United States
Securities and Exchange Commission
Washington, D.C. 20549
Form N-CSR
Certified Shareholder Report of Registered Management Investment Companies
811-21822
(Investment Company Act File Number)
Federated Hermes Managed Pool Series
______________________________________________________________
(Exact Name of Registrant as Specified in Charter)
Federated Hermes Funds
4000 Ericsson Drive
Warrendale, PA 15086-7561
(Address of Principal Executive Offices)
(412) 288-1900
(Registrant's Telephone Number)
Peter J. Germain, Esquire
1001 Liberty Avenue
Pittsburgh, Pennsylvania 15222-3779
(Name and Address of Agent for Service)
(Notices should be sent to the Agent for Service)
Date of Fiscal Year End: 11/30/22
Date of Reporting Period: Six months ended 05/31/22
Item 1. | Reports to Stockholders |
Ticker FIBPX
|
Country
|
Country Exposure
as a Percentage of
Total Net Assets2,3
|
Currency Exposure
as a Percentage of
Total Net Assets3,4
|
Japan
|
11.7%
|
17.4%
|
Mexico
|
6.3%
|
1.4%
|
Italy
|
5.7%
|
—
|
Brazil
|
4.9%
|
—
|
Turkey
|
4.4%
|
—
|
United Kingdom
|
4.3%
|
6.0%
|
Colombia
|
3.9%
|
0.3%
|
France
|
3.3%
|
—
|
Spain
|
3.3%
|
—
|
Argentina
|
3.0%
|
0.1%
|
Bahrain
|
2.6%
|
—
|
Germany
|
2.4%
|
—
|
South Africa
|
2.4%
|
—
|
China
|
2.3%
|
—
|
Oman
|
2.1%
|
—
|
Canada
|
1.9%
|
2.6%
|
Dominican Republic
|
1.9%
|
—
|
Belgium
|
1.6%
|
—
|
Chile
|
1.5%
|
1.3%
|
Australia
|
1.4%
|
2.2%
|
India
|
1.4%
|
—
|
Indonesia
|
1.4%
|
—
|
Nigeria
|
1.3%
|
—
|
Peru
|
1.3%
|
—
|
Singapore
|
1.3%
|
—
|
United States
|
1.2%
|
36.5%
|
Egypt
|
1.1%
|
0.2%
|
Netherlands
|
1.1%
|
—
|
Ecuador
|
1.0%
|
—
|
Other5
|
8.0%
|
—
|
Euro
|
—
|
22.0%
|
SUB-TOTAL
|
90.0%
|
90.0%
|
Cash Equivalents6
|
9.4%
|
9.4%
|
Derivative Contracts7
|
(0.5)%
|
(0.5)%
|
Other Assets and Liabilities—Net8
|
1.1%
|
1.1%
|
TOTAL
|
100%
|
100%
|
Foreign
Currency
Par Amount,
Principal
Amount
or Shares
|
|
|
Value in
U.S. Dollars
|
|
|
BONDS—40.1%
|
|
|
|
AUSTRALIAN DOLLAR—1.4%
|
|
|
|
Sovereign—1.4%
|
|
120,000
|
|
Australia, Government of, Series 128, 5.750%, 7/15/2022
|
$86,634
|
100,000
|
|
Australia, Government of, Series 137, 2.750%, 4/21/2024
|
72,118
|
125,000
|
|
Australia, Government of, Sr. Unsecd. Note, Series 148, 2.750%, 11/21/2027
|
88,007
|
130,000
|
|
Australia, Government of, Sr. Unsecd. Note, Series 160, 1.000%, 12/21/2030
|
77,264
|
|
|
TOTAL
|
324,023
|
|
|
BRITISH POUND—4.3%
|
|
|
|
Sovereign—4.3%
|
|
200,000
|
|
United Kingdom, Government of, 3.250%, 1/22/2044
|
285,502
|
110,000
|
|
United Kingdom, Government of, 4.250%, 12/7/2027
|
156,705
|
100,000
|
|
United Kingdom, Government of, Bond, 4.250%, 3/7/2036
|
154,240
|
260,000
|
|
United Kingdom, Government of, Unsecd. Note, 1.500%, 7/22/2047
|
270,319
|
90,000
|
|
United Kingdom, Government of, Unsecd. Note, 4.250%, 6/7/2032
|
135,251
|
|
|
TOTAL
|
1,002,017
|
|
|
CANADIAN DOLLAR—1.9%
|
|
|
|
Sovereign—1.9%
|
|
475,000
|
|
Canada, Government of, Series WL43, 5.750%, 6/1/2029
|
444,702
|
|
|
EURO—19.5%
|
|
|
|
Consumer Products—0.8%
|
|
190,000
|
|
Philip Morris International, Inc., Sr. Unsecd. Note, 2.875%, 5/14/2029
|
195,839
|
|
|
Finance—1.3%
|
|
327,000
|
|
Temasek Financial I Ltd., Sr. Unsecd. Note, Series GMTN, 0.500%, 11/20/2031
|
297,420
|
|
|
Sovereign—17.4%
|
|
110,000
|
|
Belgium, Government of, Series 68, 2.250%, 6/22/2023
|
120,658
|
230,000
|
|
Belgium, Government of, Series 74, 0.800%, 6/22/2025
|
246,976
|
295,000
|
|
France, Government of, 0.500%, 5/25/2025
|
314,140
|
40,000
|
|
France, Government of, 2.750%, 10/25/2027
|
46,618
|
100,000
|
|
France, Government of, Bond, 4.500%, 4/25/2041
|
148,129
|
120,000
|
|
France, Government of, O.A.T., 5.500%, 4/25/2029
|
164,696
|
100,000
|
|
France, Government of, Unsecd. Note, 2.000%, 5/25/2048
|
104,761
|
200,000
|
|
Germany, Government of, 2.500%, 7/4/2044
|
263,329
|
160,000
|
|
Germany, Government of, Bond, Series 03, 4.750%, 7/4/2034
|
240,658
|
55,000
|
|
Germany, Government of, Unsecd. Note, 1.000%, 8/15/2024
|
59,685
|
400,000
|
|
Italy, Government of, Sr. Unsecd. Note, 0.650%, 10/15/2023
|
429,152
|
270,000
|
|
Italy, Government of, Sr. Unsecd. Note, 1.650%, 3/1/2032
|
256,160
|
205,000
|
|
Italy, Government of, Sr. Unsecd. Note, 4.750%, 9/1/2028
|
248,766
|
240,000
|
|
Italy, Government of, Unsecd. Note, 1.600%, 6/1/2026
|
253,743
|
140,000
|
|
Italy, Government of, Unsecd. Note, 3.250%, 9/1/2046
|
147,698
|
140,000
|
|
Netherlands, Government of, Unsecd. Note, 0.250%, 7/15/2025
|
147,969
|
100,000
|
|
Netherlands, Government of, Unsecd. Note, 2.500%, 1/15/2033
|
118,483
|
200,000
|
|
Spain, Government of, 4.200%, 1/31/2037
|
260,436
|
150,000
|
|
Spain, Government of, Sr. Unsecd. Note, 1.500%, 4/30/2027
|
161,164
|
185,000
|
|
Spain, Government of, Sr. Unsecd. Note, 1.950%, 7/30/2030
|
198,855
|
25,000
|
|
Spain, Government of, Sr. Unsecd. Note, 2.750%, 10/31/2024
|
28,048
|
Foreign
Currency
Par Amount,
Principal
Amount
or Shares
|
|
|
Value in
U.S. Dollars
|
|
|
EURO—continued
|
|
|
|
Sovereign—continued
|
|
90,000
|
|
Spain, Government of, Unsecd. Note, 1.600%, 4/30/2025
|
$98,059
|
|
|
TOTAL
|
4,058,183
|
|
|
JAPANESE YEN—11.7%
|
|
|
|
Sovereign—11.7%
|
|
126,000,000
|
|
Japan, Government of, Sr. Unsecd. Note, Series 122, 1.800%, 9/20/2030
|
1,108,479
|
90,000,000
|
|
Japan, Government of, Sr. Unsecd. Note, Series 153, 1.300%, 6/20/2035
|
775,929
|
93,000,000
|
|
Japan, Government of, Sr. Unsecd. Note, Series 44, 1.700%, 9/20/2044
|
848,728
|
|
|
TOTAL
|
2,733,136
|
|
|
MEXICAN PESO—1.3%
|
|
|
|
Sovereign—1.3%
|
|
7,000,000
|
|
Mexico, Government of, Sr. Unsecd. Note, Series M, 5.750%, 3/5/2026
|
320,185
|
|
|
TOTAL BONDS
(IDENTIFIED COST $11,437,149)
|
9,375,505
|
|
|
REPURCHASE AGREEMENTS—9.1%
|
|
2,135,000
|
|
Interest in $1,525,000,000 joint repurchase agreement, 0.80% dated 5/31/2022 under which BofA Securities will
repurchase the securities provided as collateral for $1,525,033,889 on 6/1/2022. The securities provided as collateral at
the end of the period held with BNY Mellon, tri-party agent, were U.S. government agency with various maturities to
11/25/2059 and the market value of those underlying securities was $1,570,784,907.
|
2,135,000
|
|
|
INVESTMENT COMPANY—50.7%
|
|
1,387,371
|
|
Emerging Markets Core Fund
(IDENTIFIED COST $14,466,611)
|
11,834,276
|
|
|
TOTAL INVESTMENT IN SECURITIES—99.9%
(IDENTIFIED COST $28,038,760)1
|
23,344,781
|
|
|
OTHER ASSETS AND LIABILITIES - NET—0.1%2
|
23,517
|
|
|
TOTAL NET ASSETS—100%
|
$23,368,298
|
Description
|
Number Of
Contracts
|
Notional
Value
|
Expiration
Date
|
Value And
Unrealized
(Depreciation)
|
Long Futures:
|
|
|
|
|
3Euro-Oat Futures
|
3
|
$464,063
|
June 2022
|
$(46,939)
|
3Long Gilt Futures
|
2
|
$292,267
|
September 2022
|
$(4,463)
|
Short Futures:
|
|
|
|
|
3United States Treasury Notes 5 Year
|
4
|
$451,812
|
September 2022
|
$(1,383)
|
NET UNREALIZED DEPRECIATION ON FUTURES CONTRACTS
|
$(52,785)
|
Settlement Date
|
Counterparty
|
Units to
Receive/Deliver
|
In
Exchange
For
|
Unrealized
Appreciation
(Depreciation)
|
Contracts Purchased:
|
||||
6/9/2022
|
Bank of America
|
$29,500
|
37,720 CAD
|
$(320)
|
6/9/2022
|
Citibank
|
$29,500
|
37,676 CAD
|
$(285)
|
7/12/2022
|
Credit Agricole
|
92,326 GBP
|
$120,261
|
$(3,889)
|
8/9/2022
|
Bank of America
|
600,000 AUD
|
$426,728
|
$4,284
|
8/9/2022
|
Bank of America
|
145,000,000 CLP
|
$164,730
|
$8,878
|
8/9/2022
|
Bank of America
|
230,000,000 COP
|
$56,506
|
$3,888
|
8/9/2022
|
Bank of America
|
200,000 EUR
|
$214,585
|
$958
|
8/9/2022
|
Bank of America
|
590,000 EUR
|
$622,233
|
$13,619
|
8/9/2022
|
Bank of America
|
1,000,000 GBP
|
$1,246,168
|
$14,607
|
8/9/2022
|
Bank of America
|
$300,000
|
385,238 CAD
|
$(4,464)
|
8/9/2022
|
Bank of America
|
$600,000
|
76,017,696 JPY
|
$7,592
|
8/9/2022
|
Bank of America
|
$1,000,000
|
129,693,340 JPY
|
$(10,704)
|
8/9/2022
|
BNP Paribas
|
500,000 AUD
|
$343,585
|
$15,592
|
8/9/2022
|
BNP Paribas
|
$400,000
|
8,253,696 MXN
|
$(13,589)
|
8/9/2022
|
BNP Paribas
|
$450,000
|
9,333,084 MXN
|
$(17,677)
|
8/9/2022
|
BNY Mellon
|
600,000 GBP
|
$761,439
|
$(4,974)
|
8/9/2022
|
Credit Agricole
|
600,000 AUD
|
$415,674
|
$15,338
|
8/9/2022
|
Credit Agricole
|
500,000 EUR
|
$530,885
|
$7,973
|
8/9/2022
|
HSBC
|
500,000 AUD
|
$351,227
|
$7,949
|
8/9/2022
|
HSBC
|
175,000,000 CLP
|
$211,321
|
$(1,795)
|
8/9/2022
|
HSBC
|
$250,000
|
322,584 CAD
|
$(4,947)
|
8/9/2022
|
JPMorgan
|
$550,000
|
71,550,683 JPY
|
$(7,596)
|
8/9/2022
|
JPMorgan
|
$600,000
|
76,660,470 JPY
|
$2,583
|
8/9/2022
|
Morgan Stanley
|
1,800,000 AUD
|
$1,279,886
|
$13,149
|
8/9/2022
|
Morgan Stanley
|
1,000,000 NZD
|
826,787 CAD
|
$(2,587)
|
8/9/2022
|
Morgan Stanley
|
900,000 NZD
|
$579,325
|
$6,436
|
8/9/2022
|
Morgan Stanley
|
$1,200,000
|
1,542,273 CAD
|
$(18,899)
|
8/9/2022
|
Morgan Stanley
|
$175,000
|
22,525,890 JPY
|
$(545)
|
8/9/2022
|
State Street
|
$350,000
|
455,877 CAD
|
$(10,292)
|
Contracts Sold:
|
||||
6/9/2022
|
Bank of America
|
$59,000
|
75,657 CAD
|
$812
|
7/12/2022
|
JPMorgan
|
$45,000
|
63,329 AUD
|
$478
|
8/9/2022
|
Bank of America
|
600,000 AUD
|
$431,441
|
$430
|
8/9/2022
|
Bank of America
|
500,000 AUD
|
$345,013
|
$(14,163)
|
8/9/2022
|
Bank of America
|
400,000 EUR
|
$424,395
|
$(6,691)
|
8/9/2022
|
Bank of America
|
250,000 GBP
|
$304,958
|
$(10,236)
|
8/9/2022
|
Bank of America
|
900,000 NZD
|
$575,202
|
$(10,559)
|
8/9/2022
|
Bank of America
|
$3,925,000
|
496,734,537 JPY
|
$(53,935)
|
8/9/2022
|
Bank of America
|
$350,000
|
44,185,631 JPY
|
$(5,660)
|
8/9/2022
|
BNP Paribas
|
$450,000
|
9,338,685 MXN
|
$17,958
|
8/9/2022
|
Citibank
|
$1,000,000
|
1,293,933 CAD
|
$22,629
|
8/9/2022
|
Citibank
|
$200,000
|
256,466 CAD
|
$2,692
|
8/9/2022
|
HSBC
|
100,000,000 CLP
|
$114,028
|
$(5,701)
|
8/9/2022
|
HSBC
|
400,000 EUR
|
$417,050
|
$(14,036)
|
8/9/2022
|
HSBC
|
$200,000
|
4,090,748 MXN
|
$4,986
|
8/9/2022
|
JPMorgan
|
1,800,000 AUD
|
$1,270,624
|
$(22,412)
|
8/9/2022
|
JPMorgan
|
670,000 GBP
|
$836,119
|
$(8,600)
|
8/9/2022
|
JPMorgan
|
$1,200,000
|
1,535,687 CAD
|
$13,694
|
8/9/2022
|
JPMorgan
|
$150,000
|
669,301 PLN
|
$5,228
|
Settlement Date
|
Counterparty
|
Units to
Receive/Deliver
|
In
Exchange
For
|
Unrealized
Appreciation
(Depreciation)
|
8/9/2022
|
Morgan Stanley
|
600,000 AUD
|
$430,497
|
$(515)
|
8/9/2022
|
Morgan Stanley
|
300,000 AUD
|
$206,973
|
$(8,533)
|
8/9/2022
|
Morgan Stanley
|
1,000,000 NZD
|
832,979 CAD
|
$7,480
|
8/9/2022
|
State Street
|
330,000 GBP
|
$416,213
|
$157
|
8/9/2022
|
State Street
|
100,000 GBP
|
$124,752
|
$(1,325)
|
NET UNREALIZED DEPRECIATION ON FOREIGN EXCHANGE CONTRACTS
|
$(65,539)
|
|
Emerging Markets
Core Fund
|
Value as of 11/30/2021
|
$36,800,598
|
Purchases at Cost
|
$862,626
|
Proceeds from Sales
|
$(22,775,000)
|
Change in Unrealized Appreciation/(Depreciation)
|
$(12,496)
|
Net Realized Gain/(Loss)
|
$(3,041,452)
|
Value as of 5/31/2022
|
$11,834,276
|
Shares Held as of 5/31/2022
|
1,387,371
|
Dividend Income
|
$867,309
|
Valuation Inputs
|
|
|
|
|
|
Level 1—
Quoted
Prices
|
Level 2—
Other
Significant
Observable
Inputs
|
Level 3—
Significant
Unobservable
Inputs
|
Total
|
Debt Securities:
|
|
|
|
|
Bonds
|
$—
|
$9,375,505
|
$—
|
$9,375,505
|
Repurchase Agreement
|
—
|
2,135,000
|
—
|
2,135,000
|
Investment Company
|
11,834,276
|
—
|
—
|
11,834,276
|
TOTAL SECURITIES
|
$11,834,276
|
$11,500,505
|
$—
|
$23,344,781
|
Other Financial Instruments:
|
|
|
|
|
Assets
|
|
|
|
|
Foreign Exchange Contracts
|
$—
|
$199,390
|
$—
|
$199,390
|
Liabilities
|
|
|
|
|
Futures Contracts
|
(52,785)
|
—
|
—
|
(52,785)
|
Foreign Exchange Contracts
|
—
|
(264,929)
|
—
|
(264,929)
|
TOTAL OTHER FINANCIAL INSTRUMENTS
|
$(52,785)
|
$(65,539)
|
$—
|
$(118,324)
|
AUD
|
—Australian Dollar
|
CAD
|
—Canadian Dollar
|
CLP
|
—Chilean Peso
|
COP
|
—Colombian Peso
|
EUR
|
—Euro
|
GBP
|
—Great British Pound
|
GMTN
|
—Global Medium Term Note
|
JPY
|
—Japanese Yen
|
MXN
|
—Mexican Peso
|
NZD
|
—New Zealand Dollar
|
PLN
|
—Polish Zloty
|
|
Six Months
Ended
(unaudited)
5/31/2022
|
Year Ended November 30,
|
||||
2021
|
2020
|
2019
|
2018
|
2017
|
||
Net Asset Value, Beginning of Period
|
$14.83
|
$15.59
|
$14.75
|
$14.01
|
$15.08
|
$14.48
|
Income From Investment Operations:
|
|
|
|
|
|
|
Net investment income1
|
0.27
|
0.62
|
0.51
|
0.53
|
0.54
|
0.47
|
Net realized and unrealized gain (loss)
|
(1.92)
|
(1.05)
|
0.83
|
0.81
|
(1.20)
|
0.77
|
TOTAL FROM INVESTMENT OPERATIONS
|
(1.65)
|
(0.43)
|
1.34
|
1.34
|
(0.66)
|
1.24
|
Less Distributions:
|
|
|
|
|
|
|
Distributions from net investment income
|
(0.71)
|
(0.33)
|
(0.50)
|
(0.60)
|
(0.41)
|
(0.64)
|
Net Asset Value, End of Period
|
$12.47
|
$14.83
|
$15.59
|
$14.75
|
$14.01
|
$15.08
|
Total Return2
|
(11.70)%
|
(2.90)%
|
9.34%
|
9.92%
|
(4.50)%
|
8.95%
|
Ratios to Average Net Assets:
|
|
|
|
|
|
|
Net expenses3,4
|
0.00%5
|
0.00%
|
0.00%
|
0.00%
|
0.00%
|
0.00%
|
Net investment income
|
3.92%5
|
4.01%
|
3.49%
|
3.66%
|
3.76%
|
3.24%
|
Expense waiver/reimbursement6
|
0.65%5
|
0.49%
|
0.93%
|
1.24%
|
1.55%
|
1.65%
|
Supplemental Data:
|
|
|
|
|
|
|
Net assets, end of period (000 omitted)
|
$23,368
|
$62,853
|
$52,037
|
$23,369
|
$18,179
|
$14,229
|
Portfolio turnover7
|
4%
|
53%
|
69%
|
52%
|
20%
|
55%
|
Assets:
|
|
|
Investment in securities, at value including $11,834,276 of investment in an affiliated holding* (identified cost $28,038,760)
|
|
$23,344,781
|
Deposit at broker
|
|
22,836
|
Cash denominated in foreign currencies (identified cost $6,987)
|
|
7,029
|
Cash
|
|
155
|
Unrealized appreciation on foreign exchange contracts
|
|
199,390
|
Receivable for shares sold
|
|
107,621
|
Income receivable
|
|
75,645
|
TOTAL ASSETS
|
|
23,757,457
|
Liabilities:
|
|
|
Unrealized depreciation on foreign exchange contracts
|
$264,929
|
|
Payable for shares redeemed
|
10,696
|
|
Payable for portfolio accounting fees
|
68,177
|
|
Payable for variation margin on futures contracts
|
9,670
|
|
Payable for auditing fees
|
15,308
|
|
Payable to adviser (Note 5)
|
4,393
|
|
Payable for administrative fee (Note 5)
|
227
|
|
Accrued expenses (Note 5)
|
15,759
|
|
TOTAL LIABILITIES
|
|
389,159
|
Net assets for 1,874,238 shares outstanding
|
|
$23,368,298
|
Net Assets Consists of:
|
|
|
Paid-in capital
|
|
$32,962,078
|
Total distributable earnings (loss)
|
|
(9,593,780)
|
TOTAL NET ASSETS
|
|
$23,368,298
|
Net Asset Value, Offering Price and Redemption Proceeds Per Share:
|
|
|
$23,368,298 ÷ 1,874,238 shares outstanding, no par value, unlimited shares authorized
|
|
$12.47
|
Investment Income:
|
|
|
|
Dividends received from an affiliated holding*
|
|
|
$867,309
|
Interest (net of foreign tax withheld of $1,636)
|
|
|
71,664
|
TOTAL INCOME
|
|
|
938,973
|
Expenses:
|
|
|
|
Administrative fee (Note 5)
|
|
$19,195
|
|
Custodian fees
|
|
6,527
|
|
Transfer agent fees
|
|
3,096
|
|
Directors'/Trustees' fees (Note 5)
|
|
810
|
|
Auditing fees
|
|
15,308
|
|
Legal fees
|
|
4,053
|
|
Portfolio accounting fees
|
|
69,435
|
|
Share registration costs
|
|
14,492
|
|
Printing and postage
|
|
10,173
|
|
LOC commitment fees
|
|
7,665
|
|
Miscellaneous (Notes 5)
|
|
4,663
|
|
TOTAL EXPENSES
|
|
155,417
|
|
Reimbursement of other operating expenses (Notes 2 and 5)
|
$(155,417)
|
|
|
Net expenses
|
|
|
—
|
Net investment income
|
|
|
938,973
|
Realized and Unrealized Gain (Loss) on Investments, Foreign Exchange Contracts, Futures Contracts, Written
Options and Foreign Currency Transactions:
|
|
|
|
Net realized loss on investments (including realized loss of $(3,041,452) on sales of investments in an affiliated
holding*) and foreign currency transactions
|
|
|
(4,691,154)
|
Net realized loss on foreign exchange contracts
|
|
|
(606,125)
|
Net realized gain on futures contracts
|
|
|
98,906
|
Net realized gain on written options
|
|
|
2,478
|
Net change in unrealized depreciation of investments and translation of assets and liabilities in foreign currency
(including net change in unrealized appreciation of $(12,496) of investments in an affiliated holding*)
|
|
|
(1,570,866)
|
Net change in unrealized depreciation of foreign exchange contracts
|
|
|
139,504
|
Net change in unrealized depreciation of futures contracts
|
|
|
(45,767)
|
Net change in unrealized appreciation of written options
|
|
|
(414)
|
Net realized and unrealized gain (loss) on investments, foreign exchange contracts, futures contracts, written options
and foreign currency transactions
|
|
|
(6,673,438)
|
Change in net assets resulting from operations
|
|
|
$(5,734,465)
|
|
Six Months
Ended
(unaudited)
5/31/2022
|
Year Ended
11/30/2021
|
Increase (Decrease) in Net Assets
|
|
|
Operations:
|
|
|
Net investment income
|
$938,973
|
$2,742,610
|
Net realized gain (loss)
|
(5,195,895)
|
411,176
|
Net change in unrealized appreciation/depreciation
|
(1,477,543)
|
(5,077,555)
|
CHANGE IN NET ASSETS RESULTING FROM OPERATIONS
|
(5,734,465)
|
(1,923,769)
|
Distributions to Shareholders:
|
|
|
Distribution to shareholders
|
(2,996,216)
|
(1,580,581)
|
Share Transactions:
|
|
|
Proceeds from sale of shares
|
7,876,441
|
49,235,633
|
Net asset value of shares issued to shareholders in payment of distributions declared
|
110,582
|
48,888
|
Cost of shares redeemed
|
(38,741,300)
|
(34,963,789)
|
CHANGE IN NET ASSETS RESULTING FROM SHARE TRANSACTIONS
|
(30,754,277)
|
14,320,732
|
Change in net assets
|
(39,484,958)
|
10,816,382
|
Net Assets:
|
|
|
Beginning of period
|
62,853,256
|
52,036,874
|
End of period
|
$23,368,298
|
$62,853,256
|
Fair Value of Derivative Instruments
|
||||
|
Asset
|
Liability
|
||
|
Statement of
Assets and
Liabilities
Location
|
Fair
Value
|
Statement of
Assets and
Liabilities
Location
|
Fair
Value
|
Derivatives not accounted for as hedging instruments
under ASC Topic 815
|
|
|
|
|
Foreign exchange contracts
|
Unrealized
appreciation on
foreign exchange
contracts
|
$199,390
|
Unrealized
depreciation on
foreign exchange
contracts
|
$264,929
|
Interest rate contracts
|
|
|
Payable for
variation
margin on
futures contracts
|
$52,785*
|
Total derivatives not accounted for as hedging
instruments under ASC Topic 815
|
|
$ 199,390
|
|
$317,714
|
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income
|
Purchased
Options1
|
Written
Option
Contract
|
Foreign
Exchange
Contracts
|
Futures
Contracts
|
Total
|
Foreign exchange contracts
|
$(23,809)
|
$2,478
|
$(606,125)
|
$—
|
$(627,456)
|
Interest rate contracts
|
—
|
—
|
—
|
98,906
|
98,906
|
TOTAL
|
$(23,809)
|
$2,478
|
$(606,125)
|
$98,906
|
$(528,550)
|
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income
|
|||||
|
Purchased
Options2
|
Written
Option
Contracts
|
Foreign
Exchange
Contracts
|
Futures
Contracts
|
Total
|
Foreign exchange contracts
|
$(2,739)
|
$(414)
|
$139,504
|
$—
|
$136,351
|
Interest rate contracts
|
—
|
—
|
—
|
(45,767)
|
(45,767)
|
TOTAL
|
$(2,739)
|
$(414)
|
$139,504
|
$(45,767)
|
$90,584
|
Gross Amounts Not Offset in the Statement of Assets and Liabilities
|
||||
Transaction
|
Gross Asset
Derivatives
Presented in
Statement of
Assets and
Liabilities
|
Financial
Instruments
|
Collateral
Received
|
Net Amount
|
Foreign Exchange Contracts
|
$199,390
|
$(152,648)
|
$—
|
$46,742
|
TOTAL
|
$199,390
|
$(152,648)
|
$—
|
$46,742
|
Transaction
|
Gross Liability
Derivatives
Presented in
Statement of
Assets and
Liabilities
|
Financial
Instruments
|
Collateral
Pledged
|
Net Amount
|
Foreign Exchange Contracts
|
$264,929
|
$(152,648)
|
$—
|
$112,281
|
TOTAL
|
$264,929
|
$(152,648)
|
$—
|
$112,281
|
|
Six Months Ended
5/31/2022
|
Year Ended
11/30/2021
|
Shares sold
|
573,083
|
3,167,471
|
Shares issued to shareholders in payment of distributions declared
|
7,787
|
3,098
|
Shares redeemed
|
(2,943,859)
|
(2,271,691)
|
NET CHANGE RESULTING FROM FUND SHARE TRANSACTIONS
|
(2,362,989)
|
898,878
|
Short-Term
|
Long-Term
|
Total
|
$64,447
|
$217,493
|
$281,940
|
Administrative Fee
|
Average Daily Net Assets
of the Investment Complex
|
0.100%
|
on assets up to $50 billion
|
0.075%
|
on assets over $50 billion
|
Purchases
|
$1,777,897
|
Sales
|
$31,802,668
|
|
Beginning
Account Value
12/1/2021
|
Ending
Account Value
5/31/2022
|
Expenses Paid
During Period1
|
Actual
|
$1,000
|
$883.00
|
$0.00
|
Hypothetical (assuming a 5% return before expenses)
|
$1,000
|
$1,024.93
|
$0.00
|
Item 2. | Code of Ethics |
Not Applicable
Item 3. | Audit Committee Financial Expert |
Not Applicable
Item 4. | Principal Accountant Fees and Services |
Not Applicable
Item 5. | Audit Committee of Listed Registrants |
Not Applicable
Item 6. | Schedule of Investments |
(a) The registrant’s Schedule of Investments is included as part of the Report to Stockholders filed under Item 1 of this form.
(b) Not Applicable; Fund had no divestments during the reporting period covered since the previous Form N-CSR filing.
Item 7. | Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies |
Not Applicable
Item 8. | Portfolio Managers of Closed-End Management Investment Companies |
Not Applicable
Item 9. | Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers |
Not Applicable
Item 10. | Submission of Matters to a Vote of Security Holders |
No Changes to Report
Item 11. | Controls and Procedures |
(a) The registrant’s President and Treasurer have concluded that the
registrant’s disclosure controls and procedures (as defined in rule 30a-3(c) under the Act) are effective in design and operation and are sufficient to form the basis of the certifications required by Rule 30a-(2) under the Act, based on their evaluation of these disclosure controls and procedures within 90 days of the filing date of this report on Form N-CSR.
(b) There were no changes in the registrant’s internal control over financial reporting (as defined in rule 30a-3(d) under the Act) during the period covered by this report that have materially affected, or are reasonably likely to materially affect, the registrant’s internal control over financial reporting.
Item 12. | Disclosure of Securities Lending Activities for Closed-End Management Investment Companies |
Not Applicable
Item 13. | Exhibits |
(a)(1) Code of Ethics- Not Applicable to this Report.
(a)(2) Certifications of Principal Executive Officer and Principal Financial Officer.
(a)(3) Not Applicable.
(b) Certifications pursuant to 18 U.S.C. Section 1350.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
Registrant Federated Hermes Managed Pool Series
By /S/ Lori A. Hensler
Lori A. Hensler
Principal Financial Officer
Date July 25, 2022
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By /S/ J. Christopher Donahue
J. Christopher Donahue
Principal Executive Officer
Date July 25, 2022
By /S/ Lori A. Hensler
Lori A. Hensler
Principal Financial Officer
Date July 25, 2022
N-CSR Item 13(a)(2) - Exhibits: Certifications
I, J. Christopher Donahue, certify that:
Date: July 25, 2022
/S/ J. Christopher Donahue
J. Christopher Donahue
President - Principal Executive Officer
N-CSR Item 13(a)(2) - Exhibits: Certifications
I, Lori A. Hensler, certify that:
Date: July 25, 2022
/S/ Lori A. Hensler
Lori A. Hensler
Treasurer - Principal Financial Officer
N-CSR Item 13(b) - Exhibits: Certifications
SECTION 906 CERTIFICATION
Pursuant to 18 U.S.C.§ 1350, the undersigned officers of Federated Hermes Managed Pool Series on behalf of Federated Hermes International Bond Strategy Portfolio (the “Registrant”), hereby certify, to the best of our knowledge, that the Registrant’s Report on Form N-CSR for the period ended May 31, 2022 (the “Report”) fully complies with the requirements of Section 13(a) or 15(d), as applicable, of the Securities and Exchange Act of 1934 and that the information contained in the Report fairly presents, in all material respects, the financial condition and results of operations of the Registrant.
Dated: July 25, 2022
/s/ J. Christopher Donahue
J. Christopher Donahue
Title: President, Principal Executive Officer
Dated: July 25, 2022
/s/ Lori A. Hensler
Lori A. Hensler
Title: Treasurer, Principal Financial Officer
This certification is being furnished solely pursuant to 18 U.S.C.§ 1350 and is not being filed as part of the Report or as a separate disclosure document.