Sentences with phrase «equivalent duration bond»
The classic 10 year bond ladder, or equivalent duration bond fund is my preference.
http://awealthofcommonsense.com/ Not exact matches
Some of the best and most experienced investors in the world have a habit of routinely keeping 20 % of their net assets in cash and cash equivalents, often the only truly safe place for parking these funds being a United States Treasury bond of short - duration held directly with the U.S. Treasury.
Relative value managers could have taken a simultaneous long position in the manufacturer's convertible bonds and offset it with a short position in the company's equivalent duration straight debt to capture the 300 basis - point price differential.
These flows were directed mainly into lower risk exposures such as shorter duration bond ETFs and cash equivalent funds.
The index is comprised of (a) long positions in USD - denominated high yield corporate bonds («high yield bonds») and (b) short positions in U.S. Treasury notes or bonds («Treasury Securities») of, in aggregate, approximate equivalent duration.
These flows were directed mainly into lower risk exposures such as shorter duration bond ETFs and cash equivalent funds.
The Citi 30 - Year TIPS (Treasury Rate - Hedged) Index tracks the performance of long positions in the most recently issued 30 - year Treasury Inflation - Protected Securities (TIPS) and duration - adjusted short positions in U.S. Treasury bonds of, in aggregate, approximate equivalent duration to the TIPS.
The index is comprised of (a) long positions in USD - denominated investment grade corporate bonds issued by both U.S. and foreign domiciled companies; and (b) short positions in U.S. Treasury notes or bonds («Treasury Securities») of, in aggregate, approximate equivalent duration to the investment grade bonds.