| Federated Hermes Managed Volatility II P |
|
 |
|
| Release date as of 2025-01-31. Data on page is subject to change. |
|
|
| Style Box Details for Stock Holdings |
|
| Size |
|
| Average Mkt Cap $Mil |
159,302 |
|
|
|
| Market Capitalization |
% of Portfolio |
| Giant |
31.74 |
| Large |
36.33 |
| Medium |
24.07 |
| Small |
6.32 |
| Micro |
1.53 |
| |
|
|
| Investment Valuation |
Stock
Portfolio
|
| Forward P/E |
18.2 |
| Price/Book |
3.1 |
| Price/Sales |
2.0 |
| Price/Cash Flow |
12.4 |
| Dividend Yield |
1.7 |
| Long-Term Earnings |
9.2 |
| Historical Earnings |
2.6 |
| Sales Growth |
7.6 |
| Cash-Flow Growth |
6.5 |
| Book-Value Growth |
3.8 |
|
|
|
 |
|
| As of 2024-12-31 |
|
|
|
| Style Box Details for Bond Holdings |
|
| Average Eff Duration |
5.90 Yrs
|
| Average Eff Maturity |
8.50 Yrs
|
| Average Wtd Coupon |
3.80 |
| Average Wtd Price |
95.08 |
|
 |
|
 |
|
| As of 2024-09-30 |
|
|
| Data as of 2024-09-30 |
|
|
|
% of Net Assets |
|
| U.S. Stocks |
61.6 |
|
| Non-U.S. Stocks |
1.0 |
|
| Bonds |
30.4 |
|
| Cash |
4.9 |
|
| Other |
2.2 |
|
|
| Total |
100.0 |
|
|
|
|
|
Data through
2024-12-31 |
|
|
|
| Morningstar Equity Sectors |
|
|
|
% of Stocks |
 |
Cyclical |
30.78 |
 |
Basic Materials |
2.46 |
 |
Consumer Cyclical |
9.20 |
 |
Financial Services |
15.99 |
 |
Real Estate |
3.13 |
|
|
|
 |
Sensitive |
46.95 |
 |
Communication Services |
7.41 |
 |
Energy |
4.37 |
 |
Industrials |
10.20 |
 |
Technology |
24.97 |
|
|
|
 |
Defensive |
22.27 |
 |
Consumer Defensive |
6.42 |
 |
Healthcare |
12.36 |
 |
Utilities |
3.49 |
|
| Data through 2024-12-31 |
|
|
| Morningstar Fixed-Income Sectors |
|
| % Fund |
 |
Government |
47.79 |
 |
Corporate |
21.94 |
 |
Securitized |
19.93 |
 |
Municipal |
0.00 |
 |
Cash & Equivalents |
10.32 |
 |
Derivative |
0.01 |
|
|
|
% 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 |
302 |
| Total Number of Bond Holdings |
344 |
| % of Net Assets in Top 10 Holdings |
72.96 |
|
|
| Turnover % |
(as of 2023-12-31) |
47.00 |
| 30 Day SEC Yield % |
2.68 |
|
|
Sector |
Country |
Maturity Date |
Market Value ($000) |
% of Net Assets |
|
| Future on E-mini S&P 500 Futures |
--- |
USA |
2025-03-21 |
100,908 |
35.94 |
| 10 Year Treasury Note Future Mar 25 |
--- |
USA |
2025-03-20 |
-31,646 |
11.27 |
| Federated Mortgage Core Portfolio |
--- |
USA |
--- |
27,826 |
9.91 |
| 2 Year Treasury Note Future Mar 25 |
--- |
USA |
2025-03-31 |
16,449 |
5.86 |
| Federated Project and Trade Fin Cor |
--- |
USA |
--- |
6,041 |
2.15 |
 |
| Us 5yr Note (Cbt) Mar25 Xcbt 20250331 |
--- |
--- |
2025-03-31 |
5,847 |
2.08 |
| United States Treasury Notes 2.75% |
--- |
USA |
2027-07-31 |
5,491 |
1.96 |
| United States Treasury Notes 4.125% |
--- |
USA |
2031-10-31 |
3,721 |
1.33 |
| United States Treasury Notes 2.625% |
--- |
USA |
2027-05-31 |
3,659 |
1.30 |
| Federated Hermes High Income Bond II P |
--- |
USA |
--- |
3,251 |
1.16 |
|
| United States Treasury Notes 1.625% |
--- |
USA |
2029-10-15 |
2,960 |
1.05 |
| Federated Emerging Markets Core |
--- |
USA |
--- |
2,616 |
0.93 |
| United States Treasury Bonds 4.25% |
--- |
USA |
2054-08-15 |
2,489 |
0.89 |
| United States Treasury Notes 4.25% |
--- |
USA |
2034-11-15 |
2,047 |
0.73 |
| Berkshire Hathaway Inc Class B |
|
USA |
--- |
2,033 |
0.72 |
|
| JPMorgan Chase & Co |
|
USA |
--- |
1,986 |
0.71 |
| United States Treasury Notes 5% |
--- |
USA |
2025-09-30 |
1,809 |
0.64 |
| Walmart Inc |
|
USA |
--- |
1,398 |
0.50 |
| Exxon Mobil Corp |
|
USA |
--- |
1,213 |
0.43 |
| Johnson & Johnson |
|
USA |
--- |
1,170 |
0.42 |
|
| United States Treasury Notes 4.375% |
--- |
USA |
2026-07-31 |
1,147 |
0.41 |
| Ultra 10 Year US Treasury Note Future Mar 25 |
--- |
USA |
2025-03-20 |
1,113 |
0.40 |
| Wells Fargo & Co |
|
USA |
--- |
1,067 |
0.38 |
| UnitedHealth Group Inc |
|
USA |
--- |
941 |
0.34 |
| Linde PLC |
|
USA |
--- |
867 |
0.31 |
|
|
 |
|
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Returns will vary and shares may be worth more or less than their original cost when sold.
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