Active
Bond The Active Bond strategy, our core bond product, utilizes multiple, distinct potential alpha sources within U.S. dollar denominated, investment grade securities. Our process integrates signals from our term structure valuation, sector allocation, credit, and options alpha models. This strategy seeks to outperform the Barclays Capital*
U.S. Aggregate Index with tight risk control.
Active
Core Plus The Active Core Plus strategy employs the same investment methods as our Active Bond strategy and incorporates our global bond model and currency model signals over a Barclays Capital* U.S. Aggregate Index benchmark.
Global
Bond The Global Bond strategy seeks alpha in the developed global bond and currency markets. This strategy is designed to outperform the Barclays Capital* Global Aggregate Bond Index.
International
Bond The International Bond strategy applies the processes and techniques of our Global Bond strategy and is benchmarked to the unhedged J.P. Morgan World Government Bond Index, ex-U.S.
Active Cash Plus The Active Cash Plus strategy is based on the same signals as our Active Core Plus strategy and is implemented with short-term average duration.
Enhanced Collateral The Enhanced Collateral strategy seeks to exceed the return of cash while maintaining average duration similar to a money market fund and tight credit risk limits.
Money
Market The Money Market strategy seeks maximum current income, consistent with preservation of capital and liquidity.
Passive Fixed Income
Fixed Income Indexing The Fixed Income Indexing strategies are designed to track the major fixed income sectors. Our indexing approach is disciplined and structured, with the single objective of duplicating each index's fundamental characteristics and performance.
Strategy
Beta Exposure
Aggregate Bond Index
U.S. Aggregate Index
Capital Bond Index
U.S. Government/Credit Index
Mortgage-Backed Index
U.S. Mortgage-Backed Securities Index
Long Credit Index
U.S. Long Credit Index
Intermediate Credit Index
U.S. Intermediate Credit Index
Long Government Index
U.S. Long Government Index
Intermediate Government Index
U.S. Intermediate Government Index
Long Bond Index
U.S. Long Treasury Index
TIPS Index
U.S. Treasury Inflation Protected Securities Index
