0006504019
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
6.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A2F64
175934.8700000000
PA
USD
191496.2200000000
0.0052017043
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
5.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A2HQ8
1606.1100000000
PA
USD
1828.7000000000
0.0000496739
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Fixed
6.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A4YK8
31871.4500000000
PA
USD
37164.5000000000
0.0010095173
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
7.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ADTL2
4523021.2200000000
PA
USD
4637188.1600000000
0.1259621805
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31382DU69
3875.7300000000
PA
USD
4148.4400000000
0.0001126861
Long
ABS-MBS
USGSE
US
N
2
2029-04-01
Fixed
6.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31387NSX6
2352.3000000000
PA
USD
2508.9600000000
0.0000681521
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
6.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A1V57
52027.0600000000
PA
USD
53152.6300000000
0.0014438105
Long
ABS-MBS
USGSE
US
N
2
2026-01-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A2CK3
139597.5800000000
PA
USD
143556.9000000000
0.0038995054
Long
ABS-MBS
USGSE
US
N
2
2025-12-01
Fixed
4.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ER5V8
4884753.5900000000
PA
USD
4843027.5400000000
0.1315534950
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WKNT8
1174321.5900000000
PA
USD
1164290.4200000000
0.0316261827
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FEBW3
1733066.3900000000
PA
USD
1793637.7500000000
0.0487214481
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
4.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FHWA1
2722646.9700000000
PA
USD
2701091.5000000000
0.0733710523
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H7NY9
1123225.0500000000
PA
USD
1151951.9800000000
0.0312910277
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8B51
9705619.9800000000
PA
USD
9634845.6300000000
0.2617159629
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8NF6
8556619.2100000000
PA
USD
8806877.2200000000
0.2392254573
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFUV1
28000000.0000000000
PA
USD
27469884.4000000000
0.7461777307
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGK81
26434131.0000000000
PA
USD
26516920.0500000000
0.7202919000
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410UYX4
13242.1700000000
PA
USD
15071.3400000000
0.0004093901
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
6.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417Y3H8
171513.2000000000
PA
USD
176377.7300000000
0.0047910334
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
4.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419ATE7
168315.6300000000
PA
USD
177870.7100000000
0.0048315880
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FUF1
2080235.5200000000
PA
USD
2214958.8500000000
0.0601659965
Long
ABS-MBS
USGA
US
N
2
2041-06-20
Fixed
4.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290TNT2
65934.8900000000
PA
USD
72531.0800000000
0.0019701967
Long
ABS-MBS
USGA
US
N
2
2036-02-15
Fixed
6.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36295FJM7
81121.6000000000
PA
USD
89449.5300000000
0.0024297608
Long
ABS-MBS
USGA
US
N
2
2037-06-15
Fixed
6.0000000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-H
63935BAA1
9129245.3800000000
PA
USD
8848243.1000000000
0.2403490987
Long
ABS-O
CORP
US
Y
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WVQ74
9731.7900000000
PA
USD
10348.2800000000
0.0002810953
Long
ABS-MBS
USGSE
US
N
2
2031-04-01
Fixed
7.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XUSA6
19669781.2500000000
PA
USD
20018748.7400000000
0.5437789358
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XYF53
3687707.6600000000
PA
USD
3795563.1500000000
0.1031007141
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XYY60
6691519.6700000000
PA
USD
6900193.3700000000
0.1874332835
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A8ZV4
16323208.4400000000
PA
USD
16533061.2400000000
0.4490955236
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132AC2H2
6927539.4500000000
PA
USD
6985930.2900000000
0.1897621968
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DM6S9
26934416.2700000000
PA
USD
25746438.8300000000
0.6993629467
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVL60
37430555.8100000000
PA
USD
34852230.5800000000
0.9467079637
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371HE38
9745.0700000000
PA
USD
10365.2600000000
0.0002815566
Long
ABS-MBS
USGSE
US
N
2
2029-02-01
Fixed
6.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H6CB3
3530412.4500000000
PA
USD
3668971.6100000000
0.0996620470
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H7KE6
1868702.1400000000
PA
USD
1934743.9400000000
0.0525543836
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HJ4N8
2030443.8200000000
PA
USD
2077804.7300000000
0.0564404129
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L7FC1
9631412.5000000000
PA
USD
8964963.0600000000
0.2435196193
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QKQF8
9107811.2700000000
PA
USD
8477592.6300000000
0.2302809411
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QNBZ4
19894706.6000000000
PA
USD
19518046.0900000000
0.5301781080
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCTE8
30136293.4400000000
PA
USD
29612820.0000000000
0.8043873249
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413EY90
98746.9400000000
PA
USD
109630.2300000000
0.0029779389
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416AJP6
95737.4900000000
PA
USD
105933.2900000000
0.0028775171
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
6.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DVA7
4179343.0100000000
PA
USD
3896681.9200000000
0.1058474521
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXK3
9106295.3100000000
PA
USD
8476181.5600000000
0.2302426115
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210KJL0
10569.7300000000
PA
USD
11318.6200000000
0.0003074531
Long
ABS-MBS
USGA
US
N
2
2029-03-15
Fixed
6.5000000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2022-SFR1 Trust
74333YAJ7
16726000.0000000000
PA
USD
16133765.7900000000
0.4382492685
Long
ABS-O
CORP
US
Y
2
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2020-A
88167HAC0
10025000.0000000000
PA
USD
9959948.7800000000
0.2705468967
Long
ABS-O
CORP
US
Y
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131X45J0
54079.8000000000
PA
USD
55190.8500000000
0.0014991757
Long
ABS-MBS
USGSE
US
N
2
2024-08-01
Fixed
4.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131X5AK8
54522.5900000000
PA
USD
55642.4900000000
0.0015114438
Long
ABS-MBS
USGSE
US
N
2
2024-09-01
Fixed
4.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XYA25
8872884.7000000000
PA
USD
9151524.3300000000
0.2485872732
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A2JX1
1641.1100000000
PA
USD
1868.2900000000
0.0000507493
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Fixed
6.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A9LS4
82490.9000000000
PA
USD
84275.5400000000
0.0022892172
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
3.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KHCV6
15000014.6100000000
PA
USD
15049220.6600000000
0.4087892456
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371KA68
25106.7600000000
PA
USD
28162.5800000000
0.0007649938
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
7.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WHMH7
11712.6700000000
PA
USD
12886.1600000000
0.0003500330
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
6.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WHNM5
75355.9000000000
PA
USD
80466.8100000000
0.0021857588
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
5.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31384NND8
806.8000000000
PA
USD
893.3600000000
0.0000242668
Long
ABS-MBS
USGSE
US
N
2
2030-01-01
Fixed
7.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJGG7
1511226.1200000000
PA
USD
1562434.4700000000
0.0424411618
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
4.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131X5WY4
496938.0900000000
PA
USD
511032.4500000000
0.0138814211
Long
ABS-MBS
USGSE
US
N
2
2025-08-01
Fixed
4.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131X6TS9
940573.3900000000
PA
USD
967250.3100000000
0.0262738871
Long
ABS-MBS
USGSE
US
N
2
2026-05-01
Fixed
4.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F7R68
1390885.7400000000
PA
USD
1437867.7700000000
0.0390574963
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
4.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FNJ47
1316222.5400000000
PA
USD
1329606.6800000000
0.0361167481
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XCYG6
3458063.7300000000
PA
USD
3497117.7200000000
0.0949938968
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329K4X9
241532.2900000000
PA
USD
246757.7000000000
0.0067027985
Long
ABS-MBS
USGSE
US
N
2
2026-06-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H23D8
8681632.8000000000
PA
USD
8764439.9500000000
0.2380727133
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
FNMA POOL BJ1649 FN 11/47 FIXED 4
3140H2ZP6
3543257.7400000000
PA
USD
3649103.0000000000
0.0991223463
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LWKW6
5181638.2500000000
PA
USD
4955119.3100000000
0.1345982978
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XDG42
17017478.9700000000
PA
USD
15823993.8200000000
0.4298347830
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410EDW5
6059.1800000000
PA
USD
6850.3500000000
0.0001860794
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415RGN8
128795.4300000000
PA
USD
140867.0500000000
0.0038264397
Long
ABS-MBS
USGSE
US
N
2
2038-07-01
Fixed
5.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416WFW7
543492.5400000000
PA
USD
573867.4100000000
0.0155882375
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
4.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DTQ5
11968434.5600000000
PA
USD
11166454.8900000000
0.3033198046
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329NCL0
4912013.2700000000
PA
USD
4886939.4100000000
0.1327462943
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A2HA3
13494.4400000000
PA
USD
14725.1100000000
0.0003999853
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Fixed
5.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209RZK2
2981.0000000000
PA
USD
3291.0100000000
0.0000893953
Long
ABS-MBS
USGA
US
N
2
2030-10-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AM4W9
57946.9300000000
PA
USD
62295.9200000000
0.0016921741
Long
ABS-MBS
USGA
US
N
2
2041-05-15
Fixed
4.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A44F2
439742.7900000000
PA
USD
464157.0000000000
0.0126081207
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5DW2
528957.9200000000
PA
USD
525761.9000000000
0.0142815243
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
3.0000000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2022-SFR2 Trust
74332VAG0
14000000.0000000000
PA
USD
13768267.8000000000
0.3739941047
Long
ABS-O
CORP
US
N
2
N
N
N
SMB Private Education Loan Trust
549300QHI21JZK7YIR34
SMB Private Education Loan Trust 2018-A
78449PAC3
11285529.6000000000
PA
USD
11253785.6600000000
0.3056920125
Long
ABS-O
CORP
US
Y
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5GE9
7432565.2300000000
PA
USD
7369075.5100000000
0.2001697554
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A7CU3
90547.5000000000
PA
USD
92590.0300000000
0.0025150677
Long
ABS-MBS
USGSE
US
N
2
2025-06-01
Fixed
4.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ADTJ7
10554965.0700000000
PA
USD
10687799.3100000000
0.2903178521
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133APDJ5
12669092.1500000000
PA
USD
12127131.1900000000
0.3294151187
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B3WS2
19855111.0000000000
PA
USD
19485404.8600000000
0.5292914585
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371J5C4
2480.7400000000
PA
USD
2776.4200000000
0.0000754172
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
7.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31376QEU3
2441.4700000000
PA
USD
2590.7800000000
0.0000703746
Long
ABS-MBS
USGSE
US
N
2
2026-10-01
Fixed
8.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31387H6K1
4532.1600000000
PA
USD
4982.5000000000
0.0001353421
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
6.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389FHS4
17508.6800000000
PA
USD
18736.9400000000
0.0005089605
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
5.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389XQ63
21536.0500000000
PA
USD
23889.3700000000
0.0006489185
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
6.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A4Y58
191860.2800000000
PA
USD
196011.0600000000
0.0053243430
Long
ABS-MBS
USGSE
US
N
2
2026-01-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AAL33
358484.2900000000
PA
USD
396037.7800000000
0.0107577654
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
5.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHU34
5049142.2800000000
PA
USD
5122942.0600000000
0.1391569482
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407X7K1
336858.1400000000
PA
USD
364969.9300000000
0.0099138544
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FHAH0
2428434.2800000000
PA
USD
2510463.1500000000
0.0681929224
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
4.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8Y64
8336642.2900000000
PA
USD
8441558.9300000000
0.2293021403
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JWUV0
17247353.4200000000
PA
USD
16970669.6500000000
0.4609824921
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K4EK2
1255966.1300000000
PA
USD
1235817.8000000000
0.0335691155
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KQB42
20713929.3000000000
PA
USD
19280620.6800000000
0.5237288070
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L23B7
16267006.0000000000
PA
USD
15141404.0100000000
0.4112932664
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L5K70
15452024.9400000000
PA
USD
14382815.8900000000
0.3906873711
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LT7L2
3024606.3900000000
PA
USD
3062434.8400000000
0.0831863959
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XBGT1
16902338.1500000000
PA
USD
16201734.5400000000
0.4400955365
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XF7K1
19864181.0900000000
PA
USD
19469475.8400000000
0.5288587709
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFL25
14884965.6000000000
PA
USD
14579895.2500000000
0.3960407329
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417Y6Y8
646394.5500000000
PA
USD
702021.4600000000
0.0190693478
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
5.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D6C1
39333764.0300000000
PA
USD
37586605.4300000000
1.0209831077
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D7F3
39727407.0200000000
PA
USD
37950348.4600000000
1.0308636353
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYX4
53364659.8000000000
PA
USD
49672070.8200000000
1.3492664382
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212UCW9
6335.5800000000
PA
USD
7030.7400000000
0.0001909794
Long
ABS-MBS
USGA
US
N
2
2031-01-15
Fixed
7.5000000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2020-B
78449XAB8
13334341.2600000000
PA
USD
13400104.2300000000
0.3639934999
Long
ABS-O
CORP
US
Y
2
2053-07-15
None
0
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2013-2
81745MAA9
3543549.9600000000
PA
USD
3536787.0900000000
0.0960714551
Long
ABS-MBS
CORP
US
N
2
2043-02-25
Variable
1.8700000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WVN51
27623.7200000000
PA
USD
30950.4200000000
0.0008407212
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
8.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XDBF1
6285102.8900000000
PA
USD
6350388.7700000000
0.1724986757
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WGW70
22701.8400000000
PA
USD
24719.3400000000
0.0006714634
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WKGF1
81045.5000000000
PA
USD
88666.3500000000
0.0024084869
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
5.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WQE86
209693.7100000000
PA
USD
221371.4300000000
0.0060132190
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
4.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WUFF0
9009.4300000000
PA
USD
9620.0200000000
0.0002613132
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
6.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131X4K95
16642.2700000000
PA
USD
16901.5200000000
0.0004591041
Long
ABS-MBS
USGSE
US
N
2
2023-06-01
Fixed
5.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WGYS2
96669.6200000000
PA
USD
104476.6900000000
0.0028379508
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XB4F3
1780111.4500000000
PA
USD
1800215.3200000000
0.0489001178
Long
ABS-MBS
USGSE
US
N
2
2031-04-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131Y1ZB9
3316361.7500000000
PA
USD
3436156.3600000000
0.0933379740
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A6Z97
11856.4500000000
PA
USD
12052.1500000000
0.0003273784
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Fixed
5.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XGXE3
397410.9100000000
PA
USD
424540.0500000000
0.0115319863
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
4.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XHX43
5556062.8300000000
PA
USD
5746881.9200000000
0.1561053278
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XYSD2
2226356.9600000000
PA
USD
2262376.7400000000
0.0614540315
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329HWV9
1705.8800000000
PA
USD
1888.2100000000
0.0000512904
Long
ABS-MBS
USGSE
US
N
2
2030-03-01
Fixed
8.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ACFF2
6170492.6600000000
PA
USD
6162134.1100000000
0.1673850235
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBH5
32353330.5400000000
PA
USD
30114628.8900000000
0.8180182020
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A8Q51
2293850.4900000000
PA
USD
2319756.3200000000
0.0630126608
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A8QL6
2902442.6000000000
PA
USD
2935221.6300000000
0.0797308421
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132AAYT5
703193.2000000000
PA
USD
700482.6700000000
0.0190275489
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWA52
6028774.9900000000
PA
USD
5613495.4900000000
0.1524820878
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KM4G7
44203920.3500000000
PA
USD
43325579.6100000000
1.1768736338
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371LR84
443868.2000000000
PA
USD
487389.2100000000
0.0132391884
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
6.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWC43
45762754.3800000000
PA
USD
45894638.0600000000
1.2466582087
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31339S3S2
1634287.1000000000
PA
USD
1568844.0300000000
0.0426152677
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
2.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31387FEA8
6053.1800000000
PA
USD
6760.9000000000
0.0001836496
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
7.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31387WGF8
81344.0000000000
PA
USD
91807.3500000000
0.0024938074
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
7.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389K3T6
38810.4400000000
PA
USD
42869.5100000000
0.0011644852
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
6.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W1UE5
1891750.4400000000
PA
USD
1891197.4800000000
0.0513715101
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
2.5000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust 2007-4
126379BQ8
278282.0600000000
PA
USD
96070.2900000000
0.0026096037
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Fixed
5.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WLKH0
57956.6400000000
PA
USD
61909.9000000000
0.0016816885
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
5.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GPKU1
10178471.5300000000
PA
USD
10565225.9700000000
0.2869883332
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8CZ4
10221748.0000000000
PA
USD
10175958.6600000000
0.2764144774
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XHZN9
659391.9300000000
PA
USD
681869.0800000000
0.0185219390
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XUHY6
1918292.1000000000
PA
USD
1947529.3700000000
0.0529016804
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KJ6L1
11743345.0400000000
PA
USD
10956448.1500000000
0.2976152902
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
313615MN3
143.4500000000
PA
USD
147.2400000000
0.0000039996
Long
ABS-MBS
USGSE
US
N
2
2023-07-01
Fixed
7.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329JE45
820037.1500000000
PA
USD
865787.3500000000
0.0235177997
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A45M6
305166.1200000000
PA
USD
325044.5500000000
0.0088293420
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
4.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A8RR2
1621076.3200000000
PA
USD
1638624.3100000000
0.0445107432
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A9HJ9
15240.5600000000
PA
USD
15477.9100000000
0.0004204339
Long
ABS-MBS
USGSE
US
N
2
2023-07-01
Fixed
5.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371EVX0
305.2500000000
PA
USD
318.0100000000
0.0000086383
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
7.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371NWY7
601301.7900000000
PA
USD
668234.2600000000
0.0181515698
Long
ABS-MBS
USGSE
US
N
2
2038-07-01
Fixed
6.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L22Y8
33010210.0900000000
PA
USD
30726055.4000000000
0.8346266754
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140M4DF2
18193183.6700000000
PA
USD
16911557.5700000000
0.4593768021
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385HUU4
9208.5700000000
PA
USD
10245.5000000000
0.0002783035
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
7.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389K5Z0
25867.0600000000
PA
USD
29195.8300000000
0.0007930604
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
7.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XVHJ7
2663963.9800000000
PA
USD
2641208.1300000000
0.0717444114
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329HV99
7673.3800000000
PA
USD
8466.3300000000
0.0002299750
Long
ABS-MBS
USGSE
US
N
2
2029-11-01
Fixed
7.5000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-21
126694CE6
501978.2400000000
PA
USD
363447.3600000000
0.0098724961
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
5.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WHGY7
1138.8300000000
PA
USD
1213.6900000000
0.0000329680
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A3J24
189784.8900000000
PA
USD
193890.7700000000
0.0052667486
Long
ABS-MBS
USGSE
US
N
2
2025-12-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ABBZ1
1818150.9700000000
PA
USD
1936584.7800000000
0.0526043872
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
4.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132AC2J8
3940142.8800000000
PA
USD
4037134.6200000000
0.1096626366
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B3U54
9732622.0900000000
PA
USD
9538016.3600000000
0.2590857427
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31368HKV4
6512.9800000000
PA
USD
7232.3200000000
0.0001964550
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
7.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERRE2
3710160.3900000000
PA
USD
3679627.2500000000
0.0999514913
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QLEY8
16985875.6900000000
PA
USD
16243326.2400000000
0.4412253119
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410SQE0
29413.2800000000
PA
USD
32585.2300000000
0.0008851283
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
6.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WKFU9
222882.0000000000
PA
USD
246450.7900000000
0.0066944618
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WLQS0
28720.2100000000
PA
USD
30734.8100000000
0.0008348645
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
5.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ESA65
849696.2000000000
PA
USD
846952.0200000000
0.0230061666
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397FKT8
11522582.5000000000
PA
USD
11505810.2300000000
0.3125378776
Long
ABS-MBS
USGSE
US
N
2
2037-03-15
Floating
0.7100000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KP7D9
53852931.9900000000
PA
USD
50126556.8200000000
1.3616118608
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QMJY1
44768009.1900000000
PA
USD
43864469.8900000000
1.1915117706
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329JDT1
372359.4100000000
PA
USD
424120.6800000000
0.0115205948
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329JFE2
2538073.3700000000
PA
USD
2681725.5300000000
0.0728450051
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329JWD5
763.3500000000
PA
USD
815.7700000000
0.0000221592
Long
ABS-MBS
USGSE
US
N
2
2025-09-01
Fixed
8.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B3CH8
13244837.5800000000
PA
USD
13327088.0200000000
0.3620101254
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YR3W6
12516813.1300000000
PA
USD
12766258.2000000000
0.3467760342
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402QSZ5
795756.7300000000
PA
USD
858405.0700000000
0.0233172713
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
5.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416HAC9
130536.5000000000
PA
USD
133126.8700000000
0.0036161894
Long
ABS-MBS
USGSE
US
N
2
2023-11-01
Fixed
5.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYB2
29655680.2800000000
PA
USD
27603643.6200000000
0.7498110970
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KLZW0
17034756.9500000000
PA
USD
15856030.1300000000
0.4307050007
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31388LYP9
5307.1100000000
PA
USD
5979.1900000000
0.0001624156
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
7.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFNK3
33551670.8200000000
PA
USD
31188109.9500000000
0.8471776862
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209R5F6
67318.4800000000
PA
USD
74879.0800000000
0.0020339766
Long
ABS-MBS
USGA
US
N
2
2030-11-15
Fixed
8.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FFE31
3362631.5200000000
PA
USD
3347568.2800000000
0.0909316132
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GYH85
4303256.7600000000
PA
USD
4425753.2700000000
0.1202188725
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329JE52
263165.4400000000
PA
USD
282516.5700000000
0.0076741340
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A1V27
898213.9000000000
PA
USD
949481.7000000000
0.0257912298
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
5.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31408F6D6
172718.6500000000
PA
USD
187241.3900000000
0.0050861283
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
5.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8H97
1400673.8000000000
PA
USD
1444835.0800000000
0.0392467528
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211NGL6
9225.6000000000
PA
USD
10057.1500000000
0.0002731872
Long
ABS-MBS
USGA
US
N
2
2029-08-15
Fixed
7.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFA92
18351941.3500000000
PA
USD
17548240.1000000000
0.4766713170
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGF79
19895211.0000000000
PA
USD
19954413.1800000000
0.5420313579
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176M4Y6
404450.6600000000
PA
USD
434805.1700000000
0.0118108227
Long
ABS-MBS
USGA
US
N
2
2041-09-15
Fixed
4.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207TSJ1
8067.7100000000
PA
USD
8923.1200000000
0.0002423830
Long
ABS-MBS
USGA
US
N
2
2029-11-15
Fixed
8.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A1WV2
41991.7900000000
PA
USD
46557.1700000000
0.0012646549
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A43J5
496129.0100000000
PA
USD
523359.5500000000
0.0142162681
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
4.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416WWF5
1422454.7100000000
PA
USD
1503094.9500000000
0.0408292937
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DV74
7943522.1900000000
PA
USD
7396349.3500000000
0.2009106079
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9CV1
7690738.5200000000
PA
USD
7884862.7600000000
0.2141803335
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MBCA8
22139838.8200000000
PA
USD
21163332.4500000000
0.5748698157
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SUU9
7097136.4400000000
PA
USD
7088961.9600000000
0.1925608958
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
3.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36181LUB2
526573.4000000000
PA
USD
543518.0100000000
0.0147638421
Long
ABS-MBS
USGA
US
N
2
2043-08-15
Fixed
3.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210JJ41
12737.9800000000
PA
USD
13927.4400000000
0.0003783178
Long
ABS-MBS
USGA
US
N
2
2031-08-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36182AJY8
368043.7600000000
PA
USD
395780.9000000000
0.0107507876
Long
ABS-MBS
USGA
US
N
2
2043-10-15
Fixed
4.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36197FN58
9788117.8700000000
PA
USD
9954109.6700000000
0.2703882862
Long
ABS-MBS
USGA
US
N
2
2047-03-20
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDDJ0
40058008.2400000000
PA
USD
38413246.4500000000
1.0434375568
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
2.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QMCQ5
20881127.9800000000
PA
USD
20466215.7900000000
0.5559336993
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XATK8
8923188.3200000000
PA
USD
8330841.2000000000
0.2262946611
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XBQ45
20795888.7700000000
PA
USD
19376405.0700000000
0.5263306446
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBB8
22292299.2500000000
PA
USD
20749774.6900000000
0.5636361466
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AQEG8
15272282.7600000000
PA
USD
14604644.2300000000
0.3967130014
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XDN69
34183735.2500000000
PA
USD
32772158.9200000000
0.8902059731
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFWF4
10000000.0000000000
PA
USD
9804423.0000000000
0.2663222749
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371NFP5
193668.6100000000
PA
USD
226171.6600000000
0.0061436100
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
7.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374MRG1
0.4000000000
PA
USD
0.4000000000
0.0000000109
Long
ABS-MBS
USGSE
US
N
2
2023-07-01
Fixed
8.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410CHA3
198470.2000000000
PA
USD
216187.5600000000
0.0058724071
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
5.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411FRC0
33173.8800000000
PA
USD
37506.8000000000
0.0010188153
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FAV8
390584.2000000000
PA
USD
414157.9500000000
0.0112499723
Long
ABS-MBS
USGA
US
N
2
2039-08-20
Fixed
5.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AS3K3
1239403.2000000000
PA
USD
1284966.3900000000
0.0349041624
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
4.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620C2GA6
123566.1400000000
PA
USD
131565.6500000000
0.0035737813
Long
ABS-MBS
USGA
US
N
2
2040-09-15
Fixed
4.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413QTS7
59961.4400000000
PA
USD
68463.3100000000
0.0018597019
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415WZZ9
34456.8900000000
PA
USD
38422.6300000000
0.0010436924
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
6.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TW39
2600.8000000000
PA
USD
2810.2900000000
0.0000763373
Long
ABS-MBS
USGSE
US
N
2
2029-08-01
Fixed
6.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31383B3T2
9941.4500000000
PA
USD
10641.0000000000
0.0002890466
Long
ABS-MBS
USGSE
US
N
2
2029-05-01
Fixed
6.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389PR36
25042.1300000000
PA
USD
28189.1800000000
0.0007657163
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
7.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHST0
7171595.4500000000
PA
USD
7119299.4600000000
0.1933849680
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DP29
154422.4500000000
PA
USD
174738.7500000000
0.0047465130
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
6.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FDF27
3096938.3900000000
PA
USD
3070484.0300000000
0.0834050399
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418U4W1
660443.1800000000
PA
USD
708363.5500000000
0.0192416211
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
5.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419JTQ1
161054.7400000000
PA
USD
164488.7300000000
0.0044680868
Long
ABS-MBS
USGSE
US
N
2
2025-11-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GYMJ5
3810646.9300000000
PA
USD
3924479.7200000000
0.1066025371
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H6DJ5
3860135.2600000000
PA
USD
3972430.4500000000
0.1079050460
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36181BRQ5
782027.2400000000
PA
USD
807192.0900000000
0.0219261484
Long
ABS-MBS
USGA
US
N
2
2043-08-15
Fixed
3.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207TRK9
2247.4100000000
PA
USD
2484.1900000000
0.0000674793
Long
ABS-MBS
USGA
US
N
2
2029-10-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210A5T0
2625.3000000000
PA
USD
2819.8800000000
0.0000765978
Long
ABS-MBS
USGA
US
N
2
2029-02-15
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210AXX0
6612.5900000000
PA
USD
7076.6300000000
0.0001922259
Long
ABS-MBS
USGA
US
N
2
2028-12-15
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211EE87
1208.7200000000
PA
USD
1297.3200000000
0.0000352397
Long
ABS-MBS
USGA
US
N
2
2029-10-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296JDL6
166578.6200000000
PA
USD
180505.9600000000
0.0049031705
Long
ABS-MBS
USGA
US
N
2
2039-01-15
Fixed
5.5000000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2021-3
81748VAA6
15901826.3700000000
PA
USD
14675025.9100000000
0.3986248130
Long
ABS-MBS
CORP
US
Y
2
2051-05-25
Variable
2.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HDPB4
12346760.9000000000
PA
USD
12148692.9300000000
0.3300008107
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HLTG1
3991166.4800000000
PA
USD
4092306.6300000000
0.1111613005
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7YG4
6324299.6300000000
PA
USD
6282134.8900000000
0.1706446626
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L1UL7
13091463.6000000000
PA
USD
12193776.7000000000
0.3312254429
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LNLD7
33441436.0000000000
PA
USD
31989970.6700000000
0.8689590161
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LVU31
15938971.4100000000
PA
USD
15247169.0500000000
0.4141662133
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140M9MK0
25627448.8200000000
PA
USD
24505125.4500000000
0.6656445521
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QFD55
22468318.0000000000
PA
USD
21032976.6900000000
0.5713288992
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415VKS3
47755.7000000000
PA
USD
53100.7000000000
0.0014423999
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Fixed
6.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416L5R3
298136.2200000000
PA
USD
330975.1200000000
0.0089904370
Long
ABS-MBS
USGSE
US
N
2
2039-02-01
Fixed
6.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YT72
105534.8100000000
PA
USD
107785.0100000000
0.0029278163
Long
ABS-MBS
USGSE
US
N
2
2025-11-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CFD1
26726162.3100000000
PA
USD
26497864.7600000000
0.7197742920
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EYL7
94793.9000000000
PA
USD
102888.6500000000
0.0027948141
Long
ABS-MBS
USGA
US
N
2
2038-12-20
Fixed
5.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208QTR7
6843.5500000000
PA
USD
7379.8400000000
0.0002004622
Long
ABS-MBS
USGA
US
N
2
2029-01-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209EVF6
10124.6100000000
PA
USD
10893.9200000000
0.0002959168
Long
ABS-MBS
USGA
US
N
2
2028-10-15
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AR3Y5
141093.9200000000
PA
USD
151683.1900000000
0.0041202437
Long
ABS-MBS
USGA
US
N
2
2041-02-15
Fixed
4.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620C3BR2
740369.1800000000
PA
USD
767279.2300000000
0.0208419761
Long
ABS-MBS
USGA
US
N
2
2040-09-15
Fixed
4.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210JUZ9
6621.4900000000
PA
USD
7187.7400000000
0.0001952441
Long
ABS-MBS
USGA
US
N
2
2029-05-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210U5X7
19199.6000000000
PA
USD
20841.4800000000
0.0005661272
Long
ABS-MBS
USGA
US
N
2
2030-05-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241K5Y0
289192.0300000000
PA
USD
310968.5400000000
0.0084469886
Long
ABS-MBS
USGA
US
N
2
2039-05-15
Fixed
5.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241LPY6
2003016.0100000000
PA
USD
2073536.6000000000
0.0563244756
Long
ABS-MBS
USGA
US
N
2
2040-10-15
Fixed
4.0000000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust 2022-PJ3
362924AE2
37900000.0000000000
PA
USD
34952388.1400000000
0.9494285919
Long
ABS-MBS
CORP
US
Y
2
2052-08-26
Variable
2.5000000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2022-1 Trust
43730NAC0
15200000.0000000000
PA
USD
15102720.0000000000
0.4102424740
Long
ABS-O
CORP
US
Y
2
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2022-3
46654UAC9
45059800.0000000000
PA
USD
41625752.0900000000
1.1307003983
Long
ABS-MBS
CORP
US
Y
2
2052-08-25
Variable
2.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WGZ69
9045.0100000000
PA
USD
9629.2700000000
0.0002615645
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
5.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XVKV6
3809681.9900000000
PA
USD
3777139.3100000000
0.1026002584
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131Y1M80
3531520.2400000000
PA
USD
3625426.8900000000
0.0984792207
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A1WT7
357381.3600000000
PA
USD
381029.4300000000
0.0103500863
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
5.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWCQ4
19282905.2000000000
PA
USD
18887698.2000000000
0.5130556640
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ANZG2
6422871.2400000000
PA
USD
6148112.3700000000
0.1670041442
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31346YPK3
2034805.2900000000
PA
USD
2002798.6200000000
0.0544029857
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374JJF9
761.0400000000
PA
USD
806.4700000000
0.0000219065
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Fixed
7.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31387H6N5
12482.5900000000
PA
USD
13651.4000000000
0.0003708196
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
6.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389AMF7
5723.4000000000
PA
USD
6453.7400000000
0.0001753061
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
7.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WG2S7
495.9300000000
PA
USD
529.6800000000
0.0000143880
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
5.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WHPZ4
85865.7100000000
PA
USD
93507.4900000000
0.0025399891
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
5.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WVRK4
11374.9300000000
PA
USD
12763.9400000000
0.0003467131
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
7.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHZ21
3191708.5400000000
PA
USD
3300352.3800000000
0.0896490649
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERX21
942715.3600000000
PA
USD
980303.5900000000
0.0266284596
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FBVP2
5723840.3500000000
PA
USD
5821811.3200000000
0.1581406713
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H22L1
4984865.8200000000
PA
USD
5168669.2900000000
0.1403990590
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131X6VW7
191314.7300000000
PA
USD
195453.7100000000
0.0053092035
Long
ABS-MBS
USGSE
US
N
2
2026-06-01
Fixed
3.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XW5S8
9537334.8500000000
PA
USD
9899727.8200000000
0.2689110857
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFAH4
25702534.9700000000
PA
USD
25266116.2100000000
0.6863157115
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGA58
59250000.0000000000
PA
USD
58188411.8300000000
1.5805999202
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A3AF7
59785.6600000000
PA
USD
64075.6700000000
0.0017405184
Long
ABS-MBS
USGSE
US
N
2
2039-02-01
Fixed
5.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ACJL5
12665767.9000000000
PA
USD
12839020.4100000000
0.3487525093
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KMSJ5
45853917.5000000000
PA
USD
43845800.2100000000
1.1910046371
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31382F2Q1
2913.9900000000
PA
USD
3085.2800000000
0.0000838070
Long
ABS-MBS
USGSE
US
N
2
2029-02-01
Fixed
6.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389E6Z3
35910.0700000000
PA
USD
39412.3800000000
0.0010705775
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
7.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DUK3
287867.3400000000
PA
USD
311728.9800000000
0.0084676448
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
5.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410GF99
280527.7800000000
PA
USD
304496.5800000000
0.0082711876
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201CNF7
52736.9800000000
PA
USD
57613.2600000000
0.0015649768
Long
ABS-MBS
USGA
US
N
2
2032-02-15
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211BU77
7659.4100000000
PA
USD
8411.5900000000
0.0002284881
Long
ABS-MBS
USGA
US
N
2
2030-01-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212P5E8
2895.2000000000
PA
USD
3178.9500000000
0.0000863514
Long
ABS-MBS
USGA
US
N
2
2030-10-15
Fixed
7.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H1K25
5816731.9700000000
PA
USD
5988673.4000000000
0.1626732265
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L5BU9
9114537.9800000000
PA
USD
8483853.8800000000
0.2304510184
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LYP64
47725831.6900000000
PA
USD
46424458.0300000000
1.2610499643
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
2.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q72C0
8153366.2700000000
PA
USD
8257250.7600000000
0.2242956885
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QHKC8
18471721.8000000000
PA
USD
17682977.4300000000
0.4803312522
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QNCY6
25946414.6000000000
PA
USD
25503828.4400000000
0.6927728036
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFYU9
53006040.0900000000
PA
USD
49255444.0100000000
1.3379494031
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D3G5
12414587.2500000000
PA
USD
11543916.2400000000
0.3135729695
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213UR85
44868.4900000000
PA
USD
49298.4300000000
0.0013391171
Long
ABS-MBS
USGA
US
N
2
2031-10-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296QH85
182374.0700000000
PA
USD
197507.4500000000
0.0053649902
Long
ABS-MBS
USGA
US
N
2
2039-02-15
Fixed
5.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209MTA2
6086.4400000000
PA
USD
6527.9700000000
0.0001773224
Long
ABS-MBS
USGA
US
N
2
2028-06-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225A7D6
5552.3600000000
PA
USD
5945.7600000000
0.0001615075
Long
ABS-MBS
USGA
US
N
2
2028-11-15
Fixed
6.5000000000
N
N
N
N
N
N
Federated Hermes Government Obligations Fund
254900VAJ9169N7JRF45
Federated Hermes Government Obligations Fund
608919718
407483209.7500000000
NS
USD
407483209.7500000000
11.0686631337
Long
STIV
RF
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241KY93
220561.1600000000
PA
USD
234840.0000000000
0.0063790723
Long
ABS-MBS
USGA
US
N
2
2039-01-15
Fixed
4.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374L4K4
3018502.9200000000
PA
USD
3013801.6000000000
0.0818653477
Long
ABS-MBS
USGA
US
N
2
2035-09-16
Floating
0.5700000000
N
N
N
N
N
N
Discover Card Execution Note Trust
549300CKCX1QE4RUW216
Discover Card Execution Note Trust
254683CE3
12340000.0000000000
PA
USD
12352514.6100000000
0.3355373174
Long
ABS-O
CORP
US
N
2
2025-08-15
Floating
2.8
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WUD96
4467.2900000000
PA
USD
4845.1500000000
0.0001316111
Long
ABS-MBS
USGSE
US
N
2
2029-06-01
Fixed
6.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WVM29
31176.8700000000
PA
USD
34951.8700000000
0.0009494145
Long
ABS-MBS
USGSE
US
N
2
2031-01-01
Fixed
8.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WVNH5
14276.4300000000
PA
USD
15948.6700000000
0.0004332214
Long
ABS-MBS
USGSE
US
N
2
2031-03-01
Fixed
8.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WWVW1
7305.5300000000
PA
USD
8092.2400000000
0.0002198134
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
7.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XLET0
15544812.4000000000
PA
USD
15514039.8900000000
0.4214153547
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XVQX6
5922020.4300000000
PA
USD
5902894.6700000000
0.1603431775
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329NGU6
2047576.5000000000
PA
USD
2031365.6300000000
0.0551789652
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A1GB4
62677.4900000000
PA
USD
66820.4200000000
0.0018150753
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
5.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A1HV9
775935.7600000000
PA
USD
833581.8900000000
0.0226429873
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
5.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A1K29
150913.7800000000
PA
USD
171015.4800000000
0.0046453760
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
6.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A2PC0
329730.1400000000
PA
USD
348878.7600000000
0.0094767622
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
5.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132AA4K7
5149227.7800000000
PA
USD
5111679.1000000000
0.1388510070
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ACMU1
3943062.5000000000
PA
USD
4112117.7600000000
0.1116994398
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWCK7
18488779.2000000000
PA
USD
18127541.7300000000
0.4924071668
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B5GW6
7098026.2500000000
PA
USD
6959205.1800000000
0.1890362498
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KJXM9
17187358.4400000000
PA
USD
16895523.9700000000
0.4589412737
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371G6Y1
18537.4000000000
PA
USD
19630.8000000000
0.0005332409
Long
ABS-MBS
USGSE
US
N
2
2028-09-01
Fixed
6.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371HDQ8
7387.3000000000
PA
USD
7861.6500000000
0.0002135498
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
6.0000000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F6JH1
23310083.7900000000
PA
USD
23328557.0300000000
0.6336848562
Long
ABS-MBS
USGSE
US
N
2
2030-09-25
Floating
0.4300000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390CF68
5004.1100000000
PA
USD
5659.1900000000
0.0001537233
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
7.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31401HUE0
2984.3900000000
PA
USD
3265.9100000000
0.0000887135
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
7.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DDX4
414235.6800000000
PA
USD
449027.2500000000
0.0121971440
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
5.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DP37
268803.9900000000
PA
USD
289958.1100000000
0.0078762721
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
5.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DUH0
86697.4700000000
PA
USD
94042.5900000000
0.0025545243
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
5.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HDNU4
2295463.9800000000
PA
USD
2203544.8800000000
0.0598559533
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
2.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JUCP7
3182814.3600000000
PA
USD
3135584.5800000000
0.0851733976
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L1HU2
4760259.7600000000
PA
USD
4438309.5900000000
0.1205599459
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MFR47
7253308.3800000000
PA
USD
6935658.4400000000
0.1883966383
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCHG4
11315951.3300000000
PA
USD
10862817.6400000000
0.2950719594
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
2.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QMD27
33395060.6400000000
PA
USD
32786282.0400000000
0.8905896062
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFA84
18300925.0100000000
PA
USD
17525192.7200000000
0.4760452699
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412MRV2
82526.2900000000
PA
USD
83731.6400000000
0.0022744430
Long
ABS-MBS
USGSE
US
N
2
2023-05-01
Fixed
5.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CCH5
3002716.9000000000
PA
USD
2978944.0900000000
0.0809184964
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D5B4
28673791.2000000000
PA
USD
27222395.5700000000
0.7394550721
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
1.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DWR9
27109880.9900000000
PA
USD
25242473.7700000000
0.6856735005
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209DR97
22872.8900000000
PA
USD
24906.6700000000
0.0006765519
Long
ABS-MBS
USGA
US
N
2
2031-09-15
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A94G3
210311.7300000000
PA
USD
223927.0400000000
0.0060826383
Long
ABS-MBS
USGA
US
N
2
2040-01-15
Fixed
4.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329HV57
14441.4400000000
PA
USD
15897.9900000000
0.0004318448
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
7.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A43G1
1684331.3700000000
PA
USD
1803345.7200000000
0.0489851503
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
5.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ADTK4
12787166.7900000000
PA
USD
12936105.3200000000
0.3513896735
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371EXL4
1152.2600000000
PA
USD
1205.2800000000
0.0000327396
Long
ABS-MBS
USGSE
US
N
2
2024-07-01
Fixed
7.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371H2G2
1528.3800000000
PA
USD
1692.6800000000
0.0000459791
Long
ABS-MBS
USGSE
US
N
2
2029-11-01
Fixed
8.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X3L75
3015724.3600000000
PA
USD
3006927.1900000000
0.0816786148
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FPYF0
899228.7600000000
PA
USD
891547.4600000000
0.0242175340
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HBDG0
2017547.9200000000
PA
USD
2087400.0700000000
0.0567010558
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8JU0
3772417.8000000000
PA
USD
3731941.2700000000
0.1013725223
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XBEK2
33813982.4100000000
PA
USD
33197567.0400000000
0.9017615392
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
3.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209PNM5
6248.8200000000
PA
USD
6635.0200000000
0.0001802303
Long
ABS-MBS
USGA
US
N
2
2028-10-15
Fixed
6.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241LS23
927007.7600000000
PA
USD
960623.1900000000
0.0260938714
Long
ABS-MBS
USGA
US
N
2
2041-01-15
Fixed
4.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131X47B5
109579.6100000000
PA
USD
111881.8900000000
0.0030391018
Long
ABS-MBS
USGSE
US
N
2
2024-09-01
Fixed
4.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131X4MQ5
36644.0000000000
PA
USD
37214.9000000000
0.0010108863
Long
ABS-MBS
USGSE
US
N
2
2023-07-01
Fixed
5.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131Y0K76
5884444.6400000000
PA
USD
6234196.0200000000
0.1693424760
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329JEV5
145183.6700000000
PA
USD
153324.6600000000
0.0041648318
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
4.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A0FG6
210.7000000000
PA
USD
223.8300000000
0.0000060800
Long
ABS-MBS
USGSE
US
N
2
2025-09-01
Fixed
8.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A2UN0
61884.7200000000
PA
USD
66261.8100000000
0.0017999015
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Fixed
5.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132AA6F6
7245454.7900000000
PA
USD
7188091.8000000000
0.1952536075
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBT9
4040024.8000000000
PA
USD
3757948.6500000000
0.1020789733
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B5M90
12138164.8600000000
PA
USD
11914045.7800000000
0.3236269769
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KLUX3
7547274.4200000000
PA
USD
7025037.7500000000
0.1908244916
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31372BR28
2800.1800000000
PA
USD
2854.1200000000
0.0000775278
Long
ABS-MBS
USGSE
US
N
2
2024-02-01
Fixed
7.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DJY6
240112.6800000000
PA
USD
263203.9800000000
0.0071495368
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
6.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L8ZQ6
16795861.5300000000
PA
USD
15633665.1700000000
0.4246647940
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QMFW9
47278567.0500000000
PA
USD
45989389.2700000000
1.2492319815
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
2.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413UUB3
199.0300000000
PA
USD
226.4700000000
0.0000061517
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
6.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D6D9
18978272.2000000000
PA
USD
18601170.1400000000
0.5052725640
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DUG5
28974447.9500000000
PA
USD
27014822.0100000000
0.7338166513
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201XQG6
97017.1000000000
PA
USD
106843.5100000000
0.0029022418
Long
ABS-MBS
USGA
US
N
2
2036-04-15
Fixed
6.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210FFY7
10761.1500000000
PA
USD
11549.9600000000
0.0003137371
Long
ABS-MBS
USGA
US
N
2
2028-11-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241KXB9
131892.8800000000
PA
USD
142366.7300000000
0.0038671762
Long
ABS-MBS
USGA
US
N
2
2038-12-15
Fixed
5.5000000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-G
63941UAA1
10682923.0500000000
PA
USD
10327630.4000000000
0.2805344101
Long
ABS-O
CORP
US
Y
2
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2005-SA3 Trust
76111XWD1
66320.7300000000
PA
USD
69779.8400000000
0.0018954635
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Variable
2.8500000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2012-6
81744NAB6
2004483.4000000000
PA
USD
1995104.6200000000
0.0541939899
Long
ABS-MBS
CORP
US
N
2
2042-12-25
Variable
1.8100000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WQ2E6
724627.7200000000
PA
USD
748841.5200000000
0.0203411437
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WGZP7
84660.3500000000
PA
USD
90338.8100000000
0.0024539167
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
5.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132AA2E3
5575952.8700000000
PA
USD
5594536.9600000000
0.1519671081
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389XCN1
107201.0000000000
PA
USD
121398.6400000000
0.0032976099
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
7.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L5B47
31780786.1000000000
PA
USD
29581701.8900000000
0.8035420486
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DSH6
4613912.3400000000
PA
USD
4304743.7600000000
0.1169318328
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WHNZ6
213458.2200000000
PA
USD
232367.5700000000
0.0063119125
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
5.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WNX58
140423.5300000000
PA
USD
150469.3300000000
0.0040872710
Long
ABS-MBS
USGSE
US
N
2
2040-02-01
Fixed
5.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WUGJ1
1898.8600000000
PA
USD
2047.7400000000
0.0000556238
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
6.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131X6R69
68634.6000000000
PA
USD
70581.2400000000
0.0019172323
Long
ABS-MBS
USGSE
US
N
2
2026-05-01
Fixed
4.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131X4WH4
69025.5500000000
PA
USD
70983.2800000000
0.0019281531
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
4.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131Y0K50
3203379.3600000000
PA
USD
3296568.8700000000
0.0895462916
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XG5D6
448462.0600000000
PA
USD
477674.7400000000
0.0129753096
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
4.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131Y3W44
2086603.2500000000
PA
USD
2172478.0300000000
0.0590120695
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131Y0WR9
8779601.9000000000
PA
USD
9021291.1700000000
0.2450496870
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6A59
38314893.2000000000
PA
USD
37246187.3800000000
1.0117361679
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
2.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A2ZT2
352475.1300000000
PA
USD
376951.4600000000
0.0102393145
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
5.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ACGV6
8374229.3600000000
PA
USD
8318397.5400000000
0.2259566480
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31373UBE6
189.3200000000
PA
USD
201.6200000000
0.0000054767
Long
ABS-MBS
USGSE
US
N
2
2025-06-01
Fixed
9.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A5GV8
1223263.0600000000
PA
USD
1265015.6000000000
0.0343622294
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EAE37
2397204.5900000000
PA
USD
2497281.4100000000
0.0678348605
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
4.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403C6L0
1209914.9400000000
PA
USD
1289172.7200000000
0.0350184209
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
5.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DBX6
59504.0700000000
PA
USD
64521.6500000000
0.0017526327
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406TC41
23900.6200000000
PA
USD
25733.5900000000
0.0006990139
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
5.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FAVG4
1534444.3700000000
PA
USD
1522296.0200000000
0.0413508617
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HJMV0
3826760.3200000000
PA
USD
3926125.9800000000
0.1066472553
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AT2U4
14603379.2800000000
PA
USD
14313207.2100000000
0.3887965570
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TRX9
5714.5500000000
PA
USD
6085.1200000000
0.0001652931
Long
ABS-MBS
USGSE
US
N
2
2029-05-01
Fixed
6.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385JG85
17427.7800000000
PA
USD
19433.5400000000
0.0005278826
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
7.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31386PZU0
26798.5400000000
PA
USD
28640.9400000000
0.0007779877
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
5.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8LU5
16821318.8300000000
PA
USD
17290371.2100000000
0.4696666999
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L3GC9
6784499.2300000000
PA
USD
6315043.0900000000
0.1715385640
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389AXM0
2616.6200000000
PA
USD
2876.6200000000
0.0000781390
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
6.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AJK50
897865.4400000000
PA
USD
956352.1300000000
0.0259778546
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
4.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MB5A6
8773079.0600000000
PA
USD
8380647.8300000000
0.2276475827
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3617GSY86
4210804.4500000000
PA
USD
4377762.8500000000
0.1189152856
Long
ABS-MBS
USGA
US
N
2
2048-06-15
Fixed
4.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209JLM1
3353.9600000000
PA
USD
3725.1800000000
0.0001011889
Long
ABS-MBS
USGA
US
N
2
2029-05-15
Fixed
8.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A9PT2
562973.7600000000
PA
USD
599419.9500000000
0.0162823335
Long
ABS-MBS
USGA
US
N
2
2039-10-15
Fixed
4.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390MUM4
50560.0500000000
PA
USD
55422.1100000000
0.0015054575
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
7.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140M2PG1
49266725.9300000000
PA
USD
47093752.9400000000
1.2792303450
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QMV43
32192054.6700000000
PA
USD
31532272.0700000000
0.8565263280
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QMZG2
48055023.2400000000
PA
USD
45935493.9700000000
1.2477679975
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211L6Z0
733.1100000000
PA
USD
809.8500000000
0.0000219983
Long
ABS-MBS
USGA
US
N
2
2029-08-15
Fixed
8.0000000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2022-2
46655DAC6
39126092.7300000000
PA
USD
36156484.8900000000
0.9821360531
Long
ABS-MBS
CORP
US
Y
2
2052-08-25
Variable
2.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCDF2
20122402.2900000000
PA
USD
18824348.3800000000
0.5113348623
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415SMP4
14281.3400000000
PA
USD
14503.8000000000
0.0003939737
Long
ABS-MBS
USGSE
US
N
2
2023-08-01
Fixed
5.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209VKF0
4520.5300000000
PA
USD
4747.0300000000
0.0001289459
Long
ABS-MBS
USGA
US
N
2
2028-10-15
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A1ZV3
145801.2200000000
PA
USD
155240.2000000000
0.0042168645
Long
ABS-MBS
USGA
US
N
2
2039-06-15
Fixed
4.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296XJ96
341688.5800000000
PA
USD
367418.1400000000
0.0099803563
Long
ABS-MBS
USGA
US
N
2
2039-01-15
Fixed
5.0000000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-F
63941XAA5
5147303.0600000000
PA
USD
5017493.7400000000
0.1362926046
Long
ABS-O
CORP
US
Y
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WGWV7
25295.2600000000
PA
USD
27547.3900000000
0.0007482831
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WM2L9
60376.2500000000
PA
USD
64765.7400000000
0.0017592631
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
5.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WWVX9
112932.5800000000
PA
USD
127734.4600000000
0.0034697128
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
7.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XDEK7
1043316.7500000000
PA
USD
1054382.2700000000
0.0286406946
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XYNZ8
6516447.6500000000
PA
USD
6599475.6600000000
0.1792647432
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A4WE4
45347.3500000000
PA
USD
49119.4600000000
0.0013342556
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
5.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A9JZ1
48090.3100000000
PA
USD
49100.4600000000
0.0013337395
Long
ABS-MBS
USGSE
US
N
2
2024-07-01
Fixed
4.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AARF1
18660302.3100000000
PA
USD
17421577.3300000000
0.4732307151
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B2KL2
14541703.9600000000
PA
USD
13891234.6400000000
0.3773343123
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B5PM8
13925354.6600000000
PA
USD
13315510.4600000000
0.3616956385
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31388UL24
37615.5100000000
PA
USD
39975.3700000000
0.0010858703
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
7.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389XNG4
133461.3000000000
PA
USD
147254.8200000000
0.0039999538
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
6.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ER6R6
5059416.5000000000
PA
USD
5146014.9900000000
0.1397836893
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ET5G7
4994353.4300000000
PA
USD
5064230.9300000000
0.1375621494
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X67H2
1767494.0100000000
PA
USD
1762338.0500000000
0.0478712392
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390HFA8
12212.4200000000
PA
USD
13838.9500000000
0.0003759141
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
7.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409JYR5
102356.2800000000
PA
USD
113344.1600000000
0.0030788221
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
6.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HDFC3
4276624.9100000000
PA
USD
4397026.8700000000
0.1194385635
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q97G2
1092335.3300000000
PA
USD
1080615.0100000000
0.0293532672
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7TX7
20456738.4900000000
PA
USD
20109391.2500000000
0.5462411021
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BXA1
105338.0800000000
PA
USD
110900.8500000000
0.0030124533
Long
ABS-MBS
USGSE
US
N
2
2039-02-01
Fixed
4.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CV27
4090993.8700000000
PA
USD
4126498.7900000000
0.1120900786
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
3.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617BRAH9
11634155.7000000000
PA
USD
11836179.3200000000
0.3215118526
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200XHQ5
10030.9300000000
PA
USD
11073.1200000000
0.0003007845
Long
ABS-MBS
USGA
US
N
2
2031-12-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208E4T7
9386.5100000000
PA
USD
10020.2700000000
0.0002721854
Long
ABS-MBS
USGA
US
N
2
2027-11-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210MTM3
4745.6600000000
PA
USD
5069.0800000000
0.0001376939
Long
ABS-MBS
USGA
US
N
2
2029-03-15
Fixed
6.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211SAT4
13305.0500000000
PA
USD
14533.5500000000
0.0003947818
Long
ABS-MBS
USGA
US
N
2
2030-11-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BLL0
9210.1700000000
PA
USD
9956.8600000000
0.0002704630
Long
ABS-MBS
USGA
US
N
2
2030-12-15
Fixed
7.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WGWJ4
57630.5100000000
PA
USD
62531.3200000000
0.0016985684
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WKYX2
104335.3900000000
PA
USD
114107.9300000000
0.0030995688
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
5.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XCYF8
2664126.3900000000
PA
USD
2694213.9700000000
0.0731842347
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XULW5
12266144.3400000000
PA
USD
12176698.3900000000
0.3307615365
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329JER4
1470154.2200000000
PA
USD
1552382.1500000000
0.0421681057
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
4.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A9AQ0
2170070.0800000000
PA
USD
2194577.9800000000
0.0596123811
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ACSS0
5020898.6500000000
PA
USD
4993228.9800000000
0.1356334892
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ALH76
2054453.4900000000
PA
USD
2075012.2000000000
0.0563645581
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
3.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ASHR7
41837690.7500000000
PA
USD
39992385.0100000000
1.0863324598
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ATBM2
33505193.8100000000
PA
USD
32037874.0500000000
0.8702602387
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B44K8
12665979.8700000000
PA
USD
12111288.4800000000
0.3289847755
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31387NSV0
1860.2200000000
PA
USD
2035.3200000000
0.0000552864
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
6.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L1HT5
4149671.1600000000
PA
USD
3869016.8700000000
0.1050959730
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L5HY5
13632501.9000000000
PA
USD
12710496.2600000000
0.3452613457
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LP3H3
17580251.4100000000
PA
USD
16833693.7300000000
0.4572617490
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MB7L0
22267822.0300000000
PA
USD
22452382.1900000000
0.6098848960
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFGR6
24568975.7500000000
PA
USD
23895196.1600000000
0.6490767484
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
2.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGPS2
89997378.0000000000
PA
USD
90265183.2000000000
2.4519167456
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410K4R2
32598.1900000000
PA
USD
37167.5700000000
0.0010096006
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211PA86
36719.4000000000
PA
USD
40217.2400000000
0.0010924403
Long
ABS-MBS
USGA
US
N
2
2029-10-15
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241LTT3
634561.5900000000
PA
USD
675642.2800000000
0.0183527974
Long
ABS-MBS
USGA
US
N
2
2041-03-15
Fixed
4.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36295QHT0
119774.7700000000
PA
USD
127528.8300000000
0.0034641272
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
4.5000000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust 2022-1
46654WAC5
39465144.2600000000
PA
USD
37564341.1100000000
1.0203783313
Long
ABS-MBS
CORP
US
Y
2
2052-07-25
Variable
3.0000000000
N
N
N
N
N
N
2022-05-25
Federated Hermes Core Trust
Stephen Van Meter
Federated Hermes Core Trust
Chief Compliance Officer
XXXX