| Federated Hermes Managed Volatility II P |
|
 |
|
| Release date as of 2024-10-31. Data on page is subject to change. |
|
|
| Style Box Details for Stock Holdings |
|
| Size |
|
| Average Mkt Cap $Mil |
135,710 |
|
|
|
| Market Capitalization |
% of Portfolio |
| Giant |
30.97 |
| Large |
36.74 |
| Medium |
23.48 |
| Small |
6.98 |
| Micro |
1.83 |
| |
|
|
| Investment Valuation |
Stock
Portfolio
|
| Forward P/E |
17.8 |
| Price/Book |
3.2 |
| Price/Sales |
2.0 |
| Price/Cash Flow |
12.5 |
| Dividend Yield |
1.7 |
| Long-Term Earnings |
10.8 |
| Historical Earnings |
4.8 |
| Sales Growth |
7.2 |
| Cash-Flow Growth |
6.3 |
| Book-Value Growth |
3.1 |
|
|
|
 |
|
| As of 2024-09-30 |
|
|
|
| Style Box Details for Bond Holdings |
|
| Average Eff Duration |
5.90 Yrs
|
| Average Eff Maturity |
8.50 Yrs
|
| Average Wtd Coupon |
3.88 |
| Average Wtd Price |
97.58 |
|
 |
|
 |
|
| As of 2024-09-30 |
|
|
| Data as of 2024-09-30 |
|
|
|
% of Net Assets |
|
| U.S. Stocks |
59.8 |
|
| Non-U.S. Stocks |
0.9 |
|
| Bonds |
29.4 |
|
| Cash |
7.3 |
|
| Other |
2.6 |
|
|
| Total |
100.0 |
|
|
|
|
|
Data through
2024-09-30 |
|
|
|
| Morningstar Equity Sectors |
|
|
|
% of Stocks |
 |
Cyclical |
30.00 |
 |
Basic Materials |
3.10 |
 |
Consumer Cyclical |
8.13 |
 |
Financial Services |
15.16 |
 |
Real Estate |
3.61 |
|
|
|
 |
Sensitive |
45.40 |
 |
Communication Services |
6.84 |
 |
Energy |
4.74 |
 |
Industrials |
10.49 |
 |
Technology |
23.33 |
|
|
|
 |
Defensive |
24.60 |
 |
Consumer Defensive |
6.70 |
 |
Healthcare |
14.19 |
 |
Utilities |
3.71 |
|
| Data through 2024-09-30 |
|
|
| Morningstar Fixed-Income Sectors |
|
| % Fund |
 |
Government |
41.88 |
 |
Corporate |
23.36 |
 |
Securitized |
21.62 |
 |
Municipal |
0.00 |
 |
Cash & Equivalents |
13.12 |
 |
Derivative |
0.02 |
|
|
|
% Bonds |
| AAA |
2.20 |
| AA |
62.20 |
| A |
8.60 |
| BBB |
16.10 |
| BB |
2.60 |
| B |
2.30 |
| Below B |
1.20 |
| Not Rated |
4.80 |
|
|
|
|
|
|
|
| Total Number of Stock Holdings |
297 |
| Total Number of Bond Holdings |
362 |
| % of Net Assets in Top 10 Holdings |
84.96 |
|
|
| Turnover % |
(as of 2023-12-31) |
47.00 |
| 30 Day SEC Yield % |
2.45 |
|
|
Sector |
Country |
Maturity Date |
Market Value ($000) |
% of Net Assets |
|
| Future on E-mini S&P 500 Futures |
--- |
USA |
2024-12-20 |
72,678 |
31.51 |
| 10 Year Treasury Note Future Dec 24 |
--- |
USA |
2024-12-19 |
-49,827 |
21.61 |
| Federated Mortgage Core Portfolio |
--- |
USA |
--- |
31,451 |
13.64 |
| 2 Year Treasury Note Future Dec 24 |
--- |
USA |
2024-12-31 |
12,495 |
5.42 |
| Us 5yr Note (Cbt) Dec24 Xcbt 20241231 |
--- |
--- |
2024-12-31 |
7,692 |
3.34 |
 |
| Federated Project and Trade Fin Cor |
--- |
USA |
--- |
5,899 |
2.56 |
| United States Treasury Notes 2.75% |
--- |
USA |
2027-07-31 |
5,573 |
2.42 |
| United States Treasury Notes 2.625% |
--- |
USA |
2027-05-31 |
3,708 |
1.61 |
| Federated Emerging Markets Core |
--- |
USA |
--- |
3,332 |
1.44 |
| Federated Hermes High Income Bond II P |
--- |
USA |
--- |
3,262 |
1.41 |
|
| United States Treasury Bonds 4.25% |
--- |
USA |
2054-08-15 |
2,778 |
1.20 |
| United States Treasury Notes 5% |
--- |
USA |
2025-09-30 |
1,817 |
0.79 |
| Berkshire Hathaway Inc Class B |
|
USA |
--- |
1,795 |
0.78 |
| United States Treasury Notes 4.375% |
--- |
USA |
2030-11-30 |
1,664 |
0.72 |
| JPMorgan Chase & Co |
|
USA |
--- |
1,531 |
0.66 |
|
| United States Treasury Notes 4% |
--- |
USA |
2029-01-31 |
1,526 |
0.66 |
| Us Ultra Bond Cbt Dec24 Xcbt 20241219 |
--- |
--- |
2024-12-19 |
-1,331 |
0.58 |
| United States Treasury Notes 4.375% |
--- |
USA |
2026-07-31 |
1,159 |
0.50 |
| Exxon Mobil Corp |
|
USA |
--- |
1,159 |
0.50 |
| Johnson & Johnson |
|
USA |
--- |
1,149 |
0.50 |
|
| Walmart Inc |
|
USA |
--- |
1,095 |
0.47 |
| United States Treasury Notes 3.75% |
--- |
USA |
2031-08-31 |
1,005 |
0.44 |
| UnitedHealth Group Inc |
|
USA |
--- |
953 |
0.41 |
| United States Treasury Bonds 3.125% |
--- |
USA |
2048-05-15 |
913 |
0.40 |
| United States Treasury Notes 1.75% |
--- |
USA |
2024-12-31 |
893 |
0.39 |
|
|
 |
|
|
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Past performance is no guarantee of future results.
Returns will vary and shares may be worth more or less than their original cost when sold.
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