$2.4 Billion Fixed Income Discretionary Assets Under Management

 

Enhanced Cash Strategy 

Portfolios structured to provide higher yields than traditional money market vehicles by modestly extending maturities and diversifying portfolios into multiple sectors of the investment grade bond market. These portfolios are fully diversified and managed specifically to meet our client's liquidity needs with an emphasis on controlling principal risk by actively limiting portfolio duration and investing in high quality issues.

 

Short Duration Strategy

Actively managed portfolios structured to emphasize maturities in the 1-3 year area of the yield curve.  They are fully diversified into multiple sectors of the investment grade bond market to add yield.  Principal risk is controlled by high average quality and limited portfolio duration. Portfolios are fully diversified into high quality, short maturity bonds across several sectors of the bond market to enhance yield.

 

Intermediate Duration Strategy

Actively managed portfolios that are primarily focused on intermediate maturities which are diversified across the government, corporate, asset backed and mortgage sectors.  This strategy strives to maximize total reurn and limit risks while maintaining an average credit quality rating of A or better.

 

Intermediate Gov/Corp Strategy

Actively managed portfolios that are primarily focused on intermediate maturities within the government and corporate sectors of the investment grade fixed income market.  This strategy strives to maximize total return and limit risks while typically maintaining an average A credit quality rating.

 

Government Corporate Strategy

Strategy that primarily focuses on the government and corporate sectors within the investment grade fixed income market.  This strategy strives to maximize total return while limiting risks and typically maintains an average overall credit quality of A or better.

 

Core Fixed Income Strategy

This strategy strives to maximize total return and limit risk by actively managing the portfolio across the government, corporate, asset-backed and mortgage sectors while maintaining an average quality rating of A or better and is managed against the Barclays Capital Aggregate Index.

 

Enhanced Core Strategy

This strategy strives to maximize total return by actively managing the portfolio across the government, corporate, asset-backed and mortgage sectors while maintaining an average credit quality rating of A or better.  US Treasury futures are utilized to actively manage duration and yield curve to produce excess alpha, while diversification and quantitative systems are used to mitigate risk.

 

Broad Market Total Return Strategy

Strategy that strives to maximize total return by actively managing the portfolio across the government, corporate, asset-backed and mortgage sectors.  It also incorporates high yield securities (0-20%) concentrated in higher rated issues and dollar denominated foreign securities (0-20%) on an opportunistic basis.

 

Opportunistic Credit Strategy

This strategy provides a higher current income, consistent with long-term preservation of capital, while opportunistically investing in a credit portfolio of investment grade and high yield securities to realize capital appreciation to maximize total return.  Portfolios are constructed using all major fixed income sectors and add value through sector rotation, security selection, duration and term structure.  The results are portfolios that provide attractive risk-adjusted returns through a combination of capital appreciation and monthly distributions.  

 

Long Duration Strategy

Strategy that strives to maximize total return and limit risk by understanding the client's risk tolerance.  Once understood, we then build a portfolio to achieve excess return through duration and yield curve management, security selection and sector selection.  Duration and yield curve risk is managed utilizing a highly disciplined, quantitative framework relative to the client's portfolio target or liabilities.  Sector and security selection are guided and more heavily influenced by traditional fundamental research.

 

Enhanced Stock Indexing Strategy

This strategy strives to provide synthetic exposure to desired equity benchmarks through the utilization of stock index futures and/or swaps while investing the underlying collateral assets in Atlantic's short maturity bond portfolio to generate excess alpha.  The underlying assets are invested to obtain higher yields than LIBOR by modestly, but opportunistically, extending maturities and fully diversifying portfolios into the most attractive sectors of the investment grade market.