The company’s investment objective is to participate in bond arbitrage
using a proprietary search engine for arbitrage deals.
| Rating | A- |
| LTV | 0 |
| YTM | 6,3% |
| Duration | 11 |
| Standart deviation | 0.8 % |
| Duration | 10 |
| Composite Raiting | BBB |
| LTV | 1-2 |
| VaR | 6 % |
| Standart deviation | 2 % |