Kames Strategic Bond GBP B Inc (FUND:B00MY36) - Fund price


Fund Report

Kames Strategic Bond Fund GBP B Inc

Morningstar Style Box®

Fixed Income Style

High, Med, LowCredit Quality
Ltd, Mod, Ext
Interest Rate Sensitivity
Size
Share Class Size (mil)41.90 GBP
(31/03/2020)
Fund Size (mil)222.51 GBP
(31/03/2020)
Maturity Distribution % 29/02/2020
FundCategory
1 to 3 Years1.4819.33
3 to 5 Years10.9318.77
5 to 7 Years4.7717.31
7 to 10 Years17.8818.91
10 to 15 Years4.175.54
15 to 20 Years5.472.71
20 to 30 Years15.207.96
Over 30 Years6.644.91
FundCategory
Effective Maturity (Y)-12.15
Effective Duration-3.89
Average Credit QualityBBBB
Credit Quality Breakdown % 29/02/2020
FundCategory
AAA13.3415.97
AA1.598.85
A8.398.26
BBB39.3131.16
BB12.0017.83
B16.8612.23
Below B3.831.44
Not Rated4.684.26

Asset Allocation % 29/02/2020

Asset Allocation
LongShortNetCat
Stocks2.390.002.390.76
Bonds129.1526.29102.8681.76
Cash110.42121.28-10.8721.73
Other5.620.005.62-4.24
Fixed Income Sector Weightings % 29/02/2020
FundCategory
Government30.6418.65
Treasury3.8422.50
Inflation-Protected8.101.63
Agency/Quasi Agency2.271.72
Government Related18.70-5.47
Corporate75.2355.93
Corporate Bond69.4751.29
Bank Loan0.000.32
Convertible5.764.29
Preferred0.000.03
Securitized6.105.49
Agency Mortgage Backed2.121.84
Non-Agency Residential Mortgage Backed0.000.08
Commercial Mortgage Backed0.000.11
Asset Backed3.982.70
Covered Bond0.000.75
Municipal0.000.00
Cash & Equivalents-86.23-22.03
Derivative74.2741.96

Top 10 Holdings29/02/2020

Assets in Top 10 Holdings %55.10
Total Number of Equity Holdings3
Total Number of Bond Holdings126
NameCountry%
IncreaseDecreaseNew since last portfolio
New since last portfolio5 Year Treasury Note Future June 20 2020-06-30United States25.39
New since last portfolioUltra 10 Year US Treasury Note Future June 20 2020-06-30United States12.02
10 Year Australian Treasury Bond Future Mar 20 2020-03-31Australia8.56
Future on Euro Bobl Future Dec 19 2020-06-03Germany7.00
United States Treasury Notes 0.25% 2029-07-15United States5.25
New since last portfolioUltra US Treasury Bond Future June 20 2020-06-30United States4.26
New since last portfolioFuture on Euro Bund Future Dec 19 2020-06-03Germany4.07
Ultra Long German Bond Future (Buxl) Mar20 2020-03-06United Kingdom2.69
United States Treasury Bonds 1% United States2.66
New since last portfolioLong Gilt Future June 20 2020-06-30United Kingdom1.81
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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