Hermes Multi-Strategy Credit F GBP Acc H (FUND:BKRCNB0) - Fund price


Fund Report

Hermes Multi-Strategy Credit Fund F GBP Accumulating Hedged

Morningstar Style Box®

Fixed Income Style

High, Med, LowCredit Quality
Ltd, Mod, Ext
Interest Rate Sensitivity
Size
Share Class Size (mil)208.22 GBP
(20/02/2020)
Fund Size (mil)978.33 GBP
(20/02/2020)
Maturity Distribution % 31/01/2020
FundCategory
1 to 3 Years8.4110.38
3 to 5 Years12.7527.15
5 to 7 Years16.6815.82
7 to 10 Years20.6421.97
10 to 15 Years2.614.47
15 to 20 Years4.402.68
20 to 30 Years24.248.68
Over 30 Years9.265.11
FundCategory
Effective Maturity (Y)7.9910.55
Effective Duration1.943.91
Average Credit QualityBBBB
Credit Quality Breakdown % 31/01/2020
FundCategory
AAA0.0015.97
AA-6.638.85
A0.068.26
BBB38.0731.16
BB72.2117.83
B6.0812.23
Below B0.551.44
Not Rated-10.344.26

Asset Allocation % 31/01/2020

Asset Allocation
LongShortNetCat
Stocks0.000.000.000.52
Bonds94.734.9789.7792.71
Cash128.08123.834.2523.50
Other6.120.145.99-16.74
Fixed Income Sector Weightings % 31/01/2020
FundCategory
Government1.2728.03
Treasury0.0019.39
Inflation-Protected0.001.51
Agency/Quasi Agency1.271.50
Government Related1.277.13
Corporate97.6949.14
Corporate Bond87.7845.20
Bank Loan4.350.29
Convertible5.553.65
Preferred0.000.00
Securitized0.004.65
Agency Mortgage Backed0.001.54
Non-Agency Residential Mortgage Backed0.000.12
Commercial Mortgage Backed0.000.07
Asset Backed0.002.26
Covered Bond0.000.65
Municipal0.000.00
Cash & Equivalents3.30-24.61
Derivative-2.2642.79

Top 10 Holdings31/01/2020

Assets in Top 10 Holdings %22.69
Total Number of Equity Holdings0
Total Number of Bond Holdings171
NameCountry%
IncreaseDecreaseNew since last portfolio
BHP Billiton Finance Ltd. 6.5% 2077-10-22Australia3.33
Dell International L.L.C. and EMC Corporation 6.02% 2026-06-15United States2.55
Allergan Funding SCS 4.55% 2035-03-15United States2.32
Enbridge Incorporation 5.5% 2077-07-15Canada2.32
Enterprise Products Operating LP 5.38% 2078-02-15United States2.22
Air Lease Corporation 3.62% 2027-12-01United States2.20
Dell International L.L.C. and EMC Corporation 4.42% 2021-06-15United States2.08
Phoenix Group Holdings 5.75% 2049-12-31United Kingdom2.01
Electricite de France SA 6% 2049-12-31France1.84
Intesa Sanpaolo S.p.A. 5.02% 2024-06-26Italy1.82
AJ Bell Management Limited (company number 03948391), AJ Bell Securities Limited (company number 02723420) and AJ Bell Asset Management Limited (company number 09742568) are authorised and regulated by the Financial Conduct Authority. All companies are registered in England and Wales at 4 Exchange Quay, Salford Quays, Manchester M5 3EE. See website for full details. AJ Bell procures the provision of the Morningstar Licensed Tools on an “as is” basis and does not guarantee the performance of or accept liability for the Licensed Tools. To the maximum extent permitted by law, AJ Bell excludes liability for the Licensed Tools, including liability for any failure, interruption, delay or defect in the performance of any Licensed Tool, unless it arises as a direct result of the negligence of AJ Bell.
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