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Wisdom Tree Fixed Income Indices

WisdomTree Investments, Inc.  develops indexes using its fundamentally weighted index methodology. They utilize an Institutional style approach for fixed income, combining a long position in bonds representative of the Bloomberg Barclays U.S. Aggregate Bond Index with a short position in Treasury securities to target a negative duration. This strategy helps investors maintain traditional bond exposures while mitigating their overall sensitivity to rising interest rates.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 20800 bonds and 7 indices, including: Barclays Rate Hedged US aggregate Bonds, BofaMerrill High Yields, and Japan Interest Rate Strategies. Some of the data items available include:

  • Accrued Interest, Clean Price, Convexity, Country Code, Country Description, Coupon, Currency Code, Effective Duration, Effective Yield, Industry Level, ISIN Code, Issuer Description, Last Price Date, Market Value, Maturity Bands, Maturity Date, Modified Duration, Notional Outstanding, Portfolio Headline Index Symbol, Rating, Ticker, Yield to Maturity, Yield to Worst, etc.

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