Freddie Mac Pool

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DBT UST US N 2 2030-09-30 Fixed 3.6300000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CPD7 2000000.00 PA USD 1986250.0000000000 2.0302398031 Long DBT UST US N 2 2030-10-31 Fixed 3.6300000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Inflation-Indexed Notes 91282CPH8 2505050.00 PA USD 2494104.9400000000 2.5493422894 Long DBT UST US N 2 2030-10-15 Fixed 1.1300000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US ULTRA BOND CBT MAR26 000000000 -5 NC USD -511.7500000000 -0.0005230838 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Ultra U.S. Treasury Bond Futures CBOT Ultra U.S. Treasury Bond Futures 2026-03-20 -586675.7500000000 USD -511.7500000000 N N N 2026-03-23 Federated Hermes Short-Intermediate Government Trust Stephen Van Meter Federated Hermes Short-Intermediate Government Trust Chief Compliance Officer