Diversified & Customized Total Return Fixed Income

Diversified Fixed Income Platform

Our Diversified Fixed Income Platform combines extensive research resources and a collaborative investment approach to manage strategies across a broad spectrum of fixed income disciplines. Our extensive sector expertise through our Asset Specialists allows for the effective management of diversified institutional fixed income assets while providing clients with multiple options to establish sector specific exposure.

While we offer a series of standard diversified fixed income solutions, we also work with multiple clients to develop and implement customized total return programs.

Process Centered on Risk Management

We employ a proprietary risk budget methodology that enables our fixed income Asset Specialists to consistently evaluate potential sources of risk and return. Portfolio construction begins with the risk allocation process, which allocates the portfolio to individual risk factors such as interest rates, yield curve, option risk, and credit risk. The risk allocation process is used to run scenario analyses to evaluate potential returns and volatility against the benchmark.

This analysis assists in determining whether exposure to a specific factor is appropriate from a risk/reward perspective. Using this framework, combined with sector specific analysis (credit fundamentals, liquidity, option risk, technical factors, and sector expected returns), Portfolio Managers and Asset Specialists can evaluate the relative value of the various sectors and determine which ones to emphasize and de-emphasize, in compliance with the level of risk appropriate for each individual client.

A quarterly webinar covering topics in insurance risk and investment management.

Join us for our next Insurance Investment Edge Webinar on
May 23, 2012 at 2 pm Eastern Time.