Morningstar® Investment Profile™   Morningstar®
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Federated Hermes Managed Volatility II P
Release date as of 2025-05-31. Data on page is subject to change.
Snapshot Ratings & Risk Portfolio Nuts & Bolts
  Style Box Details for Stock Holdings
Size
Average Mkt Cap $Mil 94,718
   
Market Capitalization % of Portfolio
Giant 26.58
Large 35.15
Medium 25.65
Small 8.37
Micro 4.24
   
Investment Valuation Stock
Portfolio
Forward P/E 16.9
Price/Book 2.7
Price/Sales 1.9
Price/Cash Flow 9.8
Dividend Yield 1.9
Long-Term Earnings 9.4
Historical Earnings 2.7
Sales Growth 6.4
Cash-Flow Growth 10.1
Book-Value Growth 5.0
As of 2025-03-31
Data as of 2025-03-31
  Style Box Details for Bond Holdings
Average Eff Duration 5.90 Yrs
Average Eff Maturity 8.60 Yrs
Average Wtd Coupon 3.89
Average Wtd Price 97.89
As of 2025-03-31
Data as of 2025-03-31
  Asset Allocation
% of Net Assets
U.S. Stocks 65.2
Non-U.S. Stocks 1.5
Bonds 27.5
Cash 2.5
Other 3.4
Total 100.0
Asset Allocation Long/Short/Net Graph
Data through 2025-03-31
  Morningstar Equity Sectors
% of Stocks
Cyclical 31.33
Basic Materials 2.60
Consumer Cyclical 7.78
Financial Services 17.40
Real Estate 3.55
Sensitive 42.87
Communication Services 6.55
Energy 5.93
Industrials 11.61
Technology 18.78
Defensive 25.79
Consumer Defensive 7.48
Healthcare 14.48
Utilities 3.83
Data through 2025-03-31
  Morningstar Fixed-Income Sectors
% Fund
Government 49.45
Corporate 23.59
Securitized 22.75
Municipal 0.00
Cash & Equivalents 4.20
Derivative 0.00
Data through 2025-03-31
  Credit Analysis
% Bonds
AAA 2.30
AA 66.10
A 9.00
BBB 13.80
BB 1.50
B 1.50
Below B 0.60
Not Rated 5.20
Data through 2025-03-31
Credit Analysis Graph
  Top 25 Holdings
Total Number of Stock Holdings 311
Total Number of Bond Holdings 338
% of Net Assets in Top 10 Holdings 86.40
Turnover % (as of 2024-12-31) 69.00
30 Day SEC Yield % 2.50
Top 25 Holdings
Sector Country Maturity Date Market Value ($000) % of Net Assets
10 Year Treasury Note Future June 25 --- USA 2025-06-18 -54,608 29.39
Future on E-mini S&P 500 Futures --- USA 2025-06-20 45,226 24.34
Federated Mortgage Core Portfolio --- USA --- 26,191 14.10
2 Year Treasury Note Future June 25 --- USA 2025-06-30 9,323 5.02
Federated Project and Trade Fin Cor --- USA --- 6,151 3.31
Us 5yr Note (Cbt) Jun25 Xcbt 20250630 --- --- 2025-06-30 4,867 2.62
United States Treasury Notes 2.75% --- USA 2027-07-31 4,045 2.18
United States Treasury Notes 4.125% --- USA 2031-10-31 3,812 2.05
United States Treasury Notes 2.625% --- USA 2027-05-31 3,699 1.99
United States Treasury Notes 4.25% --- USA 2034-11-15 2,607 1.40
United States Treasury Bonds 4.25% --- USA 2054-08-15 2,567 1.38
Berkshire Hathaway Inc Class B USA --- 2,399 1.29
JPMorgan Chase & Co USA --- 2,037 1.10
United States Treasury Notes 4.375% --- USA 2029-12-31 2,036 1.10
United States Treasury Notes 5% --- USA 2025-09-30 1,807 0.97
Federated Hermes High Income Bond II P --- USA --- 1,787 0.96
Federated Emerging Markets Core --- USA --- 1,662 0.89
Walmart Inc USA --- 1,362 0.73
Johnson & Johnson USA --- 1,345 0.72
Exxon Mobil Corp USA --- 1,345 0.72
United States Treasury Notes 4.375% --- USA 2026-07-31 1,151 0.62
UnitedHealth Group Inc USA --- 1,100 0.59
Wells Fargo & Co USA --- 1,019 0.55
United States Treasury Notes 4.25% --- USA 2026-12-31 1,005 0.54
United States Treasury Notes 4.125% --- USA 2032-02-29 1,003 0.54
Data through 2025-03-31
Show Data Definitions

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