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Strategy Matrix

Fixed Income
Asset Allocation
Description Benchmark
Core Fixed Income Active allocation across fixed income sectors: Government, Credit, Mortgages, Emerging Markets & International. Can be more or less aggressive per client mandate. Barclays U.S. Aggregate Bond Index
Flexible Income Active allocation across global fixed income sectors: US Government, US Corporates & High Yield, Mortgages, Developed Countries debt, Emerging Markets Debt & Bank Debt. No duration target. Not managed to a specific benchmark. Targets Libor +250 basis points
Low DurationActive allocation across fixed income sectors: Government, Credit, Mortgages (Incl. CMBS), & Emerging Markets. Uses short duration securities. BofA/Merrill Lynch 1-3 Year
U.S. Treasury Index
Sector Specific
Fixed Income
Description Benchmark
Emerging Markets
Fixed Incomes
Emerging Markets debt strategy. Concentrated in U.S. dollar-denominated securities. Favors corporates over sovereigns. JP Morgan Emerging Markets
Global Diversified Index
Floating Rate Primarily invested in Bank Loans and other floating rate instruments. Allocations are diversified across industries and issuers. S&P/LSTA Leveraged Loan Index
Total Return Concentrated heavily in Mortgages. Actively allocates between RMBS sub-sectors: Agency & Non-Agency RMBS and CMBS. Client customization available. Barclays U.S. Aggregate Bond Index
U. S. Equities Description Benchmark
Equities Focuses on growth stocks selected by cash flow valuation metrics seeking long-term capital appreciation. S&P 500
Shiller Enhanced CAPE® Focus on the most undervalued sectors of the large cap universe as measured by the relative CAPE® ratio Shiller CAPE® U.S. Sector Total Return USD Index
Global Macro Description Benchmark
Multi-Asset Growth Best Ideas Global Macro strategy. Invests opportunistically in Commodities, Currencies, Equities and Fixed Income. Managed as an absolute return strategy. Blended Benchmark
Hedge Fund Description Benchmark
Opportunistic Income -
Fixed Income
Best Ideas Fixed Income strategy concentrated heavily in Mortgages. Aggressively allocates opportunistically. Can employ leverage. No duration constraints. Barclays U.S. Aggregate Bond Index
Opportunistic Income -
Global Macro
Best Ideas Global Macro strategy concentrated heavily in Equities. Aggressively allocates opportunistically. Can employ leverage. No duration constrains.