HALISTER1: Bond Manager Risk Profiles Slightly More Defensive, SMR Says

Bond Manager Risk Profiles Slightly More Defensive, SMR Says

(Bloomberg) -- Participants in SMRA Portfolio Manager Survey in week ended April 5 showed a “small overall shift toward more defensive risk profiles” and “near-term rate outlook was a tick less positive.”
  • Actual/Target Duration (arithmetic): 99.1%
  • Actual/Target Duration (weighted): 99.4%
  • Bull/Bear Index (arithmetic): 4.8
  • Bull/Bear Index (weighted): 4.4
  • Agency allocations: 7.7%, unchanged for 23rd consecutive week matching lowest on record
  • MBS allocations: 23.9%, highest since July 21
  • Treasury allocations: 24.2%, unchanged at lowest since April 2012
  • Corporate allocations: 35.8%
  • Spread product allocations: 70.6%
  • Spread expectations: 5.21, highest since Nov. 17
Alert: HALISTER1
Source: BFW (Bloomberg First Word)

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