# EDGAR Filing Document

**Accession Number:** 0000912763
**File Stem:** 0001145549-23-008207
**Filing Date:** 2023-2
**Character Count:** 47652
**Document Hash:** bbded807876ed05c1b34052b6ecacfd4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-008207.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001145549-23-008207

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230222

**DATE AS OF CHANGE**: 20230222

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Federated Hermes Total Return Series, Inc.
- **CENTRAL INDEX KEY:** 0000912763
- **IRS NUMBER:** 256429335
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07115
- **FILM NUMBER:** 23652726

**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 TOTAL RETURN SERIES INC
- **DATE OF NAME CHANGE:** 19950407

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** INSIGHT INSTITUTIONAL SERIES INC
- **DATE OF NAME CHANGE:** 19940118

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STRATEGIC INVESTMENT SERIES INC
- **DATE OF NAME CHANGE:** 19931019

## Series and Classes Contracts Data

### Federated Hermes Core Bond Fund (Series ID: S000010896)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000030197 | Institutional Shares | FGFIX           |
| C000030198 | Class A Shares       | FGFSX           |
| C000227650 | Class R6 Shares      | FGFMX           |

## Nport-Ex

Federated Hermes Core Bond Fund

Portfolio of Investments

December 31, 2022 (unaudited)

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount** <br>**or Shares**<br>|  | **Value** |
|  | U.S. TREASURIES—30.2% |  |
|  | **U.S. Treasury Bonds—8.9%** |  |
| $600000 | 1.750%, 8/15/2041 | $411213 |
| &nbsp;&nbsp; 670000 | 2.375%, 11/15/2049 | &nbsp;&nbsp; 487434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 898647 |
|  | **U.S. Treasury Notes—21.3%** |  |
| &nbsp;&nbsp; 1035000 | 1.250%, 8/15/2031 | &nbsp;&nbsp; 840087 |
| &nbsp;&nbsp; 1080000 | 2.500%, 3/31/2027 | &nbsp;&nbsp; 1013671 |
| &nbsp;&nbsp; 310000 | 3.000%, 7/15/2025 | &nbsp;&nbsp; 300265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp; 2154023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURIES <br>(IDENTIFIED COST $3,493,188)<br>| &nbsp;&nbsp;&nbsp; 3052670 |
|  | COMMERCIAL MORTGAGE-BACKED SECURITY—9.2% |  |
|  | **Non-Agency Commercial Mortgage-Backed Security—9.2%** |  |
| &nbsp;&nbsp; 1000000 | Fontainebleau Miami Beach Trust, Class B, 3.447%, 12/10/2036 <br>(IDENTIFIED COST $1,029,990)<br>| &nbsp;&nbsp; 927186 |
|  | MORTGAGE-BACKED SECURITIES—7.4% |  |
|  | **Federal Home Loan Mortgage Corporation—5.0%** |  |
| &nbsp;&nbsp; 248067 | 2.500%, 12/1/2051 | &nbsp;&nbsp; 210688 |
| &nbsp;&nbsp; 239482 | 3.000%, 7/1/2051 | &nbsp;&nbsp; 211497 |
| &nbsp;&nbsp; 12716 | 7.500%, 1/1/2027 | &nbsp;&nbsp; 13098 |
| &nbsp;&nbsp; 1633 | 7.500%, 1/1/2031 | &nbsp;&nbsp; 1734 |
| &nbsp;&nbsp; 624 | 7.500%, 1/1/2031 | &nbsp;&nbsp; 652 |
| &nbsp;&nbsp; 1060 | 7.500%, 1/1/2031 | &nbsp;&nbsp; 1121 |
| &nbsp;&nbsp; 11766 | 7.500%, 2/1/2031 | &nbsp;&nbsp; 12482 |
| &nbsp;&nbsp; 45476 | 7.500%, 2/1/2031 | &nbsp;&nbsp; 47903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 499175 |
|  | **Federal National Mortgage Association—1.7%** |  |
| &nbsp;&nbsp; 14987 | 5.000%, 4/1/2036 | &nbsp;&nbsp; 15092 |
| &nbsp;&nbsp; 107949 | 5.500%, 11/1/2035 | &nbsp;&nbsp; 111063 |
| &nbsp;&nbsp; 20516 | 6.000%, 2/1/2026 | &nbsp;&nbsp; 20581 |
| &nbsp;&nbsp; 1819 | 6.000%, 5/1/2036 | &nbsp;&nbsp; 1896 |
| &nbsp;&nbsp; 367 | 6.500%, 7/1/2029 | &nbsp;&nbsp; 379 |
| &nbsp;&nbsp; 613 | 6.500%, 5/1/2030 | &nbsp;&nbsp; 632 |
| &nbsp;&nbsp; 1262 | 6.500%, 2/1/2031 | &nbsp;&nbsp; 1311 |
| &nbsp;&nbsp; 2532 | 6.500%, 4/1/2031 | &nbsp;&nbsp; 2634 |
| &nbsp;&nbsp; 186 | 6.500%, 4/1/2031 | &nbsp;&nbsp; 194 |
| &nbsp;&nbsp; 3232 | 6.500%, 5/1/2031 | &nbsp;&nbsp; 3360 |
| &nbsp;&nbsp; 2937 | 6.500%, 6/1/2031 | &nbsp;&nbsp; 3052 |
| &nbsp;&nbsp; 5965 | 6.500%, 7/1/2031 | &nbsp;&nbsp; 6223 |
| &nbsp;&nbsp; 721 | 6.500%, 8/1/2031 | &nbsp;&nbsp; 743 |
| &nbsp;&nbsp; 709 | 7.000%, 4/1/2029 | &nbsp;&nbsp; 741 |
| &nbsp;&nbsp; 3533 | 7.000%, 5/1/2029 | &nbsp;&nbsp; 3667 |
| &nbsp;&nbsp; 1327 | 7.000%, 2/1/2030 | &nbsp;&nbsp; 1390 |
| &nbsp;&nbsp; 1648 | 8.000%, 12/1/2026 | &nbsp;&nbsp; 1700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 174658 |
|  | **Government National Mortgage Association—0.7%** |  |
| &nbsp;&nbsp; 3574 | 5.000%, 7/15/2023 | &nbsp;&nbsp; 3568 |

---

**1**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br> **or Shares**<br>|  | **Value** |
|  | MORTGAGE-BACKED SECURITIES—continued |  |
|  | **Government National Mortgage Association—continued** |  |
| $4633 | 7.000%, 10/15/2028 | $4778 |
| &nbsp;&nbsp; 917 | 7.000%, 12/15/2028 | &nbsp;&nbsp; 947 |
| &nbsp;&nbsp; 2409 | 7.000%, 2/15/2029 | &nbsp;&nbsp; 2457 |
| &nbsp;&nbsp; 1088 | 7.000%, 6/15/2029 | &nbsp;&nbsp; 1127 |
| &nbsp;&nbsp; 3645 | 8.000%, 10/15/2030 | &nbsp;&nbsp; 3841 |
| &nbsp;&nbsp; 51667 | 8.000%, 11/15/2030 | &nbsp;&nbsp; 54730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL MORTGAGE-BACKED SECURITIES <br>(IDENTIFIED COST $763,079)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 745281 |
|  | ASSET-BACKED SECURITIES—1.2% |  |
|  | **Auto Receivables—0.4%** |  |
| &nbsp;&nbsp; 50000 | CarMax Auto Owner Trust 2021-1, Class D, 1.280%, 7/15/2027 | &nbsp;&nbsp; 44630 |
|  | **Single Family Rental Security—0.8%** |  |
| &nbsp;&nbsp; 100000 | Progress Residential Trust 2022-SFR1, Class E1, 3.930%, 2/17/2041 | &nbsp;&nbsp; 78214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL ASSET-BACKED SECURITIES <br>(IDENTIFIED COST $148,945)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122844 |
| <sup>1</sup> <br>| ADJUSTABLE RATE MORTGAGES—0.7% |  |
|  | **Federal Home Loan Mortgage Corporation ARM—0.1%** |  |
| &nbsp;&nbsp; 13826 | 3.965%, 7/1/2035 | &nbsp;&nbsp; 13881 |
|  | **Federal National Mortgage Association ARM—0.6%** |  |
| &nbsp;&nbsp; 43826 | 2.550%, 2/1/2036 | &nbsp;&nbsp; 44735 |
| &nbsp;&nbsp; 18447 | 3.995%, 7/1/2034 | &nbsp;&nbsp; 18568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL ADJUSTABLE RATE MORTGAGES <br>(IDENTIFIED COST $76,102)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77184 |
|  | COLLATERALIZED MORTGAGE OBLIGATIONS—0.2% |  |
|  | **Federal National Mortgage Association—0.1%** |  |
| &nbsp;&nbsp; 14562 | REMIC, Series 1999-13, Class PH, 6.000%, 4/25/2029 | &nbsp;&nbsp; 14774 |
|  | **Non-Agency Mortgage-Backed Securities—0.1%** |  |
| &nbsp;&nbsp; 58896 | Credit Suisse Mortgage Trust 2007-4, Class 4A2, 5.500%, 6/25/2037 | &nbsp;&nbsp; 6130 |
| &nbsp;&nbsp; 3131<br><sup>2</sup> <br>| Lehman Structured Securities Corp. Mortgage 2002-GE1, Class A, 0.000%, 7/26/2024 | &nbsp;&nbsp; 448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS <br>(IDENTIFIED COST $75,615)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21352 |
|  | INVESTMENT COMPANIES—50.9% |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 203763 | Federated Hermes Corporate Bond Strategy Portfolio | &nbsp;&nbsp; 1962232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 858856 | Federated Hermes Government Obligations Fund, Class Premier, 4.15%<sup>3</sup> <br>| &nbsp;&nbsp; 858856 |
| &nbsp;&nbsp;&nbsp;&nbsp; 277836 | Mortgage Core Fund | &nbsp;&nbsp; 2328268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT COMPANIES <br>(IDENTIFIED COST $5,988,300)<br>| &nbsp;&nbsp;&nbsp; 5149356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT IN SECURITIES—99.8% <br>(IDENTIFIED COST $11,575,219)<br>| &nbsp;&nbsp; 10095873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OTHER ASSETS AND LIABILITIES - NET—0.2%<sup>4</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL NET ASSETS—100% | $10118278 |

---

**2**

------

At December 31, 2022, the Fund had the following outstanding futures contracts:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number of** <br>**Contracts**<br>| &nbsp;&nbsp; **Notional** <br>**Value**<br>| &nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| &nbsp;&nbsp; **Value and** <br>**Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| **Long Futures:** |  |  |  |  |
| United States Treasury Long Bond Long Futures | 1 | $125344 | March 2023 | $(416) |
| United States Treasury Notes 2-Year Long Futures | 3 | $615234 | March 2023 | $559 |
| United States Treasury Notes 5-Year Long Futures | 4 | $431719 | March 2023 | $(383) |
| United States Treasury Notes 10-Year Long Futures | 2 | $224594 | March 2023 | $(1161) |
| **Short Futures:** |  |  |  |  |
| United States Treasury Notes 10-Year Ultra Short Futures | 2 | $236562 | March 2023 | $457 |
| United States Treasury Ultra Bond Short Futures | 1 | $134313 | March 2023 | $303 |
| &nbsp;&nbsp;&nbsp;&nbsp; NET UNREALIZED DEPRECIATION ON FUTURES CONTRACTS | &nbsp;&nbsp;&nbsp;&nbsp; NET UNREALIZED DEPRECIATION ON FUTURES CONTRACTS | &nbsp;&nbsp;&nbsp;&nbsp; NET UNREALIZED DEPRECIATION ON FUTURES CONTRACTS | &nbsp;&nbsp;&nbsp;&nbsp; NET UNREALIZED DEPRECIATION ON FUTURES CONTRACTS | $(641) |

---

The average notional value of long and short futures contracts held by the Fund throughout the period was $1,450,463 and $245,235, respectively. This is based on the contracts held as of each month-end throughout the three-month fiscal period.

Net Unrealized Depreciation on Futures Contracts is included in "Other Assets and Liabilities—Net."

Affiliated fund holdings are investment companies which are managed by the Adviser or an affiliate of the Adviser. Transactions with affiliated fund holdings during the period ended December 31, 2022, were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federated Hermes** <br>**Corporate Bond** <br>**Strategy Portfolio**<br>| **Federated Hermes** <br>**Government** <br>**Obligations Fund,** <br>**Premier Shares**<br>| **Mortgage** <br>**Core Fund**<br>| **Total of** <br>**Affiliated** <br>**Transactions**<br>|
| Value as of 9/30/2022 | $2200797 | $824306 | $3233680 | $6258783 |
| Purchases at Cost | $— | $1173700 | $28452 | $1202152 |
| Proceeds from Sales | $(300000) | $(1139150) | $(980000) | $(2419150) |
| Change in Unrealized Appreciation/Depreciation | $125439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; N/A | $93567 | $219006 |
| Net Realized Gain/(Loss) | $(64004) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; N/A | $(47431) | $(111435) |
| Value as of 12/31/2022 | $1962232 | $858856 | $2328268 | $5149356 |
| Shares Held as of 12/31/2022 | &nbsp;&nbsp;&nbsp;&nbsp; 203763 | &nbsp;&nbsp;&nbsp;&nbsp; 858856 | &nbsp;&nbsp;&nbsp;&nbsp; 277836 | &nbsp;&nbsp; 1340455 |
| Dividend Income | $21848 | $— | $28452 | $50300 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 1 | *Floating/adjustable note with current rate and current maturity or next reset date shown. Adjustable rate mortgage security coupons are based on the weighted* <br> *average note rates of the underlying mortgages less the guarantee and servicing fees. These securities do not indicate an index and spread in their description* <br> *above.*<br>|
| 2 | *Non-income-producing security.* |
| 3 | *7-day net yield.* |
| 4 | *Assets, other than investments in securities, less liabilities.* |

---

Note: The categories of investments are shown as a percentage of total net assets at December 31, 2022.

**Investment Valuation** 

In calculating its net asset value (NAV), the Fund generally values investments as follows:

◾ Fixed-income securities are fair valued using price evaluations provided by a pricing service approved by Federated Investment Management Company (the "Adviser").

◾ Derivative contracts listed on exchanges are valued at their reported settlement or closing price, except that options are valued at the mean of closing bid and ask quotations.

◾ Over-the-counter (OTC) derivative contracts are fair valued using price evaluations provided by a pricing service approved by the Adviser.

◾ Shares of other mutual funds or non-exchange-traded investment companies are valued based upon their reported NAVs, or NAV per share practical expedient, as applicable.

◾ For securities that are fair valued in accordance with procedures established by and under the general supervision of the Adviser, certain factors may be considered, such as: the last traded or purchase price of the security, information obtained by contacting the issuer or dealers, analysis of the issuer's financial statements or other available documents, fundamental analytical data, the nature and duration of restrictions on disposition, the movement of the market in which the security is normally traded, public trading in similar securities or derivative contracts of the issuer or comparable issuers, movement of a relevant index, or other factors including but not limited to industry changes and relevant government actions.

**3**

------

If any price, quotation, price evaluation or other pricing source is not readily available when the NAV is calculated, if the Fund cannot obtain price evaluations from a pricing service or from more than one dealer for an investment within a reasonable period of time as set forth in the Adviser's valuation policies and procedures for the Fund, or if information furnished by a pricing service, in the opinion of the Adviser's valuation committee ("Valuation Committee"), is deemed not representative of the fair value of such security, the Fund uses the fair value of the investment determined in accordance with the procedures described below. There can be no assurance that the Fund could obtain the fair value assigned to an investment if it sold the investment at approximately the time at which the Fund determines its NAV per share, and the actual value obtained could be materially different.

**Fair Valuation and Significant Events Procedures** 

Pursuant to Rule 2a-5 under the Investment Company Act, the Fund's Board of Directors (the "Directors") have designated the Adviser as the Fund's valuation designee to perform any fair value determinations for securities and other assets held by the Fund. The Adviser is subject to the Directors' oversight and certain reporting and other requirements intended to provide the Directors the information needed to oversee the Adviser's fair value determinations.

The Adviser, acting through its Valuation Committee, is responsible for determining the fair value of investments for which market quotations are not readily available. The Valuation Committee is comprised of officers of the Adviser and certain of the Adviser's affiliated companies and determines fair value and oversees the calculation of the NAV. The Valuation Committee is also authorized to use pricing services to provide fair value evaluations of the current value of certain investments for purposes of calculating the NAV. The Valuation Committee employs various methods for reviewing third-party pricing-service evaluations including periodic reviews of third-party pricing services' policies, procedures and valuation methods (including key inputs, methods, models and assumptions), transactional back-testing, comparisons of evaluations of different pricing services, and review of price challenges by the Adviser based on recent market activity. In the event that market quotations and price evaluations are not available for an investment, the Valuation Committee determines the fair value of the investment in accordance with procedures adopted by the Adviser. The Directors periodically review the fair valuations made by the Valuation Committee. The Directors have also approved the Adviser's fair valuation and significant events procedures as part of the Fund's compliance program and will review any changes made to the procedures.

Factors considered by pricing services in evaluating an investment include the yields or prices of investments of comparable quality, coupon, maturity, call rights and other potential prepayments, terms and type, reported transactions, indications as to values from dealers and general market conditions. Some pricing services provide a single price evaluation reflecting the bid-side of the market for an investment (a "bid" evaluation). Other pricing services offer both bid evaluations and price evaluations indicative of a price between the prices bid and ask for the investment (a "mid" evaluation). The Fund normally uses bid evaluations for any U.S. Treasury and Agency securities, mortgage-backed securities and municipal securities. The Fund normally uses mid evaluations for any other types of fixed-income securities and any OTC derivative contracts. In the event that market quotations and price evaluations are not available for an investment, the fair value of the investment is determined in accordance with procedures adopted by the Adviser.

The Adviser has also adopted procedures requiring an investment to be priced at its fair value whenever the Valuation Committee determines that a significant event affecting the value of the investment has occurred between the time as of which the price of the investment would otherwise be determined and the time as of which the NAV is computed. An event is considered significant if there is both an affirmative expectation that the investment's value will change in response to the event and a reasonable basis for quantifying the resulting change in value. Examples of significant events that may occur after the close of the principal market on which a security is traded, or after the time of a price evaluation provided by a pricing service or a dealer, include:

◾ With respect to securities traded principally in foreign markets, significant trends in U.S. equity markets or in the trading of foreign securities index futures contracts;

◾ Political or other developments affecting the economy or markets in which an issuer conducts its operations or its securities are traded;

◾ Announcements concerning matters such as acquisitions, recapitalizations, litigation developments, or a natural disaster affecting the issuer's operations or regulatory changes or market developments affecting the issuer's industry.

The Adviser has adopted procedures whereby the Valuation Committee uses a pricing service to provide factors to update the fair value of equity securities traded principally in foreign markets from the time of the close of their respective foreign stock exchanges to the pricing time of the Fund. For other significant events, the Fund may seek to obtain more current quotations or price evaluations from alternative pricing sources. If a reliable alternative pricing source is not available, the Valuation Committee will determine the fair value of the investment in accordance with the fair valuation procedures approved by the Adviser. The Directors periodically review fair valuations made in response to significant events.

Various inputs are used in determining the value of the Fund's investments. These inputs are summarized in the three broad levels listed below:

Level 1—quoted prices in active markets for identical securities.

Level 2—other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.). Also includes securities valued at amortized cost.

Level 3—significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments).

The inputs or methodology used for valuing securities are not an indication of the risk associated with investing in those securities.

**4**

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>The following is a summary of the inputs used, as of December 31, 2022, in valuing the Fund's assets carried at fair value:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Valuation Inputs** | **Valuation Inputs** | **Valuation Inputs** | **Valuation Inputs** | **Valuation Inputs** |
|  | **Level 1—** <br>**Quoted** <br>**Prices**<br>| **Level 2—** <br>**Other** <br>**Significant** <br>**Observable** <br>**Inputs**<br>| **Level 3—** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>| **Total** |
| **Debt Securities:** |  |  |  |  |
| U.S. Treasuries | $— | $3052670 | $— | $3052670 |
| Commercial Mortgage-Backed Security | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 927186 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 927186 |
| Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 745281 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 745281 |
| Asset-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 122844 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122844 |
| Adjustable Rate Mortgages | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77184 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77184 |
| Collateralized Mortgage Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21352 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21352 |
| **Investment Companies** | &nbsp;&nbsp; 5149356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5149356 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL SECURITIES | $5149356 | $4946517 | $— | $10095873 |
| **Other Financial Instruments:**<sup>1</sup> <br>|  |  |  |  |
| Assets | $1319 | $— | $— | $1319 |
| Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1960) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1960) |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL OTHER FINANCIAL INSTRUMENTS | $(641) | $— | $— | $(641) |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

1 *Other financial instruments are futures contracts.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

The following acronym(s) are used throughout this portfolio: <br> ARM —Adjustable Rate Mortgage <br> REMIC —Real Estate Mortgage Investment Conduit

**5**

------

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Federated Hermes Total Return Series, Inc.

- **b. Investment Company Act file number:** 811-07115

- **c. CIK number of Registrant:** 0000912763

- **d. LEI of Registrant:** 254900I1JON2W1ZB0K47

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** Federated Hermes Funds

  - **City:** Warrendale

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 15086-7561

  - **Telephone number:** 8003417400

**Item A.2. Information about the Series.**

- **a. Name of Series:** Federated Hermes Core Bond Fund

- **b. EDGAR series identifier (if any):** S000010896

- **c. LEI of Series:** 254900GHKNV6DUMNQL66

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-09-30

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $10440999.86

**Total Liabilities:** $333190.44

**Net Assets:** $10107809.42

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -0.816928000000 | **1-Year:** -139.209623000000 | **5-Year:** -50.674495000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -0.084285000000 | **1-Year:** -1.547117000000 | **5-Year:** -31.751574000000 | **10-Year:** -8.564567000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000030197 | -1.58%               | 3.69%                | -0.44%               |
| Class ID C000030198 | -1.61%               | 3.80%                | -0.58%               |
| Class ID C000227650 | -0.48%               | 3.69%                | -0.43%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $-192544.23                                |
| Month 2  | $0.00                    | $365852.95                                 |
| Month 3  | $-152007.38              | $68369.24                                  |

**Designated Index Information**

- **Index Name:** BBG Barc US Aggregate Index

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                               | Title                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Freddie Mac                                        | Freddie Mac Pool                                   | CUSIP: 3131WVHL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       624 | PA      | $652.03       | 0.01%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                   | CUSIP: 31329HYW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1633 | PA      | $1734.32      | 0.02%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                    | CUSIP: 31382UM52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       367 | PA      | $379.46       | 0.00%             | 2029-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                    | CUSIP: 31382VVG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       709 | PA      | $740.57       | 0.01%             | 2029-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                    | CUSIP: 31383CKA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3533 | PA      | $3666.62      | 0.04%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                    | CUSIP: 31384VQA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1327 | PA      | $1389.75      | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                    | CUSIP: 31384WK74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       613 | PA      | $631.82       | 0.01%             | 2030-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                    | CUSIP: 31386MRG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1262 | PA      | $1311.06      | 0.01%             | 2031-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                    | CUSIP: 31386SMA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5965 | PA      | $6222.85      | 0.06%             | 2031-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                    | CUSIP: 31387N3C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       721 | PA      | $742.67       | 0.01%             | 2031-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                    | CUSIP: 31405DWS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18447 | PA      | $18567.99     | 0.18%             | 2034-07-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                    | CUSIP: 31409X4Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1819 | PA      | $1896.06      | 0.02%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                  | CUSIP: 36209RZK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3645 | PA      | $3840.92      | 0.04%             | 2030-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                   | CUSIP: 3132A0SC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1060 | PA      | $1120.56      | 0.01%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                  | CUSIP: 31359VXU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14561 | PA      | $14774.21     | 0.15%             | 2029-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                  | CUSIP: 36211FQ40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51667 | PA      | $54730.59     | 0.54%             | 2030-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Lehman Structured Securities Corp.                 | Lehman Structured Securities Corp                  | CUSIP: 52518RBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3131 | PA      | $447.89       | 0.00%             | 2024-07-26      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                    | CUSIP: 31371MN94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20516 | PA      | $20580.57     | 0.20%             | 2026-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US 10YR ULTRA FUT MAR23                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -2 | NC      | $457.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Government Obligations Fund              | Federated Hermes Government Obligations Fund       | CUSIP: 608919718<br>LEI: 254900VAJ9169N7JRF45 | Long             | STIV             | RF                | US        |    858856 | NS      | $858856.36    | 8.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                         | Progress Residential 2022-SFR1 Trust               | CUSIP: 74333YAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $78213.62     | 0.77%             |  |  |  | Yes           |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                   | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1035000 | PA      | $840087.35    | 8.31%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                   | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1080000 | PA      | $1013671.04   | 10.03%            | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                   | CUSIP: 3131WVLQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45476 | PA      | $47903.12     | 0.47%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                    | CUSIP: 31368HKZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2532 | PA      | $2633.83      | 0.03%             | 2031-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                    | CUSIP: 31403DGU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14987 | PA      | $15092.19     | 0.15%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US LONG BOND(CBT) MAR23                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         1 | NC      | $-415.82      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                   | CUSIP: 3131WVN77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11766 | PA      | $12481.41     | 0.12%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                   | CUSIP: 3133KNEE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    248067 | PA      | $210688.37    | 2.08%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                    | CUSIP: 31384WLN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3232 | PA      | $3360.14      | 0.03%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                    | CUSIP: 31387CA84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       186 | PA      | $194.18       | 0.00%             | 2031-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federated Hermes Corporate Bond Strategy Portfolio | Federated Hermes Corporate Bond Strategy Portfolio | CUSIP: 31421P100<br>LEI: 2549006RBYL9NH0W3P70 | Long             | EC               | RF                | US        |    203762 | NS      | $1962231.53   | 19.41%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                   | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $411213.48    | 4.07%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US ULTRA BOND CBT MAR23                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -1 | NC      | $303.17       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Mortgage Trust                       | CSMC Mortgage-Backed Trust 2007-4                  | CUSIP: 126379BQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58896 | PA      | $6130.31      | 0.06%             | 2037-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                            | Carmax Auto Owner Trust 2021-1                     | CUSIP: 14316NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $44630.02     | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Non Gold Pool                          | CUSIP: 3128NC6A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13826 | PA      | $13880.67     | 0.14%             | 2035-07-01      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                   | CUSIP: 3132A0J31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12716 | PA      | $13098.28     | 0.13%             | 2027-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                   | CUSIP: 3132DWB28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    239482 | PA      | $211496.91    | 2.09%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                    | CUSIP: 31371J5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2937 | PA      | $3052.09      | 0.03%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                    | CUSIP: 31376HVN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1648 | PA      | $1700.55      | 0.02%             | 2026-12-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                    | CUSIP: 31407X7K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107949 | PA      | $111063.21    | 1.10%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                    | CUSIP: 31408AMW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43826 | PA      | $44735.59     | 0.44%             | 2036-02-01      | Floating      | 2.55%                 | No            |                  2 | On Loan: No      |
| FEDERATED MORTGAGE CORE PORTFOLIO                  | FEDERATED CORE TR MTG CORE PORTFOLIO               | CUSIP: 31409N200<br>LEI: N/A                  | Long             | EC               | RF                | US        |    276794 | NS      | $2319536.19   | 22.95%            |  |  |  | No            |                  1 | On Loan: No      |
| Fontainebleau Miami Beach Trust                    | Fontainebleau Miami Beach Trust 2019-FBLU          | CUSIP: 34461LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $927186.00    | 9.17%             | 2036-12-10      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                  | CUSIP: 36207KHT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       917 | PA      | $947.02       | 0.01%             | 2028-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                  | CUSIP: 36209FUS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1087 | PA      | $1126.61      | 0.01%             | 2029-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                  | CUSIP: 36210EJX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4633 | PA      | $4778.39      | 0.05%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                  | CUSIP: 36210S4V7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2409 | PA      | $2457.08      | 0.02%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                  | CUSIP: 36296HQN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3574 | PA      | $3567.78      | 0.04%             | 2023-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                   | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    670000 | PA      | $487433.84    | 4.82%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                   | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    310000 | PA      | $300264.85    | 2.97%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US 10YR NOTE (CBT)MAR23                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         2 | NC      | $-1160.75     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                             | US 5YR NOTE (CBT) MAR23                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         4 | NC      | $-383.60      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                             | US 2YR NOTE (CBT) MAR23                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         3 | NC      | $558.79       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** Federated Hermes Total Return Series, Inc.

**Signature:** Stephen Van Meter

**Name of Signer:** Federated Hermes Total Return Series, Inc.

**Title:** Chief Compliance Officer