NPORT-P
false
0000912577
XXXXXXXX
S000009748
C000026775
Federated Hermes Insurance Series
811-08042
0000912577
254900PGYAB5I8WZFV72
Federated Hermes Funds
4000 Ericsson Drive
Warrendale
15086-7561
8003417400
Federated Hermes Fund For U.S. Government Securities II
S000009748
254900XGJCH26G9LF241
2022-12-31
2022-03-31
N
116417443.630000000000
9488227.810000000000
106929215.820000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
7427030.900000000000
0.000000000000
0.000000000000
58.900000000000
USD
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust 2015-WIN1
12649KAK3
94167.5500000000
PA
USD
94312.1300000000
0.0882005253
Long
ABS-MBS
CORP
US
Y
2
2044-12-25
Variable
3.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WHLG0
50096.6900000000
PA
USD
54276.2100000000
0.0507590087
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
5.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WHME4
3294.2000000000
PA
USD
3586.7200000000
0.0033542937
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
5.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WHNB9
17766.0800000000
PA
USD
18925.2200000000
0.0176988299
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
5.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WWVG6
158310.0500000000
PA
USD
179168.4900000000
0.1675580323
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
3131XHX43
970914.6000000000
PA
USD
1004259.9800000000
0.9391820302
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
31329HVL2
1697.7300000000
PA
USD
1834.4600000000
0.0017155835
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
31329HYW5
8148.0600000000
PA
USD
9087.0300000000
0.0084981732
Long
ABS-MBS
USGSE
US
N
2
2031-01-01
Fixed
7.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329J4K0
344.1500000000
PA
USD
345.3700000000
0.0003229894
Long
ABS-MBS
USGSE
US
N
2
2022-06-01
Fixed
6.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329NCT3
296430.6800000000
PA
USD
294917.5200000000
0.2758063058
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329PFM0
312889.8600000000
PA
USD
320501.0300000000
0.2997319559
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A1HV9
373727.5600000000
PA
USD
401492.6800000000
0.3754751935
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
3132A44F2
156360.4400000000
PA
USD
165041.4600000000
0.1543464606
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
3132A5FX8
624189.1800000000
PA
USD
619247.4100000000
0.5791190043
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
3132DWBP7
2765958.5100000000
PA
USD
2574566.9000000000
2.4077300860
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B2UD9
2376569.1300000000
PA
USD
2329346.2300000000
2.1784001801
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
313615US3
448.4400000000
PA
USD
464.6600000000
0.0004345492
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
31371HYA0
1521.6300000000
PA
USD
1665.6000000000
0.0015576660
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
7.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WQCN5
49191.3300000000
PA
USD
52718.8600000000
0.0493025780
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
5.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WULQ9
429.5800000000
PA
USD
460.0100000000
0.0004302005
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
6.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31383EYY1
185.1600000000
PA
USD
200.2000000000
0.0001872267
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
6.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31383MUZ4
247.7200000000
PA
USD
267.3600000000
0.0002500346
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
3131WVEX0
15406.3200000000
PA
USD
17220.6200000000
0.0161046912
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
7.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WWJW5
4198.1700000000
PA
USD
4517.9100000000
0.0042251409
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
6.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31383YE29
10800.5500000000
PA
USD
11966.4400000000
0.0111909920
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
7.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31384WKP4
1233.3500000000
PA
USD
1332.2000000000
0.0012458709
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
6.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WYTR1
240.6700000000
PA
USD
249.1100000000
0.0002329672
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
6.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WYYV6
337.1400000000
PA
USD
357.5200000000
0.0003343520
Long
ABS-MBS
USGSE
US
N
2
2025-02-01
Fixed
9.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385K3Y9
1508.1700000000
PA
USD
1682.7300000000
0.0015736859
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
8.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385UCP6
3530.5500000000
PA
USD
3855.8800000000
0.0036060117
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
6.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31387NVM6
14725.0800000000
PA
USD
16196.5200000000
0.0151469548
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
3138EHZ21
463762.5800000000
PA
USD
479548.7800000000
0.4484731103
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
3138ESA65
43888.8400000000
PA
USD
43747.1000000000
0.0409122050
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJMJ4
664966.2900000000
PA
USD
672607.6200000000
0.6290213716
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XT5K2
441895.0700000000
PA
USD
458133.5200000000
0.4284455997
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XYJ75
740646.3700000000
PA
USD
749620.2600000000
0.7010434466
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
3131Y0WR9
134581.7500000000
PA
USD
138286.5800000000
0.1293253476
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
31329NXY9
73456.6600000000
PA
USD
75582.1100000000
0.0706842460
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390CF68
77234.9800000000
PA
USD
87345.7100000000
0.0816855425
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
31407XXN6
19476.5600000000
PA
USD
20724.2800000000
0.0193813074
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A1V27
219241.4500000000
PA
USD
231755.2000000000
0.2167370239
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
5.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A1VR2
61266.3700000000
PA
USD
67441.6200000000
0.0630712752
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
6.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8Y72
445737.3900000000
PA
USD
450093.3600000000
0.4209264573
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
3140XBEK2
953727.7000000000
PA
USD
936341.6300000000
0.8756649180
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CFD1
503932.3200000000
PA
USD
499627.6800000000
0.4672508595
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
31418DP97
1377081.9400000000
PA
USD
1285236.9100000000
1.2019511227
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A1WT7
50157.8000000000
PA
USD
53476.7600000000
0.0500113646
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
3132A2AW2
56014.3000000000
PA
USD
60994.6100000000
0.0570420437
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
5.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DGD7
2917.5300000000
PA
USD
3192.9800000000
0.0029860688
Long
ABS-MBS
USGA
US
N
2
2030-03-20
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202E6D6
248285.4500000000
PA
USD
260498.3600000000
0.2436175726
Long
ABS-MBS
USGA
US
N
2
2039-06-20
Fixed
4.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A4WA2
6624.8300000000
PA
USD
7183.6000000000
0.0067180891
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
5.5000000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Banks
31331RN68
1000000.0000000000
PA
USD
1193426.7000000000
1.1160903883
Long
DBT
USGSE
US
N
2
2028-12-07
Fixed
5.7500000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EJY6
23103.1000000000
PA
USD
25436.1100000000
0.0237878019
Long
ABS-MBS
USGA
US
N
2
2036-07-20
Fixed
6.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202ENB1
22633.7400000000
PA
USD
24996.9200000000
0.0233770722
Long
ABS-MBS
USGA
US
N
2
2037-05-20
Fixed
6.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EUU1
125008.3600000000
PA
USD
138415.0600000000
0.1294455018
Long
ABS-MBS
USGA
US
N
2
2038-07-20
Fixed
6.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FJQ0
278839.6200000000
PA
USD
292834.9400000000
0.2738586810
Long
ABS-MBS
USGA
US
N
2
2040-08-20
Fixed
4.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AARF1
1016240.8200000000
PA
USD
948779.8100000000
0.8872970803
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
31371G2C3
148.2500000000
PA
USD
162.3000000000
0.0001517827
Long
ABS-MBS
USGSE
US
N
2
2028-09-01
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209Q2Y0
319.7500000000
PA
USD
351.7200000000
0.0003289279
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
3620A9PT2
193522.2300000000
PA
USD
206050.6100000000
0.1926981400
Long
ABS-MBS
USGA
US
N
2
2039-10-15
Fixed
4.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211DQM5
1644.0900000000
PA
USD
1770.0100000000
0.0016553100
Long
ABS-MBS
USGA
US
N
2
2029-06-15
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225AMB3
1082.7900000000
PA
USD
1112.1200000000
0.0010400525
Long
ABS-MBS
USGA
US
N
2
2023-12-15
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225ATR1
2446.0700000000
PA
USD
2521.7300000000
0.0023583171
Long
ABS-MBS
USGA
US
N
2
2024-05-15
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36292LGN8
71781.6800000000
PA
USD
79223.0600000000
0.0740892556
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
36292MZ96
78349.3300000000
PA
USD
86471.5500000000
0.0808680297
Long
ABS-MBS
USGA
US
N
2
2036-05-15
Fixed
6.0000000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-1
46592EBC9
1212111.9000000000
PA
USD
1189481.5300000000
1.1124008727
Long
ABS-MBS
CORP
US
Y
2
2051-06-25
Floating
0.7000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31383REU2
137.8300000000
PA
USD
146.1900000000
0.0001367166
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
31384SPY9
3120.9400000000
PA
USD
3472.0500000000
0.0032470546
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
7.5000000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust 2022-1
46654WAC5
1381206.3200000000
PA
USD
1314681.7600000000
1.2294878906
Long
ABS-MBS
CORP
US
Y
2
2052-07-25
Variable
3.0000000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2022-2
46655DAC6
1478315.8500000000
PA
USD
1366114.0400000000
1.2775872614
Long
ABS-MBS
CORP
US
Y
2
2052-08-25
Variable
2.5000000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-F
63941XAA5
255241.2200000000
PA
USD
248804.3200000000
0.2326813286
Long
ABS-O
CORP
US
Y
2
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2021-3
81748VAA6
1194934.9300000000
PA
USD
1102747.6100000000
1.0312874751
Long
ABS-MBS
CORP
US
Y
2
2051-05-25
Variable
2.5000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RH3
650000.0000000000
PA
USD
703968.4000000000
0.6583499136
Long
DBT
UST
US
N
2
2044-08-15
Fixed
3.1300000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SK5
700000.0000000000
PA
USD
685936.0900000000
0.6414861315
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.3800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SY5
1000000.0000000000
PA
USD
945453.8000000000
0.8841866021
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.2500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAM3
1000000.0000000000
PA
USD
923794.2000000000
0.8639305852
Long
DBT
UST
US
N
2
2025-09-30
Fixed
0.2500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBB6
1500000.0000000000
PA
USD
1351694.2500000000
1.2641019011
Long
DBT
UST
US
N
2
2027-12-31
Fixed
0.6300000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EAE37
348802.8600000000
PA
USD
363364.4400000000
0.3398177357
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
3140FDF27
673247.4800000000
PA
USD
667496.5300000000
0.6242414899
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FHWA1
145825.8800000000
PA
USD
144671.3600000000
0.1352963817
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
3140GYH85
175643.1300000000
PA
USD
180642.9900000000
0.1689369819
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
3140H7UY1
340124.4400000000
PA
USD
345627.2500000000
0.3232299492
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8NF6
347088.4700000000
PA
USD
357239.8700000000
0.3340900494
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
3140LNLD7
5732817.6000000000
PA
USD
5483994.9700000000
5.1286217036
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
3140Q8JU0
627398.0600000000
PA
USD
620666.3300000000
0.5804459756
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
3140XCGT9
2100755.3300000000
PA
USD
1955392.7200000000
1.8286795662
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
31413JMS0
33010.7700000000
PA
USD
36638.4000000000
0.0342641622
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.0000000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2020-2
03066EAF1
311000.0000000000
PA
USD
306177.7600000000
0.2863368609
Long
ABS-O
CORP
US
N
2
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust 2007-4
126379BQ8
73939.6800000000
PA
USD
25525.9200000000
0.0238717920
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
3131WGPD5
12452.8200000000
PA
USD
13474.6300000000
0.0126014484
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WHN78
4117.9500000000
PA
USD
4483.8900000000
0.0041933254
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
3131WHPR2
1327.7100000000
PA
USD
1445.5300000000
0.0013518569
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
3131WHMH7
5827.2000000000
PA
USD
6411.0300000000
0.0059955831
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
3131WJ3Y7
137106.4700000000
PA
USD
152491.8700000000
0.1426101078
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
6.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DUG5
827841.3700000000
PA
USD
771852.0600000000
0.7218345838
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 II Pool
36179TLR4
749234.6900000000
PA
USD
748137.5900000000
0.6996568564
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329HWF4
1264.9700000000
PA
USD
1393.2900000000
0.0013030022
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
7.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329HXJ5
709.4500000000
PA
USD
774.7500000000
0.0007245447
Long
ABS-MBS
USGSE
US
N
2
2030-06-01
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617UCHK7
3866030.7400000000
PA
USD
3745891.9000000000
3.5031510063
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DNY3
3025.0700000000
PA
USD
3284.0900000000
0.0030712747
Long
ABS-MBS
USGA
US
N
2
2031-07-20
Fixed
6.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A1EF7
84588.1000000000
PA
USD
91795.9200000000
0.0858473704
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
5.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ACSS0
411549.0700000000
PA
USD
409281.0600000000
0.3827588717
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
3132ADTL2
723515.5900000000
PA
USD
741778.0600000000
0.6937094360
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
31374TVN6
1994.7300000000
PA
USD
2124.0700000000
0.0019864262
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
3131WKV72
12869.4700000000
PA
USD
14265.6400000000
0.0133411995
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
6.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WRAW5
371025.7500000000
PA
USD
392145.0900000000
0.3667333450
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31383HEX8
119.6100000000
PA
USD
129.9600000000
0.0001215383
Long
ABS-MBS
USGSE
US
N
2
2029-06-01
Fixed
6.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HDFC3
133200.0400000000
PA
USD
136950.0900000000
0.1280754646
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
3131WUDF2
2081.6000000000
PA
USD
2250.3800000000
0.0021045511
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
3131XHZN9
95628.8100000000
PA
USD
98888.5800000000
0.0924804126
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LS3J3
2896220.9600000000
PA
USD
2864602.0500000000
2.6789704086
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
2.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410GJG9
167532.8400000000
PA
USD
177327.8200000000
0.1658366412
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
5.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201QDR1
20520.0000000000
PA
USD
22298.8300000000
0.0208538236
Long
ABS-MBS
USGA
US
N
2
2032-05-15
Fixed
6.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209RNE9
855.4700000000
PA
USD
950.0000000000
0.0008884382
Long
ABS-MBS
USGA
US
N
2
2030-04-15
Fixed
8.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XVKV6
59855.7900000000
PA
USD
59344.5000000000
0.0554988639
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
3131XYF53
150518.6800000000
PA
USD
154920.9400000000
0.1448817695
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
31329H3L3
17170.3000000000
PA
USD
18602.6200000000
0.0173971350
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
31329HUG4
4280.4800000000
PA
USD
4616.0500000000
0.0043169212
Long
ABS-MBS
USGSE
US
N
2
2029-03-01
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213DUD8
3519.1000000000
PA
USD
3777.6800000000
0.0035328792
Long
ABS-MBS
USGA
US
N
2
2031-06-15
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225B6B9
156233.9900000000
PA
USD
167998.6000000000
0.1571119724
Long
ABS-MBS
USGA
US
N
2
2034-07-15
Fixed
5.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213TB44
2853.8600000000
PA
USD
3121.0200000000
0.0029187720
Long
ABS-MBS
USGA
US
N
2
2032-04-15
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622A3AD2
591388.8900000000
PA
USD
602979.5800000000
0.5639053605
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
3.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329HXG1
2022.7500000000
PA
USD
2250.8100000000
0.0021049532
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
8.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329HYL9
140.8100000000
PA
USD
156.6800000000
0.0001465268
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622ABE40
4945614.6800000000
PA
USD
4791927.2300000000
4.4814012646
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
2.5000000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust 2022-PJ3
362924AE2
1100000.0000000000
PA
USD
1014449.2600000000
0.9487110255
Long
ABS-MBS
CORP
US
Y
2
2052-08-26
Variable
2.5000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284D9
1800000.0000000000
PA
USD
1813787.2800000000
1.6962504271
Long
DBT
UST
US
N
2
2023-03-31
Fixed
2.5000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAL5
1000000.0000000000
PA
USD
892992.8000000000
0.8351251743
Long
DBT
UST
US
N
2
2027-09-30
Fixed
0.3800000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36292L5G5
77968.0300000000
PA
USD
85945.7000000000
0.0803762558
Long
ABS-MBS
USGA
US
N
2
2036-05-15
Fixed
6.0000000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2022-3
46654UAC9
1294400.0000000000
PA
USD
1195752.6100000000
1.1182655749
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
3132A2N57
110626.1100000000
PA
USD
120461.1600000000
0.1126550486
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
5.5000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A2PC0
69155.0000000000
PA
USD
73171.0800000000
0.0684294554
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
3132AAYU2
173294.5600000000
PA
USD
176423.1900000000
0.1649906330
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
3132AC2J8
596868.1300000000
PA
USD
611560.8100000000
0.5719305106
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
3132DWBB8
891691.9700000000
PA
USD
829990.9900000000
0.7762060010
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
3132DWCN1
2937371.5500000000
PA
USD
2730447.2400000000
2.5535090845
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.0000000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EB4
250000.0000000000
PA
USD
320847.3300000000
0.3000558150
Long
DBT
USGA
US
N
2
2048-01-15
Fixed
4.8800000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EW8
1750000.0000000000
PA
USD
1656057.7300000000
1.5487420508
Long
DBT
USGA
US
N
2
2025-05-15
Fixed
0.7500000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B5GW6
1996798.6800000000
PA
USD
1957745.8900000000
1.8308802463
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
31371G2G4
684.8000000000
PA
USD
739.6100000000
0.0006916819
Long
ABS-MBS
USGSE
US
N
2
2028-08-01
Fixed
7.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371HQX9
147.8500000000
PA
USD
160.1600000000
0.0001497813
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
6.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31382UXE1
1496.2300000000
PA
USD
1626.5100000000
0.0015211091
Long
ABS-MBS
USGSE
US
N
2
2029-06-01
Fixed
6.5000000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EX6
720000.0000000000
PA
USD
646932.1100000000
0.6050096833
Long
DBT
USGA
US
N
2
2031-09-15
Fixed
1.5000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBA8
1500000.0000000000
PA
USD
1447014.4500000000
1.3532451715
Long
DBT
UST
US
N
2
2023-12-15
Fixed
0.1300000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31383FAD0
2665.4200000000
PA
USD
2882.0700000000
0.0026953064
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
6.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31383GYF7
1867.3200000000
PA
USD
2025.2800000000
0.0018940380
Long
ABS-MBS
USGSE
US
N
2
2029-06-01
Fixed
6.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31383LUP8
21.9900000000
PA
USD
23.9000000000
0.0000223512
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
6.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31386CQS4
3691.0600000000
PA
USD
4131.9900000000
0.0038642292
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
7.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A5GV8
177909.7800000000
PA
USD
183982.2100000000
0.1720598141
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
3138AD4L6
158530.0800000000
PA
USD
168856.6800000000
0.1579144471
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.5000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDZ1
2000000.0000000000
PA
USD
1944394.8000000000
1.8183943323
Long
DBT
UST
US
N
2
2025-02-15
Fixed
1.5000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEB3
750000.0000000000
PA
USD
724071.4500000000
0.6771502479
Long
DBT
UST
US
N
2
2029-02-28
Fixed
1.8800000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DDX4
47825.3300000000
PA
USD
51842.1700000000
0.0484826991
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
81623.2300000000
PA
USD
88046.7500000000
0.0823411537
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
31409JYR5
101594.3200000000
PA
USD
112500.4000000000
0.1052101609
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
31409X4Z9
6649.9500000000
PA
USD
7345.0800000000
0.0068691049
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
6.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FPYF0
51411.3500000000
PA
USD
50972.1900000000
0.0476690955
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
3140J8Y64
540589.4100000000
PA
USD
547392.7300000000
0.5119206438
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
3140J9CV1
1565110.8000000000
PA
USD
1604616.2300000000
1.5006340575
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
3140M2G63
1450867.8600000000
PA
USD
1387328.8400000000
1.2974273021
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
3140QDAU8
932289.2800000000
PA
USD
894009.9500000000
0.8360764111
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
2.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QMCQ5
1022153.1100000000
PA
USD
1001842.7200000000
0.9369214132
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
3140XFNK3
994123.5800000000
PA
USD
924092.1500000000
0.8642092275
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
31413VN52
33125.2500000000
PA
USD
36884.3800000000
0.0344942023
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
6.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CCH5
460055.5600000000
PA
USD
456413.2500000000
0.4268368065
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
31418DC59
89950.6900000000
PA
USD
88592.0200000000
0.0828510892
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
3.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617G1FA1
1224632.3200000000
PA
USD
1245955.1300000000
1.1652148764
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
3.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200QST2
150952.5000000000
PA
USD
165912.5000000000
0.1551610556
Long
ABS-MBS
USGA
US
N
2
2032-05-15
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201CJX3
25495.5000000000
PA
USD
27823.2200000000
0.0260202226
Long
ABS-MBS
USGA
US
N
2
2031-12-15
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201MEC2
18288.2000000000
PA
USD
19747.4300000000
0.0184677591
Long
ABS-MBS
USGA
US
N
2
2032-04-15
Fixed
6.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DPD7
2893.5900000000
PA
USD
3137.9500000000
0.0029346049
Long
ABS-MBS
USGA
US
N
2
2031-08-20
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209YWP9
21545.7400000000
PA
USD
23599.1000000000
0.0220698336
Long
ABS-MBS
USGA
US
N
2
2031-10-15
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379KJM1
386674.0900000000
PA
USD
383202.9600000000
0.3583706820
Long
ABS-MBS
USGA
US
N
2
2055-11-16
Variable
2.9000000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-H
63935BAA1
317751.5100000000
PA
USD
307970.9800000000
0.2880138769
Long
ABS-O
CORP
US
Y
2
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-F
63942GAA1
810028.0800000000
PA
USD
754475.4600000000
0.7055840204
Long
ABS-O
CORP
US
Y
2
N
N
N
Navient Student Loan Trust
N/A
Navient Student Loan Trust
63942KAA2
1010549.2800000000
PA
USD
966031.9100000000
0.9034312116
Long
ABS-O
CORP
US
Y
2
N
N
N
Progress Residential Trust
N/A
Progress Residential 2022-SFR1 Trust
74333YAJ7
605000.0000000000
PA
USD
583578.1600000000
0.5457611893
Long
ABS-O
CORP
US
Y
2
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591DX7
2000000.0000000000
PA
USD
2343622.6000000000
2.1917514143
Long
DBT
USGA
US
N
2
2035-06-15
Fixed
4.6500000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EU2
1700000.0000000000
PA
USD
1721723.1100000000
1.6101521897
Long
DBT
USGA
US
N
2
2027-02-01
Fixed
2.8800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RN0
1200000.0000000000
PA
USD
1254062.5200000000
1.1727968922
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.8800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
912810SH2
1025000.0000000000
PA
USD
1104459.5400000000
1.0328884688
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.8800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TB4
1000000.0000000000
PA
USD
878054.0000000000
0.8211544369
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.8800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TD0
500000.0000000000
PA
USD
479375.0000000000
0.4483105916
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.2500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
9128286F2
250000.0000000000
PA
USD
249664.5300000000
0.2334857953
Long
DBT
UST
US
N
2
2026-02-28
Fixed
2.5000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828T26
525000.0000000000
PA
USD
519227.3100000000
0.4855803964
Long
DBT
UST
US
N
2
2023-09-30
Fixed
1.3800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828UN8
2000000.0000000000
PA
USD
2006688.4000000000
1.8766511889
Long
DBT
UST
US
N
2
2023-02-15
Fixed
2.0000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y61
2500000.0000000000
PA
USD
2523241.2500000000
2.3597304354
Long
DBT
UST
US
N
2
2023-07-31
Fixed
2.7500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCS8
500000.0000000000
PA
USD
454551.0500000000
0.4250952806
Long
DBT
UST
US
N
2
2031-08-15
Fixed
1.2500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEC1
750000.0000000000
PA
USD
730111.2000000000
0.6827986107
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.8800000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
BOFAM REPO 1
000000000
2008000.0000000000
PA
USD
2008000.0000000000
1.8778777948
Long
RA
CORP
US
N
2
Repurchase
Y
.3
2022-04-01
2022153.88
USD
2048177.05
USD
AMBS
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WRUY9
468603.6900000000
PA
USD
499128.3900000000
0.4667839245
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
3132A1GB4
11619.0200000000
PA
USD
12387.0300000000
0.0115843270
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
3132DVL60
1036994.2900000000
PA
USD
965563.1200000000
0.9029928000
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
31371NN76
15457.8300000000
PA
USD
16895.0800000000
0.0158002468
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
6.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389PGS3
11058.2200000000
PA
USD
12262.2600000000
0.0114676423
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
3138ET5G7
674912.6300000000
PA
USD
684355.5400000000
0.6400080041
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
31408F6D6
37913.8500000000
PA
USD
41101.7700000000
0.0384382974
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
3140Q97G2
344650.3000000000
PA
USD
340952.3400000000
0.3188579823
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
31410SQE0
3420.1500000000
PA
USD
3788.9800000000
0.0035434469
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
6.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200Q6T6
19348.6100000000
PA
USD
21203.3200000000
0.0198293047
Long
ABS-MBS
USGA
US
N
2
2032-05-15
Fixed
6.5000000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-G
63941UAA1
530771.0800000000
PA
USD
513118.7000000000
0.4798676359
Long
ABS-O
CORP
US
Y
2
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2020-B
78449XAB8
654811.4000000000
PA
USD
658040.8300000000
0.6153985372
Long
ABS-O
CORP
US
Y
2
2053-07-15
None
0
N
N
N
N
N
N
2022-05-25
Federated Hermes Insurance Series
Stephen Van Meter
Federated Hermes Insurance Series
Chief Compliance Officer
XXXX