Morningstar® Investment Profile™   Morningstar®
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Federated Hermes Managed Volatility II P
Release date as of 2025-07-31. Data on page is subject to change.
Snapshot Ratings & Risk Portfolio Nuts & Bolts
  Style Box Details for Stock Holdings
Size
Average Mkt Cap $Mil 75,593
   
Market Capitalization % of Portfolio
Giant 19.86
Large 35.37
Medium 26.77
Small 13.24
Micro 4.76
   
Investment Valuation Stock
Portfolio
Forward P/E 17.1
Price/Book 2.7
Price/Sales 2.1
Price/Cash Flow 10.4
Dividend Yield 1.8
Long-Term Earnings 9.0
Historical Earnings 4.5
Sales Growth 7.0
Cash-Flow Growth 8.2
Book-Value Growth 5.6
As of 2025-06-30
Data as of 2025-06-30
  Style Box Details for Bond Holdings
Average Eff Duration 5.90 Yrs
Average Eff Maturity 8.60 Yrs
Average Wtd Coupon 3.96
Average Wtd Price 98.52
As of 2025-03-31
Data as of 2025-03-31
  Asset Allocation
% of Net Assets
U.S. Stocks 44.6
Non-U.S. Stocks 2.4
Bonds 47.7
Cash 2.5
Other 2.8
Total 100.0
Asset Allocation Long/Short/Net Graph
Data through 2025-06-30
  Morningstar Equity Sectors
% of Stocks
Cyclical 32.98
Basic Materials 3.00
Consumer Cyclical 7.88
Financial Services 18.54
Real Estate 3.56
Sensitive 44.18
Communication Services 7.54
Energy 5.33
Industrials 11.60
Technology 19.71
Defensive 22.83
Consumer Defensive 7.28
Healthcare 12.35
Utilities 3.20
Data through 2025-06-30
  Morningstar Fixed-Income Sectors
% Fund
Government 64.41
Corporate 17.36
Securitized 14.25
Municipal 0.00
Cash & Equivalents 3.98
Derivative 0.00
Data through 2025-06-30
  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 327
Total Number of Bond Holdings 306
% of Net Assets in Top 10 Holdings 60.22
Turnover % (as of 2024-12-31) 69.00
30 Day SEC Yield % 2.33
Top 25 Holdings
Sector Country Maturity Date Market Value ($000) % of Net Assets
2 Year Treasury Note Future Sept 25 --- USA 2025-09-30 28,499 13.97
10 Year Treasury Note Future Sept 25 --- USA 2025-09-19 -25,004 12.26
Federated Mortgage Core Portfolio --- USA --- 19,749 9.68
Future on E-mini S&P 500 Futures --- USA 2025-09-19 18,761 9.20
Us 5yr Note (Cbt) Sep25 Xcbt 20250930 --- --- 2025-09-30 9,156 4.49
Federated Project and Trade Fin Cor --- USA --- 5,753 2.82
United States Treasury Notes 4.125% --- USA 2032-03-31 4,640 2.27
United States Treasury Notes 2.75% --- USA 2027-07-31 4,068 1.99
United States Treasury Notes 2.625% --- USA 2027-05-31 3,721 1.82
United States Treasury Notes 4.625% --- USA 2035-02-15 3,508 1.72
Federated Hermes High Income Bond II P --- USA --- 2,922 1.43
United States Treasury Notes 4.25% --- USA 2034-11-15 2,608 1.28
United States Treasury Bonds 4.25% --- USA 2054-08-15 2,483 1.22
JPMorgan Chase & Co USA --- 2,233 1.09
Berkshire Hathaway Inc Class B USA --- 2,042 1.00
Innoscripta SE DEU --- 2,038 1.00
Ultra 10 Year US Treasury Note Future Sept 25 --- USA 2025-09-19 -1,943 0.95
United States Treasury Notes 4.125% --- USA 2031-10-31 1,818 0.89
United States Treasury Notes 5% --- USA 2025-09-30 1,803 0.88
Federated Emerging Markets Core --- USA --- 1,579 0.77
United States Treasury Bonds 4.625% --- USA 2055-02-15 1,168 0.57
United States Treasury Notes 4.375% --- USA 2026-07-31 1,150 0.56
Johnson & Johnson USA --- 1,149 0.56
Amazon.com Inc USA --- 1,082 0.53
Us Ultra Bond Cbt Sep25 Xcbt 20250919 --- --- 2025-09-19 -1,072 0.53
Data through 2025-06-30
Show Data Definitions

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