NPORT-P false 0000925723 XXXXXXXX S000009740 C000168177 C000026763 C000026762 C000026761 Federated Hermes Institutional Trust 811-07193 0000925723 2549002CIMJQ7MNS8F06 Federated Hermes Funds 4000 Ericsson Drive Warrendale 15086-7561 8003417400 Federated Hermes Government Ultrashort Fund S000009740 254900U7AB30ET2GHV12 2027-05-31 2026-08-31 N 2280740080.830000000000 7958321.690000000000 2272781759.140000000000 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 906.830000000000 USD N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWKM4 12299698.50 PA USD 11933827.9800000000 0.5250758429 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.0000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TRUD5 27370.50 PA USD 27399.6400000000 0.0012055553 Long ABS-MBS USGSE US N 2 2029-06-15 Floating 4.2500000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 000000000 173730000.00 PA USD 173730000.0000000000 7.6439367441 Long RA CORP US N 2 Repurchase Y 3.68 2026-09-01 192256385.10 USD 177222714.23 USD AMBS N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3128HWJ40 88502.40 PA USD 87598.9900000000 0.0038542632 Long ABS-MBS USGSE US N 2 2036-12-15 Floating 4.0500000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3128HWJT5 37563.29 PA USD 37219.9700000000 0.0016376394 Long ABS-MBS USGSE US N 2 2036-12-15 Floating 4.1000000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130B7VM3 1000000.00 PA USD 999689.3000000000 0.0439852747 Long DBT USGSE US N 2 2026-10-23 Fixed 3.6300000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130B95B2 2000000.00 PA USD 1996135.2000000000 0.0878278432 Long DBT USGSE US N 2 2027-02-08 Fixed 3.6200000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130BAT72 2000000.00 PA USD 1996146.0000000000 0.0878283184 Long DBT USGSE US N 2 2027-06-17 Fixed 3.9900000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130BBDD4 2000000.00 PA USD 1999876.8000000000 0.0879924697 Long DBT USGSE US N 2 2027-01-27 Floating 3.7000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A8H45 3557557.96 PA USD 3511113.6900000000 0.1544852987 Long ABS-MBS USGSE US N 2 2042-10-25 Floating 4.0600000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B5TY1 14200280.33 PA USD 13954587.0800000000 0.6139871118 Long ABS-MBS USGSE US N 2 2059-08-25 Floating 4.2600000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSWZ1 13444106.60 PA USD 13653073.7300000000 0.6007208424 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.0000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWHT3 15093418.02 PA USD 15053301.2200000000 0.6623293750 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.5000000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137GBGB5 30000000.00 PA USD 29999940.0000000000 1.3199657151 Long ABS-MBS USGSE US N 2 2031-05-25 Floating 4.1200000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137GBHV0 42500000.00 PA USD 42447971.5000000000 1.8676659705 Long ABS-MBS USGSE US N 2 2036-06-25 Floating 4.1700000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137HPU84 38200000.00 PA USD 38199923.6000000000 1.6807563439 Long ABS-MBS USGSE US N 2 2035-11-25 Floating 4.1800000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HQ4X6 22247666.58 PA USD 22156219.7700000000 0.9748502988 Long ABS-MBS USGSE US N 2 2056-02-25 Floating 4.3900000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31339MAX6 53325.78 PA USD 53603.6600000000 0.0023585045 Long ABS-MBS USGSE US N 2 2031-06-15 Floating 4.4500000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CCHH2 8406255.97 PA USD 8544798.6300000000 0.3759621264 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.0000000000 N N N N N N FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWAK6 4000000.00 PA USD 4001454.8000000000 0.1760597903 Long DBT USGSE US N 2 2028-01-20 Floating 3.7300000000 N N N N N N FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWPE4 3000000.00 PA USD 2999700.0000000000 0.1319836358 Long DBT USGSE US N 2 2028-05-08 Floating 3.7500000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3134HBK59 2000000.00 PA USD 2000990.6000000000 0.0880414757 Long DBT USGSE US N 2 2027-09-02 Floating 3.7800000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31358SSV4 7364.20 PA USD 7349.7200000000 0.0003233799 Long ABS-MBS USGSE US N 2 2030-10-25 Floating 4.2100000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AHC40 4761477.17 PA USD 4735773.7600000000 0.2083690500 Long ABS-MBS USGSE US N 2 2044-01-25 Floating 4.2100000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B1XU3 2716287.61 PA USD 2652290.2400000000 0.1166979728 Long ABS-MBS USGSE US N 2 2048-05-25 Floating 4.0600000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B3BB5 8122366.89 PA USD 7917948.0300000000 0.3483813612 Long ABS-MBS USGSE US N 2 2058-10-25 Floating 4.1100000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BQMF3 11444393.67 PA USD 11307611.4200000000 0.4975229749 Long ABS-MBS USGSE US N 2 2048-11-25 Floating 4.1100000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BQML0 6776825.84 PA USD 6711778.4800000000 0.2953111733 Long ABS-MBS USGSE US N 2 2049-12-25 Floating 4.1900000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BQMU0 7764208.70 PA USD 7650989.4600000000 0.3366354657 Long ABS-MBS USGSE US N 2 2049-09-25 Floating 4.1600000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BRMJ3 5368442.53 PA USD 5383706.6200000000 0.2368774124 Long ABS-MBS USGSE US N 2 2054-04-25 Floating 4.8400000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F1CE6 1182096.65 PA USD 1158885.7100000000 0.0509897488 Long ABS-MBS USGSE US N 2 2047-06-15 Floating 4.1000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FNJS0 11104768.31 PA USD 10946978.4400000000 0.4816555041 Long ABS-MBS USGSE US N 2 2049-09-25 Floating 4.2100000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FPWL5 12763395.40 PA USD 12567528.3300000000 0.5529579899 Long ABS-MBS USGSE US N 2 2049-11-25 Floating 4.2100000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FQKJ1 2983670.16 PA USD 2983663.8900000000 0.1312780639 Long ABS-MBS USGSE US N 2 2029-11-25 Floating 4.2900000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FRUQ2 6273810.81 PA USD 6291949.6500000000 0.2768391477 Long ABS-MBS USGSE US N 2 2030-01-25 Floating 4.2300000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FWHP8 262154.00 PA USD 261729.3100000000 0.0115158136 Long ABS-MBS USGSE US N 2 2030-08-25 Floating 4.0300000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137GBX42 12000000.00 PA USD 11989549.2000000000 0.5275275178 Long ABS-MBS USGSE US N 2 2031-06-25 Floating 4.1000000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H9JR1 20897782.80 PA USD 20935774.9700000000 0.9211520150 Long ABS-MBS USGSE US N 2 2032-10-25 Floating 4.5000000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H9MS5 21549762.69 PA USD 21713568.9000000000 0.9553741274 Long ABS-MBS USGSE US N 2 2032-11-25 Floating 4.4600000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H9PG8 15711602.68 PA USD 15726068.3500000000 0.6919304190 Long ABS-MBS USGSE US N 2 2032-12-25 Floating 4.2600000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HAAD8 36384688.26 PA USD 36626060.6400000000 1.6115080338 Long ABS-MBS USGSE US N 2 2033-04-25 Floating 4.2800000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HFGZ2 12954443.00 PA USD 13024175.4700000000 0.5730499824 Long ABS-MBS USGSE US N 2 2054-09-25 Floating 4.9400000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HFXQ3 17299316.60 PA USD 17371779.9800000000 0.7643399948 Long ABS-MBS USGSE US N 2 2054-09-25 Floating 4.6400000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HHSH5 18054137.29 PA USD 18152942.1700000000 0.7987103072 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 4.5400000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HMN89 39476661.12 PA USD 39724069.2500000000 1.7478171448 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 4.7400000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HRKM0 25000000.00 PA USD 24992385.0000000000 1.0996385772 Long ABS-MBS USGSE US N 2 2036-03-25 Floating 4.1800000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385HKD3 46370.87 PA USD 46184.2000000000 0.0020320561 Long ABS-MBS USGSE US N 2 2033-04-01 Floating 4.6100000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385YCQ6 15722.09 PA USD 15754.8100000000 0.0006931950 Long ABS-MBS USGSE US N 2 2040-05-01 Floating 5.1200000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391KNZ6 4374.25 PA USD 4487.3900000000 0.0001974404 Long ABS-MBS USGSE US N 2 2032-12-01 Floating 5.9200000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 313921GH5 45411.82 PA USD 45454.7200000000 0.0019999597 Long ABS-MBS USGSE US N 2 2031-10-25 Floating 4.2600000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 313921XJ2 40972.40 PA USD 40852.5500000000 0.0017974691 Long ABS-MBS USGSE US N 2 2031-10-25 Floating 4.1100000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392CM27 61086.50 PA USD 61565.9600000000 0.0027088373 Long ABS-MBS USGSE US N 2 2032-04-25 Floating 4.7600000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392CN91 66632.86 PA USD 67116.7900000000 0.0029530680 Long ABS-MBS USGSE US N 2 2031-12-18 Floating 4.7500000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392DQA3 2304.23 PA USD 2312.3800000000 0.0001017423 Long ABS-MBS USGSE US N 2 2032-03-18 Floating 4.3000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392EGN4 30772.50 PA USD 30846.4000000000 0.0013572091 Long ABS-MBS USGSE US N 2 2032-09-25 Floating 4.2600000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392BC46 52881.53 PA USD 53246.9500000000 0.0023428096 Long ABS-MBS USGSE US N 2 2032-03-18 Floating 4.5000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392F6H5 50766.00 PA USD 50773.3200000000 0.0022339725 Long ABS-MBS USGSE US N 2 2032-12-18 Floating 4.1500000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392FNG8 28326.40 PA USD 28561.2700000000 0.0012566658 Long ABS-MBS USGSE US N 2 2032-11-18 Floating 4.7500000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392FV38 403.00 PA USD 403.0200000000 0.0000177325 Long ABS-MBS USGSE US N 2 2032-12-25 Floating 4.2100000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392HXL2 29078.80 PA USD 29103.9000000000 0.0012805409 Long ABS-MBS USGSE US N 2 2033-02-25 Floating 4.2600000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31393QX80 20304.15 PA USD 20288.3200000000 0.0008926647 Long ABS-MBS USGSE US N 2 2032-12-15 Floating 4.2500000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393Y3W3 320851.50 PA USD 320244.2900000000 0.0140904110 Long ABS-MBS USGSE US N 2 2034-07-25 Floating 4.1400000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394AQJ8 95034.45 PA USD 95238.5500000000 0.0041903957 Long ABS-MBS USGSE US N 2 2034-08-25 Floating 4.2100000000 N N N N N N FannieMae Whole Loan 5493001NEANKKEPIN618 31395B5N9 701224.33 PA USD 695640.8300000000 0.0306074627 Long ABS-MBS USGSE US N 2 2046-02-25 Floating 3.9800000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396KU67 444074.74 PA USD 444610.5200000000 0.0195623939 Long ABS-MBS USGSE US N 2 2036-09-25 Floating 4.2100000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QUZE9 9592662.24 PA USD 9543184.2500000000 0.4198900405 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 5.5000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ERM4 10049335.00 PA USD 10219347.6400000000 0.4496405165 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.5000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384PTL4 13449851.20 PA USD 13554421.1000000000 0.5963802308 Long ABS-MBS USGA US N 2 2054-06-20 Floating 4.9900000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797VC8 7000000.00 PA USD 6990172.7000000000 0.3075602253 Long DBT UST US N 2 2026-09-15 None 0.0000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392GRQ0 260229.87 PA USD 260284.3100000000 0.0114522351 Long ABS-MBS USGSE US N 2 2033-01-25 Floating 4.3100000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392JJW0 58590.57 PA USD 58612.6300000000 0.0025788939 Long ABS-MBS USGSE US N 2 2033-03-25 Floating 4.1600000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392JZ44 38718.75 PA USD 38708.2000000000 0.0017031200 Long ABS-MBS USGSE US N 2 2033-03-25 Floating 4.2100000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392KG91 21442.19 PA USD 21585.6400000000 0.0009497454 Long ABS-MBS USGSE US N 2 2031-05-15 Floating 4.7500000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392PN92 36394.00 PA USD 36744.2600000000 0.0016167087 Long ABS-MBS USGSE US N 2 2032-06-15 Floating 4.7500000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392REC1 85884.75 PA USD 86564.2800000000 0.0038087370 Long ABS-MBS USGSE US N 2 2032-02-15 Floating 4.7500000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392RKJ9 21737.97 PA USD 21883.3600000000 0.0009628448 Long ABS-MBS USGSE US N 2 2031-05-15 Floating 4.7500000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392RKN0 20813.40 PA USD 20952.6100000000 0.0009218927 Long ABS-MBS USGSE US N 2 2031-05-15 Floating 4.7500000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392RKR1 14.59 PA USD 14.6000000000 0.0000006424 Long ABS-MBS USGSE US N 2 2026-10-15 Floating 4.1500000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392RSL6 26040.00 PA USD 26049.0400000000 0.0011461303 Long ABS-MBS USGSE US N 2 2029-09-15 Floating 4.1500000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392TPJ0 15967.20 PA USD 16074.0300000000 0.0007072404 Long ABS-MBS USGSE US N 2 2031-05-15 Floating 4.7500000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392U4H4 6893.75 PA USD 6894.3200000000 0.0003033428 Long ABS-MBS USGSE US N 2 2032-08-15 Floating 4.1500000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392UKB9 22038.50 PA USD 22058.7400000000 0.0009705613 Long ABS-MBS USGSE US N 2 2032-03-15 Floating 4.2500000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392VV25 799.80 PA USD 799.6800000000 0.0000351851 Long ABS-MBS USGSE US N 2 2032-09-15 Floating 4.1500000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393C4U4 117508.76 PA USD 117228.3700000000 0.0051579246 Long ABS-MBS USGSE US N 2 2033-07-25 Floating 4.1100000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31393FAR7 39995.01 PA USD 40003.2600000000 0.0017601012 Long ABS-MBS USGSE US N 2 2029-06-15 Floating 4.1500000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31393JAZ1 108133.36 PA USD 108188.0900000000 0.0047601618 Long ABS-MBS USGSE US N 2 2033-01-15 Floating 4.1500000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31393RTT7 334107.20 PA USD 333170.9300000000 0.0146591695 Long ABS-MBS USGSE US N 2 2033-06-15 Floating 4.1500000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797WG8 6000000.00 PA USD 5929148.3400000000 0.2608762727 Long DBT UST US N 2 2026-12-22 None 0.0000000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDQ1 1500000.00 PA USD 1486804.6500000000 0.0654178363 Long DBT UST US N 2 2026-12-31 Fixed 1.2500000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393T4Y9 373109.33 PA USD 373924.8400000000 0.0164522985 Long ABS-MBS USGSE US N 2 2033-11-25 Floating 4.3100000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393T5M4 154367.08 PA USD 154550.6700000000 0.0068000665 Long ABS-MBS USGSE US N 2 2033-11-25 Floating 4.2600000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 200000000.00 PA USD 200000000.0000000000 8.7997890337 Long RA CORP US N 2 Repurchase Y 3.68 2026-09-01 212514534.57 USD 204000000.71 USD AMBS N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393TUQ7 54154.40 PA USD 54178.8700000000 0.0023838131 Long ABS-MBS USGSE US N 2 2033-10-25 Floating 4.1600000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393UCZ4 109052.42 PA USD 108754.6000000000 0.0047850877 Long ABS-MBS USGSE US N 2 2033-12-25 Floating 4.1600000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393Y6M2 95675.67 PA USD 95723.5100000000 0.0042117335 Long ABS-MBS USGSE US N 2 2034-07-25 Floating 4.1600000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394ABP0 179376.06 PA USD 179226.2600000000 0.0078857664 Long ABS-MBS USGSE US N 2 2034-07-25 Floating 4.2100000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31394L3C4 110840.50 PA USD 111425.7200000000 0.0049026141 Long ABS-MBS USGSE US N 2 2033-10-15 Floating 4.6500000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31394RCD9 467522.00 PA USD 467278.9400000000 0.0205597805 Long ABS-MBS USGSE US N 2 2034-02-15 Floating 4.1500000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394U4F6 196839.36 PA USD 195623.0500000000 0.0086072079 Long ABS-MBS USGSE US N 2 2035-12-25 Floating 4.1600000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395AUG8 84823.92 PA USD 84856.3400000000 0.0037335895 Long ABS-MBS USGSE US N 2 2034-06-15 Floating 4.1500000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396FRL9 32915.24 PA USD 33074.8800000000 0.0014552598 Long ABS-MBS USGSE US N 2 2035-08-15 Floating 4.4500000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396FSK0 234794.44 PA USD 233731.0600000000 0.0102839201 Long ABS-MBS USGSE US N 2 2035-12-15 Floating 4.0700000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396KM33 200938.83 PA USD 200096.7200000000 0.0088040446 Long ABS-MBS USGSE US N 2 2036-09-25 Floating 4.1100000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396KRB0 730936.71 PA USD 726398.7600000000 0.0319607792 Long ABS-MBS USGSE US N 2 2036-08-25 Floating 4.0600000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396UWZ9 218987.31 PA USD 218434.6700000000 0.0096108951 Long ABS-MBS USGSE US N 2 2036-07-15 Floating 4.1500000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397JE91 19662.82 PA USD 19533.8000000000 0.0008594666 Long ABS-MBS USGSE US N 2 2035-08-15 Floating 4.0500000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397KTK7 254510.31 PA USD 252867.9800000000 0.0111259244 Long ABS-MBS USGSE US N 2 2036-11-15 Floating 4.1000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397LWS4 247912.40 PA USD 246113.8500000000 0.0108287498 Long ABS-MBS USGSE US N 2 2036-06-25 Floating 4.1100000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RT90 43052.74 PA USD 44464.6900000000 0.0019563995 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 6.3700000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N6SX1 11957005.74 PA USD 12171069.6200000000 0.5355142249 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.0000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSD32 3440470.61 PA USD 3553671.0400000000 0.1563577772 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 6.5000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7EG0 1005366.90 PA USD 919017.6500000000 0.0404358072 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.5000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EPW4 5935044.64 PA USD 6035452.5400000000 0.2655535454 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EYM6 17483059.00 PA USD 17420200.4100000000 0.7664704427 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 5.5000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FNH6 18562321.00 PA USD 17946352.6500000000 0.7896205862 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 5.0000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427MAV3 20016636.25 PA USD 19854593.5700000000 0.8735811738 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.5000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GQEM0 7701976.92 PA USD 7821691.8300000000 0.3441461900 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.0000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142J6BS1 42259597.65 PA USD 40844057.4900000000 1.7970954460 Long ABS-MBS USGSE US N 2 2055-09-01 Fixed 5.0000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BC42 391050.83 PA USD 389608.7100000000 0.0171423723 Long ABS-MBS USGA US N 2 2062-11-20 Floating 4.1300000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BWN8 1094585.14 PA USD 1090797.0000000000 0.0479939174 Long ABS-MBS USGA US N 2 2062-10-20 Floating 4.1800000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BYA4 533959.44 PA USD 532099.8700000000 0.0234118330 Long ABS-MBS USGA US N 2 2062-09-20 Floating 4.1600000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BZU9 376099.58 PA USD 374603.7200000000 0.0164821685 Long ABS-MBS USGA US N 2 2062-11-20 Floating 4.1200000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BZW5 720664.07 PA USD 717554.6900000000 0.0315716495 Long ABS-MBS USGA US N 2 2062-02-20 Floating 4.1200000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377FJD4 3041363.25 PA USD 3038739.4700000000 0.1337013313 Long ABS-MBS USGA US N 2 2040-05-20 Floating 4.2700000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377TX55 2120820.38 PA USD 2111482.8300000000 0.0929030173 Long ABS-MBS USGA US N 2 2041-02-16 Floating 4.1500000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380A2G1 5484393.19 PA USD 5389487.9600000000 0.2371317852 Long ABS-MBS USGA US N 2 2046-10-20 Floating 4.1700000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380QN73 16677460.56 PA USD 16982177.7800000000 0.7471979090 Long ABS-MBS USGA US N 2 2071-04-20 Floating 5.1400000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380QR87 8524964.70 PA USD 8677078.2000000000 0.3817822879 Long ABS-MBS USGA US N 2 2071-04-20 Floating 5.1400000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381BLF9 4937550.20 PA USD 4859193.2500000000 0.2137993774 Long ABS-MBS USGA US N 2 2049-01-20 Floating 4.2200000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381UW81 26271692.70 PA USD 26409172.4700000000 1.1619757314 Long ABS-MBS USGA US N 2 2055-09-20 Floating 4.5900000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YQ55 33186645.99 PA USD 33563682.7900000000 1.4767666387 Long ABS-MBS USGA US N 2 2073-01-20 Floating 4.4900000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383HNC9 10468376.16 PA USD 10434015.8100000000 0.4590856895 Long ABS-MBS USGA US N 2 2053-01-20 Floating 4.2900000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384PQH6 12342728.18 PA USD 12390588.3400000000 0.5451728170 Long ABS-MBS USGA US N 2 2054-06-20 Floating 4.6400000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384WAU9 19352704.63 PA USD 19407855.9700000000 0.8539251907 Long ABS-MBS USGA US N 2 2054-09-20 Floating 4.7400000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385DFZ4 11511719.04 PA USD 11529460.9000000000 0.5072841180 Long ABS-MBS USGA US N 2 2065-02-20 Floating 4.8400000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797TC1 7000000.00 PA USD 6915796.3000000000 0.3042877422 Long DBT UST US N 2 2026-12-24 None 0.0000000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797TM9 7500000.00 PA USD 7387216.5000000000 0.3250297337 Long DBT UST US N 2 2027-01-21 None 0.0000000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UL9 6000000.00 PA USD 5968263.6000000000 0.2625973029 Long DBT UST US N 2 2026-10-22 None 0.0000000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797VD6 10000000.00 PA USD 9978796.0000000000 0.4390564981 Long DBT UST US N 2 2026-09-22 None 0.0000000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797VE4 8000000.00 PA USD 7977024.8000000000 0.3509806768 Long DBT UST US N 2 2026-09-29 None 0.0000000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797VK0 10000000.00 PA USD 9964146.0000000000 0.4384119135 Long DBT UST US N 2 2026-10-06 None 0.0000000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797VV6 4000000.00 PA USD 3933550.4000000000 0.1730720684 Long DBT UST US N 2 2027-02-04 None 0.0000000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797VX2 4000000.00 PA USD 3968143.6000000000 0.1745941327 Long DBT UST US N 2 2026-11-17 None 0.0000000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797WB9 4000000.00 PA USD 3930342.4000000000 0.1729309198 Long DBT UST US N 2 2027-02-11 None 0.0000000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797WE3 6000000.00 PA USD 5938715.4000000000 0.2612972133 Long DBT UST US N 2 2026-12-08 None 0.0000000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDG3 1500000.00 PA USD 1493133.3000000000 0.0656962902 Long DBT UST US N 2 2026-10-31 Fixed 1.1300000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CET4 1500000.00 PA USD 1483388.8500000000 0.0652675447 Long DBT UST US N 2 2027-05-31 Fixed 2.6300000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLP4 1000000.00 PA USD 999724.2000000000 0.0439868103 Long DBT UST US N 2 2026-09-30 Fixed 3.5000000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLY5 2000000.00 PA USD 2001863.6000000000 0.0880798868 Long DBT UST US N 2 2026-11-30 Fixed 4.2500000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMH1 2000000.00 PA USD 2001074.0000000000 0.0880451452 Long DBT UST US N 2 2027-01-31 Fixed 4.1300000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMV0 2500000.00 PA USD 2498061.0000000000 0.1099120490 Long DBT UST US N 2 2027-03-31 Fixed 3.8800000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNE7 3000000.00 PA USD 2994203.1000000000 0.1317417780 Long DBT UST US N 2 2027-05-31 Fixed 3.8800000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 000000000 100000000.00 PA USD 100000000.0000000000 4.3998945168 Long RA CORP US N 2 Repurchase Y 3.68 2026-09-01 106532048.32 USD 102010426.69 USD AMBS N N N BNP Paribas SA EQTWLK1G7ODGC2MGLV11 000000000 4000000.00 PA USD 4000000.0000000000 0.1759957807 Long RA CORP US N 2 Repurchase Y 3.71 2026-09-28 113016914.04 USD 461514292.73 USD UST N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 000000000 200000000.00 PA USD 200000000.0000000000 8.7997890337 Long RA CORP US N 2 Repurchase Y 3.68 2026-09-01 208731495.28 USD 204020853.68 USD AMBS N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130BAFR3 3000000.00 PA USD 2993070.9000000000 0.1316919624 Long DBT USGSE US N 2 2027-05-21 Fixed 3.8400000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FHED1 853171.31 PA USD 834555.1100000000 0.0367195445 Long ABS-MBS USGSE US N 2 2048-06-15 Floating 4.0500000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FQHQ9 1950403.78 PA USD 1922648.7500000000 0.0845945169 Long ABS-MBS USGSE US N 2 2049-12-25 Floating 4.2600000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H9MD8 21453195.14 PA USD 21517114.9300000000 0.9467303600 Long ABS-MBS USGSE US N 2 2032-11-25 Floating 4.5000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31386C3T7 13058.49 PA USD 13098.5500000000 0.0005763224 Long ABS-MBS USGSE US N 2 2040-08-01 Floating 5.1200000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 313920ZH6 2241.52 PA USD 2241.1100000000 0.0000986065 Long ABS-MBS USGSE US N 2 2031-09-18 Floating 4.1500000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TTWD9 59338.05 PA USD 59768.8900000000 0.0026297681 Long ABS-MBS USGSE US N 2 2031-06-15 Floating 4.7000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392FP50 72327.00 PA USD 72925.9100000000 0.0032086631 Long ABS-MBS USGSE US N 2 2032-09-25 Floating 4.7600000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392JEV7 22508.53 PA USD 22528.7700000000 0.0009912421 Long ABS-MBS USGSE US N 2 2033-03-25 Floating 4.2600000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393EET2 105870.91 PA USD 105838.9200000000 0.0046568008 Long ABS-MBS USGSE US N 2 2033-08-25 Floating 4.2100000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393U3B7 82602.73 PA USD 82624.9100000000 0.0036354089 Long ABS-MBS USGSE US N 2 2034-02-25 Floating 4.1600000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384YZH7 32189820.55 PA USD 32259730.4000000000 1.4193941090 Long ABS-MBS USGA US N 2 2054-10-20 Floating 4.4700000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797VA2 4000000.00 PA USD 3961147.6000000000 0.1742863161 Long DBT UST US N 2 2026-12-03 None 0.0000000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797VW4 5000000.00 PA USD 4963820.5000000000 0.2184028660 Long DBT UST US N 2 2026-11-10 None 0.0000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31339GVJ7 16346.40 PA USD 16384.8500000000 0.0007209161 Long ABS-MBS USGSE US N 2 2031-06-15 Floating 4.3500000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31339LJZ4 2614.83 PA USD 2617.6400000000 0.0001151734 Long ABS-MBS USGSE US N 2 2031-12-15 Floating 4.3500000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31339MEB0 21679.35 PA USD 21810.8500000000 0.0009596544 Long ABS-MBS USGSE US N 2 2031-06-15 Floating 4.5000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TRED3 14455.50 PA USD 14452.0600000000 0.0006358754 Long ABS-MBS USGSE US N 2 2031-02-15 Floating 4.1500000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31359RY63 108.79 PA USD 108.7400000000 0.0000047844 Long ABS-MBS USGSE US N 2 2028-04-18 Floating 4.1500000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392GNP6 163363.75 PA USD 163108.1200000000 0.0071765852 Long ABS-MBS USGSE US N 2 2033-01-25 Floating 4.0600000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31393FGG5 63207.87 PA USD 63190.3700000000 0.0027803096 Long ABS-MBS USGSE US N 2 2032-11-15 Floating 4.1500000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396K5S7 252221.93 PA USD 250076.7300000000 0.0110031123 Long ABS-MBS USGSE US N 2 2036-10-25 Floating 4.0700000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396KYA4 137577.30 PA USD 137126.4000000000 0.0060334170 Long ABS-MBS USGSE US N 2 2036-08-25 Floating 4.1100000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396TZ89 240366.24 PA USD 239121.2400000000 0.0105210823 Long ABS-MBS USGSE US N 2 2036-07-15 Floating 4.1500000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BUP5 694148.30 PA USD 694242.8400000000 0.0305459527 Long ABS-MBS USGA US N 2 2062-08-20 Floating 4.3600000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AH55 7540878.50 PA USD 7545549.3200000000 0.3319962108 Long ABS-MBS USGA US N 2 2053-06-20 Floating 4.5400000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CHJ1 24192175.02 PA USD 24189013.1000000000 1.0642910611 Long ABS-MBS USGA US N 2 2053-05-20 Floating 4.5900000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MXA0 14486133.68 PA USD 14569708.5300000000 0.6410518067 Long ABS-MBS USGA US N 2 2054-04-20 Floating 4.7200000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385BVV9 18922856.82 PA USD 18934337.3200000000 0.8330908695 Long ABS-MBS USGA US N 2 2054-12-20 Floating 4.5400000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385LV39 67469211.10 PA USD 67281896.3300000000 2.9603324674 Long ABS-MBS USGA US N 2 2056-01-20 Floating 4.3400000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797SU2 11000000.00 PA USD 10900613.9000000000 0.4796155133 Long DBT UST US N 2 2026-11-27 None 0.0000000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMX6 4000000.00 PA USD 4003903.6000000000 0.1761675350 Long DBT UST US N 2 2027-04-30 Floating 3.9700000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNL1 1500000.00 PA USD 1494843.3000000000 0.0657715284 Long DBT UST US N 2 2027-06-30 Fixed 3.7500000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130B7VN1 1000000.00 PA USD 999689.3000000000 0.0439852747 Long DBT USGSE US N 2 2026-10-23 Fixed 3.6300000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWK93 20361203.70 PA USD 20256182.6500000000 0.8912506697 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.5000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWPH0 18986402.00 PA USD 18820832.9800000000 0.8280967983 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 5.5000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31339D2Z0 13892.00 PA USD 13933.1600000000 0.0006130443 Long ABS-MBS USGSE US N 2 2032-02-15 Floating 4.6500000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31339GJ93 40670.50 PA USD 40780.2800000000 0.0017942893 Long ABS-MBS USGSE US N 2 2031-06-15 Floating 4.3700000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31339GVK4 62839.50 PA USD 62920.9200000000 0.0027684541 Long ABS-MBS USGSE US N 2 2031-11-15 Floating 4.3500000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TJ2M4 3173.54 PA USD 3174.4900000000 0.0001396742 Long ABS-MBS USGSE US N 2 2029-01-15 Floating 4.2500000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TJ2N2 3242.53 PA USD 3243.5000000000 0.0001427106 Long ABS-MBS USGSE US N 2 2029-01-15 Floating 4.2500000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B8GL7 5707024.96 PA USD 5628804.4800000000 0.2476614597 Long ABS-MBS USGSE US N 2 2050-01-25 Floating 4.2600000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H9PP8 28720424.40 PA USD 28720433.0200000000 1.2636687577 Long ABS-MBS USGSE US N 2 2032-12-25 Floating 4.1800000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HDL40 9698564.25 PA USD 9725946.2100000000 0.4279313740 Long ABS-MBS USGSE US N 2 2054-07-25 Floating 4.8400000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392BD52 25902.59 PA USD 25936.2000000000 0.0011411654 Long ABS-MBS USGSE US N 2 2032-03-25 Floating 4.2600000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392EHJ2 35545.60 PA USD 35958.8900000000 0.0015821532 Long ABS-MBS USGSE US N 2 2032-07-25 Floating 4.8600000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392FP92 16962.36 PA USD 16977.0000000000 0.0007469701 Long ABS-MBS USGSE US N 2 2032-12-25 Floating 4.2600000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392K6W1 2195.17 PA USD 2202.3600000000 0.0000969015 Long ABS-MBS USGSE US N 2 2032-03-15 Floating 4.3000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393XZW0 250749.15 PA USD 250340.3500000000 0.0110147113 Long ABS-MBS USGSE US N 2 2034-04-25 Floating 4.1600000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31394HV24 78129.80 PA USD 77986.4300000000 0.0034313207 Long ABS-MBS USGSE US N 2 2033-09-15 Floating 4.2000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31394RCE7 1213507.84 PA USD 1215996.3800000000 0.0535025580 Long ABS-MBS USGSE US N 2 2034-02-15 Floating 4.2500000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396QVX4 54214.20 PA USD 54275.5800000000 0.0023880683 Long ABS-MBS USGSE US N 2 2039-08-25 Floating 4.2600000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398SSP9 1832118.44 PA USD 1825796.1700000000 0.0803331056 Long ABS-MBS USGSE US N 2 2040-12-25 Floating 4.2600000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BUJ9 162320.34 PA USD 162279.1600000000 0.0071401119 Long ABS-MBS USGA US N 2 2062-08-20 Floating 4.3300000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YPL1 2468758.63 PA USD 2472290.9300000000 0.1087781931 Long ABS-MBS USGA US N 2 2072-01-20 Floating 4.0900000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384QT32 5715581.09 PA USD 5740349.5600000000 0.2525693255 Long ABS-MBS USGA US N 2 2054-07-20 Floating 4.8400000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384WG25 12918625.92 PA USD 12916907.7400000000 0.5683303154 Long ABS-MBS USGA US N 2 2054-09-20 Floating 4.6700000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385LM47 18939566.98 PA USD 18918100.8700000000 0.8323764829 Long ABS-MBS USGA US N 2 2056-01-20 Floating 4.4000000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912797UD7 3500000.00 PA USD 3427478.2500000000 0.1508054276 Long DBT UST US N 2 2027-03-18 None 0 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UX3 3000000.00 PA USD 2918643.6000000000 0.1284172397 Long DBT UST US N 2 2027-05-13 None 0.0000000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3128HWDU8 53069.01 PA USD 52557.6200000000 0.0023124798 Long ABS-MBS USGSE US N 2 2036-11-15 Floating 4.0000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133994L8 106102.79 PA USD 106914.3200000000 0.0047041173 Long ABS-MBS USGSE US N 2 2031-08-15 Floating 4.7000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31339DVL9 74369.20 PA USD 74871.0400000000 0.0032942468 Long ABS-MBS USGSE US N 2 2031-12-15 Floating 4.7000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31339LMA5 7976.64 PA USD 7980.2500000000 0.0003511226 Long ABS-MBS USGSE US N 2 2031-12-15 Floating 4.2000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TJ2P7 3311.52 PA USD 3312.5100000000 0.0001457469 Long ABS-MBS USGSE US N 2 2029-01-15 Floating 4.2500000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31358SUE9 2778.40 PA USD 2775.1200000000 0.0001221024 Long ABS-MBS USGSE US N 2 2030-11-25 Floating 4.2600000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B3UH1 4115143.48 PA USD 4049395.8300000000 0.1781691451 Long ABS-MBS USGSE US N 2 2049-01-25 Floating 4.1600000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BSS97 13809391.00 PA USD 13801605.2700000000 0.6072560735 Long ABS-MBS USGSE US N 2 2053-11-25 Floating 4.6400000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F62A4 3681567.20 PA USD 3680622.8800000000 0.1619435243 Long ABS-MBS USGSE US N 2 2030-09-25 Floating 4.0600000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FPBT1 2232044.80 PA USD 2198789.3400000000 0.0967444116 Long ABS-MBS USGSE US N 2 2049-10-25 Floating 4.1600000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FRWQ0 6179575.55 PA USD 6114156.0900000000 0.2690164186 Long ABS-MBS USGSE US N 2 2050-04-25 Floating 4.4100000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H9QW2 31711247.32 PA USD 31676789.8800000000 1.3937453410 Long ABS-MBS USGSE US N 2 2032-12-25 Floating 4.1300000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HACF1 19849411.75 PA USD 19735557.5100000000 0.8683437127 Long ABS-MBS USGSE US N 2 2053-07-25 Floating 4.2900000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HKPU2 38500000.00 PA USD 38473989.4000000000 1.6928149500 Long ABS-MBS USGSE US N 2 2035-01-25 Floating 4.1800000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 313920QA1 1836.41 PA USD 1837.4200000000 0.0000808445 Long ABS-MBS USGSE US N 2 2031-08-25 Floating 4.2600000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392AA40 20827.89 PA USD 20845.3800000000 0.0009171747 Long ABS-MBS USGSE US N 2 2031-12-25 Floating 4.2600000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392BXA9 13753.50 PA USD 13758.2600000000 0.0006053489 Long ABS-MBS USGSE US N 2 2032-02-25 Floating 4.2100000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392DCG5 40902.40 PA USD 41044.7300000000 0.0018059248 Long ABS-MBS USGSE US N 2 2031-11-25 Floating 4.5600000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392DRQ7 8801.27 PA USD 8813.4600000000 0.0003877829 Long ABS-MBS USGSE US N 2 2032-07-25 Floating 4.3100000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392DVP4 200664.00 PA USD 202551.8100000000 0.0089120660 Long ABS-MBS USGSE US N 2 2032-04-25 Floating 4.7600000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392ELD0 147271.28 PA USD 147678.4000000000 0.0064976938 Long ABS-MBS USGSE US N 2 2032-08-25 Floating 4.3600000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392EQ29 43859.20 PA USD 44203.4500000000 0.0019449052 Long ABS-MBS USGSE US N 2 2032-04-25 Floating 4.7600000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392FRJ8 1341.25 PA USD 1341.1800000000 0.0000590105 Long ABS-MBS USGSE US N 2 2032-11-25 Floating 4.2100000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392GDP7 28929.00 PA USD 28953.4900000000 0.0012739230 Long ABS-MBS USGSE US N 2 2032-09-25 Floating 4.2600000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392PSW6 57256.00 PA USD 57709.0100000000 0.0025391356 Long ABS-MBS USGSE US N 2 2032-02-15 Floating 4.7500000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392PUC7 32696.56 PA USD 32717.2300000000 0.0014395236 Long ABS-MBS USGSE US N 2 2032-07-15 Floating 4.1500000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392R5B3 18442.81 PA USD 18459.6700000000 0.0008122060 Long ABS-MBS USGSE US N 2 2032-02-15 Floating 4.2500000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392RKK6 36557.50 PA USD 36909.3400000000 0.0016239720 Long ABS-MBS USGSE US N 2 2032-06-15 Floating 4.7500000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393Y6T7 198186.95 PA USD 198306.2600000000 0.0087252663 Long ABS-MBS USGSE US N 2 2034-07-25 Floating 4.2100000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396AXX7 157742.00 PA USD 156281.4700000000 0.0068762198 Long ABS-MBS USGSE US N 2 2035-08-15 Floating 4.0500000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397GQR4 19593.27 PA USD 19464.7000000000 0.0008564263 Long ABS-MBS USGSE US N 2 2035-08-15 Floating 4.0500000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398EDL5 206328.10 PA USD 207467.5700000000 0.0091283542 Long ABS-MBS USGSE US N 2 2036-07-15 Floating 4.5000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400CPM0 4401.93 PA USD 4514.2000000000 0.0001986200 Long ABS-MBS USGSE US N 2 2033-02-01 Floating 5.8400000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DHQ5 158562.00 PA USD 162453.2100000000 0.0071477699 Long ABS-MBS USGSE US N 2 2034-08-01 Floating 5.8900000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMM86 8388732.72 PA USD 8513354.8900000000 0.3745786350 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.0000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374HZA1 51104.27 PA USD 51112.5000000000 0.0022488961 Long ABS-MBS USGA US N 2 2033-10-20 Floating 4.0200000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130BAB55 3000000.00 PA USD 2995143.6000000000 0.1317831590 Long DBT USGSE US N 2 2027-05-07 Fixed 3.9300000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392VBQ4 37831.00 PA USD 38195.0900000000 0.0016805437 Long ABS-MBS USGSE US N 2 2032-06-15 Floating 4.7500000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384YDN8 17187510.80 PA USD 17194146.9000000000 0.7565243267 Long ABS-MBS USGA US N 2 2054-10-20 Floating 4.6900000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKZ3 2000000.00 PA USD 2003091.0000000000 0.0881338911 Long DBT UST US N 2 2027-07-15 Fixed 4.3800000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BA93 234082.96 PA USD 232990.0700000000 0.0102513173 Long ABS-MBS USGA US N 2 2062-12-20 Floating 4.1500000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BUE0 933991.35 PA USD 932741.0200000000 0.0410396210 Long ABS-MBS USGA US N 2 2062-06-20 Floating 4.2800000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RZ74 2779416.68 PA USD 2781684.1300000000 0.1223911675 Long ABS-MBS USGA US N 2 2067-03-20 Floating 4.3800000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377VBQ8 1332604.17 PA USD 1324226.7500000000 0.0582645802 Long ABS-MBS USGA US N 2 2041-04-20 Floating 4.1700000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384C2V0 26689508.00 PA USD 26856047.8600000000 1.1816377772 Long ABS-MBS USGA US N 2 2053-08-20 Floating 4.6900000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384K2Q3 34718544.45 PA USD 34840191.2900000000 1.5329316662 Long ABS-MBS USGA US N 2 2054-03-20 Floating 4.4900000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384YK59 18229235.14 PA USD 18235086.7200000000 0.8023245807 Long ABS-MBS USGA US N 2 2054-10-20 Floating 4.6900000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384YN64 16570406.05 PA USD 16585370.7800000000 0.7297388195 Long ABS-MBS USGA US N 2 2054-10-20 Floating 4.6900000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385DZM1 17800595.30 PA USD 17905798.6000000000 0.7878362508 Long ABS-MBS USGA US N 2 2055-02-20 Floating 4.6900000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UF2 7000000.00 PA USD 6993660.8000000000 0.3077136981 Long DBT UST US N 2 2026-09-10 None 0.0000000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797VF1 4500000.00 PA USD 4362838.6500000000 0.1919602985 Long DBT UST US N 2 2027-06-10 None 0.0000000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797VL8 15000000.00 PA USD 14935287.0000000000 0.6571368738 Long DBT UST US N 2 2026-10-13 None 0.0000000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHY0 3000000.00 PA USD 3000661.5000000000 0.1320259408 Long DBT UST US N 2 2026-09-15 Fixed 4.6300000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMJ7 4000000.00 PA USD 4001629.6000000000 0.1760674814 Long DBT UST US N 2 2027-01-31 Floating 3.9000000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CRD5 6000000.00 PA USD 5999225.4000000000 0.2639595894 Long DBT UST US N 2 2028-07-31 Floating 3.8600000000 N N N N N N 2026-10-27 Federated Hermes Institutional Trust Stephen Van Meter Federated Hermes Institutional Trust Chief Compliance Officer XXXX