Morningstar® Investment Profile™   Morningstar®
Disclosure		   Format
for Print
Federated Hermes Managed Volatility II P
Release date as of 2024-03-31. Data on page is subject to change.
Snapshot Ratings & Risk Portfolio Nuts & Bolts
  Style Box Details for Stock Holdings
Size
Average Mkt Cap $Mil 111,947
   
Market Capitalization % of Portfolio
Giant 32.18
Large 36.09
Medium 25.54
Small 5.71
Micro 0.47
   
Investment Valuation Stock
Portfolio
Forward P/E 15.9
Price/Book 2.8
Price/Sales 1.7
Price/Cash Flow 10.9
Dividend Yield 2.1
Long-Term Earnings 10.4
Historical Earnings 15.3
Sales Growth 11.5
Cash-Flow Growth 11.6
Book-Value Growth 1.1
As of 2023-12-31
Data as of 2023-12-31
  Style Box Details for Bond Holdings
Average Eff Duration 6.00 Yrs
Average Eff Maturity 8.40 Yrs
Average Wtd Coupon 3.30
Average Wtd Price 97.11
As of 2023-12-31
Data as of 2023-12-31
  Asset Allocation
% of Net Assets
U.S. Stocks 61.3
Non-U.S. Stocks 0.5
Bonds 32.3
Cash 4.3
Other 1.7
Total 100.0
Asset Allocation Long/Short/Net Graph
Data through 2023-12-31
  Morningstar Equity Sectors
% of Stocks
Cyclical 32.57
Basic Materials 3.25
Consumer Cyclical 8.15
Financial Services 17.17
Real Estate 4.00
Sensitive 42.90
Communication Services 6.55
Energy 5.92
Industrials 11.02
Technology 19.41
Defensive 24.53
Consumer Defensive 7.13
Healthcare 13.75
Utilities 3.65
Data through 2023-12-31
  Morningstar Fixed-Income Sectors
% Fund
Government 47.45
Corporate 19.86
Securitized 22.64
Municipal 0.00
Cash & Equivalents 10.04
Derivative 0.00
Data through 2023-12-31
  Credit Analysis
% Bonds
AAA 4.10
AA 64.70
A 7.50
BBB 14.60
BB 2.00
B 1.90
Below B 1.00
Not Rated 4.20
Data through 2023-12-31
Credit Analysis Graph
  Top 25 Holdings
Total Number of Stock Holdings 276
Total Number of Bond Holdings 313
% of Net Assets in Top 10 Holdings 68.53
Turnover % (as of 2023-12-31) 47.00
30 Day SEC Yield % 2.69
Top 25 Holdings
Sector Country Maturity Date Market Value ($000) % of Net Assets
Future on E-mini S&P 500 Futures --- USA 2024-03-15 67,480 28.74
Federated Mortgage Core Portfolio --- USA --- 26,891 11.45
10 Year Treasury Note Future Mar 24 --- USA 2024-03-19 -26,529 11.30
2 Year Treasury Note Future Mar 24 --- USA 2024-03-28 12,355 5.26
Us 5yr Note (Cbt) Mar24 Xcbt 20240328 --- --- 2024-03-28 8,702 3.71
United States Treasury Notes 2.75% --- USA 2027-07-31 5,472 2.33
Federated Project and Trade Fin Cor --- USA --- 3,897 1.66
United States Treasury Notes 2.625% --- USA 2027-05-31 3,638 1.55
United States Treasury Notes 2.5% --- USA 2024-04-30 3,467 1.48
Federated Hermes High Income Bond II P --- USA --- 2,458 1.05
United States Treasury Bonds 2.875% --- USA 2052-05-15 2,354 1.00
United States Treasury Notes 4.375% --- USA 2030-11-30 2,160 0.92
Federated Emerging Markets Core --- USA --- 2,150 0.92
Berkshire Hathaway Inc Class B USA --- 2,103 0.90
Us Ultra Bond Cbt Mar24 Xcbt 20240319 --- --- 2024-03-19 -1,870 0.80
JPMorgan Chase & Co USA --- 1,869 0.80
United States Treasury Notes 5% --- USA 2025-09-30 1,818 0.77
Exxon Mobil Corp USA --- 1,666 0.71
United States Treasury Notes 3.5% --- USA 2033-02-15 1,552 0.66
Johnson & Johnson USA --- 1,520 0.65
Merck & Co Inc USA --- 1,194 0.51
Walmart Inc USA --- 1,174 0.50
Cisco Systems Inc USA --- 1,084 0.46
Wells Fargo & Co USA --- 1,062 0.45
Linde PLC USA --- 1,020 0.43
Data through 2023-12-31
Show Data Definitions

© Copyright 2024 Morningstar, Inc. All rights reserved. Morningstar, the Morningstar logo, Morningstar.com, Morningstar Tools are either trademark or service marks of Morningstar, Inc. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or any losses arising from any use of information. Past performance is no guarantee of future performance.
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.