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