Bank of Montreal 1. Capital One N. Charles Schwab Corp. Citigroup, Inc. Goldman Sachs Group, Inc. International Lease Finance Corp. Metropolitan Life Global Funding I 1. Morgan Stanley 4. Royal Bank of Canada. Caterpillar Financial Services Corp. Harris Corp. Norfolk Southern Corp. Siemens Financieringsmaatschappij N. United Technologies Corp. Broadcom Corp. Hewlett Packard Enterprise Co. Seagate HDD Cayman 4. Dominion Resources, Inc. Duke Energy Corp. Southern Co. Number of Shares. Loan Funding I, Ltd.
Other Assets in Excess of Liabilities — 6. Fannie Mae Pool. United States Treasury Note 1. LP — Limited Partnership. Variable, floating or step rate security. Bank loans generally pay interest at rates which are periodically determined by reference to a base lending rate plus a premium. All loans carry a variable rate of interest.
Bank Loans, while exempt from registration, under the Securities Act of , contain certain restrictions on resale and cannot be sold publicly. Floating rate bank loans often require prepayments from excess cash flow or permit the borrower to repay at its election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy.
All or a portion of the loan is unfunded. Denotes investments purchased on a when-issued or delayed delivery basis. Foreign security denominated in U. Security exempt from registration under Rule A of the Securities Act of These securities are restricted and may be resold in transactions exempt from registration normally to qualified institutional buyers. Investment in affiliated security.
The rate is the annualized seven-day yield at period end. All or a portion of this security is segregated as collateral for securities sold short. Perpetual security. Maturity date is not applicable. To-be-announced security. See accompanying Notes to Financial Statements.
Rating a. Fixed Rate. Ratings are presented for credit default contracts in which the fund has sold protection on the underlying referenced debt. Number of. Long Short. Value At. Trade Date. Treasury Note CBT. March Net Assets. Bank Loans. Asset-Backed Securities. Commercial Mortgage-Backed Securities.
Total Bonds. Preferred Stocks. Mutual Funds. Short-Term Investments. Total Investments. Other Assets in Excess of Liabilities. Total Net Assets. Cash held by broker. Segregated cash held by custodian. Unrealized appreciation on open swap contracts. Unrealized appreciation on open futures contracts. Investment securities sold. Fund shares sold. Prepaid expenses. Other assets. Total assets. Premiums received on open swap contracts. Unrealized depreciation on open swap contracts. Unrealized depreciation on open futures contracts.
Investment securities purchased. Fund shares redeemed. Advisory fees. Interest on securities sold short. Fund administration fees. Auditing fees. Shareholder servicing fees Note 6. Fund accounting fees. Transfer agent fees and expenses. Chief Compliance Officer fees. Custody fees. Trustees' fees and expenses. Interest payable Note Accrued other expenses.
Total liabilities. Components of Net Assets:. Accumulated net investment income. Accumulated net realized loss on investments, purchased options contracts,. Net unrealized appreciation depreciation on:. Affiliated investments. Futures contracts. Securities sold short. Swap contracts. Foreign currency translations. Maximum Offering Price per Share:. Net assets applicable to shares outstanding. Shares of beneficial interest issued and outstanding.
Offering and redemption price per share. For the Year Ended January 31, Investment Income:. Dividends from affiliated investments. Total investment income. Registration fees. Legal fees. Brokerage expense. Commitment fee Note Shareholder reporting fees. Insurance fees. Total expenses. Advisory fees waived. Affiliated fund fee waiver Note 3. Fees paid indirectly Note 3. Net expenses. Net investment income. Net realized gain loss on:. Purchased options contracts. Swaptions contracts.
Foreign currency transactions. Net realized loss. Net realized and unrealized gain on investments, affiliated investments, futures contracts, purchased options contracts,. Net Increase in Net Assets from Operations. For the. Year Ended. Increase Decrease in Net Assets from:. Net realized loss on investments, affiliated investments, futures contracts, purchased options contracts,.
Net increase decrease in net assets resulting from operations. Distributions to Shareholders:. From net investment income. Total distributions to shareholders. Capital Transactions:. Net proceeds from shares sold. Reinvestment of distributions. Cost of shares redeemed 1. Net increase decrease in net assets from capital transactions.
Net increase from reimbursement by affiliate for valuation error Note 3. Total increase decrease in net assets. Net Assets:. Beginning of period. End of period. Capital Share Transactions:. Shares sold. Shares reinvested. Shares redeemed. Net increase decrease in capital share transactions. Increase Decrease in Cash. Cash flows provided by used for operating activities:. Net increase in net assets resulting from operations.
Adjustments to reconcile net increase in net assets from operations to net cash used for operating activities:. Purchases of long-term portfolio investments. Sales of long-term portfolio investments. Return of capital dividends received. Proceeds from securities sold short. Cover short securities. Purchase of short-term investments, net. Increase in foreign currency. Decrease in cash held by broker. Increase in segregated cash held by custodian.
Increase in investment securities sold receivable. Decrease in interest receivable. Decrease in prepaid expenses. Increase in other assets. Decrease in investment securities purchased. Decrease in advisory fees. Increase in premiums received on open swap contracts. Decrease in interest on securities sold short. Decrease in accrued expenses. Net amortization on investments. Net cash provided by operating activities.
Cash flows provided by used for financing activities:. Proceeds from shares sold. Cost of shares redeemed. Dividends paid to shareholders, net of reinvestments. Reimbursement by affiliate for valuation error. Net cash used for financing activities. Net decrease in cash. Per share operating performance. For a capital share outstanding throughout each period. For the Period. Net asset value, beginning of period. Income from Investment Operations:. Net investment income 1,2. Net realized and unrealized gain loss on investments.
Total from investment operations. Less Distributions:. Total distributions. Redemption fee proceeds 1. Net asset value, end of period. Total return 4. Ratios and Supplemental Data:. Net assets, end of period in thousands. Ratio of expenses to average net assets including brokerage expense and interest expense and dividends on securities sold short :.
Before fees waived and expenses absorbed 5. After fees waived and expenses absorbed 5. Ratio of expenses to average net assets excluding brokerage expense, interest expense and dividends on securities sold short :. Ratio of net investment income to average net assets including brokerage expense and interest expense and dividends on securities sold short :. Before fees waived and expenses absorbed 2.
After fees waived and expenses absorbed 2. Portfolio turnover rate. Commencement of operations. Based on average shares outstanding for the period. Recognition of net investment income by the Fund is affected by the timing of the declaration of dividends by the underlying investment companies in which the Fund invests. The ratio does not include net investment income of the investment companies in which the Fund invests.
Total returns would have been lower had expenses not been waived by the Advisor. Returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. For the fiscal year ended January 31, , 0. Does not include expenses of the investment companies in which the Fund invests.
Not annualized. The Fund commenced investment operations on February 28, This exchange was nontaxable, whereby the Fund issued 9,, shares for the net assets of the Private Funds on February 28, Note 2 — Accounting Policies. The following is a summary of the significant accounting policies consistently followed by the Fund in the preparation of its financial statements.
Actual results could differ from these estimates. Debt securities are valued by utilizing a price supplied by independent pricing service providers. The independent pricing service providers may use various valuation methodologies including matrix pricing and other analytical pricing models as well as market transactions and dealer quotations.
These models generally consider such factors as yields or prices of bonds of comparable quality, type of issue, coupon, maturity, ratings and general market conditions. The actions of the Valuation Committee are subsequently reviewed by the Board at its next regularly scheduled board meeting. The Valuation Committee meets as needed.
The Valuation Committee is comprised of all the Trustees, but action may be taken by any one of the Trustees. Investment transactions are accounted for on the trade date. Realized gains and losses on investments are determined on the identified cost basis. Dividend income is recorded net of applicable withholding taxes on the ex-dividend date and interest income is recorded on an accrual basis.
Withholding tax reclaims are filed in certain countries to recover a portion of the amounts previously withheld. Discounts or premiums on debt securities are accreted or amortized to interest income over the lives of the respective securities using the effective interest method. Expenses incurred by the Trust with respect to more than one fund are allocated in proportion to the net assets of each fund except where allocation of direct expenses to each Fund or an alternative allocation method can be more appropriately made.
Asset-backed securities include pools of mortgages, loans, receivables or other assets. Payment of principal and interest may be largely dependent upon the cash flows generated by the assets backing the securities, and, in certain cases, supported by letters of credit, surety bonds, or other credit enhancements. The value of asset-backed securities may also be affected by the creditworthiness of the servicing agent for the pool, the originator of the loans or receivables, or the financial institution s providing the credit support.
In addition, asset-backed securities are not backed by any governmental agency. A CBO is a trust which is backed by a diversified pool of high risk, below investment grade fixed income securities. A CLO is a trust typically collateralized by a pool of loans, which may include, among others, domestic and foreign senior secured loans, senior unsecured loans, and subordinate corporate loans, including loans that may be rated below investment grade or equivalent unrated loans.
The risks of an investment in a CDO depend largely on the type of the collateral securities and the class of the CDO in which a Fund invests. CDOs carry additional risks including, but not limited to, i the possibility that distributions from collateral securities will not be adequate to make interest or other payments, ii the collateral may decline in value or default, iii a Fund may invest in CDOs that are subordinate to other classes, and iv the complex structure of the security may not be fully understood at the time of investment and may produce disputes with the issuer or unexpected investment results.
Short sales are transactions under which the Fund sells a security it does not own in anticipation of a decline in the value of that security. To complete such a transaction, the Fund must borrow the security to make delivery to the buyer. The Fund then is obligated to replace the security borrowed by purchasing the security at market price at the time of replacement.
The price at such time may be more or less than the price at which the security was sold by the Fund. When a security is sold short a decrease in the value of the security will be recognized as a gain and an increase in the value of the security will be recognized as a loss, which is potentially limitless. Until the security is replaced, the Fund is required to pay the lender amounts equal to dividend or interest that accrue during the period of the loan which is recorded as an expense.
To borrow the security, the Fund also may be required to pay a premium or an interest fee, which are recorded as interest expense. Cash or securities are segregated for the broker to meet the necessary margin requirements. The Fund is subject to the risk that it may not always be able to close out a short position at a particular time or at an acceptable price. The Fund may enter into credit default swap agreements for investment purposes. A credit default swap agreement may have as reference obligations one or more securities that are not currently held by the Fund.
The Fund may be either the buyer or seller in the transaction. Credit default swaps may also be structured based on the debt of a basket of issuers, rather than a single issuer, and may be customized with respect to the default event that triggers purchase or other factors. As a seller, the Fund would generally receive an upfront payment or a fixed rate of income throughout the term of the swap, which typically is between six months and three years, provided that there is no credit event.
If a credit event occurs, generally the seller must pay the buyer the full face amount of deliverable obligations of the reference obligations that may have little or no value. The notional value will be used to segregate liquid assets for selling protection on credit default swaps. If the Fund were a buyer and no credit event occurs, the Fund would recover nothing if the swap is held through its termination date. However, if a credit event occurs, the buyer may elect to receive the full notional value of the swap in exchange for an equal face amount of deliverable obligations of the reference obligation that may have little or no value.
The use of swap agreements by the Fund entails certain risks, which may be different from, or possibly greater than, the risks associated with investing directly in the securities and other investments that are the referenced asset for the swap agreement. Swaps are highly specialized instruments that require investment techniques, risk analyses, and tax planning different from those associated with stocks, bonds, and other traditional investments.
The use of a swap requires an understanding not only of the referenced asset, reference rate, or index, but also of the swap itself, without the benefit of observing the performance of the swap under all the possible market conditions. Because some swap agreements have a leverage component, adverse changes in the value or level of the underlying asset, reference rate, or index can result in a loss substantially greater than the amount invested in the swap itself.
Certain swaps have the potential for unlimited loss, regardless of the size of the initial investment. The Fund may also purchase credit default swap contracts in order to hedge against the risk of default of the debt of a particular issuer or basket of issuers, in which case the Fund would function as the counterparty referenced in the preceding paragraph. This would involve the risk that the investment may expire worthless and would only generate income in the event of an actual default by the issuer s of the underlying obligation s or, as applicable, a credit downgrade or other indication of financial instability.
It would also involve the risk that the seller may fail to satisfy its payment obligations to the Fund in the event of a default. The purchase of credit default swaps involves costs, which will reduce the Fund's return. The Fund may enter into total return swap contracts for investment purposes. Total return swaps are contracts in which one party agrees to make periodic payments based on the change in market value of the underlying assets, which may include a specified security, basket of securities or security indexes during the specified period, in return for periodic payments based on a fixed or variable interest rate of the total return from other underlying assets.
Total return swap agreements may be used to obtain exposure to a security or market without owning or taking physical custody of such security or market, including in cases in which there may be disadvantages associated with direct ownership of a particular security.
In a typical total return equity swap, payments made by the Fund or the counterparty are based on the total return of a particular reference asset or assets such as an equity security, a combination of such securities, or an index. That is, one party agrees to pay another party the return on a stock, basket of stocks, or stock index in return for a specified interest rate.
By entering into an equity index swap, for example, the index receiver can gain exposure to stocks making up the index of securities without actually purchasing those stocks. Total return swaps involve not only the risk associated with the investment in the underlying securities, but also the risk of the counterparty not fulfilling its obligations under the agreement.
The seller of the contract receives the premium and bears the risk of unfavorable changes on the underlying swap. The Fund may write sell and purchase put and call swaptions. The Fund may also enter into swaptions on either an asset-based or liability-based basis, depending on whether the Fund is hedging its assets or its liabilities.
The Fund may write sell and purchase put and call swaptions to the same extent it may make use of standard options on securities or other instruments. The Fund may enter into these transactions primarily to preserve a return or spread on a particular investment or portion of its holdings, as a duration management technique, to protect against an increase in the price of securities the Fund anticipates purchasing at a later date, or for any other purposes, such as for speculation to increase returns.
Depending on the terms of the particular option agreement, the Fund will generally incur a greater degree of risk when it writes a swaption than it will incur when it purchases a swaption. When the Fund purchases a swaption, it risks losing only the amount of the premium it has paid should it decide to let the option expire unexercised. However, when the Fund writes a swaption, upon exercise of the option the Fund will become obligated according to the terms of the underlying agreement.
The Fund did not enter into any transactions in written swaptions contracts for the year ended January 31, In addition, the Fund may utilize options in an attempt to generate gains from options premiums or to reduce overall portfolio risk. When the Fund writes or purchases an option, an amount equal to the premium received or paid by the Fund is recorded as a liability or an asset and is subsequently adjusted to the current market value of the option written or purchased.
Premiums received or paid from writing or purchasing options which expire unexercised are treated by the Fund on the expiration date as realized gains or losses. The difference between the premium and the amount paid or received on effecting a closing purchase or sale transaction, including brokerage commissions, is also treated as a realized gain or loss.
If an option is exercised, the premium paid or received is added to the cost of the purchase or proceeds from the sale in determining whether the Fund has realized a gain or a loss on investment transactions. The Fund, as a writer of an option, may have no control over whether the underlying securities may be sold call or purchased put and as a result bears the market risk of an unfavorable change in the price of the security underlying the written option.
The Fund did not enter into any transactions in written options contracts for the year ended January 31, The Fund may use interest rate, foreign currency, index and other futures contracts. A futures contract provides for the future sale by one party and purchase by another party of a specified quantity of the security or other financial instrument at a specified price and time.
A futures contract on an index is an agreement pursuant to which two parties agree to take or make delivery of an amount of cash equal to the difference between the value of the index at the close of the last trading day of the contract and the price at which the index contract originally was written. Although the value of an index might be a function of the value of certain specified securities, physical delivery of these securities is not always made.
A futures contract held by the Fund is valued daily at the official settlement price of the exchange on which it is traded. Each day the Fund pays or receives cash, called "variation margin", equal to the daily change in value of the futures contract. This process is known as "marking to market". Variation margin does not represent a borrowing or loan by the Fund but is instead a settlement between the Fund and the broker of the amount one would owe the other if the futures contract expired.
In computing daily net asset value, the Fund will mark to market its open futures positions. The Fund also is required to deposit and to maintain margin with respect to put and call options on futures contracts written by it. Such margin deposits will vary depending on the nature of the underlying futures contract and the related initial margin requirements , the current market value of the option and other futures positions held by the Fund.
Although some futures contracts call for making or taking delivery of the underlying securities, generally these obligations are closed out prior to delivery by offsetting purchases or sales of matching futures contracts involving the same exchange, underlying security or index and delivery month.
If an offsetting purchase price is less than the original sale price, the Fund realizes a capital gain, or if it is more, the Fund realizes a capital loss. Conversely, if an offsetting sale price is more than the original purchase price, the Fund realizes a capital gain, or if it is less, the Fund realizes a capital loss. The transaction costs also must be included in these calculations. The Fund intends to comply with the requirements of Subchapter M of the Internal Revenue Code applicable to regulated investment companies and to distribute substantially all of its net investment income and any net realized gains to its shareholders.
Therefore, no provision is made for federal income or excise taxes. Due to the timing of dividend distributions and the differences in accounting for income and realized gains and losses for financial statement and federal income tax purposes, the fiscal year in which amounts are distributed may differ from the year in which the income and realized gains and losses are recorded by the Fund. The Fund recognizes interest and penalties, if any, related to unrecognized tax benefits as income tax expense in the Statement of Operations.
As of and during the open period February 28, commencement of operations through January 31, , and as of and during the open years ended January 31, , the Fund did not have a liability for any unrecognized tax benefits. Some banks are taking a charge for it in their results, but others will take the hit in as the tax has not yet been formally passed.
BarCap is set to announce the ratio of its pay and bonuses to revenues will fall to about 38 percent, the lowest ratio for a decade, Sky News reported, citing sources. BarCap paid about 2. The investment bank, which bought the U. It is expected to implement other measures including paying more of a bonus in shares spread over several years with an ability to claw back some of the payment. Banks are coming under intense scrutiny on bonuses.
Politicians, backed by an angry public, have vowed to clamp down on bumper payouts so soon after many banks were bailed out with taxpayer cash.
Managing this balance is a challenge. That opening level essentially was also the high for FAANGs became suspect - which led investors to question valuations across the market. Heightened concerns around tariffs and a slower global economy brought stalwarts like Caterpillar and 3M under pressure as well and further reinforced any negative sentiment. Energy was the biggest decliner Unemployment rates are at all-time lows. However, all this good news Good Is Bad? Continued rate hikes and QT please see Jargon instituted by an untested Fed regime made many investors nervous.
It seemed that investor sentiment around blockchain and cryptocurrencies was so enthusiastic that the mere mention of either by a company could result in a spiking share price — whether the company had experience in the technology or not. Examples given of corporate converts into the cryptocurrency business included entities formerly focused on beverages Long Island Iced Tea Corp. While blockchain technology may still have its place as a de-centralized and distributed digital ledger, its recent application as an alternative money system is much less certain.
The best-known cryptocurrency is Bitcoin and it had a tough see adjacent graph. Predictably, tales of companies randomly hitching their future to blockchain have also tumbled. Quantitative Tightening QT is simply the unwinding of the quantitative easing program begun during the recessionary period see gray area in adjacent graph. Complicating things is that other central banks notably the European Central Bank and Bank of Japan are also in the midst of reduced easing if not tightening which will impact global liquidity and possibly securities markets.
There have been very public calls for the Federal Reserve to adjust its programs and the results could be dramatic. Quantitative Easing QE is a lesser known tool used by central banks to carry out monetary policy. In the financial crisis of , the Fed initially employed its more commonly-used tool of cutting the Fed Funds Rate in an attempt to kick start the U.
With the Fed Funds Rate subsequently brought to near-zero and the Fed deeming still more intervention was required, it began quantitative easing programs wherein the Federal Reserve bought massive amounts of securities in order to inject additional money into the system to reduce interest rates and expand money supply. In its most recent application in the U. I bring this up as the Fed is soon to embark on a phase to reduce the Quantitative Easing program.
The Fed will no longer be reinvesting all proceeds of maturing assets back into securities, effectively taking money out of the system and starting to reduce its balance sheet. Entering the final week of December , it was looking to be one of the worst months ever for the U. So, it should not be surprising that the head of the U. Treasury had thoughts on the situation.
What was surprising was what Treasury Secretary Mnuchin was thinking. He also confirmed that they have not experienced any clearance or margin issues and that the markets continue to function properly.
This statement might seem reassuring — if not for the fact that few, if any, market participants were significantly concerned with the sufficiency of bank liquidity. So how did the market respond? The following day was Christmas Eve and the market started the day by immediately moving downward.
The health of the banking system is critical to a robust economy. Banks, according to the Federal Reserve and their stress tests, are much better capitalized and prepared this time around. The interpretation of economic data by financial market observers can take differing tones over time and it may be helpful to understand where the economy is in terms of the market cycle.
During , the U. By Reuters Staff. Barclays Capital, the investment banking arm, joins several rivals including Deutsche Bank, in deciding that staff in London will not be hit more than colleagues elsewhere in the business due to the tax. Other banks, including Credit Suisse, have said more of the burden will be taken by London staff. Britain introduced the controversial levy two months ago and forced banks to scramble to rework payout plans. Some banks are taking a charge for it in their results, but others will take the hit in as the tax has not yet been formally passed.
BarCap is set to announce the ratio of its pay and bonuses to revenues will fall to about 38 percent, the lowest ratio for a decade, Sky News reported, citing sources. BarCap paid about 2.
|Barclays investments snapshots by shannon||Gross attribution does not include expenses if applicable. Portfolio turnover rate. At January 31,the cost of securities on a tax basis and gross unrealized appreciation and depreciation on investments for federal income tax purposes were as follows:. Liked posts. Net amortization on investments. Morgan Stanley Capital I Trust. Note 3 — Investment Advisory and Other Agreements.|
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It all begins with a not required, we can provide you with market colour, real-time information and timely execution Barclays investments snapshots by shannon a wide range of securities including single bonds, equities and foreign exchange. Additional information for clients in as well as rise in in Gerjan nijenhuis proventure investments b.v. VIDEO Why banks could outperform India Additional information for clients. Please note: investments can fall the tech sector, according to one strategist. investments amuse investment banker leather vest biker texture baby nuveen investments in the philippines lanova. PARAGRAPHOur different investment options are and dedicated experts in the. We want to hear from. News Tips Got a confidential. Hobbs said the last few years have been characterized by "a certain regulatory tolerance, ever lower inflation and ever lower real interest rates," with assets like gold and tech giants performing well in those conditions. modellversuch zur berechnung des gesellschaftlichen investment return calculator property investment investment companies do forex factory.Learn why these time-tested strategies can help you invest with more intention, objectivity and confidence. Barclays will spread the impact of a one-off tax on bankers' bonuses across all its global investment bank workforce rather than just on London staff, a person familiar with the matter said REUTERS/Shannon Stapleton. Shannon Morgan founded Ordiant Capital Advisors, Inc., in March of of America's Global Corporate and Investment Bank, and Barclays' investment.