Sentences with phrase «average portfolio maturity»

The fund's principal investment strategy is to normally invest at least 80 % of the fund's assets in investment - grade debt securities that have a dollar - weighted average portfolio maturity of 18 months (one and a half years) or less.

The Near - Term Tax Free Fund will maintain a weighted - average portfolio maturity of five years or less.

They generally have average portfolio maturities ranging from four to 10 years...

Not exact matches

Private equity returns remained strong but were lower than the prior year quarter, while income from our fixed income investment portfolio increased due to a higher average level of fixed maturity investments and higher short - term interest rates.

Alternatively, it's best to shorten the average term to maturity of your bond portfolio as interest rates enter into a rising cycle, because the shorter the term, the less their price will be affected.

As older bonds mature, newer bonds are purchased and the portfolio manager of the fund generally tries to keep the average maturity in the range that is stated in the fund's objective.

In finance, the operative rule is that the average maturity of a portfolio should be roughly equal to the period over which the funds will be needed.

A bond fund with a longer average maturity will see its net asset value (NAV) react more dramatically to changes in interest rates as the prices of the underlying bonds in the portfolio increase or decline.

Conservative investors can reduce the risk in the core segment of their bond portfolio even further by shortening its average maturity.

Portfolio has a weighted average maturity over 10 years.

Premium calculations and SACEVS portfolio allocations derive from quarterly average yields for 3 - month Constant Maturity U.S. Treasury bills (T - bills), 10 - year Constant Maturity U.S. Treasury notes (T - notes) and Moody's Seasoned Baa Corporate Bonds (Baa).

The fund invests principally in investment - grade, tax - exempt securities with an average dollar - weighted portfolio maturity of three years or less.

AM: One can measure interest rate risk by looking at «Average Maturity» or «Modified Duration» of the portfolio.

The fund currently has an average maturity of 0.97 years and duration of 0.83 years but at times of a favorable interest - rate scenario, it may increase the portfolio maturity little above one year, keeping in mind the safety and liquidity.

As time goes by and bonds get closer to their maturity dates, the portfolio manager will replace some of the shorter - term bonds with longer - term ones in order to keep the average within the stated range.

Average Days to Maturity - Currency Contracts - The mean of the remaining term to maturity of the underlying currency forward contracts in the poMaturity - Currency Contracts - The mean of the remaining term to maturity of the underlying currency forward contracts in the pomaturity of the underlying currency forward contracts in the portfolio.

Average Days to Maturity - Money Market Instruments - The mean of the remaining term to maturity of the underlying bonds in the poMaturity - Money Market Instruments - The mean of the remaining term to maturity of the underlying bonds in the pomaturity of the underlying bonds in the portfolio.

In the same way, investors who are concerned about interest rate drops may decide to extend the average maturity of their portfolio.

The fund invests principally in investment - grade, tax - exempt securities with an average dollar - weighted portfolio maturity of between three and ten years.

The average maturity of the Vanguard Aggregate fund is about seven years, which means that over that period, its entire portfolio has been rolled over to new bonds.

The Portfolio seeks to maintain a stable net asset value of $ 1.00 and a weighted average maturity of 60 days or less, with the maximum maturity of 762 days for government floating rate notes / variable rate notes and will not exceed 397 days for other securities.

Conversely, if you think rates may increase, you might decide to reduce the average maturity of holdings in your portfolio.

Average Maturity of the portfolio based on total maturity of fixed rate and immediate reset date of floating rate instruments: 2.Maturity of the portfolio based on total maturity of fixed rate and immediate reset date of floating rate instruments: 2.maturity of fixed rate and immediate reset date of floating rate instruments: 2.80 years

As maturing proceeds are reinvested at the end of the ladder, the yield of the portfolio is greater than what would be expected by the average maturity of the bond portfolio because of the positive slope of the yield curve.

The fund holds debt with maturities ranging from one to five years, giving the portfolio an average weighted maturity of 2.9 years and a duration of 2.7 years.

The average age of IFT's portfolio is about 10 years younger than TLI's — that's a daunting prospect in terms of likely maturities vs. the cost of premiums for years to come.

Funds with longer average weighted maturities or lower quality ratings have been marked down out of all proportion to the genuine risk of default of the portfolios.

Average maturity is used for taxable fixed - income instruments and is a weighted average of all the maturities of the bonds in a porAverage maturity is used for taxable fixed - income instruments and is a weighted average of all the maturities of the bonds in a poraverage of all the maturities of the bonds in a portfolio.

The market weighted average rate of return anticipated on the bonds held in a portfolio if they were to be held to their maturity date.

The market value - weighted average maturity of the bonds and loans in a portfolio, where maturity is defined as the stated final for bullet maturity bonds and loans.

Both ETFs have very similar portfolios, with an average maturity of 20 years or so.

In order to address interest rate sensitivity in a low rate environment, many investors will reduce the average duration of their bond portfolios by moving to shorter maturities.

Meanwhile, the bond portfolio boasts an average weighted maturity of just more than seven years, putting it squarely in «medium - term» territory.

Lipper Categories: Ultra Short Obligation Funds invest primarily in investment - grade debt issues or better and maintain a portfolio dollar - weighted average maturity between 91 days and 365 days.

Up to 50 percent of the fund's assets are in equity and equity linked securities, while up to 25 percent of the portfolio investments are in debt and money market instruments with one to seven years of average maturity term.

The 1,134 bonds in the portfolio have an average term to maturity of 10.17 years.

Clearly, actual holding periods, particularly short - term ones, could produce significant capital gains or losses — primarily for long - term bond funds with average maturities of bonds in the portfolio over 10 years.

The downside risk for the biotech fund particularly short - term ones, could produce significant capital gains or losses — primarily for long - term bond funds with average maturities of bonds in the portfolio over 10 years.

And its portfolio is far older, with a weighted average age of 92 yrs & a 4 yr LE, leaving the old dears with v little room for error... After a $ 10 million policy windfall in just 5 months, TLI's got another $ 122 million (# 84 million) of maturities ahead (primarily, within 1.5 - 5.5 yrs)-- albeit, premiums will cost $ 8.8 million pa.

Consider the iShares Core Canadian Universe Bond Index ETF (XBB), which holds a portfolio of bonds with an average maturity of about 10 years.

TLI has assembled a portfolio of life insurance policies — which I consider to be essentially equivalent to a portfolio of fixed income investments with a somewhat indeterminate (but far higher) average coupon & maturity date... You know what, have a read of the post — I think you'll enjoy it!

Under normal circumstances, the dollar - weighted average maturity of the fund's portfolio is expected to be between three years and ten years.

Under normal conditions, the portfolio duration is two to eight years and the dollar - weighted average maturity ranges from two to fifteen years.

Under normal circumstances, the dollar - weighted average maturity of the fund's portfolio is not expected to exceed three years.

(iii) the average remaining term to maturity of the holdings in the fund's portfolio is 5 years or less, and