Sectors and Holdings as at 28 February 2019
Fixed / floating breakdown
Credit rating breakdown*
*Spectrum utilises a linear credit rating methodology which incorporates the lower of the two credit ratings from S&P and Moody's. For investments which do not carry a credit rating, the investment is deemed as not rated. As at 31 December 2018, 93% of the portfolio has an official credit rating from one (or both) of these agencies. Cash is rated ‘AA-‘ to reflect the credit ratings of where the cash accounts are held. The portfolio has an average linear credit rating of ‘A’.
Top 5 Holdings
|Top Five||Holding %|
|NATIONAL AUSTRALIA BANK||5.8%|
|DBS GROUP HOLDINGS||5.5%|