Uniform Mortgage-Backed Security, TBA

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Ultra Bond 2021-09-21 -3618743.7500000000 USD -137506.2500000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US LONG BOND(CBT) SEP21 XCBT 20210921 000000000 -32.0000000000 NC USD -229972.9700000000 -0.1058976779 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US Treasury Long Bond US Treasury Long Bond 2021-09-21 -5041027.0300000000 USD -229972.9700000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 10YR NOTE (CBT)SEP21 XCBT 20210921 000000000 -40.0000000000 NC USD -110094.0000000000 -0.0506959533 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short 10 Year US Treasury Note 10 Year US Treasury Note 2021-09-21 -5268031.0000000000 USD -110094.0000000000 N N N 2021-09-27 Federated Hermes Government Income Trust Stephen Van Meter Federated Hermes Government Income Trust Chief Compliance Officer