Fixed Income Investments
Core
Philosophy
We believe a core fixed income allocation is the anchor of a well-diversified portfolio. It should provide a stable source of return regardless of the market environment while protecting portfolio capital. As a core fixed income manager, our objective is to safeguard your assets while consistently generating alpha. We look to keep risk in-line with the benchmark. We use a two-part approach that seeks to detect and profit from inefficiencies within the fixed income market.
Process
We run our quantitative models and conduct in-depth fundamental research with the ultimate goal of identifying inefficiencies in the fixed income market. We find our two-part approach helps us to better identify such inefficiencies at the market, sector, industry, and security level.
Our risk premium security selection is a low volatility strategy designed to generate smaller but consistent levels of alpha. There is little additional risk relative to the benchmark. The strategy is largely driven by our proprietary valuation models and analytic screens.
Our significant market opportunities strategy seeks to generate substantial alpha when the market is mispriced. We will take a concentrated position when our research indicates a specific sector is mispriced or there is a large market dislocation. The strategy is based on our in-depth fundamental research in addition to our quantitative valuations.
Core
Assets Under Management:
$1,571 MM
Strategy Inception:
April 1999
