PTF

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Market value

£20,136.91

3 positions

Cost basis

£21,153.27

Unrealised P&L

-£1,016.37

-4.80%

Income received

£971.88

Total gain/loss

-£44.49

after income

IRR

-0.17%

annualised

Market yield

5.36%

weighted by market value

Book yield

4.51%

weighted by cost basis

Daily carry

£2.95

≈ £1,078 a year

Settling T+1 · market data as of 25 Sep 2026 17:00.

Positions

Gilt	Qty	Alloc.	Market value	Market yield	Book yield	Total gain/loss
TR32	10,000	48.55%	£9,776.38	5.04%	3.85%	+£234.03
TG44	7,500	27.11%	£5,459.20	5.90%	5.27%	-£237.47
T35V	5,000	24.34%	£4,901.33	5.39%	4.99%	-£41.06
Total	22,500	100.00%	£20,136.91	5.36%	4.51%	-£44.49

Gilt	Market value	Cost basis	Unrealised P&L	Realised P&L	Income	Total gain/loss
TR32	£9,776.38	£10,392.35	-£615.97 -5.93%	£0.00	£850.00	+£234.03
TG44	£5,459.20	£5,818.54	-£359.34 -6.18%	£0.00	£121.88	-£237.47
T35V	£4,901.33	£4,942.38	-£41.06 -0.83%	£0.00	£0.00	-£41.06
Total	£20,136.91	£21,153.27	-£1,016.37 -4.80%	£0.00	£971.88	-£44.49

Position Figures exclude accrued interest, shown beneath each. Cost Book value Market value Book yield

TR32 1 lot £10,289.00 +£103.35 acc. £10,219.58 +£132.38 acc. £9,644.00 +£132.38 acc. 3.85%

Bought	Qty	Price paid	Book yield	Book price	Cost	Book value	Market value
03 Sep 2024	10,000	£102.890 +1.033 acc.	3.852%	£102.196 +1.324 acc.	£10,289.00 +£103.35 acc.	£10,219.58 +£132.38 acc.	£9,644.00 +£132.38 acc.
Position	10,000	£102.890 +1.033 acc.	3.852%	£102.196 +1.324 acc.	£10,289.00 +£103.35 acc.	£10,219.58 +£132.38 acc.	£9,644.00 +£132.38 acc.

TG44 1 lot £5,805.75 +£12.79 acc. £5,841.85 +£45.70 acc. £5,413.50 +£45.70 acc. 5.27%

Bought	Qty	Price paid	Book yield	Book price	Cost	Book value	Market value
09 Feb 2026	7,500	£77.410 +0.171 acc.	5.269%	£77.891 +0.609 acc.	£5,805.75 +£12.79 acc.	£5,841.85 +£45.70 acc.	£5,413.50 +£45.70 acc.
Position	7,500	£77.410 +0.171 acc.	5.269%	£77.891 +0.609 acc.	£5,805.75 +£12.79 acc.	£5,841.85 +£45.70 acc.	£5,413.50 +£45.70 acc.

T35V 1 lot £4,932.00 +£10.38 acc. £4,934.39 +£103.83 acc. £4,797.50 +£103.83 acc. 4.99%

Bought	Qty	Price paid	Book yield	Book price	Cost	Book value	Market value
07 May 2026	5,000	£98.640 +0.208 acc.	4.992%	£98.688 +2.077 acc.	£4,932.00 +£10.38 acc.	£4,934.39 +£103.83 acc.	£4,797.50 +£103.83 acc.
Position	5,000	£98.640 +0.208 acc.	4.992%	£98.688 +2.077 acc.	£4,932.00 +£10.38 acc.	£4,934.39 +£103.83 acc.	£4,797.50 +£103.83 acc.

Total £21,026.75 +£126.52 acc. £20,995.81 +£281.91 acc. £19,855.00 +£281.91 acc. 4.51%

Gilt	Qty	AVP	Book price	Clean price	Dirty price	Clean amount	Accrued int.	Market value
TR32	10,000	£103.923	£102.196	£96.440	£97.764	£9,644.00	£132.38	£9,776.38
TG44	7,500	£77.581	£77.891	£72.180	£72.789	£5,413.50	£45.70	£5,459.20
T35V	5,000	£98.848	£98.688	£95.950	£98.027	£4,797.50	£103.83	£4,901.33
Total	22,500	–	–	–	–	£19,855.00	£281.91	£20,136.91

Gilt	Alloc.	Market yield	Mod. dur.	DV01	Daily accr.	Daily carry
TR32	48.55%	5.04%	4.91	£4.80	£1.16	£1.35
TG44	27.11%	5.90%	12.08	£6.59	£0.67	£0.88
T35V	24.34%	5.39%	7.08	£3.47	£0.65	£0.72
Total	100.00%	5.36%	7.38	£14.86	£2.48	£2.95

Change tabs to see different metrics for the positions. Market data as of 25 Sep 2026 17:00.

Upcoming cash flows

Total cash flows

£31.6k

all gilts, all years

Coupon income

£9.1k

excluding principal

Principal returned

£22.5k

face value at maturity

Avg annual coupon

£477

over 19 paying years

Year	T35V	TG44	TR32	Total
2026	£118.75	—	£212.50	£331.25
2027	£237.50	£243.75	£425.00	£906.25
2028	£237.50	£243.75	£425.00	£906.25
2029	£237.50	£243.75	£425.00	£906.25
2030	£237.50	£243.75	£425.00	£906.25
2031	£237.50	£243.75	£425.00	£906.25
2032	£237.50	£243.75	£10,212.50	£10,693.75
2033	£237.50	£243.75	—	£481.25
2034	£237.50	£243.75	—	£481.25
2035	£5,237.50	£243.75	—	£5,481.25
2036	—	£243.75	—	£243.75
2037	—	£243.75	—	£243.75
2038	—	£243.75	—	£243.75
2039	—	£243.75	—	£243.75
2040	—	£243.75	—	£243.75
2041	—	£243.75	—	£243.75
2042	—	£243.75	—	£243.75
2043	—	£243.75	—	£243.75
2044	—	£7,621.88	—	£7,621.88
Total	£7,256.25	£11,765.62	£12,550.00	£31,571.88

Assuming every gilt is held to maturity · index-linked flows at the current index ratio · market data as of 25 Sep 2026 17:00.

Yield against duration

Bubble area is the allocation

PTF

Positions

Upcoming cash flows

Yield against duration

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