Lombard Odier Funds - Global Responsible Corporate Fundamental Syst. Hdg (CHF) NA

Fixed Income Style-
Morningstar Style Box®
Fixed Income Style
SizeRel to Cat
Total Market Value (Mil)USD 268
Maturity Distribution %
1 to 314.75
3 to 518.17
5 to 717.18
7 to 1016.21
10 to 153.95
15 to 202.08
20 to 3011.72
Over 301.53
Effective Maturity-
Effective Duration-
Credit Quality Breakdown %     %
AAA -   BB-
AA-   B-
A-   Below B-
BBB-   Not Rated-
 
Asset Allocation30/11/2019
Asset Allocation
 % Long% Short% Net Assets
Stock0.000.000.00
Bond120.1326.3493.79
Property0.000.000.00
Cash45.5041.793.71
Other2.820.322.50
Top 10 Holdings30/11/2019
 Portfolio
Total Number of Equity Holdings0
Total Number of Bond Holdings1227
Assets in Top 10 Holdings19.79
NameSectorCountry% of Assets
10 Year Treasury Note Future Mar20-8.75
T-Bond 30yr Future Mar20-6.00
Euro Schatz Future Mar20Germany1.38
2 Year Treasury Note Future Mar20-0.89
Thaioil Treasury Center Company Limit... Thailand0.59
Prosegur - Compania de Seguridad S.A. 1%Spain0.50
CPI Property Group S.A. 1.62%Czech Republic0.50
Bank of the Philippine Islands 2.5%Philippines0.44
Heimstaden Bostad AB 3.25%Sweden0.37
Lukoil International Finance BV 4.56%Russian Federation0.36
 
 
Advertisement
In order to provide consistency across the report data provided by different Asset Managers, the calculated data points presented are generated using Morningstar’s proprietary calculation methodology which is set out in more detail at(https://www.morningstar.com/research/signature)

Audience Confirmation


By clicking 'accept' I acknowledge that this website uses cookies and other technologies to tailor my experience and understand how I and other visitors use our site. See 'Cookie Consent' for more detail.

  • Other Morningstar Websites