John Hancock Retirement Plan Services

Federated Hermes Total Return Government Bond Fund (Class R6)

AS OF 2022-06-30
INVESTMENT STRATEGY:

The investment seeks total return consistent with current income. The fund's overall strategy is to invest in a portfolio consisting primarily of U.S. Treasury securities, U.S. government agency securities and related derivative contracts. It buys and sells portfolio securities based primarily on its market outlook and analysis of how securities may perform under different market conditions. The fund will invest its assets so that at least 80% of its net assets (plus any borrowings for investment purposes) are invested in U.S. government investments.

Fund Category:
Bond
Morningstar Categoryc15:
Intermediate Government

PORTFOLIO DETAILS

Ticker FTGLX
Inception Date 2016-06-29
Gross Expense Ratiof1 (%) 0.47
Net Expense Ratiof1 (%) 0.32
Waiver Type Voluntary (2023-05-01)
Fund Total Net Assets ($M) 39.99
Management Company Federated Investment Management Company
Portfolio Managers Liam C. O'Connell
J. Andrew Kirschler
Todd A. Abraham
Management Company Contact 800-341-7400

TOP TEN HOLDINGS AS OF 2022-03-31

% of Assets

Federated Hermes Govt Obl Premier 10.89
United States Treasury Notes 0.375% 5.10
United States Treasury Notes 0.875% 4.74
United States Treasury Notes 1.875% 3.38
United States Treasury Notes 0.375% 3.12
United States Treasury Notes 2.875% 2.83
United States Treasury Notes 2.875% 2.48
United States Treasury Notes 1.75% 2.40
Fnma Pass-Thru I 2.5% 2.36
United States Treasury Notes 0.25% 2.28

Average Annual Total Returns %

As of 2022-06-30
Federated Hermes Total Return Government Bond Fund
YTD -8.74
1 Year -9.01
3 Year -0.86
5 Year 0.79
10 Year
Since Inception 0.40
Bloomberg Barclays US Governmei32
YTD -9.04
1 Year -8.82
3 Year -0.85
5 Year 0.76
10 Year 1.03
Since Inception --
Intermediate Governmentb17
YTD -8.10
1 Year -8.54
3 Year -1.12
5 Year 0.34
10 Year 0.76
Since Inception --
Performance data quoted represents past performance. Past performance is no guarantee of future results. Due to market volatility, current performance may be less or higher than the figures shown. Investment return and principal value will fluctuate so that upon redemption, shares may be worth more or less than their original cost. Performance data does not reflect deduction of redemption fee, which, if such fee exists, would lower performance. For current to the most recent month-end performance information, please log onto myplan.johnhancock.com or call a John Hancock representative at (800) 294-3575.
  YTD 1 Year 3 Year 5 Year 10 Year Since Inception
Federated Hermes Total Return Government Bond Fund -8.74 -9.01 -0.86 0.79 -- 0.40
Bloomberg Barclays US Governmei32 -9.04 -8.82 -0.85 0.76 1.03 --
Intermediate Governmentb17 -8.10 -8.54 -1.12 0.34 0.76 --
Performance data quoted represents past performance. Past performance is no guarantee of future results. Due to market volatility, current performance may be less or higher than the figures shown. Investment return and principal value will fluctuate so that upon redemption, shares may be worth more or less than their original cost. Performance data does not reflect deduction of redemption fee, which, if such fee exists, would lower performance. For current to the most recent month-end performance information, please log onto myplan.johnhancock.com or call a John Hancock representative at (800) 294-3575.

Hypothetical Growth of $10,000

Portfolio Snapshotb2

  Long % Short % Net %

Top Countriesb2 (%)

Morningstar Category: Intermediate Government

Intermediate-government portfolios have at least 90% of their bond holdings in bonds backed by the U.S. government or by government-linked agencies. This backing minimizes the credit risk of these portfolios, as the U.S. government is unlikely to default on its debt. These portfolios have durations typically between 3.5 and 6.0 years. Consequently, the group's performance--and its level of volatility--tends to fall between that of the short government and long government bond categories. Morningstar calculates monthly breakpoints using the effective duration of the Morningstar Core Bond Index in determining duration assignment. Intermediate is defined as 75% to 125% of the three-year average effective duration of the MCBI.

Fixed Income Style Box

Morningstar Ratingm1

Overall

Out of 226 funds

4 Star Rating
3 Year

Out of 226 funds

3 Star Rating
5 Year

Out of 214 funds

4 Star Rating

m1. For each fund with at least a three-year history, Morningstar calculates a Morningstar RatingTM based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a fund's monthly performance(not including the effects of sales charges, loads, and redemption fees), placing more emphasis on downward variations and rewarding consistent performance. Exchange traded funds and open-ended mutual funds are considered a single population for comparative purposes. The top 10% of funds in each category receive five stars, then next 22.5% receive four stars, the middle 35% receive three stars, the next 22.5% receive two stars, and the bottom 10% receive one star. The Overall Morningstar RatingTM for a fund is derived from a weighted average of the performance figures associated with its three-, five- and 10-year (if applicable) Morningstar RatingTM metrics. The rating formula most heavily weights the three year rating, using the following calculation: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. Past performance does not guarantee future results.

Key Statistics

Turnover Ratio (%) (annualized) 88
Betab1 (3y) (Bloomberg US Government TR USD) 0.94
R-squaredb53 (%) (3y) (Bloomberg US Government TR USD) 98.73
Sharpe Ratiob54 (3y) -0.29
# of Stock Holdings 0
# of Bond Holdings 95

Morningstar Volatility Analysis

Best 2-month Period Jan. 20 - Mar. 20 7.68
Worst 2-month Period Feb. 22 - Apr. 22 -6.40
Investment
Volatility
Category

This investment has shown a relatively small range of price fluctuations in the past. Based on this measure, currently more than two thirds of all mutual funds with three-year histories have shown higher levels of risk.