Core Fixed

Overview

Our Core Fixed Income strategy invests in U.S. Dollar denominated investment grade securities and seeks to provide a total return in excess of the Barclays Aggregate Index. Portfolios include a mix of primarily US Government/Agency, Corporate, and Asset-backed & Mortgage-backed securities. The portfolio utilizes sector rotation and security selection to add alpha over a full market cycle.

Risk Controls

• Typical Corporate holding represents 1% or less of the Total Market Value
• Duration generally limited to ±10% of index
• Weekly stress testing
• Pricing – portfolio marked daily
• Performance monitored daily

Portfolio Management