GA SSDC Portfolio & Fund Characteristics

Key Fund Metrics 

EUR Headged Strategy Dec 2020
Currency EUR
Duration 2.30
Credit Spread 176
Yield to Worst (local) 1.62%
Yield to Worst (EUR Hedge) 1.31%
Average Ratings Baa3/BBB-
No. of Positions 68
Cash 3.0%
 
Currency Hedged Yields by Share Class

Once currency hedged the adjusted yields to maturity are currently:

  • USD 1.71%
  • GBP 1.57%
  • EUR 0.95%
  • CHF 0.76%