0001145549-20-056155.txt : 20200924
0001145549-20-056155.hdr.sgml : 20200924
20200924141520
ACCESSION NUMBER: 0001145549-20-056155
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200731
FILED AS OF DATE: 20200924
PERIOD START: 20210131
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Federated Hermes Government Income Trust
CENTRAL INDEX KEY: 0000357052
IRS NUMBER: 256230479
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0131
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03352
FILM NUMBER: 201194974
BUSINESS ADDRESS:
STREET 1: 4000 ERICSSON DRIVE
CITY: WARRENDALE
STATE: PA
ZIP: 15086-7561
BUSINESS PHONE: 8003417400
MAIL ADDRESS:
STREET 1: 4000 ERICSSON DRIVE
CITY: WARRENDALE
STATE: PA
ZIP: 15086-7561
FORMER COMPANY:
FORMER CONFORMED NAME: FEDERATED GOVERNMENT INCOME TRUST
DATE OF NAME CHANGE: 20141110
FORMER COMPANY:
FORMER CONFORMED NAME: FEDERATED INCOME TRUST
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: FEDERATED BOND TRUST
DATE OF NAME CHANGE: 19820318
0000357052
S000009040
Federated Hermes Government Income Fund
C000024569
Institutional Shares
FICMX
C000024570
Service Shares
FITSX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000357052
XXXXXXXX
S000009040
C000024569
C000024570
Federated Hermes Government Income Trust f/k/a Federated Government Income Trust
811-03352
0000357052
254900YNBJMX46G74P50
Federated Hermes Funds
4000 Ericsson Drive
Warrendale
15086-7561
8003417400
Federated Hermes Government Income Fund f/k/a Federated Government Income Trust
S000009040
254900YNBJMX46G74P50
2021-01-31
2020-07-31
N
343314646.620000000000
73483729.670000000000
269830916.950000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
5119223.370000000000
0.000000000000
0.000000000000
745824.160000000000
USD
N
Freddie Mac
N/A
Freddie Mac Pool
3131WGW70
125023.6900000000
PA
USD
146829.3100000000
0.0544153026
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.5000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3131WVN77
92971.4600000000
PA
USD
109246.5000000000
0.0404870210
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
7.5000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3131WWGM0
31760.2200000000
PA
USD
37222.3200000000
0.0137946831
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
7.0000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
31329JER4
484634.9600000000
PA
USD
541753.7900000000
0.2007752841
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
4.5000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132A1HV9
635249.4200000000
PA
USD
737159.8200000000
0.2731932383
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
5.5000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132A2HA3
119171.9400000000
PA
USD
140020.9900000000
0.0518921225
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Fixed
5.5000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132A4ZV3
94883.5200000000
PA
USD
111920.0100000000
0.0414778304
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
5.5000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132A5DS1
2612106.8400000000
PA
USD
2782392.4400000000
1.0311614664
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132A6JM6
125148.9300000000
PA
USD
130196.0200000000
0.0482509645
Long
ABS-MBS
USGSE
US
N
2
2023-08-01
Fixed
5.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371KHZ7
6426.6900000000
PA
USD
7548.8400000000
0.0027976186
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
31374TWX3
1761.8800000000
PA
USD
2002.0600000000
0.0007419683
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
31386PZ55
142577.3900000000
PA
USD
164573.4900000000
0.0609913393
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
6.5000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3131WQBH9
757837.1300000000
PA
USD
847155.4400000000
0.3139578850
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
4.5000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3131X3QZ3
31046.4300000000
PA
USD
31793.8600000000
0.0117828825
Long
ABS-MBS
USGSE
US
N
2
2021-12-01
Fixed
5.5000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132DV5Q4
9047611.9800000000
PA
USD
9501890.7700000000
3.5214240375
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
3138AXW98
1837790.4600000000
PA
USD
2037162.2400000000
0.7549773254
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
4.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138M8BF9
2663269.5100000000
PA
USD
2910753.8300000000
1.0787325125
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
31410GH89
344917.3600000000
PA
USD
412363.3600000000
0.1528228732
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416AJP6
88346.2600000000
PA
USD
106248.7600000000
0.0393760512
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
31371NJ48
31987.8300000000
PA
USD
38385.6500000000
0.0142258161
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TW39
7532.9200000000
PA
USD
8537.0200000000
0.0031638406
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
31417AP86
5593956.8000000000
PA
USD
6094546.0100000000
2.2586537076
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YA31
71057.3500000000
PA
USD
74506.0900000000
0.0276121398
Long
ABS-MBS
USGSE
US
N
2
2024-04-01
Fixed
5.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200TEX2
417.5500000000
PA
USD
478.0400000000
0.0001771628
Long
ABS-MBS
USGA
US
N
2
2031-09-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DCS8
8674.8500000000
PA
USD
9834.7800000000
0.0036447936
Long
ABS-MBS
USGA
US
N
2
2029-07-20
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DQN4
3558.5500000000
PA
USD
4118.3500000000
0.0015262706
Long
ABS-MBS
USGA
US
N
2
2031-11-20
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206JB52
5441.3000000000
PA
USD
5985.5800000000
0.0022182706
Long
ABS-MBS
USGA
US
N
2
2027-11-15
Fixed
7.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31379UYR6
18215.1300000000
PA
USD
21076.1300000000
0.0078108655
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
7.5000000000
N
N
N
N
N
N
Freddie Mac
N/A
FREDDIE MAC FHR 4863 F
3137FL2W3
15344731.1400000000
PA
USD
15362933.0600000000
5.6935406934
Long
ABS-MBS
USGSE
US
N
2
2049-03-15
Variable
0.6200000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207KXE5
26467.0900000000
PA
USD
30520.2600000000
0.0113108833
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
36207TSJ1
69449.2800000000
PA
USD
81262.3800000000
0.0301160374
Long
ABS-MBS
USGA
US
N
2
2029-11-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208LTN7
4491.7900000000
PA
USD
5102.5100000000
0.0018910027
Long
ABS-MBS
USGA
US
N
2
2029-01-15
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209FMM8
45625.8200000000
PA
USD
52236.0700000000
0.0193588157
Long
ABS-MBS
USGA
US
N
2
2029-04-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209FUQ0
5988.7700000000
PA
USD
6873.5300000000
0.0025473471
Long
ABS-MBS
USGA
US
N
2
2029-06-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209FZX0
6243.8000000000
PA
USD
7148.4000000000
0.0026492146
Long
ABS-MBS
USGA
US
N
2
2029-07-15
Fixed
7.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389AMF7
12739.3800000000
PA
USD
15058.5500000000
0.0055807356
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
7.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MQBR3
4426248.6800000000
PA
USD
4906005.3500000000
1.8181776223
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
4.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209KMA3
3775.0300000000
PA
USD
4271.1600000000
0.0015829024
Long
ABS-MBS
USGA
US
N
2
2028-09-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209YAC2
903.5300000000
PA
USD
1032.6400000000
0.0003826989
Long
ABS-MBS
USGA
US
N
2
2029-05-15
Fixed
7.0000000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31396XLZ5
1305953.0600000000
PA
USD
1313427.1600000000
0.4867593287
Long
ABS-MBS
USGSE
US
N
2
2037-08-25
Floating
0.6700000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409JYR5
133224.6200000000
PA
USD
160452.4400000000
0.0594640680
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
36209YD62
28067.3500000000
PA
USD
32551.3800000000
0.0120636213
Long
ABS-MBS
USGA
US
N
2
2031-03-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210AL54
8458.1100000000
PA
USD
9569.7200000000
0.0035465617
Long
ABS-MBS
USGA
US
N
2
2028-08-15
Fixed
7.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409X4Z9
29748.8200000000
PA
USD
35551.1000000000
0.0131753249
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
3140X5MF7
7941549.7400000000
PA
USD
8515723.7900000000
3.1559481346
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210BP74
1042.6400000000
PA
USD
1197.6500000000
0.0004438520
Long
ABS-MBS
USGA
US
N
2
2029-03-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210CUX9
10174.5000000000
PA
USD
11628.4100000000
0.0043095173
Long
ABS-MBS
USGA
US
N
2
2029-02-15
Fixed
7.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413JKZ6
65728.6500000000
PA
USD
78892.3200000000
0.0292376874
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DEJ6
3603.7900000000
PA
USD
4122.3800000000
0.0015277641
Long
ABS-MBS
USGA
US
N
2
2029-11-20
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DNL1
14617.0700000000
PA
USD
16882.2300000000
0.0062565959
Long
ABS-MBS
USGA
US
N
2
2031-06-20
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208HSS6
54224.6500000000
PA
USD
60970.2300000000
0.0225957169
Long
ABS-MBS
USGA
US
N
2
2027-11-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208HSV9
22349.0700000000
PA
USD
25129.3100000000
0.0093129840
Long
ABS-MBS
USGA
US
N
2
2027-11-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209F2K4
382.3800000000
PA
USD
439.7300000000
0.0001629650
Long
ABS-MBS
USGA
US
N
2
2029-07-15
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209L5L6
9529.2900000000
PA
USD
10963.5500000000
0.0040631185
Long
ABS-MBS
USGA
US
N
2
2029-04-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209V6W9
3071.5200000000
PA
USD
3513.4900000000
0.0013021080
Long
ABS-MBS
USGA
US
N
2
2029-05-15
Fixed
7.0000000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F030686
44500000.0000000000
PA
USD
47081347.1000000000
17.4484627752
Long
ABS-MBS
USGSE
US
N
2
2050-08-15
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3131WGPD5
18824.4300000000
PA
USD
22097.5100000000
0.0081893914
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.5000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3131WNNZ3
347751.3500000000
PA
USD
388737.1500000000
0.1440669418
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
4.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210AHC4
1071.8600000000
PA
USD
1230.2100000000
0.0004559188
Long
ABS-MBS
USGA
US
N
2
2029-03-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210DHG9
30200.1200000000
PA
USD
34564.5900000000
0.0128097219
Long
ABS-MBS
USGA
US
N
2
2029-08-15
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210GXB5
230.3900000000
PA
USD
260.4200000000
0.0000965123
Long
ABS-MBS
USGA
US
N
2
2029-02-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210MZX2
30725.4700000000
PA
USD
35235.8800000000
0.0130585036
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
36210HEF5
3705.5400000000
PA
USD
4223.8200000000
0.0015653581
Long
ABS-MBS
USGA
US
N
2
2029-06-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210PS88
12169.7600000000
PA
USD
13859.4000000000
0.0051363277
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
36210RL73
1938.1000000000
PA
USD
2236.7700000000
0.0008289525
Long
ABS-MBS
USGA
US
N
2
2029-08-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210VGD7
2209.6900000000
PA
USD
2507.2300000000
0.0009291856
Long
ABS-MBS
USGA
US
N
2
2029-03-15
Fixed
7.0000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3131WUSS8
33779.2900000000
PA
USD
38328.4400000000
0.0142046139
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
7.0000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3131WUU30
2034.6900000000
PA
USD
2402.3900000000
0.0008903316
Long
ABS-MBS
USGSE
US
N
2
2030-03-01
Fixed
7.5000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3131WQPH4
168993.8300000000
PA
USD
188436.0600000000
0.0698348663
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.5000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3131WUJV1
15020.2300000000
PA
USD
17499.1800000000
0.0064852391
Long
ABS-MBS
USGSE
US
N
2
2029-08-01
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211BWB6
1301.6700000000
PA
USD
1517.0000000000
0.0005622039
Long
ABS-MBS
USGA
US
N
2
2030-05-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211BXN9
14169.0100000000
PA
USD
16437.7600000000
0.0060918742
Long
ABS-MBS
USGA
US
N
2
2030-10-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210YMH5
44638.4600000000
PA
USD
52505.4800000000
0.0194586597
Long
ABS-MBS
USGA
US
N
2
2030-07-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211C5W8
3350.5000000000
PA
USD
3878.4900000000
0.0014373779
Long
ABS-MBS
USGA
US
N
2
2030-01-15
Fixed
7.0000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3131WVHX7
4551.2800000000
PA
USD
5343.9000000000
0.0019804625
Long
ABS-MBS
USGSE
US
N
2
2031-01-01
Fixed
7.5000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3131WWRD8
36319.2900000000
PA
USD
41882.8600000000
0.0155218907
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
7.0000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132A2N57
275751.2000000000
PA
USD
323965.7700000000
0.1200625094
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
5.5000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132AEJ80
271337.0700000000
PA
USD
287858.5100000000
0.1066810702
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
4.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211D2R0
2197.2700000000
PA
USD
2509.0500000000
0.0009298601
Long
ABS-MBS
USGA
US
N
2
2029-08-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211HHR5
24083.6400000000
PA
USD
27894.7900000000
0.0103378776
Long
ABS-MBS
USGA
US
N
2
2029-08-15
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211GH30
7491.0200000000
PA
USD
8700.7200000000
0.0032245082
Long
ABS-MBS
USGA
US
N
2
2030-06-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211JR33
35707.5700000000
PA
USD
41596.1900000000
0.0154156501
Long
ABS-MBS
USGA
US
N
2
2029-08-15
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211HU66
2443.4800000000
PA
USD
2777.6600000000
0.0010294076
Long
ABS-MBS
USGA
US
N
2
2029-07-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211HUC3
830.2700000000
PA
USD
953.7100000000
0.0003534473
Long
ABS-MBS
USGA
US
N
2
2029-06-15
Fixed
7.0000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132DV5G6
4225149.5700000000
PA
USD
4542234.3700000000
1.6833632044
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
4.5000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133A4BX3
4907575.5500000000
PA
USD
5185329.1100000000
1.9216956932
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.5000000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022683
20000000.0000000000
PA
USD
21012500.0000000000
7.7872840657
Long
ABS-MBS
USGSE
US
N
2
2050-08-15
Fixed
2.5000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3131XUHY6
1764374.6100000000
PA
USD
1888079.3200000000
0.6997268294
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31365DS22
1.0100000000
PA
USD
1.0200000000
0.0000003780
Long
ABS-MBS
USGSE
US
N
2
2021-11-01
Fixed
10.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371HQY7
1153.7000000000
PA
USD
1322.9600000000
0.0004902922
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
7.0000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3131WVN69
30533.1900000000
PA
USD
35898.9500000000
0.0133042390
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
7.0000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3131X3RZ2
4078.9500000000
PA
USD
4183.4500000000
0.0015503968
Long
ABS-MBS
USGSE
US
N
2
2022-01-01
Fixed
5.5000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132A2HD7
93073.9200000000
PA
USD
111880.5500000000
0.0414632064
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Fixed
6.0000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132DMKS3
8459262.5600000000
PA
USD
8951776.9000000000
3.3175504872
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211KSB1
16379.4400000000
PA
USD
19042.6800000000
0.0070572639
Long
ABS-MBS
USGA
US
N
2
2030-06-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211RK40
1434.0800000000
PA
USD
1503.9500000000
0.0005573676
Long
ABS-MBS
USGA
US
N
2
2030-03-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211JRQ2
6930.2500000000
PA
USD
7947.5900000000
0.0029453964
Long
ABS-MBS
USGA
US
N
2
2029-07-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211KQN7
3305.2300000000
PA
USD
3834.4700000000
0.0014210640
Long
ABS-MBS
USGA
US
N
2
2030-04-15
Fixed
7.0000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132DV5T8
4739946.1500000000
PA
USD
5047442.5700000000
1.8705946031
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
4.0000000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B3UH1
6364271.0600000000
PA
USD
6374502.9000000000
2.3624064181
Long
ABS-MBS
USGSE
US
N
2
2049-01-25
Floating
0.5700000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132ACJL5
5852018.1300000000
PA
USD
6196482.5500000000
2.2964316395
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.5000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132AEDV5
6920626.4700000000
PA
USD
7575587.6400000000
2.8075313702
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
4.0000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132DV6R1
4970672.7500000000
PA
USD
5151769.2700000000
1.9092583342
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371KGA3
16497.4200000000
PA
USD
19325.7200000000
0.0071621593
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
7.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371GGL8
1948.8400000000
PA
USD
2179.8200000000
0.0008078466
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Fixed
6.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31382QLM5
8802.6500000000
PA
USD
10051.0400000000
0.0037249401
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
31376HVN0
58292.0200000000
PA
USD
65750.2800000000
0.0243672151
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
8.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31388TV59
154.3800000000
PA
USD
169.3100000000
0.0000627467
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211LJZ6
4601.0100000000
PA
USD
5301.8500000000
0.0019648786
Long
ABS-MBS
USGA
US
N
2
2029-09-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211PJS3
8192.3200000000
PA
USD
8900.3400000000
0.0032984878
Long
ABS-MBS
USGA
US
N
2
2030-01-15
Fixed
7.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31382XW63
3975.0800000000
PA
USD
4149.4400000000
0.0015377926
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
7.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AD4L6
942045.0600000000
PA
USD
1045714.2900000000
0.3875442821
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212A4U6
52071.4900000000
PA
USD
60365.5600000000
0.0223716247
Long
ABS-MBS
USGA
US
N
2
2030-02-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212FJA3
1639.9600000000
PA
USD
1889.3900000000
0.0007002126
Long
ABS-MBS
USGA
US
N
2
2030-05-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211UHL9
9225.6100000000
PA
USD
10355.1900000000
0.0038376588
Long
ABS-MBS
USGA
US
N
2
2028-07-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212CZN4
3175.1000000000
PA
USD
3731.9600000000
0.0013830735
Long
ABS-MBS
USGA
US
N
2
2030-05-15
Fixed
8.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371M5N3
347260.9700000000
PA
USD
417795.8900000000
0.1548361821
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
6.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371NAD7
13757.4200000000
PA
USD
14128.1100000000
0.0052359122
Long
ABS-MBS
USGSE
US
N
2
2022-02-01
Fixed
6.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31388ULT5
46377.8100000000
PA
USD
54879.5800000000
0.0203385070
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
7.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138M4QE5
1574107.1200000000
PA
USD
1660178.3500000000
0.6152661707
Long
ABS-MBS
USGSE
US
N
2
2027-07-01
Fixed
3.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213E2N5
7661.5700000000
PA
USD
9038.8900000000
0.0033498348
Long
ABS-MBS
USGA
US
N
2
2032-05-15
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213GT43
9681.7200000000
PA
USD
11296.4500000000
0.0041864921
Long
ABS-MBS
USGA
US
N
2
2031-11-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BC89
14588.2900000000
PA
USD
16505.5600000000
0.0061170010
Long
ABS-MBS
USGA
US
N
2
2028-12-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BHH4
7924.4100000000
PA
USD
9162.4300000000
0.0033956190
Long
ABS-MBS
USGA
US
N
2
2030-01-15
Fixed
7.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E07K9
154196.7900000000
PA
USD
170924.7500000000
0.0633451318
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
4.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E0RG6
7610965.1900000000
PA
USD
8445423.8000000000
3.1298947858
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213S4X0
1607.8700000000
PA
USD
1878.8500000000
0.0006963064
Long
ABS-MBS
USGA
US
N
2
2031-09-15
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BA81
17276.0600000000
PA
USD
19508.6700000000
0.0072299610
Long
ABS-MBS
USGA
US
N
2
2028-12-15
Fixed
7.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QAZ94
7912323.7100000000
PA
USD
8610487.3700000000
3.1910677499
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AAW8
2838288.8800000000
PA
USD
3055457.7200000000
1.1323601293
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
4.0000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137AEL45
3986817.0800000000
PA
USD
4010997.1300000000
1.4864853796
Long
ABS-MBS
USGSE
US
N
2
2041-08-15
Floating
0.6700000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FRUS8
5980499.1000000000
PA
USD
6330127.4500000000
2.3459607674
Long
ABS-MBS
USGSE
US
N
2
2029-05-25
Fixed
1.7800000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36292DSD5
212443.0700000000
PA
USD
250716.9600000000
0.0929163206
Long
ABS-MBS
USGA
US
N
2
2036-05-15
Fixed
6.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201E5R7
706.5600000000
PA
USD
788.9000000000
0.0002923683
Long
ABS-MBS
USGA
US
N
2
2032-11-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DD40
1861.6800000000
PA
USD
2104.9600000000
0.0007801033
Long
ABS-MBS
USGA
US
N
2
2029-10-20
Fixed
6.5000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3131WULQ9
18653.5600000000
PA
USD
20964.9100000000
0.0077696471
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
6.5000000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FRZA2
1250000.0000000000
PA
USD
1324067.6300000000
0.4907027130
Long
ABS-MBS
USGSE
US
N
2
2030-01-25
Fixed
1.6400000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31382L2N5
2995.5600000000
PA
USD
3423.8800000000
0.0012688983
Long
ABS-MBS
USGSE
US
N
2
2029-06-01
Fixed
6.5000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3131X3S32
28351.9000000000
PA
USD
28990.7300000000
0.0107440357
Long
ABS-MBS
USGSE
US
N
2
2022-01-01
Fixed
5.5000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3131X4UW3
285947.6000000000
PA
USD
299326.8600000000
0.1109312689
Long
ABS-MBS
USGSE
US
N
2
2024-03-01
Fixed
4.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DDB4
20702.3800000000
PA
USD
23908.8200000000
0.0088606674
Long
ABS-MBS
USGA
US
N
2
2029-08-20
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DMR9
5133.1200000000
PA
USD
5920.1800000000
0.0021940332
Long
ABS-MBS
USGA
US
N
2
2031-04-20
Fixed
6.5000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3131XYC56
1651659.3500000000
PA
USD
1745783.2900000000
0.6469915715
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.5000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132A0LP9
96174.6200000000
PA
USD
109280.0800000000
0.0404994658
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BFV5
647.0800000000
PA
USD
746.1700000000
0.0002765324
Long
ABS-MBS
USGA
US
N
2
2029-08-15
Fixed
7.5000000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP20 XCBT 20200921
000000000
-80.0000000000
NC
USD
-377989.3000000000
-0.1400837622
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US 10 Year Ultra Bond
US 10 Year Ultra Bond
2020-09-21
-12362010.7000000000
USD
-377989.3000000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138M8AP8
376667.5500000000
PA
USD
409903.7500000000
0.1519113357
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
3138MF3T2
808013.1800000000
PA
USD
879310.2400000000
0.3258745328
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.5000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133A1BY7
4639577.1600000000
PA
USD
4898175.5900000000
1.8152758940
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31362TZN6
3458.1400000000
PA
USD
3526.5700000000
0.0013069555
Long
ABS-MBS
USGSE
US
N
2
2021-09-01
Fixed
10.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERJN1
14749205.6500000000
PA
USD
15761420.0400000000
5.8412209461
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
3138M8BJ1
372421.5200000000
PA
USD
405283.0600000000
0.1501988966
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
3138YXB79
2292442.5100000000
PA
USD
2435441.4100000000
0.9025805632
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201FXM4
14617.5900000000
PA
USD
16921.1000000000
0.0062710012
Long
ABS-MBS
USGA
US
N
2
2032-01-15
Fixed
7.0000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3131X3RA7
4461.9100000000
PA
USD
4576.1500000000
0.0016959324
Long
ABS-MBS
USGSE
US
N
2
2022-01-01
Fixed
5.5000000000
N
N
N
N
N
N
Fanniemae-Aces
N/A
Fannie Mae-Aces
3136B9KC0
1850000.0000000000
PA
USD
1965337.5100000000
0.7283589042
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Fixed
1.7800000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
31396HJ83
4986627.7500000000
PA
USD
4998562.2500000000
1.8524794366
Long
ABS-MBS
USGSE
US
N
2
2036-02-15
Floating
0.5700000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DJH3
607498.0000000000
PA
USD
708796.8900000000
0.2626818669
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
6.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DAA9
7616.8600000000
PA
USD
8588.7300000000
0.0031830044
Long
ABS-MBS
USGA
US
N
2
2029-01-20
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DGD7
13143.2700000000
PA
USD
15246.0400000000
0.0056502198
Long
ABS-MBS
USGA
US
N
2
2030-03-20
Fixed
7.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31414MY59
112857.2500000000
PA
USD
117538.0400000000
0.0435598861
Long
ABS-MBS
USGSE
US
N
2
2023-10-01
Fixed
5.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DJQ6
2772149.1000000000
PA
USD
2913070.7500000000
1.0795911688
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
31371KA68
33139.2400000000
PA
USD
38974.8100000000
0.0144441602
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
7.5000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FNJS0
9187334.7000000000
PA
USD
9246030.7400000000
3.4266016825
Long
ABS-MBS
USGSE
US
N
2
2049-09-25
Floating
0.6200000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207K6X3
8046.1500000000
PA
USD
9225.2800000000
0.0034189114
Long
ABS-MBS
USGA
US
N
2
2030-06-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208HST4
172588.6600000000
PA
USD
194891.9600000000
0.0722274387
Long
ABS-MBS
USGA
US
N
2
2027-11-15
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DBX8
3845.5700000000
PA
USD
4359.7800000000
0.0016157452
Long
ABS-MBS
USGA
US
N
2
2029-05-20
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210GW59
4350.3000000000
PA
USD
4723.7100000000
0.0017506185
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
36210LDF7
10929.9500000000
PA
USD
12524.0800000000
0.0046414548
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
36210XTW7
9394.9100000000
PA
USD
10688.7200000000
0.0039612659
Long
ABS-MBS
USGA
US
N
2
2029-03-15
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DM57
2542.1000000000
PA
USD
2933.9200000000
0.0010873180
Long
ABS-MBS
USGA
US
N
2
2031-05-20
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DNY3
3998.4400000000
PA
USD
4618.3700000000
0.0017115793
Long
ABS-MBS
USGA
US
N
2
2031-07-20
Fixed
6.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31388PR45
51263.4400000000
PA
USD
60437.4700000000
0.0223982747
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
31388UME7
33034.8700000000
PA
USD
39173.0500000000
0.0145176285
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
3138ARPA6
1685945.6800000000
PA
USD
1875166.9500000000
0.6949414734
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
4.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AXEN7
1978207.0800000000
PA
USD
2168513.5700000000
0.8036564507
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EW62
164135.4200000000
PA
USD
195483.5100000000
0.0724466685
Long
ABS-MBS
USGA
US
N
2
2038-10-20
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206MM20
3698.9200000000
PA
USD
4227.4900000000
0.0015667182
Long
ABS-MBS
USGA
US
N
2
2029-09-15
Fixed
7.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LY2J5
2313354.6700000000
PA
USD
2434787.0500000000
0.9023380558
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YYCD3
2803750.6500000000
PA
USD
2978644.1300000000
1.1038928243
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208QXY7
5983.0100000000
PA
USD
6597.3300000000
0.0024449867
Long
ABS-MBS
USGA
US
N
2
2029-02-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208YAM1
3821.4900000000
PA
USD
4367.5700000000
0.0016186322
Long
ABS-MBS
USGA
US
N
2
2029-01-15
Fixed
7.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QC3Q7
9661836.8000000000
PA
USD
10240372.1300000000
3.7951070418
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCKS4
5588145.5700000000
PA
USD
6020109.2200000000
2.2310672506
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207AMN9
15498.4900000000
PA
USD
17110.1400000000
0.0063410599
Long
ABS-MBS
USGA
US
N
2
2026-06-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207KSP6
4782.3200000000
PA
USD
5351.2300000000
0.0019831790
Long
ABS-MBS
USGA
US
N
2
2029-07-15
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209A6R6
2494.7300000000
PA
USD
2923.5500000000
0.0010834748
Long
ABS-MBS
USGA
US
N
2
2030-07-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209H2Z7
6610.6000000000
PA
USD
7561.8100000000
0.0028024253
Long
ABS-MBS
USGA
US
N
2
2029-02-15
Fixed
7.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417B6T9
2035846.0000000000
PA
USD
2229788.8300000000
0.8263652124
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
4.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417VQ30
985846.5000000000
PA
USD
1129260.7500000000
0.4185068052
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
5.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209HSF3
2041.5300000000
PA
USD
2266.8800000000
0.0008401113
Long
ABS-MBS
USGA
US
N
2
2029-07-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209N4W9
12109.5800000000
PA
USD
14243.7600000000
0.0052787724
Long
ABS-MBS
USGA
US
N
2
2030-04-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209FHX0
3137.3800000000
PA
USD
3576.1900000000
0.0013253448
Long
ABS-MBS
USGA
US
N
2
2029-03-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209RFV0
2680.3900000000
PA
USD
3133.8800000000
0.0011614236
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
36200FVQ8
576.1400000000
PA
USD
674.5000000000
0.0002499714
Long
ABS-MBS
USGA
US
N
2
2033-01-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201VZV7
18448.6600000000
PA
USD
21926.3900000000
0.0081259739
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209RP23
2027.7800000000
PA
USD
2386.8700000000
0.0008845799
Long
ABS-MBS
USGA
US
N
2
2030-05-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209V2D5
50775.8500000000
PA
USD
58082.1000000000
0.0215253688
Long
ABS-MBS
USGA
US
N
2
2028-11-15
Fixed
7.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LHD7
935870.3600000000
PA
USD
1019619.0600000000
0.3778733258
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412XUC6
28710.0600000000
PA
USD
34462.1000000000
0.0127717388
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
6.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415RPC2
88108.2100000000
PA
USD
106406.3500000000
0.0394344544
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200RLK6
11993.0000000000
PA
USD
13338.4500000000
0.0049432623
Long
ABS-MBS
USGA
US
N
2
2031-12-15
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210A4W4
2224.7100000000
PA
USD
2538.1400000000
0.0009406409
Long
ABS-MBS
USGA
US
N
2
2029-02-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210APZ4
969.5400000000
PA
USD
1091.5800000000
0.0004045422
Long
ABS-MBS
USGA
US
N
2
2028-09-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210BTJ4
55779.4100000000
PA
USD
63914.8200000000
0.0236869891
Long
ABS-MBS
USGA
US
N
2
2029-07-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210CG23
16262.1000000000
PA
USD
18363.6800000000
0.0068056249
Long
ABS-MBS
USGA
US
N
2
2028-10-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200UCA1
1829.6800000000
PA
USD
1869.5000000000
0.0006928413
Long
ABS-MBS
USGA
US
N
2
2031-09-15
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DC82
4346.9700000000
PA
USD
4945.0500000000
0.0018326477
Long
ABS-MBS
USGA
US
N
2
2029-08-20
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210EK24
1670.8300000000
PA
USD
1917.6700000000
0.0007106932
Long
ABS-MBS
USGA
US
N
2
2029-03-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210JDE5
2868.8000000000
PA
USD
3104.0300000000
0.0011503611
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 II Pool
36202DJ69
2794.6300000000
PA
USD
3210.7900000000
0.0011899267
Long
ABS-MBS
USGA
US
N
2
2030-10-20
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DMT5
22310.9200000000
PA
USD
26103.6500000000
0.0096740767
Long
ABS-MBS
USGA
US
N
2
2031-04-20
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DA68
2508.9700000000
PA
USD
2836.8100000000
0.0010513287
Long
ABS-MBS
USGA
US
N
2
2029-03-20
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36202UFY4
183922.7100000000
PA
USD
210422.6800000000
0.0779831616
Long
ABS-MBS
USGA
US
N
2
2034-04-15
Fixed
5.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210DD32
2331.7900000000
PA
USD
2378.3800000000
0.0008814335
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
36210L3S0
13405.7900000000
PA
USD
15386.3200000000
0.0057022080
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
36210QW81
1934.4300000000
PA
USD
2033.8700000000
0.0007537572
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
36210QY89
500.7800000000
PA
USD
573.7100000000
0.0002126183
Long
ABS-MBS
USGA
US
N
2
2029-04-15
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36205B2X9
29449.7900000000
PA
USD
34485.6500000000
0.0127804665
Long
ABS-MBS
USGA
US
N
2
2029-12-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208QRQ1
46223.6300000000
PA
USD
52735.8100000000
0.0195440206
Long
ABS-MBS
USGA
US
N
2
2028-08-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211BWM2
21465.6700000000
PA
USD
25145.3700000000
0.0093189358
Long
ABS-MBS
USGA
US
N
2
2030-06-15
Fixed
8.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211CRU8
703.8900000000
PA
USD
811.1100000000
0.0003005994
Long
ABS-MBS
USGA
US
N
2
2029-06-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207B4Y3
21353.8000000000
PA
USD
24871.5500000000
0.0092174575
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
36207VUQ7
5667.9900000000
PA
USD
6285.6200000000
0.0023294662
Long
ABS-MBS
USGA
US
N
2
2027-05-15
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211D3L2
1482.9800000000
PA
USD
1711.5100000000
0.0006342898
Long
ABS-MBS
USGA
US
N
2
2029-08-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211HGH8
1171.7700000000
PA
USD
1362.8300000000
0.0005050681
Long
ABS-MBS
USGA
US
N
2
2029-08-15
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208HSU1
138269.5800000000
PA
USD
156812.9300000000
0.0581152567
Long
ABS-MBS
USGA
US
N
2
2027-11-15
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208QYG5
12252.4200000000
PA
USD
13840.1000000000
0.0051291750
Long
ABS-MBS
USGA
US
N
2
2029-01-15
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211TT62
50881.8200000000
PA
USD
58586.3600000000
0.0217122488
Long
ABS-MBS
USGA
US
N
2
2030-03-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213UUY4
16315.7400000000
PA
USD
19191.0100000000
0.0071122354
Long
ABS-MBS
USGA
US
N
2
2031-10-15
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211J2K2
19517.4600000000
PA
USD
22609.7500000000
0.0083792288
Long
ABS-MBS
USGA
US
N
2
2030-01-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211KPV0
9896.4800000000
PA
USD
11472.8100000000
0.0042518515
Long
ABS-MBS
USGA
US
N
2
2030-02-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208TZX1
4294.1200000000
PA
USD
4789.3200000000
0.0017749337
Long
ABS-MBS
USGA
US
N
2
2028-02-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209F6L8
972.4800000000
PA
USD
1117.9600000000
0.0004143187
Long
ABS-MBS
USGA
US
N
2
2029-08-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210JM21
48540.5400000000
PA
USD
54138.2200000000
0.0200637572
Long
ABS-MBS
USGA
US
N
2
2028-12-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210L2D4
2449.0200000000
PA
USD
2794.0500000000
0.0010354818
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
36209FH77
9749.4500000000
PA
USD
10873.7500000000
0.0040298384
Long
ABS-MBS
USGA
US
N
2
2029-03-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209N3W0
4747.7000000000
PA
USD
5521.8400000000
0.0020464075
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
36208QZD1
2820.5100000000
PA
USD
3231.8800000000
0.0011977427
Long
ABS-MBS
USGA
US
N
2
2029-02-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209BE46
1280.0700000000
PA
USD
1448.3000000000
0.0005367435
Long
ABS-MBS
USGA
US
N
2
2029-03-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211NKN7
4611.1400000000
PA
USD
5326.8300000000
0.0019741363
Long
ABS-MBS
USGA
US
N
2
2029-09-15
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212DJ91
7234.7100000000
PA
USD
8303.5400000000
0.0030773123
Long
ABS-MBS
USGA
US
N
2
2030-08-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210NAX7
2007.5800000000
PA
USD
2288.3700000000
0.0008480755
Long
ABS-MBS
USGA
US
N
2
2029-04-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210QAG7
2329.2900000000
PA
USD
2675.5800000000
0.0009915765
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
36209GZK6
2621.9500000000
PA
USD
2694.7700000000
0.0009986884
Long
ABS-MBS
USGA
US
N
2
2029-02-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209RNF6
422.5400000000
PA
USD
496.6500000000
0.0001840597
Long
ABS-MBS
USGA
US
N
2
2030-04-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212HCU2
5144.4500000000
PA
USD
5959.5200000000
0.0022086127
Long
ABS-MBS
USGA
US
N
2
2030-06-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212JWL6
4071.5600000000
PA
USD
4795.9900000000
0.0017774057
Long
ABS-MBS
USGA
US
N
2
2030-07-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212UG96
9104.2700000000
PA
USD
10565.4000000000
0.0039155632
Long
ABS-MBS
USGA
US
N
2
2031-02-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213E2L9
13258.4300000000
PA
USD
15395.8500000000
0.0057057398
Long
ABS-MBS
USGA
US
N
2
2032-05-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209Q2Y0
3196.2700000000
PA
USD
3726.3100000000
0.0013809796
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
36209Q3E3
10425.5200000000
PA
USD
11798.4500000000
0.0043725345
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
36210EQY8
2497.8800000000
PA
USD
2859.7700000000
0.0010598378
Long
ABS-MBS
USGA
US
N
2
2029-04-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210HEK4
10103.3500000000
PA
USD
11642.3200000000
0.0043146724
Long
ABS-MBS
USGA
US
N
2
2029-07-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36216AJC6
18791.7700000000
PA
USD
21240.9500000000
0.0078719482
Long
ABS-MBS
USGA
US
N
2
2028-06-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380AKF3
7951471.1900000000
PA
USD
7969504.3300000000
2.9535178623
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Floating
0.5900000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210NJC4
1689.4500000000
PA
USD
1807.6800000000
0.0006699306
Long
ABS-MBS
USGA
US
N
2
2030-07-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210XRM1
3176.7100000000
PA
USD
3725.5700000000
0.0013807054
Long
ABS-MBS
USGA
US
N
2
2030-04-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210UXP3
118.5800000000
PA
USD
130.3300000000
0.0000483006
Long
ABS-MBS
USGA
US
N
2
2029-02-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210UZT3
33.7200000000
PA
USD
34.0500000000
0.0000126190
Long
ABS-MBS
USGA
US
N
2
2029-03-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211BVF8
19578.5100000000
PA
USD
22108.6700000000
0.0081935274
Long
ABS-MBS
USGA
US
N
2
2030-02-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211BZZ0
4030.8300000000
PA
USD
4682.9300000000
0.0017355054
Long
ABS-MBS
USGA
US
N
2
2031-03-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210VQD6
6476.4500000000
PA
USD
7082.5300000000
0.0026248030
Long
ABS-MBS
USGA
US
N
2
2029-04-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211CZK1
10726.8700000000
PA
USD
12301.5400000000
0.0045589809
Long
ABS-MBS
USGA
US
N
2
2029-06-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211DDD9
1722.4500000000
PA
USD
1983.2600000000
0.0007350010
Long
ABS-MBS
USGA
US
N
2
2029-06-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211GH55
8928.0500000000
PA
USD
10396.3200000000
0.0038529017
Long
ABS-MBS
USGA
US
N
2
2030-06-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211KN42
11906.4900000000
PA
USD
13792.9200000000
0.0051116900
Long
ABS-MBS
USGA
US
N
2
2030-02-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211KQK3
4587.7500000000
PA
USD
4997.5300000000
0.0018520969
Long
ABS-MBS
USGA
US
N
2
2030-04-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209RNC3
5698.7900000000
PA
USD
6624.7600000000
0.0024551523
Long
ABS-MBS
USGA
US
N
2
2030-04-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209S5U1
2630.1200000000
PA
USD
3016.2100000000
0.0011178148
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
36211M2M1
13586.8800000000
PA
USD
15934.3700000000
0.0059053166
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
36211QXF3
408.4500000000
PA
USD
415.9800000000
0.0001541632
Long
ABS-MBS
USGA
US
N
2
2029-12-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211DU40
9474.6500000000
PA
USD
11051.1600000000
0.0040955870
Long
ABS-MBS
USGA
US
N
2
2029-05-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211G2T9
5607.2000000000
PA
USD
6461.3000000000
0.0023945736
Long
ABS-MBS
USGA
US
N
2
2029-07-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211K4T8
8143.6800000000
PA
USD
9466.9100000000
0.0035084601
Long
ABS-MBS
USGA
US
N
2
2030-05-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211R4T3
11.6800000000
PA
USD
11.7300000000
0.0000043472
Long
ABS-MBS
USGA
US
N
2
2030-10-15
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209U3F1
9242.6900000000
PA
USD
10758.3800000000
0.0039870820
Long
ABS-MBS
USGA
US
N
2
2029-08-15
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209VN34
4996.2500000000
PA
USD
5630.7900000000
0.0020867846
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
36210ARU3
4644.0600000000
PA
USD
5249.3300000000
0.0019454146
Long
ABS-MBS
USGA
US
N
2
2028-10-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210BSD8
2724.1900000000
PA
USD
3136.6900000000
0.0011624650
Long
ABS-MBS
USGA
US
N
2
2029-06-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210HCC4
9390.1400000000
PA
USD
10633.2200000000
0.0039406974
Long
ABS-MBS
USGA
US
N
2
2029-03-15
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210L3C5
9396.5500000000
PA
USD
10661.8200000000
0.0039512967
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
36211XNE2
10881.6900000000
PA
USD
12096.4300000000
0.0044829666
Long
ABS-MBS
USGA
US
N
2
2030-09-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212AX91
764.1800000000
PA
USD
891.3300000000
0.0003303291
Long
ABS-MBS
USGA
US
N
2
2030-04-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211UAJ1
953.0700000000
PA
USD
1120.2200000000
0.0004151563
Long
ABS-MBS
USGA
US
N
2
2030-06-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211WZT8
2917.3100000000
PA
USD
3385.4800000000
0.0012546672
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
36212BCA9
43986.5700000000
PA
USD
51029.7400000000
0.0189117469
Long
ABS-MBS
USGA
US
N
2
2030-08-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212FAK0
21016.5800000000
PA
USD
24121.5100000000
0.0089394908
Long
ABS-MBS
USGA
US
N
2
2030-03-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212GQ39
5140.2400000000
PA
USD
5614.0300000000
0.0020805733
Long
ABS-MBS
USGA
US
N
2
2030-10-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213ESA5
53461.8200000000
PA
USD
62060.5700000000
0.0229997995
Long
ABS-MBS
USGA
US
N
2
2032-01-15
Fixed
6.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210LS79
1088.2300000000
PA
USD
1235.9200000000
0.0004580350
Long
ABS-MBS
USGA
US
N
2
2029-07-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210MXV8
13622.9400000000
PA
USD
15609.8400000000
0.0057850450
Long
ABS-MBS
USGA
US
N
2
2028-12-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210RT59
18275.8000000000
PA
USD
20923.5900000000
0.0077543338
Long
ABS-MBS
USGA
US
N
2
2029-12-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210VNN7
9084.0700000000
PA
USD
10217.2100000000
0.0037865231
Long
ABS-MBS
USGA
US
N
2
2029-04-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BD62
1507.9700000000
PA
USD
1599.2900000000
0.0005927008
Long
ABS-MBS
USGA
US
N
2
2023-11-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BG51
4083.0900000000
PA
USD
4662.4600000000
0.0017279191
Long
ABS-MBS
USGA
US
N
2
2029-12-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212DQ44
58990.8500000000
PA
USD
68664.6200000000
0.0254472767
Long
ABS-MBS
USGA
US
N
2
2031-07-15
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212JWE2
4613.1400000000
PA
USD
5353.4600000000
0.0019840054
Long
ABS-MBS
USGA
US
N
2
2030-06-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210X5R4
5942.2700000000
PA
USD
6863.2400000000
0.0025435336
Long
ABS-MBS
USGA
US
N
2
2029-09-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210XBM8
296.3300000000
PA
USD
341.4700000000
0.0001265496
Long
ABS-MBS
USGA
US
N
2
2029-06-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BSG4
9507.4700000000
PA
USD
11151.2200000000
0.0041326695
Long
ABS-MBS
USGA
US
N
2
2032-03-15
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211JMG9
9940.1800000000
PA
USD
11299.6200000000
0.0041876669
Long
ABS-MBS
USGA
US
N
2
2029-08-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211L6Z0
90493.5300000000
PA
USD
105286.9700000000
0.0390196095
Long
ABS-MBS
USGA
US
N
2
2029-08-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212SK21
7387.7900000000
PA
USD
8656.7300000000
0.0032082054
Long
ABS-MBS
USGA
US
N
2
2030-12-15
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212UCW9
7374.6700000000
PA
USD
8652.5300000000
0.0032066489
Long
ABS-MBS
USGA
US
N
2
2031-01-15
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212VTV1
5231.9500000000
PA
USD
6012.7200000000
0.0022283288
Long
ABS-MBS
USGA
US
N
2
2031-07-15
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213UCM0
11957.0200000000
PA
USD
14089.8200000000
0.0052217219
Long
ABS-MBS
USGA
US
N
2
2031-11-15
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211N5E4
31908.2400000000
PA
USD
36925.5600000000
0.0136847032
Long
ABS-MBS
USGA
US
N
2
2029-09-15
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211SVV6
259.8800000000
PA
USD
298.5500000000
0.0001106434
Long
ABS-MBS
USGA
US
N
2
2030-05-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225A2J8
12496.2000000000
PA
USD
14054.9700000000
0.0052088064
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225AWL0
1375.7300000000
PA
USD
1536.0400000000
0.0005692602
Long
ABS-MBS
USGA
US
N
2
2027-10-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211WLB2
6529.9800000000
PA
USD
7646.5900000000
0.0028338450
Long
ABS-MBS
USGA
US
N
2
2030-04-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212GBX9
31319.3700000000
PA
USD
36891.8200000000
0.0136721990
Long
ABS-MBS
USGA
US
N
2
2030-06-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212HED8
8551.3300000000
PA
USD
9913.4100000000
0.0036739341
Long
ABS-MBS
USGA
US
N
2
2032-04-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212KZC0
59904.6300000000
PA
USD
66870.6600000000
0.0247824307
Long
ABS-MBS
USGA
US
N
2
2030-10-15
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212TTB0
12230.5300000000
PA
USD
14321.8800000000
0.0053077239
Long
ABS-MBS
USGA
US
N
2
2030-10-15
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212UAC5
3638.0200000000
PA
USD
4221.8800000000
0.0015646391
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
36212UHG9
6026.1500000000
PA
USD
7061.2100000000
0.0026169018
Long
ABS-MBS
USGA
US
N
2
2031-02-15
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213SX67
768.2200000000
PA
USD
888.7100000000
0.0003293581
Long
ABS-MBS
USGA
US
N
2
2031-07-15
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BHL5
6260.0500000000
PA
USD
7231.6600000000
0.0026800709
Long
ABS-MBS
USGA
US
N
2
2029-12-15
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BKR8
17203.9400000000
PA
USD
19838.5500000000
0.0073522153
Long
ABS-MBS
USGA
US
N
2
2030-08-15
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213W3Q7
1005.7700000000
PA
USD
1163.4000000000
0.0004311589
Long
ABS-MBS
USGA
US
N
2
2031-07-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225ARE2
5996.5900000000
PA
USD
6596.4100000000
0.0024446457
Long
ABS-MBS
USGA
US
N
2
2026-12-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36225BRH3
10843.0500000000
PA
USD
12540.7700000000
0.0046476401
Long
ABS-MBS
USGA
US
N
2
2032-01-20
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290SZ95
448854.0600000000
PA
USD
516633.7600000000
0.1914657393
Long
ABS-MBS
USGA
US
N
2
2034-06-15
Fixed
5.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225ASF8
5195.5000000000
PA
USD
5722.1100000000
0.0021206280
Long
ABS-MBS
USGA
US
N
2
2026-06-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225AUL2
7724.5600000000
PA
USD
8547.8100000000
0.0031678394
Long
ABS-MBS
USGA
US
N
2
2027-06-15
Fixed
7.0000000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132A3EY2
96274.5200000000
PA
USD
113164.3300000000
0.0419389784
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
5.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 10 FC
38381BLF9
5102225.3100000000
PA
USD
5126432.8200000000
1.8998685836
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Variable
0.6400000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828Z37
9965400.0000000000
PA
USD
11051753.7700000000
4.0958070687
Long
DBT
UST
US
N
2
2030-01-15
Fixed
0.1300000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 6 FJ
38381BG73
3911220.9600000000
PA
USD
3918773.1400000000
1.4523069425
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Variable
0.5900000000
N
N
N
N
N
N
Federated Government Obligatio
254900VAJ9169N7JRF45
Federated Government Obligations Fund
608919718
18397210.5300000000
NS
USD
18397210.5300000000
6.8180513701
Long
STIV
RF
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)SEP20 XCBT 20200921
000000000
-60.0000000000
NC
USD
-85163.2800000000
-0.0315617206
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
10 Year US Treasury Note
10 Year US Treasury Note
2020-09-21
-8319524.2200000000
USD
-85163.2800000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371MLN5
35100.7500000000
PA
USD
41532.3500000000
0.0153919908
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
6.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407YK40
361495.0500000000
PA
USD
421064.8400000000
0.1560476630
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413NY74
49256.9300000000
PA
USD
59193.0500000000
0.0219370896
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415XQZ7
39015.5600000000
PA
USD
46941.8400000000
0.0173967611
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
6.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DKL4
8650.9300000000
PA
USD
10084.5800000000
0.0037373701
Long
ABS-MBS
USGA
US
N
2
2030-11-20
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DQB0
4271.6200000000
PA
USD
4940.5000000000
0.0018309614
Long
ABS-MBS
USGA
US
N
2
2031-10-20
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207KXP0
1947.1900000000
PA
USD
2250.6800000000
0.0008341075
Long
ABS-MBS
USGA
US
N
2
2029-11-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208H4A1
12480.7700000000
PA
USD
14288.9800000000
0.0052955311
Long
ABS-MBS
USGA
US
N
2
2029-09-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208WDV2
3068.6300000000
PA
USD
3475.2500000000
0.0012879362
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
36208YGD5
22094.0100000000
PA
USD
24900.0200000000
0.0092280085
Long
ABS-MBS
USGA
US
N
2
2028-07-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209JN31
11172.6200000000
PA
USD
12843.9700000000
0.0047600068
Long
ABS-MBS
USGA
US
N
2
2029-07-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210JSK5
1079.7500000000
PA
USD
1236.1800000000
0.0004581313
Long
ABS-MBS
USGA
US
N
2
2029-03-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210T2F2
5218.6900000000
PA
USD
5969.6200000000
0.0022123558
Long
ABS-MBS
USGA
US
N
2
2029-04-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210UM91
2827.0600000000
PA
USD
3255.1300000000
0.0012063592
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
36210YTU9
221.5300000000
PA
USD
254.2600000000
0.0000942294
Long
ABS-MBS
USGA
US
N
2
2029-04-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211C3B6
2230.7600000000
PA
USD
2562.4100000000
0.0009496354
Long
ABS-MBS
USGA
US
N
2
2029-07-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211ETJ7
2848.7800000000
PA
USD
3258.7000000000
0.0012076822
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
36211N3X4
7059.5200000000
PA
USD
8128.4700000000
0.0030124309
Long
ABS-MBS
USGA
US
N
2
2029-09-15
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211UFX5
1115.9500000000
PA
USD
1293.9000000000
0.0004795225
Long
ABS-MBS
USGA
US
N
2
2030-06-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212GB50
64415.6600000000
PA
USD
75430.6200000000
0.0279547729
Long
ABS-MBS
USGA
US
N
2
2030-06-15
Fixed
8.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212P5E8
12763.2100000000
PA
USD
14820.1900000000
0.0054923988
Long
ABS-MBS
USGA
US
N
2
2030-10-15
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213DK64
108480.4200000000
PA
USD
125650.9500000000
0.0465665504
Long
ABS-MBS
USGA
US
N
2
2031-02-15
Fixed
7.0000000000
N
N
N
N
N
N
2020-09-24
Federated Hermes Government Income Trust f/k/a Federated Government Income Trust
Stephen Van Meter
Federated Hermes Government Income Trust f/k/a Federated Government Income Trust
Chief Compliance Officer