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Fixed income > USD IG & Euros > Flashcards

USD IG & Euros Flashcards

1
Q

What I index does the USD corp fund track?

A

BBG Barclasy us corp Index

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2
Q

USD - What % can be invested in sub investment grade exposure

A

20%

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3
Q

USD- What liquidity screen do we implement

A

$500mm

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4
Q

USD - What is the expected tracking error?

A

150-250bps

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5
Q

USD -What is our cap on non US exposures

A

40%

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6
Q

USD - What is the fee?

A

.35bps

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7
Q

USD- How does our ccy approach differ from Pimco?

A

They can have a 10% NAV exposure to other currencies.

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8
Q

Does Pimco IG have any country caps?

A

Yes 20% EM

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9
Q

What are 5 features of our USD Bond fund ?

A

Duration, credit management, income and capital preservation, diversification, no icy risk

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10
Q

EUR- Why have a low duration ETF?

A

Better manage volatility in changes in IR enviroment

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11
Q

EURO what range of duration can we move between ?

A

-2-2 years

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12
Q

what ccy does the EURO Shot mat invest in ?>

A

only EUROS

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13
Q

EUR0- What % of non ig seecurities can the fund invest in

A

20%

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14
Q

EURO - What index does the short maturity fund track

A

ICE BOFAML 0-1 Yr Euro BMI Index - EMUA

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15
Q

Can Pimco EURO Short Mat invest in other currencies?

A

Yes - up to 33.3%- but hedged back to euros

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16
Q

What is our expected tracking error with EURO Short Mat ?

A

150bps -200bps

17
Q

EURO - What is the seed capital min requirement ?

A

10-15m Euros

18
Q

how often does the euro short maturity pay income?

A

annually?

19
Q

Euro - as of dec 2020 how many holdings do we have vs benchmark?

A

72 vs 101

20
Q

euro - what is the ytm as of dex 2020 vs benchmark

A

0.30 bps vs 0.38

21
Q

Euro - What are the top 3 countries in the basked?

A

France
Belgium
Germany

22
Q

what is euro short average credit rating vs benchmark

A

A- VS A+

23
Q

What is our euro short duration vs benchmark?

A

0.97 vs 0.47

24
Q

What is euro short YTM vs benchmark

A

0.34 vs -0.31

25
Q

euro short maturity - most represented sectors

A 
Financial Institutions
31.33%	0.34 years
Industrial
22.28%	0.33 years
Treasuries
12.41%	0.06 years
26
Q

usd- duration vs benchmark ?

A

8.48 vs 8.54

27
Q

usd - yield vs benchmark

A

2.05 vs 2.01

28
Q

what are the biggest sectors in the usd ig

A

Finance 35% and energy 11%, healthcare 9.58%

29
Q

average credit rating of USD

A

: BBB+ VS A-

Fixed income (2 decks)

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