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

Paula Horn

Chief Investment Officer,
Senior Portfolio Manager

Richard Scargill

Director of Fixed Income Strategies Senior Portfolio Manager

Keith Weldon, CFA

Senior Portfolio Manager

Key Investment Personnel

William O’Connor, CFA

Senior Portfolio Manager

Eric Zenner, CFA

Senior Portfolio Manager

Kevin Conrath

Portfolio Manager

Dan Kralovec

Associate Portfolio Manager

Derek Grifka

Associate Credit Analyst
Snapshot

Benchmark: Bloomberg Barclays Capital Aggregate
Inception Date: April 1, 1991
Investment Team: Fixed Income Group