We use portfolio analytics to effectively assess, manage and control risk

Our Fixed Income Strategy combines a quantitative research process with active portfolio management. However, we believe that any thoughtful fixed income investment process should first begin with a thorough review of a client’s topline investment goals.

Our initial review affords us a thorough understanding of why a client believes fixed income is an appropriate part of their asset allocation mix, as well as the reasons the client believes their allocation decisions are adequate to fulfill their goals.

We then unite portfolio analytics with the appropriate benchmark attributes in an effort to effectively assess, manage, and control risk. The final stage in our process lies in ongoing stress testing of the portfolio in which we use simulations and benchmark horizon-based results.

The types of fixed income products contained in our portfolios include:

  • U.S. Treasury and Agency

  • Investment-grade Corporate

  • Asset-backed Securities

  • Mortgage Securities

  • Structured Collateralized Mortgage Obligations (CMO’s)

Our strategies include: