Lahore, April 14, 2023 (PPI-OT): AWT Income Fund (or the “Fund”) is a medium risk profile Fund. The assigned rating reflects the medium credit quality and liquidity profile emanating from Fund’s Investment strategy. The Fund had allocated ~42.4% in T-Bills, ~17.1% in TFCs rated A+ and above, ~8% in Corporate sukuks rated A+ and above, ~24.6% in cash majority in A+ rated bank whereas ~5.8% in commercial papers rated AA and ~2.1% in others.
The duration of the Fund stood at 42 days at the end Dec’22, exposing low interest rate risk. The WAM of the Fund stood at 584 days at the end Dec’22, exposing high credit risk due to investment in long term TFCs. However, major investment in T-bills mitigate the overall credit risk. The top 10 investors concentration of the Fund, at the end Dec’22 was ~51.9%, giving rise to a moderate level of redemption pressure.
Going forward, any material changes in the Fund’s asset allocation strategy, which could negatively impact the Fund’s credit quality and exposure to interest rate risk, remain critical for the rating.
For more information, contact:
Analyst,
The Pakistan Credit Rating Agency Limited (PACRA)
Awami Complex, FB1, Usman Block New Garden Town,
Lahore, Pakistan
Tel: +92-42-5869504-6
Fax: +92-42-5830425
Email: hammad.rashid@pacra.com
Website: www.pacra.com