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
