Macquarie Allegiance Capital offers both institutional and managed account investors a range of relative return fixed income solutions across the duration and credit quality spectrum. Refer to the table below.
| Product | Benchmark | Approx Benchmark Duration1 |
Duration | Sectors Employed | Min Issue Rating |
||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Treasuries2 | Gov't related | Agency MBS |
ABS | CMBS | Corp Bonds |
Futures3 | |||||
| Aggregate Duration AAA Only |
Barclays Aggregate Index |
4.43 years | Benchmark +/- 1 year |
 |
|
|
AAA | ||||
| Aggregate Duration Investment Grade4 |
Barclays Aggregate Index |
4.43 years | Benchmark +/- 1 year |
|
|
|
|
|
|
|
BBB |
| Intermediate Aggregate Duration AAA Only |
Barclays Intermediate Aggregate Index |
3.55 years | Benchmark +/- 1 year |
|
|
|
AAA | ||||
| Intermediate Aggregate Duration Investment Grade4 |
Barclays Intermediate Aggregate Index |
3.55 years | Benchmark +/- 1 year |
|
|
|
|
|
|
|
BBB |
| Government Only |
Barclays Government Index |
4.74 years | Benchmark +/- 1 year |
|
|
|
AAA | ||||
| Intermediate Duration Government Only | Barclays Intermediate Government Index | 3.62 years | Benchmark +/- 1 year |
|
|
|
AAA | ||||
| Low Duration Government Only |
Barclays 1-3 Year Government Index |
1.86 years | 0 years to benchmark +/- ½ year |
|
|
AAA | |||||
1 The approximate benchmark durations shown are based on figures available as at September 30, 2009. These figures are subject to change.
2 Including Treasure Inflation Protected Securities (TIPS)
3
Futures and swaps will only be used for duration management and yield curve positioning.
4 These products are only available on a dual contract basis with a minimum account size of $10,000,000.
Macquarie Allegiance Capital offers institutional clients a range of absolute return investment products. If you are a qualified investor and would like to know more about our absolute return products, please contact us.
Copyright © 1988 - 2010 Macquarie Allegiance Capital.
These materials are provided for general informational purposes only and do not constitute a recommendation to follow, or an offer to sell or a solicitation of an offer to buy, any strategy, security or investment product.
