Objective

Our goal is to generate income, as well as preserve the purchasing power of investor’s capital through a diversified mix of fixed income, equities, and liquid alternative asset class exposures, including private credit, real estate investment trusts and commodities. This strategy can become hedged or tactically short to a limit.

We aim to beat our benchmarks on a risk-adjusted basis over 7-10 year rolling windows.  This strategy benchmarks against Bloomberg U.S. Aggregate Bond Index.

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Characteristics

• Sophisticated quantitative strategy for optimal diversification across durations, credit qualities, credit sectors, geographies, and factors

• Aims to maximizes risk-adjusted excess returns through uncorrelated fixed income factors and dynamic portfolio management

• Preserves capital by reducing portfolio risk through factor diversification and risk-neutral approach

• Enhances performance with judicious use of leverage and hedging techniques, adapting to market conditions

Positioning

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Please see ADV 2A for additional detail on fees and disclosures.