Overlay Strategies
Notional Overlay
Conservative
Notional Overlay -- Conservative
Active risk ±5 years. Designed for clients seeking modest, uncorrelated return enhancement with minimal disruption to existing fixed income allocations.
Moderate
Notional Overlay -- Moderate
Active risk ±10 years. A balanced overlay suited to portfolios seeking meaningfully higher alpha contribution while preserving existing systematic exposures.
Aggressive
Notional Overlay -- Aggressive
Active risk ±20 years. Maximum alpha expression within the overlay framework, suitable for institutional mandates with higher risk tolerance.
Active Fixed Income Strategies
Bond Plus
Treasury
Treasury Bond +
Active duration overlay applied to a Treasury bond benchmark. Delivers core-plus fixed income performance with tax-advantaged futures execution.
Mortgage
Mortgage Bond +
Alpha overlay on a mortgage-backed securities portfolio. Duration management adapts to prepayment cycles and monetary policy shifts.
Municipal
Municipal Bond +
Tax-aware active duration management layered over a municipal bond allocation, targeting improved after-tax total return.
Corporate
Corporate Bond +
Duration overlay targeting corporate bond portfolios. Designed to separate rate risk from credit alpha, improving overall risk-adjusted return.
High Yield
High Yield Bond +
Active interest rate management applied to high yield allocations. Reduces uncompensated rate risk while preserving full credit exposure.
Multi-Asset Strategies
QUAD Macro