0001145549-23-017750.txt : 20230323 0001145549-23-017750.hdr.sgml : 20230323 20230323130251 ACCESSION NUMBER: 0001145549-23-017750 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230131 FILED AS OF DATE: 20230323 DATE AS OF CHANGE: 20230323 PERIOD START: 20230131 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: 23755446 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 C000024570 C000024569 Federated Hermes Government Income Trust 811-03352 0000357052 254900YNBJMX46G74P50 Federated Hermes Funds 4000 Ericsson Drive Warrendale 15086-7561 8003417400 Federated Hermes Government Income Fund S000009040 254900YNBJMX46G74P50 2023-01-31 2023-01-31 N 128874792.210000000000 361454.690000000000 128513337.520000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 92369.670000000000 USD N Barclays US MBS LUMSTRUU Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31379UYR6 13605.7900000000 PA USD 14293.9200000000 0.0111225187 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 7.5000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31386PZ55 84988.2200000000 PA USD 89791.8500000000 0.0698696740 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 6.5000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138M8BF9 1481541.0200000000 PA USD 1427630.1100000000 1.1108808919 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 31417VQ30 422678.0000000000 PA USD 433924.4000000000 0.3376493120 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 36209N4W9 9883.5400000000 PA USD 10540.5000000000 0.0082018724 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 36209V6W9 2078.6500000000 PA USD 2154.7200000000 0.0016766509 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 36210BSD8 2122.7000000000 PA USD 2211.4800000000 0.0017208175 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 36210EQY8 1070.7300000000 PA USD 1109.2800000000 0.0008631633 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 36210L2D4 1724.6200000000 PA USD 1781.6200000000 0.0013863308 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 36211GH55 6972.8500000000 PA USD 7375.0800000000 0.0057387662 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 36212FJA3 973.3100000000 PA USD 1034.7900000000 0.0008052005 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 36212P5E8 4380.8300000000 PA USD 4604.6100000000 0.0035829822 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 36213W3Q7 799.8800000000 PA USD 836.0700000000 0.0006505706 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 II Pool 36225BRH3 6337.6600000000 PA USD 6647.2000000000 0.0051723814 Long ABS-MBS USGA US N 2 2032-01-20 Fixed 6.5000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3131WGW70 32596.0100000000 PA USD 34174.8800000000 0.0265924772 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.5000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132A6JM6 6929.7400000000 PA USD 6904.6700000000 0.0053727264 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 31371KA68 19024.6900000000 PA USD 20471.8600000000 0.0159297551 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7.5000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X7TT6 3070086.5500000000 PA USD 2855409.8300000000 2.2218781997 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.0000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31413NY74 25960.4000000000 PA USD 27528.8200000000 0.0214209829 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.0000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36207AMN9 7485.9100000000 PA USD 7621.2500000000 0.0059303183 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 36207KXE5 12275.9300000000 PA USD 12885.9800000000 0.0100269593 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 36208HSS6 16205.2200000000 PA USD 16763.3200000000 0.0130440313 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 285.5300000000 PA USD 298.3100000000 0.0002321238 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 36209FZX0 4494.1000000000 PA USD 4658.5700000000 0.0036249701 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 36210A4W4 1631.8800000000 PA USD 1689.6800000000 0.0013147896 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 36210DHG9 20096.5100000000 PA USD 20967.6100000000 0.0163155128 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 36211BVF8 12619.3900000000 PA USD 12940.2100000000 0.0100691572 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 36211BWB6 1020.0500000000 PA USD 1079.6000000000 0.0008400684 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 36211BWM2 16318.5400000000 PA USD 17341.8700000000 0.0134942181 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 36211HU66 1251.8800000000 PA USD 1288.8500000000 0.0010028920 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 36211JR33 28297.3000000000 PA USD 29858.8200000000 0.0232340242 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 36211KPV0 7659.8300000000 PA USD 8019.2800000000 0.0062400371 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 36211UHL9 5716.0000000000 PA USD 5857.4300000000 0.0045578382 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 36211WLB2 5106.8800000000 PA USD 5426.0300000000 0.0042221532 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 36212GQ39 809.8900000000 PA USD 810.9000000000 0.0006309851 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 36213GT43 7944.4600000000 PA USD 8381.9100000000 0.0065222102 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 36225A2J8 6239.4400000000 PA USD 6415.1100000000 0.0049917854 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 36225AUL2 3225.8400000000 PA USD 3279.9700000000 0.0025522409 Long ABS-MBS USGA US N 2 2027-06-15 Fixed 7.0000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36225BD62 72.5000000000 PA USD 72.6900000000 0.0000565622 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 36225BHH4 4270.8300000000 PA USD 4488.9900000000 0.0034930149 Long ABS-MBS USGA US N 2 2030-01-15 Fixed 7.5000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36225BHL5 3022.8400000000 PA USD 3170.9500000000 0.0024674093 Long ABS-MBS USGA US N 2 2029-12-15 Fixed 7.5000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3131WUSS8 4271.7900000000 PA USD 4327.8600000000 0.0033676349 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 7.0000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132A2HA3 65681.5400000000 PA USD 69000.8000000000 0.0536915478 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.5000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132A2HD7 40258.7500000000 PA USD 42692.2900000000 0.0332201239 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6.0000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133B4NR2 5402149.0000000000 PA USD 4316264.1100000000 3.3586117934 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 1.5000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138ERJN1 7699589.9800000000 PA USD 7153975.4800000000 5.5667183018 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 31403DJH3 354832.8300000000 PA USD 369385.0200000000 0.2874293261 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6.0000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31409JYR5 70899.9300000000 PA USD 75029.5500000000 0.0583826951 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 36200TEX2 308.8200000000 PA USD 321.2000000000 0.0002499351 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 5080.4200000000 PA USD 5254.5900000000 0.0040887507 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 36202DMT5 15266.4400000000 PA USD 16240.6300000000 0.0126373109 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 36202DNL1 8205.9200000000 PA USD 8594.0700000000 0.0066872981 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 36205B2X9 23607.9600000000 PA USD 25083.3300000000 0.0195180753 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 36207B4Y3 17850.8600000000 PA USD 18833.8000000000 0.0146551326 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 36207TSJ1 55443.8300000000 PA USD 58871.3100000000 0.0458094943 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 36209FUQ0 4600.8100000000 PA USD 4782.6100000000 0.0037214892 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 36209H2Z7 5004.8400000000 PA USD 5190.9300000000 0.0040392150 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 36210AL54 3002.5500000000 PA USD 3089.1500000000 0.0024037583 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 36210BTJ4 22663.6100000000 PA USD 23624.5000000000 0.0183829169 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 36210HEF5 2721.6700000000 PA USD 2816.4600000000 0.0021915702 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 36210JDE5 1082.5200000000 PA USD 1088.2100000000 0.0008467681 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 36210YMH5 35861.8600000000 PA USD 38198.6200000000 0.0297234674 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 36211C3B6 1592.9300000000 PA USD 1661.3800000000 0.0012927685 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 36211C5W8 2674.4100000000 PA USD 2796.9100000000 0.0021763578 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 36211CZK1 6740.5800000000 PA USD 6999.0900000000 0.0054461974 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 7.0000000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 10YR NOTE (CBT)MAR23 000000000 29.0000000000 NC USD -9413.5800000000 -0.0073249829 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year US Treasury Note Future CBOT 10 Year US Treasury Note Future 2023-03-22 3330366.7100000000 USD -9413.5800000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36211K4T8 6324.1400000000 PA USD 6680.0400000000 0.0051979352 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 36211LJZ6 3601.7400000000 PA USD 3754.4500000000 0.0029214477 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 36211UAJ1 775.3300000000 PA USD 826.3600000000 0.0006430150 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 36212BCA9 19532.6600000000 PA USD 20481.8600000000 0.0159375364 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 36212HCU2 2046.4800000000 PA USD 2141.3700000000 0.0016662628 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 36213SX67 641.4000000000 PA USD 673.2600000000 0.0005238834 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 36213UUY4 13648.0700000000 PA USD 14578.7100000000 0.0113441222 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 36225BFV5 325.9600000000 PA USD 341.7000000000 0.0002658868 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 36292DSD5 23173.2500000000 PA USD 24460.1800000000 0.0190331840 Long ABS-MBS USGA US N 2 2036-05-15 Fixed 6.0000000000 N N N N N N Federated Government Obligations Fund 254900VAJ9169N7JRF45 Federated Hermes Government Obligations Fund 608919718 995744.0400000000 NS USD 995744.0400000000 0.7748176642 Long STIV RF US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3131WVN77 38353.3400000000 PA USD 41012.2900000000 0.0319128666 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 7.5000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3131WWGM0 19533.7000000000 PA USD 20946.0300000000 0.0162987207 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 7.0000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132A1HV9 353899.2200000000 PA USD 366480.6900000000 0.2851693817 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 3132A3EY2 48885.6400000000 PA USD 51361.8600000000 0.0399661708 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.5000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132AEJ80 67236.8800000000 PA USD 65695.2500000000 0.0511194023 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.0000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132DNG56 2212789.1500000000 PA USD 2223256.9700000000 1.7299815046 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.5000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132DPFD5 2286761.5400000000 PA USD 2005638.9700000000 1.5606465513 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.5000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132DWD34 8403011.4000000000 PA USD 8115154.4800000000 6.3146398939 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.0000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31371KHZ7 4296.6100000000 PA USD 4579.5000000000 0.0035634434 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 3140X7EG0 2895959.3100000000 PA USD 2789167.0500000000 2.1703327482 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.5000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31415XQZ7 35500.4900000000 PA USD 37674.8800000000 0.0293159299 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 36202DBX8 1897.4700000000 PA USD 1961.4000000000 0.0015262229 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 36202UFY4 118055.8900000000 PA USD 121556.9600000000 0.0945870385 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 36207K6X3 1698.4600000000 PA USD 1770.2100000000 0.0013774524 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 36208QRQ1 33951.4700000000 PA USD 35133.9500000000 0.0273387577 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 36208QXY7 728.9000000000 PA USD 748.4200000000 0.0005823676 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 36208TZX1 2097.2000000000 PA USD 2160.5800000000 0.0016812107 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 36208WDV2 1516.8600000000 PA USD 1563.7500000000 0.0012167998 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 8697.5700000000 PA USD 8960.4100000000 0.0069723580 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 7.0000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3131WGPD5 16516.4800000000 PA USD 17218.1200000000 0.0133979246 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 31371GGL8 413.9300000000 PA USD 423.9200000000 0.0003298646 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 31371MLN5 17698.7400000000 PA USD 18975.9600000000 0.0147657515 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 31374TW39 4151.2600000000 PA USD 4297.1200000000 0.0033437152 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 31388ULT5 38489.3200000000 PA USD 41209.0100000000 0.0320659402 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 3140QFA90 5091182.7400000000 PA USD 4502687.8400000000 3.5036735695 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.5000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31414MY59 15225.2000000000 PA USD 15161.4200000000 0.0117975459 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 31415RPC2 50785.3700000000 PA USD 53969.9200000000 0.0419955789 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.0000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418DUG5 4625188.7400000000 PA USD 3917090.8400000000 3.0480033556 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.0000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418ED56 3891176.7600000000 PA USD 3407647.8500000000 2.6515908121 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.5000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202DD40 1178.7500000000 PA USD 1217.0500000000 0.0009470223 Long ABS-MBS USGA US N 2 2029-10-20 Fixed 6.5000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202DNY3 2358.1300000000 PA USD 2472.2400000000 0.0019237225 Long ABS-MBS USGA US N 2 2031-07-20 Fixed 6.5000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202DQN4 2200.6600000000 PA USD 2309.1200000000 0.0017967940 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 II Pool 36202EW62 90071.1600000000 PA USD 97110.9800000000 0.0755649039 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 36206JB52 291.1200000000 PA USD 291.6100000000 0.0002269103 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 7.0000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36208YAM1 2871.8200000000 PA USD 2976.9200000000 0.0023164288 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 36209BE46 892.3900000000 PA USD 919.3600000000 0.0007153810 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 36209FH77 5021.2000000000 PA USD 5155.7000000000 0.0040118015 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 36209FMM8 34455.4800000000 PA USD 35756.7800000000 0.0278234000 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 36209Q3E3 6625.9400000000 PA USD 6861.8600000000 0.0053394147 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 36210APZ4 615.2100000000 PA USD 631.2700000000 0.0004912097 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 36210CUX9 7602.4200000000 PA USD 7880.6400000000 0.0061321573 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 36210GXB5 151.3500000000 PA USD 156.3500000000 0.0001216605 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 23497.6600000000 PA USD 24412.5200000000 0.0189960984 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 36210VQD6 1525.2400000000 PA USD 1529.7000000000 0.0011903045 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 36210XRM1 2518.4600000000 PA USD 2675.8500000000 0.0020821574 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 36211BZZ0 3204.1100000000 PA USD 3359.8100000000 0.0026143668 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 36211HGH8 700.3200000000 PA USD 727.5700000000 0.0005661436 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 36211JRQ2 5280.9600000000 PA USD 5486.5700000000 0.0042692612 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 36211N3X4 5518.1000000000 PA USD 5748.8900000000 0.0044733800 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 36211XNE2 2194.2100000000 PA USD 2201.4200000000 0.0017129895 Long ABS-MBS USGA US N 2 2030-09-15 Fixed 7.0000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418ECN8 2900448.6000000000 PA USD 2317430.0100000000 1.8032603111 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 1.5000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36207KSP6 2927.0500000000 PA USD 3000.0800000000 0.0023344503 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 36209JN31 6628.9900000000 PA USD 6894.7800000000 0.0053650307 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 36212A4U6 20862.7800000000 PA USD 21841.7900000000 0.0169957379 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 36212AX91 489.4600000000 PA USD 512.2300000000 0.0003985812 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 2012.0000000000 PA USD 2090.3400000000 0.0016265549 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 36209U3F1 7295.3600000000 PA USD 7692.9900000000 0.0059861413 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 36210CG23 11390.0800000000 PA USD 11718.6000000000 0.0091185866 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 36211CRU8 551.2100000000 PA USD 574.5800000000 0.0004470976 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 36212UCW9 6117.0800000000 PA USD 6518.8300000000 0.0050724930 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 36212UG96 7500.6000000000 PA USD 7889.7600000000 0.0061392538 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 36212HED8 2249.9100000000 PA USD 2316.3500000000 0.0018024199 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 36212VTV1 2153.1800000000 PA USD 2253.6900000000 0.0017536623 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 36225BSG4 6055.5000000000 PA USD 6433.7800000000 0.0050063131 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 36210BP74 805.7600000000 PA USD 838.0700000000 0.0006521269 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 36210L3S0 10288.3100000000 PA USD 10694.8500000000 0.0083219767 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 36210LS79 788.8600000000 PA USD 814.4600000000 0.0006337552 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 36210VGD7 1171.2200000000 PA USD 1212.7000000000 0.0009436375 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 36213E2N5 5597.1300000000 PA USD 6001.5900000000 0.0046700133 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 36211G2T9 4391.3100000000 PA USD 4577.4900000000 0.0035618793 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 36211HHR5 18534.2700000000 PA USD 19468.2000000000 0.0151487778 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 36211J2K2 15631.6700000000 PA USD 16356.4500000000 0.0127274338 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 36211NKN7 3470.0200000000 PA USD 3637.6200000000 0.0028305389 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 36211TT62 39699.2000000000 PA USD 41359.6000000000 0.0321831187 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 36212FAK0 16125.1300000000 PA USD 16762.3100000000 0.0130432454 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 36212GBX9 25706.1900000000 PA USD 27448.1700000000 0.0213582267 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 36212JWE2 3409.7800000000 PA USD 3594.3700000000 0.0027968848 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 36213UCM0 3006.0300000000 PA USD 3205.3600000000 0.0024941847 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 36225ASF8 2212.1900000000 PA USD 2246.4700000000 0.0017480442 Long ABS-MBS USGA US N 2 2026-06-15 Fixed 7.0000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132DM6S9 2384620.5500000000 PA USD 2089791.0700000000 1.6261277703 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.5000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132DWDS9 6526504.0600000000 PA USD 5926348.9400000000 4.6114660582 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.0000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133BGPB8 3487470.9400000000 PA USD 3446207.5300000000 2.6815952309 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.5000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31371HQY7 632.2500000000 PA USD 661.4100000000 0.0005146625 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 7.0000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31371M5N3 172436.2900000000 PA USD 182261.6200000000 0.1418231162 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 31371NJ48 12792.0600000000 PA USD 13544.1200000000 0.0105390773 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 31382L2N5 2294.4700000000 PA USD 2382.4600000000 0.0018538621 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 31388UME7 28182.4800000000 PA USD 30269.1800000000 0.0235533374 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 3138LY2J5 902484.8800000000 PA USD 881036.1500000000 0.6855600882 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 3138M4QE5 471892.6000000000 PA USD 460677.4600000000 0.3584666533 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 3.0000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140M2PG1 2357820.7300000000 PA USD 2069252.0000000000 1.6101457171 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.5000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31413JKZ6 44754.8500000000 PA USD 48485.1700000000 0.0377277339 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.5000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31417AP86 2790155.6700000000 PA USD 2688658.7400000000 2.0921242821 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 3.5000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3131WULQ9 12930.0200000000 PA USD 13269.3700000000 0.0103252863 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 6.5000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3131X4UW3 42453.0000000000 PA USD 42173.5900000000 0.0328165082 Long ABS-MBS USGSE US N 2 2024-03-01 Fixed 4.5000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132A4ZV3 49701.6800000000 PA USD 52164.4000000000 0.0405906508 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.5000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132DPFC7 6424176.2200000000 PA USD 5430622.7600000000 4.2257269672 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.0000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133BNLS0 2424543.7000000000 PA USD 2434414.5000000000 1.8942893765 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.0000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31374TWX3 1016.7000000000 PA USD 1053.0800000000 0.0008194325 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 31376HVN0 36379.2600000000 PA USD 37577.3100000000 0.0292400079 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 31388PR45 40620.0500000000 PA USD 43519.2900000000 0.0338636369 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 3138MQBR3 2318737.7700000000 PA USD 2297146.8400000000 1.7874773812 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 4.0000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QMZG2 2320162.1500000000 PA USD 2033302.1700000000 1.5821720992 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179VTX8 3472942.7300000000 PA USD 3216731.9400000000 2.5030335388 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 3.0000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36200RLK6 6101.8700000000 PA USD 6249.1700000000 0.0048626626 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 II Pool 36202DA68 1279.3300000000 PA USD 1320.9000000000 0.0010278311 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 II Pool 36202DAA9 3787.2400000000 PA USD 3901.2900000000 0.0030357083 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 36202DC82 2410.0800000000 PA USD 2495.6100000000 0.0019419074 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 II Pool 36202DGD7 8036.4700000000 PA USD 8465.8300000000 0.0065875108 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 36202DM57 1577.6800000000 PA USD 1651.3600000000 0.0012849717 Long ABS-MBS USGA US N 2 2031-05-20 Fixed 6.5000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418DSH6 10362600.7400000000 PA USD 8776128.0200000000 6.8289628060 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.0000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202DEJ6 2745.7100000000 PA USD 2847.9800000000 0.0022160968 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 I Pool 36208QYG5 9049.2700000000 PA USD 9321.7100000000 0.0072534962 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 36209F6L8 738.1800000000 PA USD 767.3500000000 0.0005970976 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 36209KMA3 2677.9100000000 PA USD 2758.8400000000 0.0021467344 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 36209Q2Y0 2541.4900000000 PA USD 2683.4500000000 0.0020880712 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 II Pool 36202DKL4 5184.7800000000 PA USD 5482.4600000000 0.0042660630 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 36202DMR9 2668.2800000000 PA USD 2789.7800000000 0.0021708097 Long ABS-MBS USGA US N 2 2031-04-20 Fixed 6.5000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202DQB0 2514.3600000000 PA USD 2637.1700000000 0.0020520594 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 36208HSU1 73586.5300000000 PA USD 76389.1000000000 0.0594406009 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 36208QZD1 2147.2500000000 PA USD 2229.6000000000 0.0017349172 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 36209A6R6 2005.7000000000 PA USD 2132.3900000000 0.0016592752 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 36209FHX0 1693.5500000000 PA USD 1758.5000000000 0.0013683405 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 36209HSF3 993.5100000000 PA USD 1006.4000000000 0.0007831094 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 36209RNC3 4396.1400000000 PA USD 4643.5400000000 0.0036132748 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 36209RNF6 343.6000000000 PA USD 366.2100000000 0.0002849587 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 36209VN34 3354.2700000000 PA USD 3448.7100000000 0.0026835425 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 2913.1300000000 PA USD 3009.4100000000 0.0023417103 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 36210QY89 365.6400000000 PA USD 380.9600000000 0.0002964362 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 36211D3L2 1169.4400000000 PA USD 1220.3600000000 0.0009495979 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 36209V2D5 37844.0300000000 PA USD 39228.9600000000 0.0305252052 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 36210AHC4 463.6800000000 PA USD 481.7300000000 0.0003748483 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 36211ETJ7 2151.5300000000 PA USD 2231.5300000000 0.0017364190 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 36211JMG9 5785.4300000000 PA USD 6000.5500000000 0.0046692041 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 36210HEK4 7891.7900000000 PA USD 8226.3900000000 0.0064011955 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 36210JM21 19115.9000000000 PA USD 19588.8900000000 0.0152426903 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 36210LDF7 8347.2000000000 PA USD 8667.3300000000 0.0067443039 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 36210UXP3 38.5400000000 PA USD 39.3900000000 0.0000306505 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 36210VNN7 5608.6100000000 PA USD 5766.5200000000 0.0044870985 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 36210X5R4 4695.5200000000 PA USD 4902.6300000000 0.0038148803 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 143.1500000000 PA USD 149.2200000000 0.0001161125 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 36210YTU9 170.0500000000 PA USD 176.7700000000 0.0001375499 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 36211BXN9 11353.6700000000 PA USD 11886.4500000000 0.0092491956 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 36211D2R0 1346.6800000000 PA USD 1399.8900000000 0.0010892955 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 36211KQN7 2664.2600000000 PA USD 2790.7700000000 0.0021715801 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 36211KSB1 13312.3800000000 PA USD 13966.6600000000 0.0108678681 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 36211L6Z0 15492.0500000000 PA USD 16428.6400000000 0.0127836070 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 36211M2M1 10958.8900000000 PA USD 11658.4500000000 0.0090717821 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 36211SVV6 189.2900000000 PA USD 198.2600000000 0.0001542719 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 36212JWL6 3324.4600000000 PA USD 3549.7400000000 0.0027621569 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 36212CZN4 2585.5500000000 PA USD 2755.7200000000 0.0021443066 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 36212KZC0 22366.4000000000 PA USD 22632.0200000000 0.0176106390 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 9734.7800000000 PA USD 10330.2300000000 0.0080382552 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 2994.0800000000 PA USD 3149.4200000000 0.0024506561 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 36216AJC6 7062.9600000000 PA USD 7276.4000000000 0.0056619804 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 36225BC89 5311.5400000000 PA USD 5479.3900000000 0.0042636742 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 36225BG51 2359.5400000000 PA USD 2448.6500000000 0.0019053664 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 36225BKR8 9818.5500000000 PA USD 10320.0900000000 0.0080303649 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 36213E2L9 10365.2700000000 PA USD 10944.9100000000 0.0085165557 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 36213ESA5 38879.5900000000 PA USD 40424.6300000000 0.0314555911 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 36213S4X0 1250.9700000000 PA USD 1325.0200000000 0.0010310370 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 36225ARE2 2469.9400000000 PA USD 2509.8000000000 0.0019529490 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 3622ABE40 12701453.9600000000 PA USD 11176491.9900000000 8.6967564657 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 2.5000000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US LONG BOND(CBT) MAR23 000000000 -7.0000000000 NC USD -28223.5700000000 -0.0219615882 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT U.S. Long Bond Futures CBOT U.S. Long Bond Futures 2023-03-22 -880901.4300000000 USD -28223.5700000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US ULTRA BOND CBT MAR23 000000000 -3.0000000000 NC USD -21402.9800000000 -0.0166542870 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Ultra Long Term U.S. Treasury Bond Futures CBOT Ultra Long Term U.S. Treasury Bond Futures 2023-03-22 -403847.0200000000 USD -21402.9800000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 10YR ULTRA FUT MAR23 000000000 10.0000000000 NC USD 27484.6200000000 0.0213865895 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra 10-Year U.S. Treasury Notes Futures CBOT Ultra 10-Year U.S. Treasury Notes Futures 2023-03-22 1184546.6300000000 USD 27484.6200000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132A0LP9 41687.0900000000 PA USD 43127.1900000000 0.0335585324 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 7.5000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3131WVHX7 3626.2700000000 PA USD 3858.3400000000 0.0030022876 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 3133B45R2 3934664.2200000000 PA USD 3315068.7100000000 2.5795522659 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.0000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133KLZX8 5340195.5400000000 PA USD 4504276.0400000000 3.5049093946 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.0000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31416AJP6 26260.4400000000 PA USD 27892.2600000000 0.0217037862 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 31417YA31 12986.4500000000 PA USD 12923.5400000000 0.0100561858 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 5.0000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3131WWRD8 26399.3300000000 PA USD 27802.9400000000 0.0216342837 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 7.0000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132A2N57 140860.4800000000 PA USD 147645.1100000000 0.1148869937 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 3132DV6R1 3145674.0500000000 PA USD 2666049.9800000000 2.0745317423 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 3132DWDX8 9738021.6000000000 PA USD 8201522.4700000000 6.3818453619 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.0000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36200FVQ8 484.1700000000 PA USD 512.2600000000 0.0003986045 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 36209RFV0 2107.4400000000 PA USD 2234.8500000000 0.0017390024 Long ABS-MBS USGA US N 2 2030-01-15 Fixed 8.0000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31371KGA3 8455.5100000000 PA USD 9007.6200000000 0.0070090935 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 31389AMF7 10736.4400000000 PA USD 11502.5900000000 0.0089505029 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 31407YK40 176338.1100000000 PA USD 183505.1400000000 0.1427907356 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 31409X4Z9 18728.4100000000 PA USD 19756.8700000000 0.0153734004 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.0000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36209YAC2 232.1200000000 PA USD 239.1300000000 0.0001860741 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 36210JSK5 806.7100000000 PA USD 836.7100000000 0.0006510686 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 7.0000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QAZ94 3268883.7900000000 PA USD 3133016.5600000000 2.4378921445 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 3140QCKS4 2567143.5100000000 PA USD 2454827.6400000000 1.9101734399 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 36210L3C5 2239.6500000000 PA USD 2280.1400000000 0.0017742439 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 36210T2F2 3728.4900000000 PA USD 3873.6600000000 0.0030142085 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 7.0000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31410GH89 217653.7700000000 PA USD 234827.8700000000 0.1827264582 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.5000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202DDB4 13395.8900000000 PA USD 14056.6800000000 0.0109379153 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 I Pool 36211N5E4 23600.3300000000 PA USD 24707.0700000000 0.0192252964 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 36211UFX5 781.8200000000 PA USD 831.7300000000 0.0006471935 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 II Pool 36202DJ69 1180.8300000000 PA USD 1223.5600000000 0.0009520879 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 I Pool 36206MM20 1575.2000000000 PA USD 1636.5300000000 0.0012734320 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 36208H4A1 8620.9000000000 PA USD 8905.8300000000 0.0069298877 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 36208HST4 76584.2500000000 PA USD 79247.8200000000 0.0616650548 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 36212DJ91 5486.7500000000 PA USD 5700.3700000000 0.0044356252 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 36212UHG9 4975.0100000000 PA USD 5295.4100000000 0.0041205139 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 36208LTN7 3432.5000000000 PA USD 3549.3500000000 0.0027618534 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 36209RP23 1659.4300000000 PA USD 1770.8100000000 0.0013779192 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 36225BA81 8947.9300000000 PA USD 9224.5100000000 0.0071778620 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 36209YD62 8030.6000000000 PA USD 8398.4400000000 0.0065350727 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 36210MXV8 10366.4400000000 PA USD 10764.0100000000 0.0083757921 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 36210NAX7 848.6200000000 PA USD 880.1700000000 0.0006848861 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 36210RT59 13863.0400000000 PA USD 14386.6100000000 0.0111946435 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 36211HUC3 594.7400000000 PA USD 616.1600000000 0.0004794522 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 36213DK64 88483.8000000000 PA USD 92929.9300000000 0.0723115062 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 36225AWL0 565.2300000000 PA USD 578.4500000000 0.0004501089 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 36290SZ95 231621.7500000000 PA USD 238615.7100000000 0.1856738877 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.5000000000 N N N N N N 2023-03-23 Federated Hermes Government Income Trust Stephen Van Meter Federated Hermes Government Income Trust Chief Compliance Officer