Federated Hermes Total Return Bond Fund

Federated Hermes Total Return Series, Inc. · Series S000010897 · 6 share classes

Bond fund · 63% debt· rate + credit risk filed
One fund, 6 share classes:FTRFXTLRAXTLRCXFTRKXFTRBXFTRLX
$15.53B NAV
961 positions · as of 2026-02-28 · filed 2026-04-23
data updated 2026-08-10

Fund profile

As filed in the prospectus · 2026 Q1

The Funds investment objective is to provide total return.

Strategy · summarised

The fund actively manages a fixed-income portfolio seeking total return in excess of the Bloomberg US Aggregate Bond Index through a five-part process: duration positioning based on interest rate outlook, yield curve strategy, sector allocation, individual security selection, and currency management across government, corporate, mortgage-backed, asset-backed, high-yield and international sectors. The fund invests primarily in investment-grade U.S. dollar fixed-income securities but may allocate up to 25% to high-yield debt, up to 20% to non-U.S. dollar and emerging market securities, and holds securities directly or through other investment companies including affiliated funds. Because the fund's outperformance depends on the success of its five-part decision process and security selections, there is no assurance the fund will exceed its benchmark.

Expenses
0.38% 1.46%across 6 share classes
Share classGrossNet
FTRFX0.95%0.69%
TLRAX0.97%0.94%
TLRCX1.46%1.46%
FTRKX1.14%1.13%
FTRBX0.45%0.39%
FTRLX0.40%0.38%

Net is what a holder pays after the adviser's contractual waiver; gross is before it. A waiver can expire.

Portfolio turnover 45.00% · as of 2026 Q1

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q1

99.95%
of net assets
Bonds57.27%
Stocks35.34%
Securitized6.11%
Cash & short-term1.20%
Derivatives0.03%

Derivatives are shown at market value, not notional exposure.

Latest quarter

What changed since the fund's previous filing

vs 2025Q4: 95 new189 exited

Largest new: United States Treasury ×4, Freddie Mac, Government National Mortgage Association, ORACLE CORP, OMNICOM GROUP INC

Largest exited: United States Treasury ×2, SOUTHERN CO, FORD MOTOR CREDIT CO LLC, COREBRIDGE GLOB FUNDING, CROWN CASTLE INC, LOCKHEED MARTIN CORP, CITIGROUP INC

Return profile

Chart:

Total return as filed — price change plus distributions reinvested · trailing figures to Feb 2026

Share class1-year3-year5-yearVolWorst fall
Cumulative return· Mar 2023 – Feb 2026

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-02-28

Avg coupon
4.21%
Avg maturity
12.12 yr
Coupon type

Share of the fund's debt by how its coupon behaves — the fact that decides whether a rate move reaches this portfolio at all.

9%
floating
Fixed rate90.7%
Floating rate9.3%
Maturity ladder

Share of the fund's debt value in each maturity band, shortest first.

<1y10y+
<1y2.4%
1-3y11.4%
3-5y13.7%
5-10y41.2%
10y+31.2%
Flagged holdings
Defaulted: none reported
In arrears: none reported
Paid in kind: none reported

Based on what filers reported; a filer that never reported a flag also reads as none.

Risk profile

Interest-rate and credit-spread sensitivity, both in years · as of 2026Q1

Most of this fund’s sensitivity is to interest rates, with credit spreads carrying about half as much.

Interest-rate duration
4.23 yr
approx. move per 100bp
Credit-spread duration
1.55 yr
approx. move per 100bp
If rates and spreads both rise 100bp

Where the loss would come from. The two shocks are the same size, so this is the balance of the fund's two sensitivities rather than a bet on one moving more.

≈ -6.0%
of value
Interest rates73%
Credit spreads27%

Filers report the impact of a 0.01% move only, so the total is our own scaling of that one number and overstates the loss on most bonds — read it as approximate, never as precise. The two sensitivities overlap rather than add up: they measure the same positions against different shocks, which is why the durations above are shown side by side and never summed.

Credit risk by quality

Share of the fund's spread duration carried by each credit tier.

+1.55
yrs total
Investment grade+1.57 yr
High yield-0.02 yr
Where the risk sits on the curve

Share of duration at each point, shortest first. A positive figure loses value when spreads widen; a negative one offsets — a credit hedge.

Interest rate4.23 yr total
1 yr30 yr
1 yr0.72 yr17%
5 yr1.34 yr31%
10 yr1.38 yr32%
30 yr0.86 yr20%

3 mo is NEGATIVE (-0.07 yr) — a deliberate hedge at that point on the curve, so it is not part of the band above.

Credit spread1.55 yr total
3 mo30 yr
3 mo0.01 yr0%
1 yr0.13 yr8%
5 yr0.42 yr27%
10 yr0.65 yr42%
30 yr0.35 yr23%

The two bands measure the same positions against different shocks and do not add — a Treasury carries rate duration and no spread duration, a floating-rate credit the reverse. Rate tenors are also summed across every currency the fund discloses.

Show the numbers
TenorRate yrsIG yrsHY yrsIG $/bpHY $/bp
3 mo-0.07+0.01+0.00$8.7k$54
1 yr+0.72+0.13-0.00$198.3k-$100
5 yr+1.34+0.44-0.02$689.1k-$38.4k
10 yr+1.38+0.64+0.00$998.5k$3.5k
30 yr+0.86+0.35+0.00$550.4k$664

Dollar change per 1bp of spread movement, as filed and sign-anchored. A blank cell was not filed; a zero was.

Holdings

By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page

Issuer%NAVValue
Federated Core Trust - Federated Mortgage Core Portfolio20.82%$3.23B
Federated Core Trust III - Federated Project and Trade Finance Core Fund7.99%$1.24B
United States Treasury4.00% · due 2035-11-156.82%$1.06B
United States Treasury4.13% · due 2031-10-314.88%$758.65M
Federated Core Trust - High Yield Bond Portfolio2.76%$429.42M
United States Treasury4.25% · due 2054-02-152.54%$394.92M
FEDERATED CORE TR2.47%$384.16M
United States Treasury4.13% · due 2053-08-152.40%$372.84M
United States Treasury3.75% · due 2031-08-311.74%$270.19M
United States Treasury4.25% · due 2034-11-151.59%$247.42M
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Top 10 positions are 54.03% of net assets, top 25 64.73%, across 362 issuers.

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