Sterling Liquidity Fund
Unit-Linked Life Insurance
Sterling Liquidity Fund
Fund codeTA
Fund codeTA
Fund aim
Fund facts
Fund size | £5,754.0m |
Base currency | GBP |
Domicile | United Kingdom |
Share class launch | 09/04/08 |
Weighted average maturity | 33 days |
Reference
SONIA
Performance
Please note that with effect from 30 September 2021 the reference index was amended from 7 Day GBP LIBID. The benchmark displayed in the tables opposite is a composite of the previous index and the current index which have been chain linked for reporting purposes.
Please note that with effect from 30 September 2021 the reference index was amended from 7 Day GBP LIBID. The benchmark displayed in the tables opposite is a composite of the previous index and the current index which have been chain linked for reporting purposes.
Please note that with effect from 30 September 2021 the reference index was amended from 7 Day GBP LIBID. The benchmark displayed in the tables opposite is a composite of the previous index and the current index which have been chain linked for reporting purposes.
Portfolio breakdown
As at 31 Dec 2023
Top 10 issuers | 56.5% |
---|---|
Rest of portfolio | 43.5% |
Top 10 issuers (%)
United Kingdom Treasury* | 20.0 |
Bank of Tokyo Mitsubishi UFJ | 5.4 |
Mizuho Corporate Bank | 4.4 |
Royal Bank of Canada | 4.2 |
BRED Banque Populaire | 4.0 |
First Abu Dhabi Bank | 3.9 |
Sumitomo Mitsui Banking Corp | 3.9 |
Goldman Sachs IN B | 3.8 |
Jyske Bank A/S | 3.6 |
BFCM | 3.3 |
Asset (%)
Certificate of Deposit | 45.0 |
Repurchase Agreement | 16.7 |
Commercial Paper | 16.1 |
Deposit (Overnight) | 11.2 |
Floating Rate Notes | 10.4 |
Government UK | 0.4 |
Top 10 issuers | 56.5% |
---|---|
Rest of portfolio | 43.5% |
Top 10 issuers (%)
United Kingdom Treasury* | 20.0 |
Bank of Tokyo Mitsubishi UFJ | 5.4 |
Mizuho Corporate Bank | 4.4 |
Royal Bank of Canada | 4.2 |
BRED Banque Populaire | 4.0 |
First Abu Dhabi Bank | 3.9 |
Sumitomo Mitsui Banking Corp | 3.9 |
Goldman Sachs IN B | 3.8 |
Jyske Bank A/S | 3.6 |
BFCM | 3.3 |
Asset (%)
Certificate of Deposit | 45.0 |
Repurchase Agreement | 16.7 |
Commercial Paper | 16.1 |
Deposit (Overnight) | 11.2 |
Floating Rate Notes | 10.4 |
Government UK | 0.4 |
Credit rating (%)
AAA | 2.8 | |
AA+ | 0.8 | |
AA | 5.4 | |
AA- | 20.5 | |
A+ | 41.3 | |
A | 29.2 |
Country (%)
United Kingdom | 27.1 |
Japan | 16.8 |
France | 15.3 |
Canada | 11.4 |
Australia | 4.4 |
United Arab Emirates | 3.9 |
Denmark | 3.6 |
Germany | 3.6 |
Netherlands | 3.4 |
Other | 10.7 |
All data source LGIM unless otherwise stated. Totals may not sum due to rounding.
Fund managers
Liquidity Management
Liquidity Management (within Global Trading and Liquidity) forms a strategic part of our asset management capability incorporating liquidity and short duration portfolios as well as securities financing.
Literature
Document type
Prices
Units can be purchased, sold or switched on a designated dealing day. This fund is offered on a weekly close, daily close, or daily midday basis. Further information is available in the relevant operational procedures sheet and the Description of Funds.
Download full price history
Download full price history
Download full price history
Download full price history
Download full price history
Download full price history