| Duration (Yrs.) | 0.10 | 3.19 | 6.85 | 3.38 |
|---|---|---|---|---|
| Duration (% of Index) | 2.8% | 94.5% | 202.7% | |
| Avg Maturity (Yrs.) | 2.07 | 4.86 | 11.44 | 6.12 |
| Avg YTM (%) | 8.89 | 7.79 | 6.91 | 7.21 |
| Avg Coupon (%) | 9.2% | 6.1% | 5.3% | 6.9% |
| Avg Quality | B1/B2 | B1/B2 | Baa3 / Ba1 | Ba3 |
| Volatility | 4.7% | 6.0% | 9.4% | 6.0% |
| Active Risk vs Index | 4.7% | 6.0% | 9.4% | |
| # Of Issues | 1,624 | 1,911 | 929 | 4,464 |