Custom Strategies
Description
Custom strategies designed to meet the risk and return objectives of institutional fund sponsors, including:
- Sector strategies providing exposure to Corporate Credit, Agency MBS, CMBS, and/or ABS
- Targeted duration strategies appropriate for Liability-Driven Investment allocations
- Financial institution strategies focusing on return per unit of risk-based capital
Performance Objective
- Outperform each client's preferred fixed-income benchmark, such as:
- Bloomberg Barclays Intermediate Government/Credit Index
- Bloomberg Barclays Corporate Index
- Bloomberg Barclays Mortgage Index
- Citigroup Broad Investment Grade Index
- BofA Merrill Lynch 91 Day Treasury Bill Index
- Generate attractive excess returns with low tracking risk relative to the selected benchmark
- Target an Information Ratio of 0.5 or better
Investment Goals
- Capture attractive returns offered by a well-diversified portfolio
- Add value primarily through security selection and (if appropriate) sector rotation