RATES: Managers ‘Marginally More Defensive’ Pre FOMC, SMR Says
Source: BFW (Bloomberg First Word)
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UUID: 7947283
(Bloomberg) -- Participants in SMRA Portfolio Manager Survey in week ended March 15 had “small reversals” in risk profiles amid back-up in yields.
Alert: HALISTER1- Actual/Target Duration (arithmetic): 99.3%
- Actual/Target Duration (weighted): 99.6%
- Bull/Bear Index (arithmetic): 5.0
- Bull/Bear Index (weighted): 4.6
- Agency allocations: 7.7%, unchanged for 20th consecutive week matching lowest on record
- MBS allocations: 23.6%
- Treasury allocations: 24.6%
- Corporate allocations: 35.8%
- Spread product allocations: 70.4%
- Spread expectations: 4.95
Source: BFW (Bloomberg First Word)
To de-activate this alert, click here
UUID: 7947283