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(Formerly Hughes Capital Management, LLC)
Risk Management
Components of Risk Management
Portfolio Diversification
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Internal parameters ensure
diversification - Sector diversification
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Subsector/industry limits
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Security concentration limits
Spread Risk
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Manage sector
spread duration
vs. benchmark
Currency
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All US $
Ratings
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High quality
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Monitor daily
Compliance
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Monitored daily vs.
client guidelines
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Automated/integrated into
portfolio management system
Interest Rate Exposure
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Target/manage overall duration
& Curve exposure
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Monitor daily/intra-day
Liquidity
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Secured with standard
settlement
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Limit 144A securities
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