+44(0) 207 838 8650 enquiries@scmdirect.com

Overall asset allocation

Fixed income by credit rating
  • AAA, 1.3%
  • AA, 6.4%
  • A, 26.7%
  • BBB, 45.4%
  • BB, 9.5%
  • B, 6.7%
  • Below B, 1.3%
  • Not Rated, 2.7%
Equities by region
United Kingdom44.3%
Japan14.1%
Europe dev13.4%
Asia dev10.5%
Asia emrg7.4%
North America5.7%
Latin America1.9%
Africa / Middle East1.6%
Europe emrg1.0%
Australasia0.0%
Fixed income by region (by issuer) Fixed income by region (by issuer)
  • Africa / Middle East, 5.2%
  • Australasia, 0.8%
  • Asia dev, 0.8%
  • Asia emrg, 7.2%
  • Europe dev, 8.8%
  • Europe emrg, 5.9%
  • Japan, 0.1%
  • Latin America, 9.3%
  • North America, 21.4%
  • United Kingdom, 12.1%
Last 3 years annualised volatility
SCM 50/50 Bond Reserve/Absolute Return 4.5%
UK Corp Bonds (iBoxx Large Cap TRI Index)5.3%
UK Gilts (Bloomberg UK Govt All>1 Yr)6.6%
UK Index-Linked Gilts (Barclays UK Infl Linked)9.4%
UK Equities (MSCI UK)10.6%
Europe Excl UK (MSCI Eur. Ex UK)10.9%
US Equities (MSCI USA)12.5%
Japan (MSCI Japan)13.2%
Em Markets (MSCI EM)14.3%
Asia Pacific Ex. Japan (MSCI Asia Ex Jap)15.0%
Bond Component
No. Holdings Yield to Maturity Maturity Duration S&P Rating
3,391 Crp

3.3% 8.2 5.6 BBB+
No. Holdings 3,391 Crp

Yield to Maturity 3.3%
Maturity 8.2
Duration 5.6
S&P Rating BBB+
Equity Component
No. Holdings Dividend Yield P/B P/E EPS
No. Holdings Dividend Yield P/B P/E EPS
No. Holdings No. Holdings
Dividend Yield Dividend Yield
P/B P/B
P/E P/E
EPS EPS